# EDGAR Filing Document

**Accession Number:** 0000004568
**File Stem:** 0001145549-23-011717
**Filing Date:** 2023-2
**Character Count:** 1017562
**Document Hash:** f81d8b55a043db83c5e5b15ea6169eb6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-011717.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001145549-23-011717

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMERICAN BALANCED FUND
- **CENTRAL INDEX KEY:** 0000004568
- **IRS NUMBER:** 946050854
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-00066
- **FILM NUMBER:** 23675580

**BUSINESS ADDRESS:**
- **STREET 1:** 6455 IRVINE CENTER DRIVE
- **CITY:** IRVINE
- **STATE:** CA
- **ZIP:** 92618
- **BUSINESS PHONE:** 213-486-9501

**MAIL ADDRESS:**
- **STREET 1:** 333 S HOPE ST - 55TH FLOOR (GYR)
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN BALANCED FUND INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN EXPRESS INVESTMENT FUND INC
- **DATE OF NAME CHANGE:** 19750729

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** COMMONWEALTH INVESTMENT CO
- **DATE OF NAME CHANGE:** 19710203

## Series and Classes Contracts Data

### AMERICAN BALANCED FUND (Series ID: S000008801)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000023937 | Class A       | ABALX           |
| C000023938 | Class R-1     | RLBAX           |
| C000023939 | Class R-2     | RLBBX           |
| C000023940 | Class R-3     | RLBCX           |
| C000023941 | Class R-4     | RLBEX           |
| C000023942 | Class R-5     | RLBFX           |
| C000023944 | Class C       | BALCX           |
| C000023945 | Class F-1     | BALFX           |
| C000023946 | Class 529-A   | CLBAX           |
| C000023948 | Class 529-C   | CLBCX           |
| C000023949 | Class 529-E   | CLBEX           |
| C000023950 | Class 529-F-1 | CLBFX           |
| C000068555 | Class F-2     | AMBFX           |
| C000077860 | Class R-6     | RLBGX           |
| C000148414 | Class R-2E    | RAMHX           |
| C000164818 | Class R-5E    | RLEFX           |
| C000180007 | Class F-3     | AFMBX           |
| C000189521 | Class 529-T   | TAFBX           |
| C000189522 | Class T       | TABFX           |
| C000224633 | Class 529-F-2 | FBAFX           |
| C000224634 | Class 529-F-3 | FBONX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** American Balanced Fund

- **b. Investment Company Act file number:** 811-00066

- **c. CIK number of Registrant:** 0000004568

- **d. LEI of Registrant:** L8DP8S00A6XHCCDH3332

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

  - **Street Address 1:** 6455 Irvine Center Drive

  - **City:** Irvine

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92618

  - **Telephone number:** 9499755000

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

- **a. Name of Series:** American Balanced Fund

- **b. EDGAR series identifier (if any):** S000008801

- **c. LEI of Series:** L8DP8S00A6XHCCDH3332

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $207479033874.77

**Total Liabilities:** $15472693991.85

**Net Assets:** $192006339882.92

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -53799.210000000000 | **1-Year:** -1454933.350000000000 | **5-Year:** -4043324.410000000000 | **10-Year:** -2754538.630000000000 | **30-Year:** -1118595.380000000000

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

- **3-Month:** -4606.210000000000 | **1-Year:** -100091.840000000000 | **5-Year:** -2110873.040000000000 | **10-Year:** -58486.770000000000 | **30-Year:** -396.396297500000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000023937 | 5.19%                | 5.61%                | -2.76%               |
| Class ID C000023938 | 5.16%                | 5.55%                | -2.82%               |
| Class ID C000023939 | 5.15%                | 5.51%                | -2.79%               |
| Class ID C000023940 | 5.18%                | 5.57%                | -2.79%               |
| Class ID C000023941 | 5.20%                | 5.62%                | -2.77%               |
| Class ID C000023942 | 5.22%                | 5.63%                | -2.72%               |
| Class ID C000023944 | 5.15%                | 5.51%                | -2.79%               |
| Class ID C000023945 | 5.23%                | 5.57%                | -2.77%               |
| Class ID C000023946 | 5.20%                | 5.62%                | -2.77%               |
| Class ID C000023948 | 5.15%                | 5.51%                | -2.82%               |
| Class ID C000023949 | 5.20%                | 5.55%                | -2.76%               |
| Class ID C000023950 | 5.24%                | 5.62%                | -2.77%               |
| Class ID C000068555 | 5.23%                | 5.61%                | -2.71%               |
| Class ID C000077860 | 5.26%                | 5.64%                | -2.75%               |
| Class ID C000148414 | 5.18%                | 5.56%                | -2.78%               |
| Class ID C000164818 | 5.23%                | 5.61%                | -2.75%               |
| Class ID C000180007 | 5.23%                | 5.65%                | -2.72%               |
| Class ID C000189521 | 5.22%                | 5.61%                | -2.74%               |
| Class ID C000189522 | 5.22%                | 5.64%                | -2.76%               |
| Class ID C000224633 | 5.23%                | 5.64%                | -2.74%               |
| Class ID C000224634 | 5.23%                | 5.64%                | -2.76%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1415608795.32          | $10711623404.58                            |
| Month 2  | $-63811607.35            | $10113314433.94                            |
| Month 3  | $495193350.18            | $-6383252779.33                            |

**Designated Index Information**

- **Index Name:** 60%/40% S&P 500 Index/Bloomberg U.S. Aggregate Index

- **Index Identifier:** 60SPX40LBUSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ROCKEFELLER FOUNDATION                                                           | ROCKEFELLER FOUNDATION SR UNSEC 2.492% 10-01-50                                    | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |   15170000 | PA      | $9681721.55     | 0.01%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | TOYOTA MOTOR CREDIT CORP SR UNSEC 0.8% 01-09-26                                    | CUSIP: 89236THW8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   15815000 | PA      | $14107533.53    | 0.01%             | 2026-01-09      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 2.25% 02-15-26                                           | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   17459000 | PA      | $15914070.55    | 0.01%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 2.625% 02-15-29                                          | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   22847000 | PA      | $19371537.21    | 0.01%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                                                | CPPIB CAPITAL 144A LIFE SR UNSEC 2.75% 11-02-27                                    | CUSIP: 22411VAD0<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | USGA              | CA        |   23770000 | PA      | $21953710.53    | 0.01%             | 2027-11-02      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 2.875% 02-15-31                                          | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   30841000 | PA      | $25526417.20    | 0.01%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORP                                                              | TRINITY HEALTH CORP SR UNSEC 2.632% 12-01-40                                       | CUSIP: 896517AB5<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $3140163.00     | 0.00%             | 2040-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD CFE                                             | COMISION FEDERAL DE ELECTRICIDAD 144A LIFE SR UNSEC 4.688% 05-15-29                | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   40160000 | PA      | $35696175.84    | 0.02%             | 2029-05-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| CAISSE AMORTISSEMENT DE LA DETTE SOCIALE                                         | CADES USD 144A LIFE SR UNSEC 3.375% 03-20-24                                       | CUSIP: 12802DAK2<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | USGA              | FR        |   44610000 | PA      | $43867288.11    | 0.02%             | 2024-03-20      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 2.625% 04-15-26                                          | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   49883000 | PA      | $45806611.12    | 0.02%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 1.5% 02-15-26                                            | CUSIP: 87264ABZ7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3362036.25     | 0.00%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CAISSE AMORTISSEMENT DE LA DETTE SOCIALE                                         | CADES USD 144A LIFE SR UNSEC 0.375% 09-23-25                                       | CUSIP: 12802D2A3<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | USGA              | FR        |   18000000 | PA      | $16139124.00    | 0.01%             | 2025-09-23      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                                                | CPPIB CAPITAL 144A LIFE SR UNSEC 0.5% 09-16-24                                     | CUSIP: 22411VAR9<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | USGA              | CA        |   22500000 | PA      | $20934526.50    | 0.01%             | 2024-09-16      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                                                | CPPIB CAPITAL 144A LIFE SR UNSEC 0.875% 09-09-26                                   | CUSIP: 22411VAU2<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | USGA              | CA        |   17827000 | PA      | $15617553.71    | 0.01%             | 2026-09-09      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF JAPAN INC                                                    | DEVELOPMENT BANK OF JAPAN 144A LIFE SR UNSEC (B) 1.25% 10-20-26                    | CUSIP: 25159MBD8<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | USGA              | JP        |   18000000 | PA      | $15874560.00    | 0.01%             | 2026-10-20      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF JAPAN INC                                                    | DEVELOPMENT BANK OF JAPAN 144A LIFE SR UNSEC 1.75% 10-20-31                        | CUSIP: 25159MBE6<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | USGA              | JP        |   12582000 | PA      | $10089770.02    | 0.01%             | 2031-10-20      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | EQUINOR ASA SR UNSEC 3.625% 09-10-28                                               | CUSIP: 29446MAB8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   13155000 | PA      | $12474241.91    | 0.01%             | 2028-09-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 3.5% 04-15-25                                            | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    4090000 | PA      | $3936919.48     | 0.00%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 3.75% 04-15-27                                           | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4717105.00     | 0.00%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                         | ELECTRICITE DE FRANCE SA REG S SR UNSEC 5.6% 01-27-40                              | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |    1325000 | PA      | $1214029.93     | 0.00%             | 2040-01-27      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                         | ELECTRICITE DE FRANCE SA 144A LIFE SR UNSEC 4.875% 09-21-38                        | CUSIP: 268317AV6<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    6325000 | PA      | $5166335.90     | 0.00%             | 2038-09-21      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | EQUINOR ASA SR UNSEC 1.75% 01-22-26                                                | CUSIP: 29446MAJ1<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    9289000 | PA      | $8499787.98     | 0.00%             | 2026-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHMS K044 A2 (MF) 2.811% 01-25-25                                                  | CUSIP: 3137BHCY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   11096058 | PA      | $10677592.29    | 0.01%             | 2025-01-25      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 2.55% 02-15-31                                           | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    5044000 | PA      | $4132771.14     | 0.00%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 2.05% 02-15-28                                           | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2390000 | PA      | $2056671.48     | 0.00%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMA 0.875% 08-05-30                                                               | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   17097000 | PA      | $13614893.33    | 0.01%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMA 0.375% 08-25-25                                                               | CUSIP: 3135G05X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   16060000 | PA      | $14467421.34    | 0.01%             | 2025-08-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER INTERNATIONAL LTD                                               | TRITON CONTAINER INTERNATIONAL LTD 144A LIFE SR UNSEC 1.15% 06-07-24               | CUSIP: 89680YAB1<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | US        |   10482000 | PA      | $9699466.29     | 0.01%             | 2024-06-07      | Fixed         | 1.15%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER INTERNATIONAL LTD                                               | TRITON CONTAINER INTERNATIONAL LTD 144A LIFE SR UNSEC 3.15% 06-15-31               | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | US        |   19690000 | PA      | $15346582.90    | 0.01%             | 2031-06-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMA 0.75% 10-08-27                                                                | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   11330000 | PA      | $9757291.76     | 0.01%             | 2027-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                          | FHLB 5.5% 07-15-36                                                                 | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGA              | US        |     600000 | PA      | $656750.10      | 0.00%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PERSERO PT                                            | INDONESIA ASAHAN ALUMINIUM PERSERO PT REG S SR UNSEC 4.75% 05-15-25                | CUSIP: N/A<br>LEI: 2549008P48EB9SN2OI80       | Long             | DBT              | CORP              | ID        |   20000000 | PA      | $19705260.00    | 0.01%             | 2025-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PERSERO PT                                            | INDONESIA ASAHAN ALUMINIUM PERSERO PT 144A LIFE SR UNSEC 4.75% 05-15-25            | CUSIP: 74445PAE2<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |    4910000 | PA      | $4837641.33     | 0.00%             | 2025-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| TORONTO DOMINION BANK (THE)                                                      | TORONTO-DOMINION BANK SR UNSEC 1.25% 09-10-26                                      | CUSIP: 89114TZG0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   19849000 | PA      | $17381610.51    | 0.01%             | 2026-09-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK (THE)                                                      | TORONTO-DOMINION BANK SR UNSEC 1.95% 01-12-27                                      | CUSIP: 89114TZN5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $8924300.00     | 0.00%             | 2027-01-12      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PERSERO PT                                            | INDONESIA ASAHAN ALUMINIUM PERSERO PT 144A LIFE SR UNSEC 5.45% 05-15-30            | CUSIP: 74445PAF9<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |    1360000 | PA      | $1297814.00     | 0.00%             | 2030-05-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PERSERO PT                                            | INDONESIA ASAHAN ALUMINIUM PERSERO PT 144A LIFE SR UNSEC 5.8% 05-15-50             | CUSIP: 74445PAG7<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |    3850000 | PA      | $3234123.20     | 0.00%             | 2050-05-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| TORONTO DOMINION BANK (THE)                                                      | TORONTO-DOMINION BANK SR UNSEC 2.45% 01-12-32                                      | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    7500000 | PA      | $6094432.50     | 0.00%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | TOYOTA MOTOR CREDIT CORP SR UNSEC 1.9% 01-13-27                                    | CUSIP: 89236TJV8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8937700.00     | 0.00%             | 2027-01-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| JAPAN BANK FOR INTERNATIONAL COOPERATION                                         | JBIC GLOBAL SR UNSEC 1.25% 01-21-31                                                | CUSIP: 471048CL0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | USGA              | JP        |   32068000 | PA      | $25042446.36    | 0.01%             | 2031-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | KFW GLOBAL USD 0.375% 07-18-25                                                     | CUSIP: 500769JF2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | USGA              | DE        |    7671000 | PA      | $6941403.52     | 0.00%             | 2025-07-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCHAFTLICHE RENTENBANK                                                   | RENTENBANK GLOBAL USD SR UNSEC 0.875% 09-03-30                                     | CUSIP: 515110BY9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | USGA              | DE        |   13390000 | PA      | $10573734.86    | 0.01%             | 2030-09-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS FINANCE TRUST                                                   | ONTARIO TEACHERS FINANCE 144A LIFE SR UNSEC 3.0% 04-13-27                          | CUSIP: 68329AAL2<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | USGA              | CA        |   18000000 | PA      | $16880283.00    | 0.01%             | 2027-04-13      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE INC                                                | TAKE-TWO INTERACTIVE SOFTWARE INC SR UNSEC 3.3% 03-28-24                           | CUSIP: 874054AE9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   21232000 | PA      | $20745808.43    | 0.01%             | 2024-03-28      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE INC                                                | TAKE-TWO INTERACTIVE SOFTWARE INC SR UNSEC 4.0% 04-14-32                           | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   12570000 | PA      | $11161581.78    | 0.01%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                                              | OMERS FINANCE TRUST 144A LIFE SR UNSEC 3.5% 04-19-32                               | CUSIP: 682142AG9<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | USGA              | CA        |   40128000 | PA      | $36316923.46    | 0.02%             | 2032-04-19      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                                              | OMERS FINANCE TRUST 144A LIFE SR UNSEC 4.0% 04-19-52                               | CUSIP: 682142AH7<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | USGA              | CA        |   40128000 | PA      | $32166965.95    | 0.02%             | 2052-04-19      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                                              | OMERS FINANCE TRUST 144A LIFE SR UNSEC 1.1% 03-26-26                               | CUSIP: 682142AF1<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | CORP              | CA        |   26770000 | PA      | $23933156.33    | 0.01%             | 2026-03-26      | Fixed         | 1.10%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.875% 10-16-25                                       | CUSIP: 71654QDH2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   31230000 | PA      | $30622701.42    | 0.02%             | 2025-10-16      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 3.4% 10-15-52                                            | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2653000 | PA      | $1794579.40     | 0.00%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 2.4% 03-15-29                                            | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    8271000 | PA      | $6996471.98     | 0.00%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC SF 6.7% 02-16-32                                      | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  113113000 | PA      | $89042779.83    | 0.05%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC SF 8.75% 06-02-29                                     | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   19791000 | PA      | $18585055.21    | 0.01%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORPORATION LTD                                                    | POWER FINANCE CORP LTD REG S SR UNSEC 5.25% 08-10-28                               | CUSIP: N/A<br>LEI: 3358003Q6D9LIJJZ1614       | Long             | DBT              | CORP              | IN        |    3067000 | PA      | $2983546.93     | 0.00%             | 2028-08-10      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| POWER FINANCE CORPORATION LTD                                                    | POWER FINANCE CORP LTD REG S SR UNSEC 6.15% 12-06-28                               | CUSIP: 73928RAA4<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |    2760000 | PA      | $2808341.40     | 0.00%             | 2028-12-06      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 2.7% 03-15-32                                            | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   19138000 | PA      | $15513262.80    | 0.01%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                                                  | TSMC GLOBAL LTD 144A LIFE SR UNSEC 4.625% 07-22-32                                 | CUSIP: 872882AN5<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |    7761000 | PA      | $7652012.28     | 0.00%             | 2032-07-22      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 5.35% 02-12-28                                        | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   29740000 | PA      | $25094165.90    | 0.01%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.5% 01-23-29                                         | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    2738000 | PA      | $2349978.85     | 0.00%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                                                  | TSMC GLOBAL LTD 144A LIFE SR UNSEC 4.375% 07-22-27                                 | CUSIP: 872882AM7<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |    6848000 | PA      | $6720284.80     | 0.00%             | 2027-07-22      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | TOYOTA MOTOR CREDIT CORP SR UNSEC 5.4% 11-10-25                                    | CUSIP: 89236TKK0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5082460.00     | 0.00%             | 2025-11-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORPORATION LTD                                                    | POWER FINANCE CORP LTD REG S SR UNSEC 3.95% 04-23-30                               | CUSIP: 73928RAB2<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |    9727000 | PA      | $8557094.80     | 0.00%             | 2030-04-23      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.49% 01-23-27                                        | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   16714000 | PA      | $15268372.71    | 0.01%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 5.95% 01-28-31                                        | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   16804000 | PA      | $12756470.93    | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT CORP                                                       | SWEDISH EXPORT CREDIT CORP SR UNSEC 3.625% 09-03-24                                | CUSIP: 87031CAG8<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | USGA              | SE        |   36618000 | PA      | $35925480.38    | 0.02%             | 2024-09-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UBS GROUP FUNDING SWITZERLAND AG                                                 | UBS GROUP AG 144A LIFE SR UNSEC 4.125% 09-24-25                                    | CUSIP: 90351DAB3<br>LEI: 506700Q800G1L95S7805 | Long             | DBT              | CORP              | CH        |    4030000 | PA      | $3922624.68     | 0.00%             | 2025-09-24      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | UNUM GROUP SR UNSEC 3.875% 11-05-25                                                | CUSIP: 91529YAL0<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    5045000 | PA      | $4823504.32     | 0.00%             | 2025-11-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                                              | CHILE GVT BD USD CHILE 3.1% 01-22-61                                               | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   15816000 | PA      | $9906240.89     | 0.01%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                            | HUNGARY GOVT BOND 144A LIFE 2.125% 09-22-31                                        | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   14975000 | PA      | $11157558.03    | 0.01%             | 2031-09-22      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                            | HUNGARY GOVT BOND 144A LIFE 3.125% 09-21-51                                        | CUSIP: 445545AN6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   18690000 | PA      | $11349633.33    | 0.01%             | 2051-09-21      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | UTD MEX ST GVT GLOBAL 2.659% 05-24-31                                              | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   23299000 | PA      | $18849566.67    | 0.01%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | UTD MEX ST GVT GLOBAL 3.771% 05-24-61                                              | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   13292000 | PA      | $8444141.76     | 0.00%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MANITOBA PROVINCE OF                                                             | MANITOBA PROV GLOBAL USD 3.05% 05-14-24                                            | CUSIP: 563469UD5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |   12040000 | PA      | $11781664.94    | 0.01%             | 2024-05-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | UTD MEX ST GVT GLOBAL 4.875% 05-19-33                                              | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   22655000 | PA      | $20841286.01    | 0.01%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                               | PERU GOVT 2.392% 01-23-26                                                          | CUSIP: 715638DE9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    2730000 | PA      | $2518321.26     | 0.00%             | 2026-01-23      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                    | UNICREDIT SPA 144A LIFE SR UNSEC 4.625% 04-12-27                                   | CUSIP: 904678AB5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    5540000 | PA      | $5192431.48     | 0.00%             | 2027-04-12      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                    | UNICREDIT SPA 144A LIFE SUB 5.861% 06-19-32/27                                     | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   29627000 | PA      | $26049865.65    | 0.01%             | 2032-06-19      | Variable      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                               | PERU GOVT 1.862% 12-01-32                                                          | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   42915000 | PA      | $31407557.33    | 0.02%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                               | PERU GOVT 2.78% 12-01-60                                                           | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   50070000 | PA      | $29371712.91    | 0.02%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                                        | PHILIPPINES REP OF 1.648% 06-10-31                                                 | CUSIP: 718286CK1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   12449000 | PA      | $9979989.83     | 0.01%             | 2031-06-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                                        | PHILIPPINES REP OF 2.65% 12-10-45                                                  | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    7151000 | PA      | $4837930.39     | 0.00%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                                        | PHILIPPINES REP OF 6.375% 10-23-34                                                 | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   22310000 | PA      | $24775723.51    | 0.01%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                  | PANAMA GLOBAL 3.298% 01-19-33                                                      | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   23825000 | PA      | $19348068.08    | 0.01%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | UNION PACIFIC CORP SR UNSEC 3.75% 07-15-25                                         | CUSIP: 907818ES3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    3080000 | PA      | $2995472.48     | 0.00%             | 2025-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                                                       | RAYTHEON TECHNOLOGIES CORP SR UNSEC 3.65% 08-16-23                                 | CUSIP: 913017DB2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     108000 | PA      | $107106.19      | 0.00%             | 2023-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                  | PANAMA GLOBAL SF 4.5% 01-19-63                                                     | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    5165000 | PA      | $3658663.91     | 0.00%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QATAR (STATE OF)                                                                 | STATE OF QATAR 144A LIFE 3.375% 03-14-24                                           | CUSIP: 74727PAZ4<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |   24780000 | PA      | $24308882.64    | 0.01%             | 2024-03-14      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                                                       | RAYTHEON TECHNOLOGIES CORP SR UNSEC 4.125% 11-16-28                                | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     570000 | PA      | $546720.63      | 0.00%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 2.0% 05-15-30                                      | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2520000 | PA      | $2084990.04     | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | UNION PACIFIC CORP SR UNSEC 3.839% 03-20-60                                        | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    3510000 | PA      | $2731131.00     | 0.00%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 1.364% 01-30-27/26                                 | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    6350000 | PA      | $5567832.40     | 0.00%             | 2027-01-30      | Variable      | 1.36%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 1.15% 05-15-26                                     | CUSIP: 91324PEC2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    6757000 | PA      | $6042663.47     | 0.00%             | 2026-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 3.05% 05-15-41                                     | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7555470.00     | 0.00%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 3.25% 05-15-51                                     | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    6461000 | PA      | $4654820.99     | 0.00%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 1.494% 08-10-27/26                                 | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   39750000 | PA      | $34248083.25    | 0.02%             | 2027-08-10      | Variable      | 1.49%                 | Yes           |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | UNION PACIFIC CORP SR UNSEC 3.799% 04-06-71                                        | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    3510000 | PA      | $2605757.31     | 0.00%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 4.751% 05-12-28/27                                 | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   22350000 | PA      | $21422966.70    | 0.01%             | 2028-05-12      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 4.2% 05-15-32                                      | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3066000 | PA      | $2919705.81     | 0.00%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 4.75% 05-15-52                                     | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3002000 | PA      | $2788449.73     | 0.00%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US BANCORP SR UNSEC 4.548% 07-22-28/27                                             | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   21000000 | PA      | $20543544.00    | 0.01%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 4.49% 08-05-25/24                                  | CUSIP: 902613AR9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    5000000 | PA      | $4917225.00     | 0.00%             | 2025-08-05      | Variable      | 4.49%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 5.3% 02-15-30                                      | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10329320.00    | 0.01%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | VISA INC SR UNSEC 3.15% 12-14-25                                                   | CUSIP: 92826CAD4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5791128.00     | 0.00%             | 2025-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | VODAFONE GROUP PLC SR UNSEC 5.25% 05-30-48                                         | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    2500000 | PA      | $2213975.00     | 0.00%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 4.625% 11-13-25         | CUSIP: 928668AT9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    9250000 | PA      | $9108438.00     | 0.00%             | 2025-11-13      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| VIGOROUS CHAMPION INTERNATIONAL LTD                                              | VIGOROUS CHAMPION INTERNATIONAL LTD REG S SR UNSEC 4.25% 05-28-29                  | CUSIP: N/A<br>LEI: 254900LCCR122N588062       | Long             | DBT              | CORP              | VG        |    3162000 | PA      | $2842909.93     | 0.00%             | 2029-05-28      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                              | VIRGINIA ELECTRIC AND POWER CO SR UNSEC 2.875% 07-15-29                            | CUSIP: 927804GB4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2530000 | PA      | $2233521.95     | 0.00%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_21-1A                                                | SEACO 21-1A A 144A 1.86% 04-17-41/04-19-32                                         | CUSIP: 37959PAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   71112316 | PA      | $61335510.72    | 0.03%             | 2041-04-17      | Fixed         | 1.86%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_15-4                                              | TPMT 15-4 M1 144A FRN 04-25-55/05-25-22                                            | CUSIP: 89171UAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     605408 | PA      | $604202.39      | 0.00%             | 2055-04-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_15-4                                              | TPMT 15-4 M2 144A FRN 04-25-55/01-25-27                                            | CUSIP: 89171UAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7291600 | PA      | $7088806.02     | 0.00%             | 2055-04-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_15-3                                              | TPMT 15-3 M2 144A FRN 03-25-54/09-27-27                                            | CUSIP: 89172HAD9<br>LEI: 549300ZHISOOIT5VZP03 | Long             | ABS-CBDO         | CORP              | US        |    2708400 | PA      | $2655450.78     | 0.00%             | 2054-03-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-2                                              | TPMT 17-2 M1 144A FRN 04-25-57                                                     | CUSIP: 89173HAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9394000 | PA      | $8909081.63     | 0.00%             | 2057-04-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_19-1                                  | TALNT 19-1 A 144A 2.56% 11-25-31                                                   | CUSIP: 89231XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   34690000 | PA      | $33448479.59    | 0.02%             | 2031-11-25      | Fixed         | 2.56%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-3                                              | TPMT 18-3 A1 144A FRN 05-25-58                                                     | CUSIP: 89175MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2742980 | PA      | $2597980.87     | 0.00%             | 2058-05-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_20-1A                                 | TALNT 20-1 A 144A 1.35% 05-25-33/05-27-25                                          | CUSIP: 89237JAA4<br>LEI: 549300XP7ILZSI1BWP36 | Long             | ABS-O            | CORP              | US        |   13218000 | PA      | $12102295.06    | 0.01%             | 2033-05-25      | Fixed         | 1.35%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD TMCL_20-1                                    | TMCL 20-1A A 144A 2.73% 08-21-45/05-21-29                                          | CUSIP: 88315LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17124300 | PA      | $15528435.06    | 0.01%             | 2045-08-21      | Fixed         | 2.73%                 | Yes           |                  2 | On Loan: No      |
| TRITON INTERNAL FINANCE TIF_20-1                                                 | TIF 20-1 A 144A 2.09% 08-20-45/02-22-28                                            | CUSIP: 872480AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17262742 | PA      | $14843989.82    | 0.01%             | 2045-08-20      | Fixed         | 2.09%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_20-1                                            | TCF 20-1 A 144A 2.11% 09-20-45/05-20-30                                            | CUSIP: 89680HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  104857672 | PA      | $89905912.12    | 0.05%             | 2045-09-20      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_20-1                                            | TCF 20-1 B 144A 3.74% 09-20-45/05-20-30                                            | CUSIP: 89680HAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3345799 | PA      | $2898726.43     | 0.00%             | 2045-09-20      | Fixed         | 3.74%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS IV LTD TCML_20-2                                     | TMCL 20-2A A 144A 2.10% 09-20-45/06-20-30                                          | CUSIP: 88315LAG3<br>LEI: 549300WW1K7EYP0YPC14 | Long             | ABS-O            | CORP              | US        |   20146767 | PA      | $17576704.77    | 0.01%             | 2045-09-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS IV LTD TCML_20-2                                     | TMCL 20-2A B 144A 3.34% 09-20-45/06-20-30                                          | CUSIP: 88315LAH1<br>LEI: 549300WW1K7EYP0YPC14 | Long             | ABS-O            | CORP              | US        |    2907856 | PA      | $2532451.47     | 0.00%             | 2045-09-20      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| TAL ADVANTAGE VII LLC TAL_20-1A                                                  | TAL 20-1A A 144A 2.05% 09-20-45/05-21-29                                           | CUSIP: 87407RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   33924248 | PA      | $29806488.41    | 0.02%             | 2045-09-20      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| TRITON INTERNAL FINANCE TIF_21-1A                                                | TIF 21-1A B 144A 2.54% 02-20-46                                                    | CUSIP: 872480AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     516835 | PA      | $422597.54      | 0.00%             | 2046-02-20      | Fixed         | 2.54%                 | Yes           |                  2 | On Loan: No      |
| TRITON INTERNAL FINANCE TIF_21-1A                                                | TIF 21-1A A 144A 1.65% 02-20-46                                                    | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14235532 | PA      | $11834011.84    | 0.01%             | 2046-02-20      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-1                                    | TMCL 21-1A B 144A 2.52% 02-20-46/08-21-28                                          | CUSIP: 88315LAN8<br>LEI: 549300Q7RHLEMSLA9Y26 | Long             | ABS-O            | CORP              | US        |    1384605 | PA      | $1153497.83     | 0.00%             | 2046-02-20      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-1                                    | TMCL 21-1A A 144A 1.68% 02-20-46/08-21-28                                          | CUSIP: 88315LAL2<br>LEI: 549300Q7RHLEMSLA9Y26 | Long             | ABS-O            | CORP              | US        |   32177493 | PA      | $27085919.75    | 0.01%             | 2046-02-20      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_21-1                                            | TCF 21-1A B 144A 2.58% 03-20-46/12-20-30                                           | CUSIP: 89680HAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1385835 | PA      | $1140192.97     | 0.00%             | 2046-03-20      | Fixed         | 2.58%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_21-1                                            | TCF 21-1A A 144A 1.86% 03-20-46/12-20-30                                           | CUSIP: 89680HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   32466675 | PA      | $27133439.23    | 0.01%             | 2046-03-20      | Fixed         | 1.86%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-2                                    | TMCL 21-2A A 144A 2.23% 04-20-46                                                   | CUSIP: 88315LAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   42619200 | PA      | $36312624.02    | 0.02%             | 2046-04-20      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1                                | USRE 21-1 A1 144A 1.91% 10-20-61/26                                                | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  225061000 | PA      | $190581204.68   | 0.10%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-2                                 | WLAKE 21-2 B 144A 0.62% 07-15-26                                                   | CUSIP: 96042RAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13060000 | PA      | $12609756.50    | 0.01%             | 2026-07-15      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-2                                 | WLAKE 21-2 C 144A 0.89% 07-15-26                                                   | CUSIP: 96042RAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16856000 | PA      | $15841268.80    | 0.01%             | 2026-07-15      | Fixed         | 0.89%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-2                                 | WLAKE 21-2 D 144A 1.23% 12-15-26                                                   | CUSIP: 96042RAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11177000 | PA      | $10185913.06    | 0.01%             | 2026-12-15      | Fixed         | 1.23%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-1A                                | WLAKE 22-1A D 144A 3.49% 3-15-27/1-15-25                                           | CUSIP: 96042WAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7472000 | PA      | $6885425.58     | 0.00%             | 2027-03-15      | Fixed         | 3.49%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-3                                 | WLAKE 22-3 A2 144A 5.24% 07-15-28/12-15-23                                         | CUSIP: 96043PAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20865000 | PA      | $20817865.97    | 0.01%             | 2025-07-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_20-3                                 | WLAKE 20-3A C 144A 1.24% 11-17-25                                                  | CUSIP: 96042QAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5971000 | PA      | $5822172.83     | 0.00%             | 2025-11-17      | Fixed         | 1.24%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_20-3                                 | WLAKE 20-3A D 144A 1.65% 02-17-26                                                  | CUSIP: 96042QAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11486000 | PA      | $10888555.71    | 0.01%             | 2026-02-17      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | WESTPAC BANKING CORP SUB (H) 4.11% 07-24-34/29                                     | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    3750000 | PA      | $3222596.25     | 0.00%             | 2034-07-24      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| MICHIGAN STATE UNIVERSITY                                                        | MI ST UNIV TAXABLE 22A 4.165% 08-15-22                                             | CUSIP: 594712WY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   10670000 | PA      | $7891062.52     | 0.00%             | 2122-08-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 4.586% 04-26-33/32                                    | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1196000 | PA      | $1110640.28     | 0.00%             | 2033-04-26      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LP                                                     | SUN COMMUNITIES OPERATING LP SR UNSEC 2.3% 11-01-28                                | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    6430000 | PA      | $5365539.22     | 0.00%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                       | AERCAP IRELAND CAPITAL DAC SR UNSEC 3.4% 10-29-33                                  | CUSIP: 00774MAY1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   12659000 | PA      | $9632334.37     | 0.01%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                     | 7-ELEVEN INC 144A LIFE SR UNSEC 1.3% 02-10-28                                      | CUSIP: 817826AD2<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   10295000 | PA      | $8549750.42     | 0.00%             | 2028-02-10      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                     | 7-ELEVEN INC 144A LIFE SR UNSEC 1.8% 02-10-31                                      | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   11763000 | PA      | $9010657.97     | 0.00%             | 2031-02-10      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINANCIAL INC SR UNSEC 8.0% 11-01-31                                          | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3363971.00     | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | ASTRAZENECA PLC SR UNSEC 3.375% 11-16-25                                           | CUSIP: 046353AL2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $4829910.00     | 0.00%             | 2025-11-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | ALTRIA GROUP INC SR UNSEC 3.875% 09-16-46                                          | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    7364000 | PA      | $4951347.41     | 0.00%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINANCIAL INC SR UNSEC 8.0% 11-01-31                                          | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    4250000 | PA      | $4430510.25     | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | APPLE INC SR UNSEC 3.0% 02-09-24                                                   | CUSIP: 037833CG3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2451095.00     | 0.00%             | 2024-02-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQ INC                                                    | ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 3.95% 01-15-28                        | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    2720000 | PA      | $2558578.88     | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | AMERICAN TOWER CORP SR UNSEC 3.6% 01-15-28                                         | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3453033.75     | 0.00%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                               | AMERICAN HONDA FINANCE CORP SR UNSEC 3.5% 02-15-28                                 | CUSIP: 02665WCE9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2340732.50     | 0.00%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                               | ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 4.6% 04-15-48                          | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8740640.00     | 0.00%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_18-3                                          | SCRT 18-3 MA 3.5% 08-25-57                                                         | CUSIP: 35563PGG8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   23733669 | PA      | $22531915.08    | 0.01%             | 2057-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA4533 11-01-49                                                      | CUSIP: 3140QCBB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   35802511 | PA      | $32094301.72    | 0.02%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA4756 12-01-49                                                      | CUSIP: 3140QCJA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   19148327 | PA      | $17072475.75    | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI3 3.5 BF0325 11-01-48                                                         | CUSIP: 3140FXLF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   40238749 | PA      | $37069062.31    | 0.02%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI3 3.5 BF0318 08-01-48                                                         | CUSIP: 3140FXK84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   30343457 | PA      | $27953181.58    | 0.01%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CA4432 10-01-49                                                      | CUSIP: 3140QB4S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     174992 | PA      | $166368.51      | 0.00%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 SD7506 09-01-49                                                      | CUSIP: 3132DVKT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   47358704 | PA      | $45406909.87    | 0.02%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CA3976 08-01-49                                                      | CUSIP: 3140QBM21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1563586 | PA      | $1488799.60     | 0.00%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 FM1784 09-01-48                                                      | CUSIP: 3140X46W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     207819 | PA      | $198352.16      | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QC7504 09-01-51                                                      | CUSIP: 3133ASKR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     199999 | PA      | $175981.85      | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 BX4020 12-01-52                                                      | CUSIP: 3140N8PE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     790000 | PA      | $779815.32      | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 QF1236 10-01-52                                                      | CUSIP: 3133BNLR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5496719 | PA      | $5296044.38     | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 FM1668 08-01-49                                                      | CUSIP: 3140X42A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     156120 | PA      | $148475.40      | 0.00%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CA1542 04-01-48                                                      | CUSIP: 3140Q8WC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     148983 | PA      | $142379.25      | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CA3184 03-01-49                                                      | CUSIP: 3140QARE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     279931 | PA      | $267523.83      | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 RA1744 11-01-49                                                      | CUSIP: 3133KG5D6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     713105 | PA      | $677965.99      | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 QF3143 11-01-52                                                      | CUSIP: 3133BQP42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1292781 | PA      | $1329469.98     | 0.00%             | 2052-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCT UMBS 6.5 ZA1950 08-01-26                                                      | CUSIP: 31329KEX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      89245 | PA      | $90109.09       | 0.00%             | 2026-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CA4112 09-01-49                                                      | CUSIP: 3140QBSA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1038137 | PA      | $970634.55      | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CA3814 07-01-49                                                      | CUSIP: 3140QBGY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     919124 | PA      | $859360.42      | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 SI2002 03-01-48                                                      | CUSIP: 3133USGK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      31827 | PA      | $30440.36       | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 QA5118 12-01-49                                                      | CUSIP: 31346YVK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   35756693 | PA      | $32953296.61    | 0.02%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB0738 06-01-51                                                      | CUSIP: 3140QKZC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1804291 | PA      | $1588360.78     | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 RA7399 05-01-52                                                      | CUSIP: 3133KPGG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   40243183 | PA      | $37951856.73    | 0.02%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CA4800 12-01-49                                                      | CUSIP: 3140QCKN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   54280562 | PA      | $50751077.43    | 0.03%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI3 3.0 BF0323 11-01-48                                                         | CUSIP: 3140FXLD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   31509109 | PA      | $28016639.54    | 0.01%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 MA2771 10-01-46                                                      | CUSIP: 31418CCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1144052 | PA      | $1025194.51     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 MA2608 05-01-46                                                      | CUSIP: 31418B3S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1259625 | PA      | $1130319.88     | 0.00%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 SD7508 10-01-49                                                      | CUSIP: 3132DVKV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    9702582 | PA      | $8995176.65     | 0.00%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CA0453 09-01-47                                                      | CUSIP: 3140Q7QF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   19584314 | PA      | $18698026.21    | 0.01%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 FM1913 09-01-49                                                      | CUSIP: 3140X5DT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3556829 | PA      | $3394805.12     | 0.00%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS ZA5889 11-01-48                                                          | CUSIP: 31329PRJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3804657 | PA      | $3631271.15     | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BO4808 12-01-49                                                      | CUSIP: 3140K0KW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   14685841 | PA      | $13051145.77    | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.0 BF0332 01-01-59                                                         | CUSIP: 3140FXLN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   67767572 | PA      | $59742671.61    | 0.03%             | 2059-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.0 BF0262 05-01-58                                                         | CUSIP: 3140FXJG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     456421 | PA      | $402373.62      | 0.00%             | 2058-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.0 BF0174 02-01-57                                                         | CUSIP: 3140FXFQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5619679 | PA      | $4961198.53     | 0.00%             | 2057-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.0 BF0177 02-01-57                                                         | CUSIP: 3140FXFT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5444373 | PA      | $4799313.09     | 0.00%             | 2057-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.0 BF0189 06-01-57                                                         | CUSIP: 3140FXF72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8626153 | PA      | $7604695.74     | 0.00%             | 2057-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNRPR3 BF0364 11-01-47                                                             | CUSIP: 3140FXMN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   21102285 | PA      | $19607082.36    | 0.01%             | 2047-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 4.5 MA3539 12-01-38                                                      | CUSIP: 31418C4Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     104136 | PA      | $102656.43      | 0.00%             | 2038-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 MA4096 08-01-50                                                      | CUSIP: 31418DRS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   13833821 | PA      | $11816351.84    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 BH7779 08-01-47                                                      | CUSIP: 3140GWUD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      27554 | PA      | $25581.59       | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 BO1345 08-01-49                                                      | CUSIP: 3140JVP71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      32866 | PA      | $30435.50       | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 3.5 FM1441 08-01-39                                                      | CUSIP: 3140X4S72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     405786 | PA      | $381254.48      | 0.00%             | 2039-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCT UMBS 3.5 ZA2505 05-01-38                                                      | CUSIP: 31329KYA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      77131 | PA      | $72145.24       | 0.00%             | 2038-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 ZS4726 07-01-47                                                      | CUSIP: 3132A5HB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      24483 | PA      | $22808.32       | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 BO5349 11-01-49                                                      | CUSIP: 3140K05K0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      46961 | PA      | $43628.63       | 0.00%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 3.5 MA3280 02-01-38                                                      | CUSIP: 31418CUE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     112363 | PA      | $107516.11      | 0.00%             | 2038-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMA 20YR 3.5 MA3412 07-01-38                                                      | CUSIP: 31418CYJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     291637 | PA      | $278451.62      | 0.00%             | 2038-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 3.5 AS0727 10-01-33                                                      | CUSIP: 3138W9YZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      70380 | PA      | $67524.33       | 0.00%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCT UMBS 3.5 ZA2384 06-01-35                                                      | CUSIP: 31329KUH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     205004 | PA      | $196163.39      | 0.00%             | 2035-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 3.5 G61662 02-01-48                                                          | CUSIP: 31335BZ33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5483925 | PA      | $5094127.43     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES FKH_20-SFR2                                                       | FKH 20-SFR2 A 144A 1.266% 10-19-37/11-19-25                                        | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   52552139 | PA      | $46607755.99    | 0.02%             | 2037-10-19      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 QE2335 05-01-52                                                      | CUSIP: 3133BBSY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   35010938 | PA      | $33015034.86    | 0.02%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 FS1834 05-01-52                                                      | CUSIP: 3140XHBC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   45524578 | PA      | $43005885.63    | 0.02%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNA 14-M3 A2 (MF) 3.46% 01-25-24                                                   | CUSIP: 3136AJLC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |    3409748 | PA      | $3348014.47     | 0.00%             | 2024-01-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNA 14-M9 A2 (MF) 3.103% 07-25-24                                                  | CUSIP: 3136AKXV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |    8801636 | PA      | $8523610.02     | 0.00%             | 2024-07-25      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AI8121 07-01-41                                                      | CUSIP: 3138ANAX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     632224 | PA      | $640801.40      | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 AV1538 11-01-43                                                      | CUSIP: 3138XCV82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3964209 | PA      | $3898006.64     | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AU9348 11-01-43                                                      | CUSIP: 3138X9L64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     183532 | PA      | $179428.84      | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS AU9350 11-01-43                                                          | CUSIP: 3138X9L80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     153022 | PA      | $147589.08      | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC Q23185 11-01-43                                                              | CUSIP: 3132M3F28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     186046 | PA      | $182088.58      | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 Q23190 125K MAX 11-01-43                                                 | CUSIP: 3132M3F77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     219653 | PA      | $212094.12      | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AU8813 11-01-43                                                      | CUSIP: 3138X8YK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     269350 | PA      | $263327.41      | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 MA3107 09-20-45                                                           | CUSIP: 36179RNY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71251 | PA      | $71485.26       | 0.00%             | 2045-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 MA3175 10-20-45                                                           | CUSIP: 36179RQ44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3008700 | PA      | $2987967.36     | 0.00%             | 2045-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_15-GS1                                         | GSMS 15-GS1 AAB 3.553% 11-10-48                                                    | CUSIP: 36252AAD8<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |    3199608 | PA      | $3091058.20     | 0.00%             | 2048-11-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA4587 07-20-47                                                           | CUSIP: 36179TCY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10996186 | PA      | $10567796.63    | 0.01%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA4653 08-20-47                                                           | CUSIP: 36179TE27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1914813 | PA      | $1840054.40     | 0.00%             | 2047-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_17-GS7                                         | GSMS 17-GS7 A4 3.43% 08-10-50/07-12-27                                             | CUSIP: 36254CAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1568000 | PA      | $1447361.22     | 0.00%             | 2050-08-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA4779 10-20-47                                                           | CUSIP: 36179TJY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2255409 | PA      | $2167673.48     | 0.00%             | 2047-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-1                                       | HERTZ 22-1A A 144A 1.99% 06-25-26/25                                               | CUSIP: 42806MAJ8<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   24573000 | PA      | $22583668.21    | 0.01%             | 2026-06-25      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-2                                       | HERTZ 22-2A B 144A 2.65% 06-26-28/06-25-27                                         | CUSIP: 42806MAP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8792000 | PA      | $7552820.35     | 0.00%             | 2028-06-26      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA4901 12-20-47                                                           | CUSIP: 36179TNS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   18326875 | PA      | $17612841.61    | 0.01%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 3.0 MA3873 08-20-46                                                           | CUSIP: 36179SJS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   22648226 | PA      | $20499838.07    | 0.01%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-2                                       | HERTZ 22-2A A 144A 2.33% 06-26-28/06-25-27                                         | CUSIP: 42806MAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   49550000 | PA      | $43530715.55    | 0.02%             | 2028-06-26      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-2                                       | HERTZ 22-2A C 144A 2.95% 06-26-28/06-25-27                                         | CUSIP: 42806MAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5075000 | PA      | $4193436.98     | 0.00%             | 2028-06-26      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA5078 03-20-48                                                           | CUSIP: 36179TUB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   20478473 | PA      | $19681389.36    | 0.01%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 3.5 MA5191 05-20-48                                                           | CUSIP: 36179TXU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   22170607 | PA      | $20676485.88    | 0.01%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 MA5193 05-20-48                                                           | CUSIP: 36179TXW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3766187 | PA      | $3709095.08     | 0.00%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA5528 10-20-48                                                           | CUSIP: 36179UD90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     471838 | PA      | $451994.97      | 0.00%             | 2048-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-4                                       | HERTZ 22-4A A 144A 3.73% 09-25-26/25                                               | CUSIP: 42806MBA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   42910000 | PA      | $41048135.10    | 0.02%             | 2026-09-25      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-5                                       | HERTZ 22-5A A 144A 3.89% 09-25-28/09-27-27                                         | CUSIP: 42806MBJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   45050000 | PA      | $41683278.35    | 0.02%             | 2028-09-25      | Fixed         | 3.89%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 MA5652 12-20-48                                                           | CUSIP: 36179UH54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1333759 | PA      | $1295554.50     | 0.00%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 6.0 004291 11-20-38                                                           | CUSIP: 36202EXU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1274013 | PA      | $1346790.10     | 0.00%             | 2038-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KKR STATIC CLO I LTD KSTAT_22-1                                                  | KSTAT 22-1A B CLO 144A FRN (TSFR3M+260) 07-20-31                                   | CUSIP: 48255QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   10300000 | PA      | $10243216.10    | 0.01%             | 2031-07-20      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| LONGFELLOW PLACE CLO LTD LONGF_13-1A                                             | LONGF 13-1A AR3 144A FRN (L+100) 04-15-29                                          | CUSIP: 54303PAY1<br>LEI: 549300FY38ZCUKZQU403 | Long             | ABS-O            | CORP              | US        |   14846863 | PA      | $14796160.80    | 0.01%             | 2029-04-15      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_22-1                                            | LADAR 22-1 A 144A 5.21% 06-15-27/06-16-25                                          | CUSIP: 501687AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4296067 | PA      | $4228928.44     | 0.00%             | 2027-06-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| MHC COMMERCIAL MORTGAGE TRUST MHC_21-MHC                                         | MHC 21-MHC A 144A FRN (L+80.1) 04-15-26                                            | CUSIP: 55316VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16128000 | PA      | $15664836.10    | 0.01%             | 2026-04-15      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 MA5818 03-20-49                                                           | CUSIP: 36179UPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1002552 | PA      | $984901.85      | 0.00%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_19-GC38                                        | GSMS 19-GC38 A4 3.968% 02-10-52/01-12-29                                           | CUSIP: 36252SAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     405000 | PA      | $377812.35      | 0.00%             | 2052-02-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_21-A                                      | MLANE 21-A A 144A 1.59% 09-15-26/07-17-23                                          | CUSIP: 60510MAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   26594000 | PA      | $25760756.79    | 0.01%             | 2026-09-15      | Fixed         | 1.59%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_22-A                                      | MLANE 22-A A 144A 6.92% 09-15-27                                                   | CUSIP: 60510MAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   36163000 | PA      | $35337688.01    | 0.02%             | 2027-09-15      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 3.5 MA5816 03-20-49                                                           | CUSIP: 36179UN99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   22923214 | PA      | $21321958.58    | 0.01%             | 2049-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 MA5987 06-20-49                                                           | CUSIP: 36179UUL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     395010 | PA      | $386362.02      | 0.00%             | 2049-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_17-23A                                             | MDPK 17-23A AR CLO 144A FRN (L+97) 07-27-31                                        | CUSIP: 55820TAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1500000 | PA      | $1482523.50     | 0.00%             | 2031-07-27      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_18-30A                                             | MDPK 18-30 A CLO 144A FRN (L+75) 04-15-29                                          | CUSIP: 55821TAA5<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-O            | CORP              | KY        |     478485 | PA      | $472856.80      | 0.00%             | 2029-04-15      | Variable      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| MILOS CLO LTD MILOS_17-1A                                                        | MILOS 17-1 AR CLO 144A FRN (L+107) 10-20-30                                        | CUSIP: 60162PAE2<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-O            | CORP              | KY        |    1000000 | PA      | $987039.00      | 0.00%             | 2030-10-20      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_22-B                                      | MLANE 22-B A2 4(A)(2) 8.73% 01-15-28/05-15-26                                      | CUSIP: 60510MAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4065000 | PA      | $4064302.04     | 0.00%             | 2028-01-15      | Fixed         | 8.73%                 | Yes           |                  3 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 MA6041 07-20-49                                                           | CUSIP: 36179UWA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     545211 | PA      | $534585.24      | 0.00%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 MA6156 09-20-49                                                           | CUSIP: 36179UZV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4652366 | PA      | $4557606.97     | 0.00%             | 2049-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_22-B                                      | MLANE 22-B A1 4(A)(2) 8.25% 01-15-28/05-15-26                                      | CUSIP: 60510MAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24983000 | PA      | $24979894.61    | 0.01%             | 2028-01-15      | Fixed         | 8.25%                 | Yes           |                  3 | On Loan: No      |
| MAGNETITE CLO LTD MAGNE_14-8A                                                    | MAGNE 14-8 AR2 CLO 144A FRN (L+98) 04-15-31                                        | CUSIP: 55952YAP2<br>LEI: 549300NJNSVWVLHGRY73 | Long             | ABS-O            | CORP              | KY        |    1980129 | PA      | $1950959.31     | 0.00%             | 2031-04-15      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                                | GNSF 4.0 783219 01-15-41                                                           | CUSIP: 36241LSG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3376619 | PA      | $3273733.23     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 MA6341 12-20-49                                                           | CUSIP: 36179VBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     391054 | PA      | $381842.07      | 0.00%             | 2049-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARATHON CLO LTD MCLO_17-9A                                                      | MCLO 17-9A A1AR 144A FRN (L+115) 04-15-29                                          | CUSIP: 56577PAL3<br>LEI: 5493008SBRQGMZFP2M89 | Long             | ABS-O            | CORP              | KY        |   24315754 | PA      | $24068025.56    | 0.01%             | 2029-04-15      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_15-17A                                             | MDPK 15-17A AR2 CLO 144A FRN (L+100) 07-21-30                                      | CUSIP: 55818YBN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   74696124 | PA      | $73533553.29    | 0.04%             | 2030-07-21      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_20-GC47                                        | GSMS 20-GC47 A5 2.3772% 05-12-53/02-12-30                                          | CUSIP: 36258RBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19842000 | PA      | $16417389.85    | 0.01%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GRACE MORTGAGE TRUST GRCE_20-GRCE                                                | GRCE 20-GRCE A 144A 2.347% 12-10-40/12-12-30                                       | CUSIP: 38406JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   27847008 | PA      | $21414070.68    | 0.01%             | 2040-12-10      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| GCAT TRUST GCAT_21-NQM6                                                          | GCAT 21-NQM6 A1 144A FRN 08-25-66                                                  | CUSIP: 36167KAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   37125472 | PA      | $31185508.06    | 0.02%             | 2066-08-25      | Variable      | 1.85%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 MA7259 03-20-51                                                           | CUSIP: 36179WB49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8735934 | PA      | $8596124.06     | 0.00%             | 2051-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 MA7140 01-20-51                                                           | CUSIP: 36179V4Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     397518 | PA      | $390174.78      | 0.00%             | 2051-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MERCURY FINANCIAL MFCC_21-1                                                      | MFCC 21-1A A 144A 1.54% 03-20-26                                                   | CUSIP: 58940BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   40740000 | PA      | $38881359.72    | 0.02%             | 2026-03-20      | Fixed         | 1.54%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-A                                              | NSLT 21-A APT1 144A 1.36% 04-20-62                                                 | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   39208279 | PA      | $34729948.24    | 0.02%             | 2062-04-20      | Fixed         | 1.36%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-C                                  | NAVSL 21-C A 144A 1.06% 10-15-69/09-15-28                                          | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   30608096 | PA      | $26049815.72    | 0.01%             | 2069-10-15      | Fixed         | 1.06%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-B                                              | NSLT 21-B AFX 144A 1.42% 04-20-62                                                  | CUSIP: 64034QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   66731725 | PA      | $59338917.54    | 0.03%             | 2062-04-20      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-C                                              | NSLT 21-CA AFX 144A 1.32% 04-20-62                                                 | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   69786063 | PA      | $62020200.35    | 0.03%             | 2062-04-20      | Fixed         | 1.32%                 | Yes           |                  2 | On Loan: No      |
| NAVIGATOR AIRCRAFT ABS LTD NAVTR_21-1                                            | NAVTR 21-1 A 144A 2.771% 11-15-46/28                                               | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   67866491 | PA      | $57149965.08    | 0.03%             | 2046-11-15      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-G                                  | NAVSL 21-G A 144A 1.58% 04-15-70                                                   | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   29246983 | PA      | $24801968.37    | 0.01%             | 2070-04-15      | Fixed         | 1.58%                 | Yes           |                  2 | On Loan: No      |
| NEWARK BSL CLO NBCLO_17-1A                                                       | NBCLO 2017-1A A1R 144A FRN (L+97) 07-25-30                                         | CUSIP: 65023PAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   23831588 | PA      | $23576304.29    | 0.01%             | 2030-07-25      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS LTD 18-18X                                           | OCT 18-18X A1A CLO REG S FRN (L+96) 04-16-31                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    3500000 | PA      | $3454398.50     | 0.00%             | 2031-04-16      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_21-4                                        | PSTAT 21-4A A1 CLO 144A FRN (L+80) 10-15-29                                        | CUSIP: 69702HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   90299172 | PA      | $89147044.48    | 0.05%             | 2029-10-15      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_21-4                                        | PSTAT 21-4A A2 CLO 144A FRN (L+140) 10-15-29                                       | CUSIP: 69702HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   48245000 | PA      | $46712497.58    | 0.02%             | 2029-10-15      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| PGE WILDFIRE RECOVERY FUNDING LLC PCG_22-A                                       | PG&E 22-A A2 4.263% 06-01-36                                                       | CUSIP: 693342AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13836000 | PA      | $12864477.59    | 0.01%             | 2036-06-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_22-5                                        | PSTAT 22-5 A1 CLO 144A FRN (TSFR3M+156) 01-15-31                                   | CUSIP: 69702QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   45902000 | PA      | $45643020.92    | 0.02%             | 2031-01-15      | Variable      | 4.08%                 | Yes           |                  2 | On Loan: No      |
| PFS FINANCING CORP PFSFC_22-D                                                    | PFSFC 22-D B 144A 4.9% 08-16-27/08-15-25                                           | CUSIP: 69335PEQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1294000 | PA      | $1255855.47     | 0.00%             | 2027-08-16      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| PFS FINANCING CORP PFSFC_22-D                                                    | PFSFC 22-D A 144A 4.27% 08-16-27/08-15-25                                          | CUSIP: 69335PEP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10002000 | PA      | $9767433.10     | 0.01%             | 2027-08-16      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| PPM CLO LTD PPMC_22-6                                                            | PPMC 22-6 A CLO 144A FRN (TSFR3M+245) 01-20-31                                     | CUSIP: 69377WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   49737000 | PA      | $49737000.00    | 0.03%             | 2031-01-20      | Variable      | 2.45%                 | Yes           |                  2 | On Loan: No      |
| PPM CLO LTD PPMC_22-6                                                            | PPMC 22-6 B CLO 144A FRN (TSFR3M+360) 01-20-31                                     | CUSIP: 69377WAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   18667000 | PA      | $18595318.72    | 0.01%             | 2031-01-20      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST PART_19-1                                        | PART 19-1A D 144A 3.01% 08-15-25/05-15-23                                          | CUSIP: 74113NAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5145000 | PA      | $5092212.30     | 0.00%             | 2025-08-15      | Fixed         | 3.01%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST PART_19-1                                        | PART 19-1A C 144A 2.7% 10-15-24/01-17-23                                           | CUSIP: 74113NAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3051413 | PA      | $3043845.55     | 0.00%             | 2024-10-15      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_20-4                                        | PSTAT 20-4 A1 CLO 144A FRN (L+100) 11-25-28                                        | CUSIP: 69701PAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22098636 | PA      | $21948365.54    | 0.01%             | 2028-11-25      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_21-1                                        | PSTAT 21-1 A1 CLO 144A FRN (L+90) 04-20-29                                         | CUSIP: 69701YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4368984 | PA      | $4323450.17     | 0.00%             | 2029-04-20      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD7528 11-01-50                                                      | CUSIP: 3132DVLH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  105071334 | PA      | $86891681.33    | 0.05%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 CA6579 08-01-50                                                      | CUSIP: 3140QEJZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   50484663 | PA      | $41542314.80    | 0.02%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CA4079 08-01-49                                                      | CUSIP: 3140QBQ92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   20930690 | PA      | $19293763.37    | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CA0854 12-01-47                                                      | CUSIP: 3140Q75Q6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7443461 | PA      | $6905246.76     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 FM2318 09-01-49                                                      | CUSIP: 3140X5SG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   24324449 | PA      | $22525948.18    | 0.01%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA8285 12-01-50                                                      | CUSIP: 3140QGF36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   51457010 | PA      | $46157503.92    | 0.02%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA8969 02-01-51                                                      | CUSIP: 3140QG6F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1388863 | PA      | $1229586.62     | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA9308 02-01-51                                                      | CUSIP: 3140QHKW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  130560983 | PA      | $114913641.17   | 0.06%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA8870 02-01-51                                                      | CUSIP: 3140QG2C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  118195897 | PA      | $104816358.06   | 0.05%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 SD0480 06-01-45                                                      | CUSIP: 3132DMQ99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    9710811 | PA      | $9095087.08     | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FM2795 11-01-46                                                      | CUSIP: 3140X6C90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3783823 | PA      | $3394229.56     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCT UMBS 3.0 ZT1449 06-01-38                                                      | CUSIP: 3132ADTE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7615702 | PA      | $7072610.87     | 0.00%             | 2038-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI6 3.0 BF0497 07-01-60                                                         | CUSIP: 3140FXRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   55216385 | PA      | $48375958.69    | 0.03%             | 2060-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.5 BF0481 06-01-60                                                         | CUSIP: 3140FXRB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   93390192 | PA      | $85801398.06    | 0.04%             | 2060-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.5 BF0145 03-01-57                                                         | CUSIP: 3140FXET5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  117841128 | PA      | $107814261.66   | 0.06%             | 2057-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                                     | SK HYNIX INC                                                                       | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |    1890000 | NS      | $113762642.35   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                                    | AIA GROUP LTD                                                                      | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |    4970000 | NS      | $54754509.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIN-ETSU CHEMICAL CO LTD                                                        | SHIN-ETSU CHEMICAL CO LTD                                                          | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |    3000000 | NS      | $365506449.82   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 555880 11-01-33                                                      | CUSIP: 31385XQ91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     739135 | PA      | $754956.70      | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 555956 12-01-33                                                      | CUSIP: 31385XTM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     647311 | PA      | $667970.95      | 0.00%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN PLC                                                               | ANGLO AMERICAN PLC                                                                 | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |    2132000 | NS      | $83388235.40    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | APPLE INC                                                                          | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    6908611 | NS      | $897635827.23   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB LTD                                                                          | ABB LTD                                                                            | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |    1779844 | NS      | $54210092.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC                                                                         | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    7591736 | NS      | $1226900454.96  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4325 05-01-51                                                      | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  194175942 | PA      | $158744658.06   | 0.08%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4208 12-01-50                                                      | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  204621556 | PA      | $167552519.76   | 0.09%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/NV                                                       | ANHEUSER-BUSCH INBEV SA/NV                                                         | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | EC               | CORP              | BE        |    1085664 | NS      | $65268176.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | ABBOTT LABORATORIES                                                                | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    4413394 | NS      | $484546527.26   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                                           | ARCH CAPITAL GROUP LTD                                                             | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |    1850944 | NS      | $116202264.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC                                                                        | ADOBE INC                                                                          | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     313932 | NS      | $105647535.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND CO                                                        | ARCHER-DANIELS-MIDLAND CO                                                          | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |   13988059 | NS      | $1298791278.15  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING INC                                                    | AUTOMATIC DATA PROCESSING INC                                                      | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |    1025000 | NS      | $244831500.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNICO EAGLE MINES LTD                                                           | AGNICO EAGLE MINES LTD (USD)                                                       | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |    3208000 | NS      | $166783920.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| AES CORP (THE)                                                                   | AES CORP (THE)                                                                     | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |   10665000 | NS      | $306725400.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBUS SE                                                                        | AIRBUS SE (BEARER)                                                                 | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |    1691941 | NS      | $201175717.39   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | ARTHUR J GALLAGHER & CO                                                            | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |    2443121 | NS      | $460626033.34   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | APPLIED MATERIALS INC                                                              | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |    6345647 | NS      | $617939104.86   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK INC                                                                       | AMETEK INC                                                                         | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     641003 | NS      | $89560939.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | AMERICAN TOWER CORP (REIT)                                                         | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     294000 | NS      | $62286840.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                                                   | AMAZON.COM INC                                                                     | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |   10586980 | NS      | $889306320.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTA NETWORKS INC                                                              | ARISTA NETWORKS INC                                                                | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |    1260000 | NS      | $152901000.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AON PLC                                                                          | AON PLC CL A                                                                       | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |    2068427 | NS      | $620817679.78   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC                                                     | APOLLO GLOBAL MANAGEMENT INC                                                       | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    4944116 | NS      | $315385159.64   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAMARK                                                                          | ARAMARK                                                                            | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |    8568024 | NS      | $354202112.16   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML HOLDING NV                                                                  | ASML HOLDING NV-NY REG SHS ADR                                                     | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |    2523702 | NS      | $1378950772.80  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML HOLDING NV                                                                  | ASML HOLDING NV                                                                    | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |     485000 | NS      | $262532047.88   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD INC                                                          | ACTIVISION BLIZZARD INC                                                            | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     930300 | NS      | $71214465.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDEN ST TOB SECURITIZATION CORP CALIF                                          | GOLDEN ST TOBACCO SEC CORP TAXABLE ST APPROP 21B-1 1.85% 06-01-31                  | CUSIP: 38122ND74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1700000 | PA      | $1676330.90     | 0.00%             | 2031-06-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOB SECURITIZATION CORP CALIF                                          | GOLDEN ST TOBACCO SEC CORP TAXABLE ST APPROP 21A-1 2.332% 06-01-27                 | CUSIP: 38122NC67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    8260000 | PA      | $7233604.14     | 0.00%             | 2027-06-01      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOB SECURITIZATION CORP CALIF                                          | GOLDEN ST TOBACCO SEC CORP TAXABLE ST APPROP 21A-1 2.158% 06-01-26                 | CUSIP: 38122NC59<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5955000 | PA      | $5353330.62     | 0.00%             | 2026-06-01      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                              | ILLINOIS ST GO TAXABLE PENSION SF 4.95% 06-01-23                                   | CUSIP: 452151LE1<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    9729545 | PA      | $9735402.55     | 0.01%             | 2023-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                              | ILLINOIS ST GO TAXABLE PENSION SF 5.1% 06-01-33                                    | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |  231670000 | PA      | $222591316.04   | 0.12%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                              | ILLINOIS ST GO 19A 4.2% 04-01-24                                                   | CUSIP: 4521523P4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   11890000 | PA      | $11762967.24    | 0.01%             | 2024-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                              | ILLINOIS ST GO 19A 4.5% 04-01-25                                                   | CUSIP: 4521523Q2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    6750000 | PA      | $6653967.75     | 0.00%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_21-1                                                   | DTAOT 21-1A C 144A 0.84% 10-15-26/02-15-24                                         | CUSIP: 23344GAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3189000 | PA      | $3062269.14     | 0.00%             | 2026-10-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-2                                    | EART 21-2 B 0.57% 09-15-25/25                                                      | CUSIP: 30165XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5637251 | PA      | $5599283.92     | 0.00%             | 2025-09-15      | Fixed         | 0.57%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                              | ILLINOIS ST GO AGM SF 5.1% 06-01-33                                                | CUSIP: 452152FP1<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   48850000 | PA      | $46804748.20    | 0.02%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST BLDG AUTH                                                            | MI ST BLDG AUTH REV 20II TXBL SF 2.705% 10-15-40                                   | CUSIP: 594615HY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    6555000 | PA      | $4788774.92     | 0.00%             | 2040-10-15      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-2                                    | EART 21-2 D 1.4% 04-15-27/27                                                       | CUSIP: 30165XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20431000 | PA      | $18679205.20    | 0.01%             | 2027-04-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-2                                    | EART 21-2 C 0.98% 06-15-26/26                                                      | CUSIP: 30165XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14127000 | PA      | $13579380.97    | 0.01%             | 2026-06-15      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                                         | NY ST DORM DASNY PIT TAXABLE 21C 1.748% 03-15-28                                   | CUSIP: 64990FD76<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   19440000 | PA      | $16535838.96    | 0.01%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                                         | NY ST DORM DASNY PIT TAXABLE 21C ETM 1.187% 03-15-26                               | CUSIP: 64990FD50<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   17250000 | PA      | $15388293.75    | 0.01%             | 2026-03-15      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_22-1                                          | EFF 22-1 A2 144A 3.03% 01-20-28/06-20-25                                           | CUSIP: 29375JAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   33301567 | PA      | $32424770.30    | 0.02%             | 2028-01-20      | Fixed         | 3.03%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2                                       | EART 22-2A D 4.56% 07-17-28                                                        | CUSIP: 30166QAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5159000 | PA      | $4840101.57     | 0.00%             | 2028-07-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | UNION PACIFIC CORP SR UNSEC 2.891% 04-06-36                                        | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   10390000 | PA      | $8293973.35     | 0.00%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY                                        | NJ EDA SCHOOL CONSTRUCTION 13I FRN SIFMA+160BP 03-01-28                            | CUSIP: 645918W58<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    5000000 | PA      | $5000045.00     | 0.00%             | 2028-03-01      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2                                       | EART 22-2A A3 2.8% 11-17-25                                                        | CUSIP: 30166QAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4996000 | PA      | $4943906.71     | 0.00%             | 2025-11-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2                                       | EART 22-2A B 3.65% 10-15-26                                                        | CUSIP: 30166QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13091000 | PA      | $12785469.15    | 0.01%             | 2026-10-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC FINANCE AUTHORITY WISCONSIN                                               | WI PFA TAXABLE SF 4.95% 03-01-34                                                   | CUSIP: 74447CAA7<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   95285000 | PA      | $84689403.29    | 0.04%             | 2034-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| QUEBEC (PROVINCE OF)                                                             | QUEBEC PROV 2.75% 04-12-27                                                         | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   23200000 | PA      | $21758222.08    | 0.01%             | 2027-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-4                                    | EART 22-4A C 4.92% 12-15-28                                                        | CUSIP: 30166BAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8517000 | PA      | $8227345.35     | 0.00%             | 2028-12-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_22-3                                          | EFF 22-3 A2 144A 4.38% 07-20-29/03-20-26                                           | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24169000 | PA      | $23643445.10    | 0.01%             | 2029-07-20      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| SOUTH DAKOTA HSG DEV AUTH                                                        | SD HDA SFM PAC (100-400) PSA 15D SF 4.0% 11-01-45                                  | CUSIP: 83756CLL7<br>LEI: 549300G853EK61667C18 | Long             | DBT              | MUN               | US        |     800000 | PA      | $799113.60      | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                              | ILLINOIS ST GO TAXABLE BAB SF 6.63% 02-01-35                                       | CUSIP: 452152BM2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    6210000 | PA      | $6301367.73     | 0.00%             | 2035-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 2.0 MA4387 07-01-41                                                      | CUSIP: 31418D2V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   31461622 | PA      | $26558076.77    | 0.01%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 ZS4735 09-01-47                                                      | CUSIP: 3132A5HL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     150887 | PA      | $138156.16      | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_22-3                                          | EFF 22-3 A3 144A 4.29% 07-20-29/03-22-27                                           | CUSIP: 29374FAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7766000 | PA      | $7365818.02     | 0.00%             | 2029-07-20      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_22-4                                          | EFF 22-4 A2 5.76% 10-22-29/05-20-26                                                | CUSIP: 29374GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   33506000 | PA      | $33617910.04    | 0.02%             | 2029-10-22      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| SOUTH DAKOTA HSG DEV AUTH                                                        | SD HDA SFH AMT PAC (100-400) PSA 13E SF 4.0% 11-01-44                              | CUSIP: 83756CEP6<br>LEI: 549300G853EK61667C18 | Long             | DBT              | MUN               | US        |      60000 | PA      | $59857.74       | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTH DAKOTA HSG DEV AUTH                                                        | SD HDA SFM PAC (100-400) PSA TAXABLE 14F SF 4.0% 05-01-34                          | CUSIP: 83756CHX6<br>LEI: 549300G853EK61667C18 | Long             | DBT              | MUN               | US        |     110000 | PA      | $108923.32      | 0.00%             | 2034-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_21-51NV                                             | FSMT 21-5INV A2 144A FRN 07-25-51                                                  | CUSIP: 33851PAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18245041 | PA      | $14733199.00    | 0.01%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 BH4022 09-01-47                                                      | CUSIP: 3140GSPG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   16204816 | PA      | $15038150.48    | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-6                                    | EART 22-6 A2 5.73% 11-17-25/02-15-24                                               | CUSIP: 30168AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2933000 | PA      | $2936897.96     | 0.00%             | 2025-11-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-6                                    | EART 22-6 A3 5.7% 08-17-26/08-15-24                                                | CUSIP: 30168AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5011605.00     | 0.00%             | 2026-08-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_19-2                                    | EART 19-2 D 144A 3.71% 03-17-25/06-15-23                                           | CUSIP: 30167LAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15570220 | PA      | $15412493.43    | 0.01%             | 2025-03-17      | Fixed         | 3.71%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_19-3                                    | EART 19-3A D 144A 3.11% 08-15-25/23                                                | CUSIP: 30167EAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22949685 | PA      | $22590568.50    | 0.01%             | 2025-08-15      | Fixed         | 3.11%                 | Yes           |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_21-6INV                                             | FSMT 21-6INV A4 144A FRN 08-25-51                                                  | CUSIP: 33851GAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17050576 | PA      | $13747419.21    | 0.01%             | 2051-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_21-8INV                                             | FSMT 21-8INV A3 144A FRN 09-25-51/08-25-44                                         | CUSIP: 33852HAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17709218 | PA      | $14300511.99    | 0.01%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| TEXAS MUN PWR AGY                                                                | TX MUNI PWR AGY AGM SF 3.0% 09-01-46                                               | CUSIP: 882555A21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    6695000 | PA      | $5009359.68     | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CALIFORNIA                                                         | UNIV OF CA TAXABLE 20BG 0.883% 05-15-25                                            | CUSIP: 91412HGE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5000000 | PA      | $4587690.00     | 0.00%             | 2025-05-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-1                                    | EART 20-1A D 144A 2.73% 12-15-25/03-15-24                                          | CUSIP: 30167HAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3669914 | PA      | $3598868.43     | 0.00%             | 2025-12-15      | Fixed         | 2.73%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-3                                    | EART 20-3A D 1.73% 07-15-26/04-15-24                                               | CUSIP: 30166NAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3125000 | PA      | $3011609.38     | 0.00%             | 2026-07-15      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FM8453 08-01-51                                                      | CUSIP: 3140XCMB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   53512918 | PA      | $47711849.76    | 0.02%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_21-10INV                                            | FSMT 21-10INV A3 144A FRN 10-25-51                                                 | CUSIP: 33851RAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   25433498 | PA      | $20538007.82    | 0.01%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| UNIVERSITY OF CALIFORNIA                                                         | UNIV OF CA TAXABLE 20BG 1.316% 05-15-27                                            | CUSIP: 91412HGF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5400000 | PA      | $4661080.20     | 0.00%             | 2027-05-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CALIFORNIA                                                         | UNIV OF CA TAXABLE 20BG 1.614% 05-15-30                                            | CUSIP: 91412HGG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    6450000 | PA      | $5143339.65     | 0.00%             | 2030-05-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-3                                    | EART 20-3A C 1.32% 07-15-25/08-15-23                                               | CUSIP: 30166NAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1686207 | PA      | $1667307.79     | 0.00%             | 2025-07-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| EDVESTINU PRIVATE EDUCATION LOAN TRUST EDVES_21-A                                | EDVES 21-A A 144A 1.8% 11-25-45                                                    | CUSIP: 28166LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7413520 | PA      | $6266085.36     | 0.00%             | 2045-11-25      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_21-11INV                                            | FSMT 21-11INV A4 144A FRN 11-25-51                                                 | CUSIP: 33851TAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19591719 | PA      | $15820665.94    | 0.01%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 AE3049 09-01-40                                                      | CUSIP: 31419DL74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1926388 | PA      | $1905960.76     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_20-1                                          | FORDR 20-1 B 144A 2.29% 08-15-31/02-18-25                                          | CUSIP: 34531NAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2574000 | PA      | $2386061.96     | 0.00%             | 2031-08-15      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| FREED ABS TRUST FREED_22-1FP                                                     | FREED 22-1FP A 144A 0.94% 03-19-29                                                 | CUSIP: 35633KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     409780 | PA      | $408575.67      | 0.00%             | 2029-03-19      | Fixed         | 0.94%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FM9632 11-01-51                                                      | CUSIP: 3140XDV29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   44963716 | PA      | $39803904.88    | 0.02%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FM9631 11-01-51                                                      | CUSIP: 3140XDVZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   19128701 | PA      | $16969108.55    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST FCAT_22-4                                             | FCAT 22-4 A2 144A 6.15% 09-15-26/10-15-24                                          | CUSIP: 33843XAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   26177000 | PA      | $26334166.71    | 0.01%             | 2026-09-15      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_18-1                                          | FORDR 18-1 A 144A 3.19% 07-15-31/01-15-25                                          | CUSIP: 34532RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   80360000 | PA      | $76815963.28    | 0.04%             | 2031-07-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| FLATIRON CLO LTD FLAT_18-1A                                                      | FLAT 18-1 A CLO 144A FRN (TSFR3M+121.2) 04-17-31                                   | CUSIP: 33883GAA5<br>LEI: 5493008L4GGS612L9S27 | Long             | ABS-O            | CORP              | KY        |    2500000 | PA      | $2462680.00     | 0.00%             | 2031-04-17      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_18-2                                          | FORDR 18-2 A 3.47% 01-15-30                                                        | CUSIP: 34528HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   36420000 | PA      | $35931789.90    | 0.02%             | 2030-01-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_19-1                                          | FORDR 19-1 A 144A 3.52% 07-15-30/01-16-24                                          | CUSIP: 34532PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   54515000 | PA      | $53467821.37    | 0.03%             | 2030-07-15      | Fixed         | 3.52%                 | Yes           |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED FASST_19-JR1                                       | FASST 19-JR1 A 144A 2.0% 03-25-69                                                  | CUSIP: 31739FAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13945045 | PA      | $14928547.62    | 0.01%             | 2069-03-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K734                              | FHMS K734 A2 (MF) 3.208% 02-25-26                                                  | CUSIP: 3137FLN34<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   27390000 | PA      | $26301630.96    | 0.01%             | 2026-02-25      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED FASST_19-JR2                                       | FASST 19-JR2 A1 144A 2.0% 04-01-69                                                 | CUSIP: 31739GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   59891278 | PA      | $61574102.92    | 0.03%             | 2069-06-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_20-1                                          | FORDR 20-1 A 144A 2.04% 08-15-31/02-18-25                                          | CUSIP: 34531NAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   82365000 | PA      | $77316519.69    | 0.04%             | 2031-08-15      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| GCI FUNDING I LLC GCI_21-1                                                       | GCI 21-1 A 144A 2.38% 06-18-46/09-18-31                                            | CUSIP: 36166VAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3813587 | PA      | $3247475.55     | 0.00%             | 2046-06-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_22-1                              | GMREV 22-1 A 5.91% 10-11-35/11-12-27                                               | CUSIP: 36265UAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22705000 | PA      | $23150676.45    | 0.01%             | 2035-10-11      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-2                                 | GMALT 20-2 C 2.56% 07-22-24/03-20-23                                               | CUSIP: 36259PAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1165000 | PA      | $1162812.13     | 0.00%             | 2024-07-22      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-2                                 | GMALT 20-2 D 3.21% 12-20-24/04-20-23                                               | CUSIP: 36259PAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1646000 | PA      | $1641848.79     | 0.00%             | 2024-12-20      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| GCI FUNDING I LLC GCI_2020                                                       | GCI 20-1 A 144A 2.82% 10-18-45/30                                                  | CUSIP: 36166VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18659417 | PA      | $16476358.92    | 0.01%             | 2045-10-18      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                 | HF SINCLAIR CORP                                                                   | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    2979000 | NS      | $154580310.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR TREE INC                                                                  | DOLLAR TREE INC                                                                    | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |    4544600 | NS      | $642788224.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| DOW INC                                                                          | DOW INC                                                                            | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |    2591965 | NS      | $130609116.35   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | FED FUND 30DAY FUT FFF3 01-31-23                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      10368 | NC      | $128924104.06   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | SOFR 90DAY FUT SFRZ2 03-14-23                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         13 | NC      | $-38938.51      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 10YR FUT ULTRA UXYH3 03-22-23                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      36102 | NC      | $68394917.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 20YR FUT USH3 03-22-23                                                         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       6133 | NC      | $-9793168.37    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                           | DARDEN RESTAURANTS INC                                                             | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |    4716442 | NS      | $652425421.86   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ESTEE LAUDER COMPANIES INC (THE)                                                 | ESTEE LAUDER COMPANIES INC (THE) CL A                                              | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |     636444 | NS      | $157908120.84   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 10YR FUT TYH3 03-22-23                                                         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      25082 | NC      | $-22028781.23   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 30YR FUT ULTRA WNH3 03-22-23                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       1698 | NC      | $5064759.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC                                                                | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     796642 | NS      | $408653446.74   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                                                     | ENBRIDGE INC (USD)                                                                 | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |    1284384 | NS      | $50219414.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 5YR FUT FVH3 03-31-23                                                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      87818 | NC      | $-12165031.35   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 2YR FUT TUH3 03-31-23                                                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      17640 | NC      | $12831573.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                                                     | ENBRIDGE INC                                                                       | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |    3331292 | NS      | $130200866.06   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX INC                                                                      | EQUINIX INC (REIT)                                                                 | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |     612808 | NS      | $401407624.24   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC                                                             | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    9189031 | NS      | $4871840455.58  | 2.54%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                                                               | UNION PACIFIC CORP                                                                 | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |    1927404 | NS      | $399107546.28   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                                                         | EQT CORP                                                                           | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |   11450000 | NS      | $387353500.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVIVA INC                                                                       | ENVIVA INC                                                                         | CUSIP: 29415B103<br>LEI: 549300WH5VXDEFM5KR81 | Long             | EC               | CORP              | US        |    3331927 | NS      | $176492173.19   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| UNITED PARCEL SERVICE INC                                                        | UNITED PARCEL SERVICE INC CL B                                                     | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |    2354000 | NS      | $409219360.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                                                         | VISA INC CL A                                                                      | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    2232320 | NS      | $463786803.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| VALE SA                                                                          | VALE SA ON ADR                                                                     | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |   30946776 | NS      | $525166788.72   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES INC                                                              | VICI PROPERTIES INC (REIT)                                                         | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |   17263967 | NS      | $559352530.80   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| EAST WEST BANCORP INC                                                            | EAST WEST BANCORP INC                                                              | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    4919195 | NS      | $324174950.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE INC                                                          | EXTRA SPACE STORAGE INC (REIT)                                                     | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    3150553 | NS      | $463698390.54   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES CLO LTD ARES_17-42A                                                         | ARES 17-42A AR CLO 144A FRN (L+92) 01-22-28                                        | CUSIP: 04016LAQ0<br>LEI: 5493004S1FMDW7K3MU50 | Long             | ABS-O            | CORP              | US        |   34926396 | PA      | $34545558.52    | 0.02%             | 2028-01-22      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| ALLEGRO CLO I ALLEG_16-1A                                                        | ALLEG 16-1A AR2 FRN (L+95) 01-15-30                                                | CUSIP: 01749TAN0<br>LEI: 635400THLJMIHHPCEN50 | Long             | ABS-O            | CORP              | KY        |   30024643 | PA      | $29711786.32    | 0.02%             | 2030-01-15      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1                            | AESOP 21-1A C 144A 2.13% 08-20-27/26                                               | CUSIP: 05377REK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1542000 | PA      | $1284732.72     | 0.00%             | 2027-08-20      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1                            | AESOP 21-1A A 144A 1.38% 08-20-27/26                                               | CUSIP: 05377REH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   75784000 | PA      | $66105473.79    | 0.03%             | 2027-08-20      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1                            | AESOP 21-1A B 144A 1.63% 08-20-27/26                                               | CUSIP: 05377REJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4460000 | PA      | $3773958.34     | 0.00%             | 2027-08-20      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2                              | AMCAR 21-2 C 1.01% 01-19-27/04-21-25                                               | CUSIP: 03066RAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8644000 | PA      | $7864207.47     | 0.00%             | 2027-01-19      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2                              | AMCAR 21-2 D 1.29% 06-18-27/04-21-25                                               | CUSIP: 03066RAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20192000 | PA      | $17923267.26    | 0.01%             | 2027-06-18      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2                              | AMCAR 21-2 B 0.69% 01-19-27/08-19-24                                               | CUSIP: 03066RAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7776000 | PA      | $7294735.58     | 0.00%             | 2027-01-19      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-3                           | ACAR 21-3 C 144A 0.98% 11-15-27/07-13-22                                           | CUSIP: 025286AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18726000 | PA      | $18231671.05    | 0.01%             | 2027-11-15      | Fixed         | 0.98%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-3                           | ACAR 21-3 D 144A 1.34% 11-15-27/05-13-22                                           | CUSIP: 025286AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7031000 | PA      | $6530343.58     | 0.00%             | 2027-11-15      | Fixed         | 1.34%                 | Yes           |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST FKH_21-SFR3                                                 | FKH 21-SFR3 A 144A 2.135% 12-17-38/12-18-26                                        | CUSIP: 33768JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17255216 | PA      | $14944000.44    | 0.01%             | 2038-12-17      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AD8536 08-01-40                                                      | CUSIP: 31418WPW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1092128 | PA      | $1103995.10     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GCI FUNDING I LLC GCI_2020                                                       | GCI 20-1 B 144A 3.81% 10-18-45/30                                                  | CUSIP: 36166VAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2570261 | PA      | $2282962.15     | 0.00%             | 2045-10-18      | Fixed         | 3.81%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-1                                           | HERTZ 21-1A A 144A 1.21% 12-26-25/24                                               | CUSIP: 42806MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   82376000 | PA      | $76180748.17    | 0.04%             | 2025-12-26      | Fixed         | 1.21%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_21-B                                     | AFFRM 21-B A 144A 1.03% 08-17-26/03-15-24                                          | CUSIP: 00834DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   32460000 | PA      | $30796100.40    | 0.02%             | 2026-08-17      | Fixed         | 1.03%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 21-Z2                                          | AFFRM 21-Z2 A 144A 1.17% 11-16-26                                                  | CUSIP: 00834TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21730857 | PA      | $20795626.38    | 0.01%             | 2026-11-16      | Fixed         | 1.17%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 AE5471 10-01-40                                                      | CUSIP: 31419GCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1523216 | PA      | $1507064.29     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB2371 12-01-51                                                      | CUSIP: 3140QMT53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   23118576 | PA      | $19795881.65    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                           | HERTZ 21-2A A 144A 1.68% 12-27-27/12-28-26                                         | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   74445000 | PA      | $64926313.41    | 0.03%             | 2027-12-27      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-1                                           | HERTZ 21-1A C 144A 2.05% 12-26-25/24                                               | CUSIP: 42806MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7331000 | PA      | $6611689.61     | 0.00%             | 2025-12-26      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB2375 12-01-51                                                      | CUSIP: 3140QMT95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   83798139 | PA      | $71526571.54    | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA6483 12-01-51                                                      | CUSIP: 3133KNFY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   72859376 | PA      | $62189922.13    | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AGL CLO LTD ASTAT_22-18                                                          | ASTAT 22-18A A1 CLO 144A FRN (TSFR3M+132) 04-21-31                                 | CUSIP: 00850BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17334864 | PA      | $17152570.25    | 0.01%             | 2031-04-21      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_18-9                          | AMXCA 18-9 A FRN (L+38) 04-15-26/09-15-23                                          | CUSIP: 02582JJK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   47350000 | PA      | $47324383.65    | 0.02%             | 2026-04-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-1                                           | HERTZ 21-1A B 144A 1.56% 12-26-25/24                                               | CUSIP: 42806MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   30267000 | PA      | $27756019.41    | 0.01%             | 2025-12-26      | Fixed         | 1.56%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                           | HERTZ 21-2A B 144A 2.12% 12-27-27/12-28-26                                         | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15155000 | PA      | $13014553.27    | 0.01%             | 2027-12-27      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD7545 09-01-51                                                      | CUSIP: 3132DVL29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   74140885 | PA      | $63830260.67    | 0.03%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB2373 12-01-51                                                      | CUSIP: 3140QMT79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   14355518 | PA      | $12273766.91    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                           | HERTZ 21-2A C 144A 2.52% 12-27-27/12-28-26                                         | CUSIP: 42806MAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7776000 | PA      | $6428442.53     | 0.00%             | 2027-12-27      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_21-A                                       | HERTZ 21-A B 144A 3.65% 06-30-23                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   65170000 | PA      | $62524098.00    | 0.03%             | 2023-06-30      | Fixed         | 3.65%                 | Yes           |                  3 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-1                                       | HERTZ 22-1A B 144A 2.19% 06-25-26/25                                               | CUSIP: 42806MAK5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    5327000 | PA      | $4787678.54     | 0.00%             | 2026-06-25      | Fixed         | 2.19%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-1                                       | HERTZ 22-1A C 144A 2.63% 06-25-26/25                                               | CUSIP: 42806MAL3<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    3260000 | PA      | $2897370.64     | 0.00%             | 2026-06-25      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_22-4                           | ACAR 22-4 A 144A 6.2% 05-13-26/03-13-24                                            | CUSIP: 02529XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10241557 | PA      | $10256898.59    | 0.01%             | 2026-05-13      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_18-1A                                       | AESOP 18-1A A 144A 3.7% 09-20-24/23                                                | CUSIP: 05377RCY8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8454000 | PA      | $8372630.25     | 0.00%             | 2024-09-20      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB2319 12-01-51                                                      | CUSIP: 3140QMSH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   82932899 | PA      | $70906301.36    | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB2372 12-01-51                                                      | CUSIP: 3140QMT61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   39732180 | PA      | $33970457.89    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 2.125% 05-15-25                                                   | CUSIP: 912828XB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24780000 | PA      | $23560603.46    | 0.01%             | 2025-05-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 3.0% 05-15-45                                                     | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24780000 | PA      | $20490686.08    | 0.01%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 3.0% 11-15-45                                                     | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24780000 | PA      | $20465187.46    | 0.01%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 6.375% 08-15-27                                                   | CUSIP: 912810FA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   35690000 | PA      | $39081174.58    | 0.02%             | 2027-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BT9510 12-01-51                                                      | CUSIP: 3140LYR88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   31437486 | PA      | $26919007.37    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA5971 09-01-51                                                      | CUSIP: 3133KMT47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   53235957 | PA      | $47239139.77    | 0.02%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_19-2A                                       | AESOP 19-2A A 144A 3.35% 09-22-25/24                                               | CUSIP: 05377RDL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24440000 | PA      | $23632917.88    | 0.01%             | 2025-09-22      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_17-2A                                       | AESOP 17-2A A 144A 2.97% 03-20-24/23                                               | CUSIP: 05377RCU6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7147500 | PA      | $7123891.81     | 0.00%             | 2024-03-20      | Fixed         | 2.97%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 1.375% 06-30-23                                                   | CUSIP: 912828S35<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   36605000 | PA      | $36040367.88    | 0.02%             | 2023-06-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 2.75% 08-31-25                                                    | CUSIP: 9128284Z0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  113990000 | PA      | $109623054.50   | 0.06%             | 2025-08-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 3.0% 10-31-25                                                     | CUSIP: 9128285J5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  178410000 | PA      | $172372534.24   | 0.09%             | 2025-10-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 3.125% 11-15-28                                                   | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   44485000 | PA      | $42417715.32    | 0.02%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_18-2A                                       | AESOP 18-2A A 144A 4.0% 03-20-25/24                                                | CUSIP: 05377RDC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22900000 | PA      | $22525882.70    | 0.01%             | 2025-03-20      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-1A                                       | AESOP 2020-1A A 144A 2.33% 08-20-26/25                                             | CUSIP: 05377RDU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14375000 | PA      | $13319501.25    | 0.01%             | 2026-08-20      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 2.875% 11-30-25                                                   | CUSIP: 9128285N6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  114981000 | PA      | $110686011.22   | 0.06%             | 2025-11-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 2.25% 03-31-26                                                    | CUSIP: 9128286L9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   52663000 | PA      | $49643113.99    | 0.03%             | 2026-03-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_19-3A                                       | AESOP 19-3A A 144A 2.36% 03-20-26/25                                               | CUSIP: 05377RDQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   28830000 | PA      | $26861804.73    | 0.01%             | 2026-03-20      | Fixed         | 2.36%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2                                        | AESOP 20-2A B 144A 2.96% 02-20-27/26                                               | CUSIP: 05377REA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3873000 | PA      | $3481462.94     | 0.00%             | 2027-02-20      | Fixed         | 2.96%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 1.625% 08-15-29                                                   | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24780000 | PA      | $21499450.14    | 0.01%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 1.125% 02-28-27                                                   | CUSIP: 912828ZB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     930000 | PA      | $827120.42      | 0.00%             | 2027-02-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2                                        | AESOP 20-2 A 144A 2.02% 02-20-27/26                                                | CUSIP: 05377RDY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19921000 | PA      | $18081773.75    | 0.01%             | 2027-02-20      | Fixed         | 2.02%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_20-3                           | ACAR 20-3 C 144A 1.85% 06-15-26/07-13-23                                           | CUSIP: 025297AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5843101 | PA      | $5798611.48     | 0.00%             | 2026-06-15      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 0.625% 08-15-30                                                   | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  114675000 | PA      | $90275405.30    | 0.05%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 0.625% 12-31-27                                                   | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  117280000 | PA      | $99390190.90    | 0.05%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-1                           | ACAR 21-1 C 144A 0.83% 03-15-27/02-13-24                                           | CUSIP: 02528BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4072346 | PA      | $4006858.47     | 0.00%             | 2027-03-15      | Fixed         | 0.83%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-1                           | ACAR 21-1 D 144A 1.14% 03-15-27/05-13-24                                           | CUSIP: 02528BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3117000 | PA      | $2940287.92     | 0.00%             | 2027-03-15      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| VERTEX PHARMACEUTICALS INC                                                       | VERTEX PHARMACEUTICALS INC                                                         | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |    1862000 | NS      | $537708360.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO                                                                   | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    9178000 | NS      | $378959620.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 2.375% 05-15-51                                                   | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   16474500 | PA      | $11876849.26    | 0.01%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 1.25% 06-30-28                                                    | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  195000000 | PA      | $168633153.00   | 0.09%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 1.0% 07-31-28                                                     | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  100000000 | PA      | $85021490.00    | 0.04%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 2.0% 08-15-51                                                     | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5468200 | PA      | $3599349.69     | 0.00%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALLEGRO CLO I LTD ALLEG_17-1A                                                    | ALLEG 17-1A AR 144A CLO FRN (L+95) 10-16-30                                        | CUSIP: 01748RAL9<br>LEI: 254900TYK5TGNAFE3053 | Long             | ABS-O            | CORP              | US        |   22285000 | PA      | $21912261.09    | 0.01%             | 2030-10-16      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST BHG_21-A                                                | BHG 21-A A 144A 1.42% 11-17-33                                                     | CUSIP: 08861YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4518493 | PA      | $4200313.89     | 0.00%             | 2033-11-17      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | WASTE MANAGEMENT INC                                                               | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |    1863000 | NS      | $292267440.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WHEATON PRECIOUS METALS CORP                                                     | WHEATON PRECIOUS METALS CORP (USD)                                                 | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |   13795000 | NS      | $539108600.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 1.25% 08-15-31                                                    | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   38263500 | PA      | $31067562.88    | 0.02%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 0.75% 08-31-26                                                    | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      37000 | PA      | $32768.43       | 0.00%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 0.375% 09-15-24                                                   | CUSIP: 91282CCX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  120000000 | PA      | $111854040.00   | 0.06%             | 2024-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 1.875% 11-15-51                                                   | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25500000 | PA      | $16238871.75    | 0.01%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QD5725 01-01-52                                                      | CUSIP: 3133B3LE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      55629 | PA      | $47253.97       | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS0546 02-01-52                                                      | CUSIP: 3140XFTC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     998029 | PA      | $846088.73      | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 1.50% 11-30-28                                                    | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   50000000 | PA      | $43416805.00    | 0.02%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 2.375% 02-15-42                                                   | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   29288000 | PA      | $22388233.38    | 0.01%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 2.875% 05-15-32                                                   | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  323416000 | PA      | $298201809.47   | 0.16%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 4.0% 11-15-42                                                     | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  324237600 | PA      | $317695652.49   | 0.17%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                                                     | HYDRO-QUEBEC SR UNSEC 9.5% 11-15-30                                                | CUSIP: 448814DL4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | CORP              | CA        |   22230000 | PA      | $29296561.32    | 0.02%             | 2030-11-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                 | EXXON MOBIL CORP                                                                   | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    1865000 | NS      | $205709500.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV7830 07-01-52                                                      | CUSIP: 3140MMVY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      59999 | PA      | $50910.15       | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE4044 06-01-52                                                      | CUSIP: 3133BDP58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1308732 | PA      | $1110689.63     | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY I/L 2.375% 01-15-25                                                    | CUSIP: 912810FR4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   78348908 | PA      | $78492533.28    | 0.04%             | 2025-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN STABILITY MECHANISM                                                     | EURO STABILITY MECHANISM 144A LIFE UNSEC 0.375% 09-10-25                           | CUSIP: 29881WAD4<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | LU        |   23570000 | PA      | $21187780.10    | 0.01%             | 2025-09-10      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BT9483 12-01-51                                                      | CUSIP: 3140LYRD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   31684759 | PA      | $27089993.96    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BM1179 04-01-47                                                      | CUSIP: 3140J5JZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3522375 | PA      | $3156153.77     | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE2352 05-01-52                                                      | CUSIP: 3133BBTH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1992580 | PA      | $1689702.14     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA5759 09-01-51                                                      | CUSIP: 3133KMMG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6967379 | PA      | $5906149.58     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVT BK SR UNSEC 0.625% 10-21-27                                          | CUSIP: 298785JJ6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |    7655000 | PA      | $6500771.45     | 0.00%             | 2027-10-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVT BK UNSEC 0.75% 10-26-26                                              | CUSIP: 298785JP2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |   37160000 | PA      | $32596045.96    | 0.02%             | 2026-10-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVT BK UNSEC 2.75% 08-15-25                                              | CUSIP: 298785JS6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |   16187000 | PA      | $15556532.54    | 0.01%             | 2025-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL DEVELOPMENT ASSOCIATION                                            | INTERNATIONAL DEVELOPMENT ASSOC 144A LIFE 0.375% 09-23-25                          | CUSIP: 45939EAB6<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | US        |   19410000 | PA      | $17404209.42    | 0.01%             | 2025-09-23      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 AS8310 11-01-46                                                      | CUSIP: 3138WJGU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2979928 | PA      | $2679280.05     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 5.5 G05546 07-01-39                                                          | CUSIP: 3128M7P75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83328 | PA      | $86578.12       | 0.00%             | 2039-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS1922 04-01-52                                                      | CUSIP: 3140XHD46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   17965573 | PA      | $15256615.89    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BU3295 10-01-51                                                      | CUSIP: 3140M4UV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3895607 | PA      | $3309727.04     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                            | INTL BK RECON/DEV SR UNSEC 0.75% 11-24-27                                          | CUSIP: 459058JN4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    9000000 | PA      | $7652610.00     | 0.00%             | 2027-11-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                       | FIDELITY NATIONAL INFORMATION SERVICES INC                                         | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |    3499288 | NS      | $237426690.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 5.5 G06028 07-01-37                                                          | CUSIP: 3128M8A53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     140110 | PA      | $141250.82      | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 MA4743 08-01-52                                                      | CUSIP: 31418EHV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1995972 | PA      | $1692810.00     | 0.00%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB1135 07-01-51                                                      | CUSIP: 3140QLHM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     653975 | PA      | $554672.79      | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | FIFTH THIRD BANCORP                                                                | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |    4737000 | NS      | $155420970.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD                                                         | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |    2006000 | NS      | $41912658.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB3666 02-01-52                                                      | CUSIP: 3140QPCC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    9352296 | PA      | $7930962.11     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 MA4598 05-01-52                                                      | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      25657 | PA      | $21759.76       | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_21-410T               | JPMCC 21-410T A 144A 2.28704% 03-05-42/01-07-28                                    | CUSIP: 46652WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12316000 | PA      | $10075534.86    | 0.01%             | 2042-03-05      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| 3650R 2022-PF2 COMMERCIAL MORTGAGE TRUST                                         | 3650R 22-PF2 A5 FRN 11-15-55/10-18-32                                              | CUSIP: 88575JAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19903000 | PA      | $19973257.59    | 0.01%             | 2055-11-15      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_20-1                                                  | ARRW 20-1 A1A 144A 1.662% 03-25-55/02-25-26                                        | CUSIP: 04285CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     653332 | PA      | $595983.15      | 0.00%             | 2055-03-25      | Fixed         | 1.66%                 | Yes           |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_21-1R                                                 | ARRW 21-1R A1 144A FRN 10-25-48                                                    | CUSIP: 042853AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6295130 | PA      | $4974361.00     | 0.00%             | 2048-10-25      | Variable      | 1.18%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA5659 05-01-50                                                      | CUSIP: 3140QDJD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1212355 | PA      | $1029971.78     | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB3665 05-01-52                                                      | CUSIP: 3140QPCB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     998164 | PA      | $846565.07      | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_22-1                                                  | ARRW 22-1 A1A 144A 2.495% 12-25-56/02-25-26                                        | CUSIP: 042855AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18001644 | PA      | $16565418.47    | 0.01%             | 2056-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BANK_18-BN10                                                                     | BANK 2018-BN10 A4 3.428% 02-15-61                                                  | CUSIP: 065404BA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     502873 | PA      | $464459.12      | 0.00%             | 2061-02-17      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| BANK 18-BN10-A5                                                                  | BANK 18-BN10 A5 3.688% 02-15-61/01-18-28                                           | CUSIP: 065404BB0<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-CBDO         | CORP              | US        |     795000 | PA      | $741519.56      | 0.00%             | 2061-02-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_18-B2                                             | BMARK 18-B2 A4 3.6147% 02-15-51/11-18-27                                           | CUSIP: 08161CAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11250000 | PA      | $10424475.00    | 0.01%             | 2051-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD8219 06-01-52                                                      | CUSIP: 3132DWDY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2501618 | PA      | $2121259.20     | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV7521 05-01-52                                                      | CUSIP: 3140MMLB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1996338 | PA      | $1692299.81     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK_18-BN12                                                                     | BANK 18-BN12 A4 FRN 05-15-61/05-17-28                                              | CUSIP: 06541KBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9618000 | PA      | $9190374.10     | 0.00%             | 2061-05-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_18-B7                                             | BMARK 18-B7 A4 FRN 05-15-53/10-17-28                                               | CUSIP: 08162TBB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3073000 | PA      | $2978148.78     | 0.00%             | 2053-05-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 CB4959 10-01-52                                                      | CUSIP: 3140QQQM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   20421802 | PA      | $19676263.50    | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS0381 01-01-52                                                      | CUSIP: 3140XFM73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     997181 | PA      | $845853.92      | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_18-B8                                             | BMARK 18-B8 A5 4.2317% 01-15-52/12-15-28                                           | CUSIP: 08162UAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9988000 | PA      | $9539968.28     | 0.00%             | 2052-01-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BANK BANK_19-BN16                                                                | BANK 19-BN16 A4 4.005% 02-15-52                                                    | CUSIP: 065405AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3422000 | PA      | $3209890.75     | 0.00%             | 2052-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK 19-BN17                                                                     | BANK 19-BN17 A4 3.714% 04-15-52/03-16-29                                           | CUSIP: 065403BC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     405000 | PA      | $373199.40      | 0.00%             | 2052-04-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LTD BMIR_19-3                                                      | BMIR 19-3A M1B 144A FRN (L+160) 07-25-29                                           | CUSIP: 07877GAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3638821 | PA      | $3637194.12     | 0.00%             | 2029-07-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 BW2284 08-01-52                                                      | CUSIP: 3140MTRE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3525672 | PA      | $3397196.39     | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 BW8745 10-01-52                                                      | CUSIP: 3140N1WF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   21448620 | PA      | $20665617.07    | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK BANK_19-BN19                                                                | BANK 19-BN19 A3 3.183% 08-15-61                                                    | CUSIP: 06540WBD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4013000 | PA      | $3548880.50     | 0.00%             | 2061-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_19-B13                                            | BMARK 19-B13 A4 2.952% 08-15-57/10-17-29                                           | CUSIP: 08162DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8000000 | PA      | $7030496.00     | 0.00%             | 2057-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 BW1192 09-01-52                                                      | CUSIP: 3140MSKE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10252601 | PA      | $9878319.88     | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QD7397 02-01-52                                                      | CUSIP: 3133B5GE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     499060 | PA      | $425476.02      | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_19-XL                                            | BXCMT_19-XL A 144A FRN (L+92) 10-15-36                                             | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2107446 | PA      | $2082896.40     | 0.00%             | 2036-10-15      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| BANK_20-BN26                                                                     | BANK 20-BN26 A4 2.403% 03-15-63/02-15-30                                           | CUSIP: 06540JBG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17962000 | PA      | $15037948.06    | 0.01%             | 2063-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_20-B17                                            | BMARK 20-B17 A5 2.289% 03-15-53/02-15-30                                           | CUSIP: 08162MAX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17048000 | PA      | $14203404.82    | 0.01%             | 2053-03-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL1                                    | BRAVO 20-RPL1 A1 144A FRN 05-26-59                                                 | CUSIP: 10568YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2342843 | PA      | $2221505.24     | 0.00%             | 2059-05-26      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 BX1042 11-01-52                                                      | CUSIP: 3140N5EQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     200000 | PA      | $192698.92      | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CB3620 05-01-52                                                      | CUSIP: 3140QPAW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   97987556 | PA      | $92038829.34    | 0.05%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_17-DELC                        | BBCMS 17-DELC A 144A FRN 08-15-36                                                  | CUSIP: 05552EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11890000 | PA      | $11689796.18    | 0.01%             | 2036-08-15      | Variable      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL2                                    | BRAVO 20-RPL2 A1 144A FRN 05-25-59                                                 | CUSIP: 10569BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3693190 | PA      | $3321344.71     | 0.00%             | 2059-05-25      | Variable      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 SD8256 10-01-52                                                      | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     199981 | PA      | $187776.54      | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA5559 07-01-51                                                      | CUSIP: 3133KME84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4377113 | PA      | $3712479.19     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR                                          | BX 21-SOAR A 144A FRN (L+67) 06-15-38/23                                           | CUSIP: 05608WAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   54182556 | PA      | $52262163.84    | 0.03%             | 2038-06-15      | Variable      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT                                          | BX 21-VOLT B 144A FRN (L+95) 09-15-36/23                                           | CUSIP: 05609VAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2020423 | PA      | $1908877.47     | 0.00%             | 2036-09-15      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT                                          | BX 21-VOLT A 144A FRN (L+70) 09-15-36/23                                           | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   43661000 | PA      | $42120334.29    | 0.02%             | 2036-09-15      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SDMF                                          | BX 21-SDMF A 144A FRN (L+58.9) 09-15-34/23                                         | CUSIP: 12434CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   43539000 | PA      | $41760562.47    | 0.02%             | 2034-09-15      | Variable      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ARIA                                                              | BX 21-ARIA B 144A FRN (L+129.7) 10-15-36/26                                        | CUSIP: 05608RAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   24867000 | PA      | $23389701.26    | 0.01%             | 2036-10-15      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ARIA                                                              | BX 21-ARIA A 144A FRN (L+89.91) 10-15-36/26                                        | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   73046000 | PA      | $69609770.07    | 0.04%             | 2036-10-15      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD8276 12-01-52                                                      | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   90411861 | PA      | $89246271.09    | 0.05%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 MA4841 12-01-52                                                      | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2499999 | PA      | $2467769.13     | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_21-ACNT                                                              | BX 21-ACNT A 144A FRN (L+85) 11-15-38/11-16-26                                     | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   45534000 | PA      | $43877791.82    | 0.02%             | 2038-11-15      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-RPL1                                    | BRAVO 22-RPL1 A1 144A 2.75% 09-25-61                                               | CUSIP: 10569XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12167126 | PA      | $10551173.27    | 0.01%             | 2061-09-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 MA4839 12-01-52                                                      | CUSIP: 31418ELV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3063278 | PA      | $2876350.99     | 0.00%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD8288 01-01-53                                                      | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  317139075 | PA      | $313050518.05   | 0.16%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 MA4783 10-01-52                                                      | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   80707518 | PA      | $75782341.80    | 0.04%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 MA4868 01-01-53                                                      | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     817000 | PA      | $806467.24      | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 SD8273 11-01-52                                                      | CUSIP: 3132DWFN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6499350 | PA      | $5912601.74     | 0.00%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 MA4804 11-01-52                                                      | CUSIP: 31418EKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  115863861 | PA      | $108793384.31   | 0.06%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 QF0109 09-01-52                                                      | CUSIP: 3133BMDN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   13242344 | PA      | $12759237.12    | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 MA4902 01-01-53                                                      | CUSIP: 31418ENU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    9314017 | PA      | $8473212.74     | 0.00%             | 2053-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 SD8285 01-01-53                                                      | CUSIP: 3132DWF24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   13842791 | PA      | $12593077.67    | 0.01%             | 2053-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 MA4866 01-01-53                                                      | CUSIP: 31418EMQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     327133 | PA      | $307170.04      | 0.00%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BV5578 05-01-52                                                      | CUSIP: 3140MKFU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   26240621 | PA      | $23056216.44    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 SD1897 11-01-52                                                      | CUSIP: 3132DPDA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  168759633 | PA      | $165574294.81   | 0.09%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BU8850 05-01-52                                                      | CUSIP: 3140MAZQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5609697 | PA      | $4931535.17     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QE2551 05-01-52                                                      | CUSIP: 3133BBZQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   19723663 | PA      | $17330018.89    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                                                  | YUM! BRANDS INC                                                                    | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     616000 | NS      | $78897280.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOOMINFO TECHNOLOGIES INC                                                        | ZOOMINFO TECHNOLOGIES INC                                                          | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    7371687 | NS      | $221961495.57   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC                                                                       | ZOETIS INC CL A                                                                    | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |    1870434 | NS      | $274112102.70   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BT8113 05-01-52                                                      | CUSIP: 3140LXAP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6604351 | PA      | $5802892.80     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BT8220 05-01-52                                                      | CUSIP: 3140LXD28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4906238 | PA      | $4313250.51     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QE1752 05-01-52                                                      | CUSIP: 3133BA5M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   25248190 | PA      | $22184070.02    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BV8117 04-01-52                                                      | CUSIP: 3140MNAT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    9466557 | PA      | $8317534.49     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 4.075% 04-23-29/28                                          | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $27658770.00    | 0.01%             | 2029-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CREDIT SUISSE GROUP AG 144A LIFE SR UNSEC 4.207% 06-12-24/23                       | CUSIP: 225401AG3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   23000000 | PA      | $22428772.00    | 0.01%             | 2024-06-12      | Variable      | 4.21%                 | Yes           |                  2 | On Loan: No      |
| CME GROUP INC                                                                    | CME GROUP INC SR UNSEC 3.75% 06-15-28                                              | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    2230000 | PA      | $2146896.82     | 0.00%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | CONAGRA BRANDS INC SR UNSEC 5.3% 11-01-38                                          | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $993065.85      | 0.00%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX CORP SR UNSEC 4.25% 03-15-29                                                   | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    3650000 | PA      | $3518749.65     | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                         | CONSUMERS ENERGY CO SR SEC 1ST LIEN 3.1% 08-15-50                                  | CUSIP: 210518DF0<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $5244802.50     | 0.00%             | 2050-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CREDIT SUISSE GROUP AG 144A LIFE SR UNSEC 2.593% 09-11-25/24                       | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   12081000 | PA      | $10687372.08    | 0.01%             | 2025-09-11      | Variable      | 2.59%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 2.976% 11-05-30/29                                          | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5370000 | PA      | $4526555.58     | 0.00%             | 2030-11-05      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CREDIT SUISSE GROUP AG 144A LIFE SR UNSEC 4.194% 04-01-31/30                       | CUSIP: 225401AP3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   53999000 | PA      | $42022885.78    | 0.02%             | 2031-04-01      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                            | COSTCO WHOLESALE CORP SR UNSEC 1.375% 06-20-27                                     | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    6670000 | PA      | $5852264.67     | 0.00%             | 2027-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | CENTENE CORP SR UNSEC 4.25% 12-15-27                                               | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   59715000 | PA      | $56136160.62    | 0.03%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | CENTENE CORP SR UNSEC 3.375% 02-15-30                                              | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   49862000 | PA      | $42264277.75    | 0.02%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | CENTENE CORP SR UNSEC 4.625% 12-15-29                                              | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   74430000 | PA      | $68184653.13    | 0.04%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | COMCAST CORP SR UNSEC 2.8% 01-15-51                                                | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    6250000 | PA      | $3971937.50     | 0.00%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CREDIT SUISSE GROUP AG 144A LIFE SR UNSEC 2.193% 06-05-26/25                       | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   42692000 | PA      | $36497390.80    | 0.02%             | 2026-06-05      | Variable      | 2.19%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA (LONDON BRANCH)                                               | CREDIT AGRICOLE SA 144A LIFE SR NON PREF 1.907% 06-16-26/25                        | CUSIP: 22535WAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   17106000 | PA      | $15607788.10    | 0.01%             | 2026-06-16      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                   | CANADIAN NATURAL RESOURCES LTD SR UNSEC 2.05% 07-15-25                             | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    4810000 | PA      | $4479432.75     | 0.00%             | 2025-07-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | CENOVUS ENERGY INC SR UNSEC 5.375% 07-15-25                                        | CUSIP: 15135UAS8<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |   18304000 | PA      | $18255842.18    | 0.01%             | 2025-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO                                                                     | COCA-COLA CO/THE SR UNSEC 1.0% 03-15-28                                            | CUSIP: 191216DD9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    6090000 | PA      | $5101446.84     | 0.00%             | 2028-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 2.572% 10-20-32/31                                   | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2895000 | PA      | $2274549.39     | 0.00%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SUB 4.625% 07-11-24                                              | CUSIP: 05578QAC7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   33950000 | PA      | $33060306.30    | 0.02%             | 2024-07-11      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR UNSEC 1.625% 01-14-25                                         | CUSIP: 05578AAV0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   24000000 | PA      | $22354680.00    | 0.01%             | 2025-01-14      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS SA 144A LIFE SR NON PREF 2.591% 01-20-28/27                            | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   83056000 | PA      | $73162203.17    | 0.04%             | 2028-01-20      | Variable      | 2.59%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 2.972% 02-04-33/32                                   | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   19105000 | PA      | $15440641.90    | 0.01%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 1.843% 02-04-25/24                                   | CUSIP: 06051GKG3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9591910.00     | 0.00%             | 2025-02-04      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT INTERNATIONAL FINANCE PLC SR UNSEC 4.448% 03-16-28                             | CUSIP: 05530QAP5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   43000000 | PA      | $39900474.00    | 0.02%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 4.742% 03-16-32                                          | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   23000000 | PA      | $20470023.00    | 0.01%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 5.65% 03-16-52                                           | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    8550000 | PA      | $7085632.95     | 0.00%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC 144A SR UNSEC 4.0% 04-15-29                                           | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    4527000 | PA      | $4121838.03     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC 144A SR UNSEC 4.15% 04-15-32                                          | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   15815000 | PA      | $13926625.74    | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC 144A SR UNSEC 4.926% 05-15-37                                         | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   35247000 | PA      | $30874856.38    | 0.02%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 4.571% 04-27-33/32                                   | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   22000000 | PA      | $20185638.00    | 0.01%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 4.376% 04-27-28/27                                   | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   22000000 | PA      | $21073096.00    | 0.01%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS AND ELECTRIC CO                                                    | BALTIMORE GAS AND ELECTRIC CO SR UNSEC 4.55% 06-01-52                              | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    4325000 | PA      | $3844155.15     | 0.00%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | BAXTER INTERNATIONAL INC SR UNSEC 2.272% 12-01-28                                  | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   13836000 | PA      | $11825698.38    | 0.01%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | BAXTER INTERNATIONAL INC SR UNSEC 1.915% 02-01-27                                  | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   23217000 | PA      | $20616858.52    | 0.01%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | BAXTER INTERNATIONAL INC SR UNSEC 1.322% 11-29-24                                  | CUSIP: 071813CH0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   34825000 | PA      | $32445686.35    | 0.02%             | 2024-11-29      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 4.948% 07-22-28/27                                   | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   86250000 | PA      | $84378375.00    | 0.04%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 5.015% 07-22-33/32                                   | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   49824000 | PA      | $47449637.28    | 0.02%             | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA SR NON PREF 5.147% 08-18-25                                     | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   13000000 | PA      | $12869103.00    | 0.01%             | 2025-08-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                                        | BANK OF IRELAND GROUP PLC 144A LIFE SR UNSEC 6.253% 09-16-26/25                    | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    5000000 | PA      | $4963290.00     | 0.00%             | 2026-09-16      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP                                                     | BANK OF NEW YORK MELLON CORP SR UNSEC FRN 10-25-28                                 | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    8829000 | PA      | $9145510.82     | 0.00%             | 2028-10-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                                               | BLACKSTONE HOLDINGS FINANCE CO LLC 144A LIFE SR UNSEC 5.9% 11-03-27                | CUSIP: 09261BAJ9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7064484.00     | 0.00%             | 2027-11-03      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 6.204% 11-10-28/27                                   | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   32569000 | PA      | $33685074.49    | 0.02%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 144A LIFE SUB 4.375% 03-17-25                                   | CUSIP: 225313AF2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    5460000 | PA      | $5278848.12     | 0.00%             | 2025-03-17      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                          | CHARLES SCHWAB CORP SR UNSEC 3.45% 02-13-26                                        | CUSIP: 808513AM7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    1616000 | PA      | $1564449.60     | 0.00%             | 2026-02-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP FUNDING GUERNSEY LTD                                         | CREDIT SUISSE GROUP AG SR UNSEC 3.8% 06-09-23                                      | CUSIP: 225433AT8<br>LEI: 549300PXR5FKNXF0OH19 | Long             | DBT              | CORP              | GG        |   26053000 | PA      | $25373511.71    | 0.01%             | 2023-06-09      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                   | CANADIAN NATURAL RESOURCES LTD SR UNSEC 3.8% 04-15-24                              | CUSIP: 136385AT8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      24000 | PA      | $23530.92       | 0.00%             | 2024-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                             | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 4.908% 07-23-25               | CUSIP: 161175AY0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2452670.00     | 0.00%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                   | CANADIAN NATURAL RESOURCES LTD SR UNSEC 4.95% 06-01-47                             | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     971000 | PA      | $846975.14      | 0.00%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                   | CANADIAN NATURAL RESOURCES LTD SR UNSEC 3.85% 06-01-27                             | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   35021000 | PA      | $33035624.49    | 0.02%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUMINATING CO                                               | CLEVELAND ELECTRIC ILLUMINATING CO 144A LIFE SR UNSEC 3.5% 04-01-28                | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4363000 | PA      | $3983244.48     | 0.00%             | 2028-04-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | CENOVUS ENERGY INC SR UNSEC 4.25% 04-15-27                                         | CUSIP: 15135UAM1<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |   55736000 | PA      | $53356574.42    | 0.03%             | 2027-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CREDIT SUISSE GROUP AG 144A LIFE SR UNSEC 3.869% 01-12-29/28                       | CUSIP: 225401AF5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   10450000 | PA      | $8391444.05     | 0.00%             | 2029-01-12      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | CONSTELLATION BRANDS INC SR UNSEC 3.6% 02-15-28                                    | CUSIP: 21036PAY4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2321222.50     | 0.00%             | 2028-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX CORP SR UNSEC 3.8% 03-01-28                                                    | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    3590000 | PA      | $3430456.81     | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CHEVRON PHILLIPS CHEMICAL CO LLC / CHEVRON PHILLIPS CHEMICAL CO LP               | CHEVRON PHILLIPS CHEMICAL CO LLC 144A LIFE SR UNSEC 3.3% 05-01-23                  | CUSIP: 166754AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2440000 | PA      | $2424303.48     | 0.00%             | 2023-05-01      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST BHG_21-A                                                | BHG 21-A B 144A 2.79% 11-17-33                                                     | CUSIP: 08861YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1715000 | PA      | $1440210.70     | 0.00%             | 2033-11-17      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| BLACKBIRD CAPITAL AIRCRAFT LEASE BBIRD_21-1                                      | BBIRD 21-1 B 144A 3.446% 07-15-46/07-17-28                                         | CUSIP: 09229CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3459613 | PA      | $2614412.60     | 0.00%             | 2046-07-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | UMBS  30YR TBA(REG A) 2.5 UMBS TBA 01-01-53                                        | CUSIP: 01F022618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  150000000 | PA      | $127047450.00   | 0.07%             | 2053-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLACKBIRD CAPITAL AIRCRAFT LEASE BBIRD_21-1                                      | BBIRD 21-1 A 144A 2.443% 07-15-46/07-17-28                                         | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20893623 | PA      | $17184398.60    | 0.01%             | 2046-07-15      | Fixed         | 2.44%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST BHG_21-B                                                | BHG 21-B A 144A 0.9% 10-17-34                                                      | CUSIP: 08862BAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3362023 | PA      | $3166635.98     | 0.00%             | 2034-10-17      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD BSP_15-8A                                        | BSP 15-8 A1AR CLO 144A FRN (L+110) 04-20-31                                        | CUSIP: 08180XAN2<br>LEI: 549300D98ZLKNSI8CN63 | Long             | ABS-O            | CORP              | KY        |     800000 | PA      | $790055.20      | 0.00%             | 2031-01-20      | Variable      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD BSP_18-14A                                       | BSP 18-14 A1 CLO 144A FRN (L+100) 04-20-31                                         | CUSIP: 08179LAA9<br>LEI: 5493008E17UEFI73RC63 | Long             | ABS-O            | CORP              | KY        |     250000 | PA      | $245966.00      | 0.00%             | 2031-04-20      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CREDIT CARD TRUST BACCT_22-A2                                    | BACCT 22-A2 A2 5.0% 04-17-28/11-17-25                                              | CUSIP: 05522RDF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   39628000 | PA      | $40066285.68    | 0.02%             | 2028-04-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHG 2020-A                                                                       | BHG 20-A A 144A 2.56% 09-17-31                                                     | CUSIP: 06616PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     897854 | PA      | $877410.72      | 0.00%             | 2031-09-17      | Fixed         | 2.56%                 | Yes           |                  2 | On Loan: No      |
| BALLYROCK LTD BALLY_19-2A                                                        | BALLY 19-2A A1AR CLO 144A FRN (L+100) 11-20-30                                     | CUSIP: 05875MAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   50730000 | PA      | $50095570.62    | 0.03%             | 2030-11-20      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAST_17-1R                             | CLAST 17-1R A 144A 2.741% 08-15-41/04-15-27                                        | CUSIP: 14856JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10139337 | PA      | $8872254.21     | 0.00%             | 2041-08-15      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1                               | CLAF 21-1 A 144A 2.868% 05-11-37/11-10-28                                          | CUSIP: 12567UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   46945241 | PA      | $39956362.45    | 0.02%             | 2037-05-11      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1                               | CLAF 21-1 B 144A 3.464% 05-11-37/11-10-28                                          | CUSIP: 12567UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18966935 | PA      | $16063704.02    | 0.01%             | 2037-05-11      | Fixed         | 3.46%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N4                                       | CRVNA 21-N4 C 1.72% 09-11-28/11-10-26                                              | CUSIP: 14687HAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3636000 | PA      | $3471925.50     | 0.00%             | 2028-09-11      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N4                                       | CRVNA 21-N4 A2 1.8% 09-11-28/10-13-26                                              | CUSIP: 14687HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5195000 | PA      | $4728244.84     | 0.00%             | 2028-09-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_22-B                                              | CPS 22-B A 144A 2.88% 06-15-26/02-15-24                                            | CUSIP: 12663BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8091207 | PA      | $7945096.27     | 0.00%             | 2026-06-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_22-B                                              | CPS 22-B B 144A 3.88% 08-15-28/24                                                  | CUSIP: 12663BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9072000 | PA      | $8738694.72     | 0.00%             | 2028-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_22-B                                              | CPS 22-B C 144A 4.33% 08-15-28/06-16-25                                            | CUSIP: 12663BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12021000 | PA      | $11421753.15    | 0.01%             | 2028-08-15      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK CREDIT CARD ISSUANCE TRUST CCCIT_17-A5                                  | CCCIT 17-A5 A5 FRN (L+62) 04-22-26/24                                              | CUSIP: 17305EGD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   29758000 | PA      | $29778652.05    | 0.02%             | 2026-04-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| CARLYLE C17 CLO LTD_CGMS-C17                                                     | CGMS C17 A1AR CLO 144A FRN (L+103) 04-30-31                                        | CUSIP: 14307PAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     500000 | PA      | $493648.50      | 0.00%             | 2031-04-30      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET_22-A3                              | COMET 22-A3 A 4.95% 10-15-27/25                                                    | CUSIP: 14041NGB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4513000 | PA      | $4551401.12     | 0.00%             | 2027-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.65% 02-01-50                       | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   19475000 | PA      | $14313716.03    | 0.01%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_15-PC1                                                  | COMM 15-PC1 A5 3.902% 07-10-50/06-10-25                                            | CUSIP: 12593GAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15135000 | PA      | $14511135.30    | 0.01%             | 2050-07-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_18-RM2                                       | CFMT 18-RM2 A 144A FRN 10-25-68/23                                                 | CUSIP: 14727QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5789230 | PA      | $5591580.35     | 0.00%             | 2068-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | SHERWIN-WILLIAMS CO SR UNSEC 2.3% 05-15-30                                         | CUSIP: 824348BL9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    3631000 | PA      | $2993301.99     | 0.00%             | 2030-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | SHERWIN-WILLIAMS CO SR UNSEC 3.3% 05-15-50                                         | CUSIP: 824348BM7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $1719967.50     | 0.00%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_19-2                                               | CARMX 19-2 C 3.16% 02-18-25/04-17-23                                               | CUSIP: 14316LAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8000000 | PA      | $7921552.00     | 0.00%             | 2025-02-18      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| CPS AUTO TRUST CPS_19-B                                                          | CPS 19-B D 144A 3.69% 03-17-25/12-15-22                                            | CUSIP: 22412AAD5<br>LEI: 549300RMJRP95RN5CL91 | Long             | ABS-O            | CORP              | US        |     869873 | PA      | $869357.41      | 0.00%             | 2025-03-17      | Fixed         | 3.69%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.25% 06-01-30                       | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3033000 | PA      | $2504763.62     | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRUSTEES OF LELAND STANFORD JUNIOR UNIVERSITY                           | LELAND STANFORD JUNIOR UNIVERSITY SR UNSEC 1.289% 06-01-27                         | CUSIP: 85440KAC8<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3478616.00     | 0.00%             | 2027-06-01      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| CPS AUTO TRUST CPS_19-C                                                          | CPS 19-C D 144A 3.17% 06-16-25/05-15-23                                            | CUSIP: 12596UAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1538232 | PA      | $1533576.02     | 0.00%             | 2025-06-16      | Fixed         | 3.17%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-1                                                        | CLIF 20-1A A 144A 2.08% 09-18-45                                                   | CUSIP: 12563LAN7<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |   23312390 | PA      | $20222286.34    | 0.01%             | 2045-09-18      | Fixed         | 2.08%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-2                                                        | CLIF 20-2A A 144A 2.03% 09-15-45                                                   | CUSIP: 12563LAQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24884520 | PA      | $21421664.70    | 0.01%             | 2045-09-15      | Fixed         | 2.03%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO TRUST CPS_20-C                                                          | CPS 20-C C 144A 1.71% 08-17-26/08-15-23                                            | CUSIP: 12597TAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     812532 | PA      | $807432.57      | 0.00%             | 2026-08-17      | Fixed         | 1.71%                 | Yes           |                  2 | On Loan: No      |
| SHARP HEALTHCARE                                                                 | SHARP HEALTHCARE SR UNSEC 2.68% 08-01-50                                           | CUSIP: 819892AL4<br>LEI: 549300DEPBQ9WUW1K512 | Long             | DBT              | CORP              | US        |   15620000 | PA      | $9617030.94     | 0.01%             | 2050-08-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC CO                                                      | SAN DIEGO GAS & ELECTRIC CO SR UNSEC 1.7% 10-01-30                                 | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    9175000 | PA      | $7276362.20     | 0.00%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-3                                                        | CLIF 20-3A A 144A 2.07% 10-18-45                                                   | CUSIP: 12563LAS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   33330555 | PA      | $28983784.00    | 0.02%             | 2045-10-18      | Fixed         | 2.07%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_21-A                                              | CPS 21-A C 144A 0.83% 09-15-26/12-15-23                                            | CUSIP: 12656NAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1983158 | PA      | $1958311.40     | 0.00%             | 2026-09-15      | Fixed         | 0.83%                 | Yes           |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | SUTTER HEALTH SR UNSEC 1.321% 08-15-25                                             | CUSIP: 86944BAF0<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5453334.00     | 0.00%             | 2025-08-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V.                                           | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 144A LIFE SR UNSEC 1.2% 03-11-26              | CUSIP: 82620KAZ6<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   30453000 | PA      | $27171141.10    | 0.01%             | 2026-03-11      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_21-1                                               | CARMX 21-1 C 0.94% 12-15-26/02-18-25                                               | CUSIP: 14316NAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     811000 | PA      | $734311.03      | 0.00%             | 2026-12-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_21-1                                               | CARMX 21-1 D 1.28% 07-15-27/02-18-25                                               | CUSIP: 14316NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     794000 | PA      | $707445.27      | 0.00%             | 2027-07-15      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V.                                           | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 144A LIFE SR UNSEC 1.7% 03-11-28              | CUSIP: 82620KBD4<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   27140000 | PA      | $23229940.20    | 0.01%             | 2028-03-11      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                                              | SOUTHWESTERN ELECTRIC POWER CO SR UNSEC 1.65% 03-15-26                             | CUSIP: 845437BS0<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   13055000 | PA      | $11690974.44    | 0.01%             | 2026-03-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_21-A                                              | CPS 21-A D 144A 1.16% 12-15-26/01-15-25                                            | CUSIP: 12656NAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2429000 | PA      | $2301778.70     | 0.00%             | 2026-12-15      | Fixed         | 1.16%                 | Yes           |                  2 | On Loan: No      |
| CENT CLO LP CECLO_14-21A                                                         | CECLO 14-21A A1R3 144A FRN (L+97) 07-27-30                                         | CUSIP: 15137EBN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   70274354 | PA      | $69254532.64    | 0.04%             | 2030-07-27      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | CENTENE CORP SR UNSEC 3.0% 10-15-30                                                | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     455000 | PA      | $374011.82      | 0.00%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | CONAGRA BRANDS INC SR UNSEC 1.375% 11-01-27                                        | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    6375000 | PA      | $5320830.00     | 0.00%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.95% 02-01-38                       | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   11219000 | PA      | $11366226.94    | 0.01%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SUMMA HEALTH                                                                     | SUMMA HEALTH SR SEC 1ST LIEN 3.511% 11-15-51                                       | CUSIP: 86564UAA8<br>LEI: 549300N4NP4BSOJ08A82 | Long             | DBT              | CORP              | US        |   18980000 | PA      | $12879543.30    | 0.01%             | 2051-11-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | CARRIER GLOBAL CORP SR UNSEC 3.377% 04-05-40                                       | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $1907097.50     | 0.00%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | CARRIER GLOBAL CORP SR UNSEC 2.493% 02-15-27                                       | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     555000 | PA      | $501083.97      | 0.00%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_21-1                                          | DRIVE 21-1 C 1.02% 06-15-27/04-15-24                                               | CUSIP: 262108AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19517000 | PA      | $19082258.83    | 0.01%             | 2027-06-15      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_21-1                                          | DRIVE 21-1 D 1.45% 01-16-29/11-15-24                                               | CUSIP: 262108AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14729000 | PA      | $13809822.03    | 0.01%             | 2029-01-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LP                                                     | SUN COMMUNITIES OPERATING LP SR UNSEC 2.7% 07-15-31                                | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    1753000 | PA      | $1387918.47     | 0.00%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 0.975% 08-01-24                      | CUSIP: 842400HK2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     659000 | PA      | $616636.84      | 0.00%             | 2024-08-01      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | CARRIER GLOBAL CORP SR UNSEC 2.242% 02-15-25                                       | CUSIP: 14448CAN4<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     694000 | PA      | $654255.31      | 0.00%             | 2025-02-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 144A LIFE SR UNSEC 1.247% 01-26-27/26                           | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   13656000 | PA      | $11957330.16    | 0.01%             | 2027-01-26      | Variable      | 1.25%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                        | STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 1.711% 01-29-27                       | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   37275000 | PA      | $32035476.90    | 0.02%             | 2027-01-29      | Fixed         | 1.71%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                        | STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 2.691% 09-15-31                       | CUSIP: 85855CAB6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   29155000 | PA      | $22314362.35    | 0.01%             | 2031-09-15      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_21-1                                          | DRIVE 21-1 B 0.65% 07-15-25/05-15-23                                               | CUSIP: 262108AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     314154 | PA      | $313701.37      | 0.00%             | 2025-07-15      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_21-2                                                   | DTAOT 21-2A D 144A 1.5% 02-16-27/01-15-25                                          | CUSIP: 23345EAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3049000 | PA      | $2800207.70     | 0.00%             | 2027-02-16      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CREDIT SUISSE GROUP AG 144A LIFE SR UNSEC 1.305% 02-02-27/26                       | CUSIP: 225401AT5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   53787000 | PA      | $43093230.02    | 0.02%             | 2027-02-02      | Variable      | 1.30%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | CENTENE CORP SR UNSEC 2.5% 03-01-31                                                | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   32080000 | PA      | $25163487.84    | 0.01%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                              | SUMITOMO MITSUI FINANCIAL GROUP INC SR UNSEC 1.402% 09-17-26                       | CUSIP: 86562MCH1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $8720990.00     | 0.00%             | 2026-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                                              | SOUTHWESTERN ELECTRIC POWER CO SR UNSEC 3.25% 11-01-51                             | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     390000 | PA      | $258097.71      | 0.00%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                             | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 3.9% 06-01-52                 | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $9472980.00     | 0.00%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | CIGNA CORP SR UNSEC 1.25% 03-15-26                                                 | CUSIP: 125523CP3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   22607000 | PA      | $20167207.35    | 0.01%             | 2026-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                                       | SYSCO CORP SR UNSEC 3.15% 12-14-51                                                 | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   11055000 | PA      | $7316353.77     | 0.00%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | SYNCHRONY FINANCIAL SR UNSEC 4.25% 08-15-24                                        | CUSIP: 87165BAD5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   12369000 | PA      | $12092701.28    | 0.01%             | 2024-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROPERTIES LP                                                   | CORPORATE OFFICE PROPERTIES LP SR UNSEC 2.75% 04-15-31                             | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    6187000 | PA      | $4644036.44     | 0.00%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CORP INMOBILIARIA VESTA SAB DE CV                                                | CORP INMOBILIARIA VESTA SAB DE CV 144A LIFE SR UNSEC 3.625% 05-13-31               | CUSIP: 21989DAA0<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | MX        |    8150000 | PA      | $6554637.50     | 0.00%             | 2031-05-13      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_21-2                                                   | DTAOT 21-2A B 144A 0.81% 01-15-27/09-15-23                                         | CUSIP: 23345EAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4324000 | PA      | $4239586.87     | 0.00%             | 2027-01-15      | Fixed         | 0.81%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_21-2                                                   | DTAOT 21-2A C 144A 1.1% 02-16-27/04-15-24                                          | CUSIP: 23345EAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4513000 | PA      | $4288821.24     | 0.00%             | 2027-02-16      | Fixed         | 1.10%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                       | SANTANDER HOLDINGS USA INC SR UNSEC 2.49% 01-06-28/27                              | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   28375000 | PA      | $24382921.25    | 0.01%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                              | SUMITOMO MITSUI FINANCIAL GROUP INC SR UNSEC 2.174% 01-14-27                       | CUSIP: 86562MCM0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    8800000 | PA      | $7812974.40     | 0.00%             | 2027-01-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CREDIT SUISSE GROUP AG 144A LIFE SR UNSEC 3.091% 05-14-32/31                       | CUSIP: 225401AU2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   44165000 | PA      | $30603783.43    | 0.02%             | 2032-05-14      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | CENTENE CORP SR UNSEC 2.45% 07-15-28                                               | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   48640000 | PA      | $41147980.80    | 0.02%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_17-47A                                             | DRSLF 17-47A A1R CLO 144A FRN (L+98) 04-15-28                                      | CUSIP: 26245EAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   70513973 | PA      | $69835417.14    | 0.04%             | 2028-04-15      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_21-3                                          | DRIVE 21-3 B 1.11% 05-15-26                                                        | CUSIP: 262081AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14370000 | PA      | $13975342.32    | 0.01%             | 2026-05-15      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.75% 02-01-32                       | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   29525000 | PA      | $24805930.68    | 0.01%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOUTH32 TREASURY (USA) LTD                                                       | SOUTH32 TREASURY LTD 144A LIFE SR UNSEC 4.35% 04-14-32                             | CUSIP: 84055BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    7767000 | PA      | $6666299.60     | 0.00%             | 2032-04-14      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.7% 06-01-27                        | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3230000 | PA      | $3168000.15     | 0.00%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | STATE STREET CORP SR UNSEC 4.164% 08-04-33/32                                      | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   14240000 | PA      | $13196464.32    | 0.01%             | 2033-08-04      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| DISCOVER CARD EXECUTION NOTE TRUST DCENT_18-A6                                   | DCENT 18-A6 A6 FRN (L+39) 03-15-26/09-15-23                                        | CUSIP: 254683CJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   60740000 | PA      | $60725665.36    | 0.03%             | 2026-03-15      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_22-3                                                   | DTAOT 22-3 A 144A 6.05% 10-15-26/08-15-24                                          | CUSIP: 23345RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   46335362 | PA      | $46454026.37    | 0.02%             | 2026-10-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | SANDS CHINA LTD SR UNSEC 2.8% 03-08-27                                             | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |    8630000 | PA      | $7402727.70     | 0.00%             | 2027-03-08      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                                   | SYNCHRONY BANK SR UNSEC 5.4% 08-22-25                                              | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   21000000 | PA      | $20631261.00    | 0.01%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | CONSTELLATION BRANDS INC SR UNSEC 2.25% 08-01-31                                   | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    4462000 | PA      | $3555758.88     | 0.00%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | CENTENE CORP SR UNSEC 2.625% 08-01-31                                              | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   11180000 | PA      | $8806765.50     | 0.00%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_19-3                                          | DRIVE 19-3 D 3.18% 10-15-26/03-15-23                                               | CUSIP: 26209WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   32120117 | PA      | $31742898.04    | 0.02%             | 2026-10-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_19-3                                                   | DTAOT 19-3 D 144A 2.96% 04-15-25/02-15-23                                          | CUSIP: 26253KAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7359169 | PA      | $7264243.49     | 0.00%             | 2025-04-15      | Fixed         | 2.96%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                                   | SYNCHRONY BANK SR UNSEC 5.625% 08-23-27                                            | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   21000000 | PA      | $20497407.00    | 0.01%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | STATE STREET CORP SR UNSEC 5.82% 11-04-28/27                                       | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     990000 | PA      | $1024139.16     | 0.00%             | 2028-11-04      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROPERTIES LP                                                   | CORPORATE OFFICE PROPERTIES LP SR UNSEC 2.0% 01-15-29                              | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    6210000 | PA      | $4774459.14     | 0.00%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHINA PING AN INSURANCE OVERSEAS (HOLDINGS) LTD                                  | CHINA PING AN INSURANCE OVERSEAS HOLDINGS LTD REG S SR UNSEC 2.85% 08-12-31        | CUSIP: N/A<br>LEI: 25490058XRCE9DZAMJ79       | Long             | DBT              | CORP              | HK        |   10606000 | PA      | $8293160.19     | 0.00%             | 2031-08-12      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_20-1                                          | DRIVE 20-1 C 2.36% 03-16-26/02-15-23                                               | CUSIP: 26208QAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2796207 | PA      | $2792764.39     | 0.00%             | 2026-03-16      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_20-2                                                   | DTAOT 20-2A D 144A 4.73% 03-16-26                                                  | CUSIP: 23343RAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1250000 | PA      | $1229192.50     | 0.00%             | 2026-03-16      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.85% 11-01-27                       | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5155280.00     | 0.00%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | EQUINOR ASA SR UNSEC 4.25% 11-23-41                                                | CUSIP: 85771PAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    5400000 | PA      | $4775058.00     | 0.00%             | 2041-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL  | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 2.25% 01-15-29                | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15468000 | PA      | $12478236.68    | 0.01%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROPERTIES LP                                                   | CORPORATE OFFICE PROPERTIES LP SR UNSEC 2.9% 12-01-33                              | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |   28399000 | PA      | $20223978.66    | 0.01%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_20-3                                                   | DTAOT 20-3 C 144A 1.47% 06-15-26/11-15-23                                          | CUSIP: 26253AAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3433000 | PA      | $3322134.70     | 0.00%             | 2026-06-15      | Fixed         | 1.47%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_20-3                                                   | DTAOT 20-3 D 144A 1.84% 06-15-26/04-15-24                                          | CUSIP: 26253AAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1100000 | PA      | $1028120.50     | 0.00%             | 2026-06-15      | Fixed         | 1.84%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                      | CANADIAN PACIFIC RAILWAY CO SR UNSEC 2.45% 12-02-31                                | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    8414000 | PA      | $6991192.60     | 0.00%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                      | CANADIAN PACIFIC RAILWAY CO SR UNSEC 1.75% 12-02-26                                | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    4071000 | PA      | $3633428.57     | 0.00%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_21-1                                                   | DTAOT 21-1A D 144A 1.16% 11-16-26/09-16-24                                         | CUSIP: 23344GAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1738000 | PA      | $1601502.69     | 0.00%             | 2026-11-16      | Fixed         | 1.16%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 QD7089 02-01-52                                                      | CUSIP: 3133B42W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    9663391 | PA      | $8803039.67     | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                                                | TRANSCANADA TRUST SUB (H) 5.625% 05-20-75/25                                       | CUSIP: 89356BAA6<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    6410000 | PA      | $6073475.00     | 0.00%             | 2075-05-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COMPANIES INC                                                          | TRAVELERS COS INC SR UNSEC 4.0% 05-30-47                                           | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    3380000 | PA      | $2748879.64     | 0.00%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 4.5 BF0585 12-01-61                                                         | CUSIP: 3140FXUK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   60256083 | PA      | $58782821.31    | 0.03%             | 2061-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB2286 12-01-51                                                      | CUSIP: 3140QMRG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   45909944 | PA      | $39252221.40    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                        | TRANSCANADA PIPELINES LTD SR UNSEC 4.875% 05-15-48                                 | CUSIP: 89352HAY5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    2500000 | PA      | $2195572.50     | 0.00%             | 2048-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK (THE)                                                      | TORONTO-DOMINION BANK SR UNSEC 2.65% 06-12-24                                      | CUSIP: 89114QCA4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    7113000 | PA      | $6884829.19     | 0.00%             | 2024-06-12      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA6593 08-01-50                                                      | CUSIP: 3140QEKF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   42332309 | PA      | $36448879.81    | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS0182 01-01-52                                                      | CUSIP: 3140XFFY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   39151454 | PA      | $34464320.00    | 0.02%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                      | CANADIAN PACIFIC RAILWAY CO SR UNSEC 3.1% 12-02-51                                 | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    8853000 | PA      | $5992976.38     | 0.00%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                       | CAPITAL ONE FINANCIAL CORP SR UNSEC 1.343% 12-06-24/23                             | CUSIP: 14040HCK9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   34875000 | PA      | $33400101.38    | 0.02%             | 2024-12-06      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                                           | TOTALENERGIES CAPITAL INTERNATIONAL SA SR UNSEC 3.127% 05-29-50                    | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   10000000 | PA      | $7110420.00     | 0.00%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB2078 11-01-51                                                      | CUSIP: 3140QMJY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   29730166 | PA      | $26162337.79    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FS0965 11-01-51                                                      | CUSIP: 3140XGCB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   21063966 | PA      | $17268197.09    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 2.014% 01-25-26/25                                          | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   16783000 | PA      | $15566735.99    | 0.01%             | 2026-01-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 3.07% 02-24-28/27                                           | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   61105000 | PA      | $55175370.80    | 0.03%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BR1035 05-01-51                                                      | CUSIP: 3140KYEH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2628518 | PA      | $2148195.75     | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BP6715 09-01-50                                                      | CUSIP: 3140KEN95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     138316 | PA      | $113226.00      | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                          | CHARLES SCHWAB CORP SR UNSEC 2.45% 03-03-27                                        | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   14200000 | PA      | $12966190.40    | 0.01%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                          | CHARLES SCHWAB CORP SR UNSEC 2.9% 03-03-32                                         | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $15346296.00    | 0.01%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 SD1766 08-01-52                                                      | CUSIP: 3132DN6B4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   15970272 | PA      | $15080999.07    | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD1729 02-01-51                                                      | CUSIP: 3132DN4N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   55147630 | PA      | $47085377.20    | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL  | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 4.4% 04-01-33                 | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12445000 | PA      | $10683957.83    | 0.01%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC 144A SR UNSEC 3.65% 04-05-27                              | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   43861000 | PA      | $40952796.40    | 0.02%             | 2027-04-05      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 4.5 BM6736 11-01-59                                                         | CUSIP: 3140JBPW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3507507 | PA      | $3422635.59     | 0.00%             | 2059-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 CB0496 05-01-51                                                      | CUSIP: 3140QKRS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  233297594 | PA      | $190686254.65   | 0.10%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 QF2445 11-01-52                                                      | CUSIP: 3133BPWE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1997599 | PA      | $1924674.59     | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 MA4784 10-01-52                                                      | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  144214843 | PA      | $138949991.34   | 0.07%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 SD8257 10-01-52                                                      | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  553428185 | PA      | $533224181.80   | 0.28%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 CB4800 10-01-52                                                      | CUSIP: 3140QQKN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   42170586 | PA      | $40631064.20    | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 MA4840 12-01-52                                                      | CUSIP: 31418ELW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  201344954 | PA      | $193994856.43   | 0.10%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV9644 05-01-52                                                      | CUSIP: 3140MPWE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8771897 | PA      | $7438770.68     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CALIFORNIA                                                         | UNIV OF CA TAXABLE 21BI 2.847% 05-15-41                                            | CUSIP: 91412HKC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2690000 | PA      | $1868915.16     | 0.00%             | 2041-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CALIFORNIA                                                         | UNIV OF CA TAXABLE 21BI SF 3.146% 05-15-51                                         | CUSIP: 91412HKD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   11320000 | PA      | $7765293.60     | 0.00%             | 2051-05-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS0235 01-01-52                                                      | CUSIP: 3140XFHM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     407627 | PA      | $345548.74      | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE0800 04-01-52                                                      | CUSIP: 3133B93H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     999901 | PA      | $849051.53      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF MICHIGAN                                                           | UNIV MI TAXABLE 22A 3.504% 04-01-52                                                | CUSIP: 914455UH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    6660000 | PA      | $5212468.98     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UTILITY DEBT SECURITIZATION AUTHORITY                                            | UDSA (LIPA) NY TAXABLE 13T 3.435% 12-15-25                                         | CUSIP: 91802RAW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1032000 | PA      | $1023427.18     | 0.00%             | 2025-12-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BU3058 12-01-51                                                      | CUSIP: 3140M4MG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     498470 | PA      | $423262.51      | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QD9879 03-01-52                                                      | CUSIP: 3133B76Q6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3093750 | PA      | $2624254.91     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | GENERAL ELECTRIC CO                                                                | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |    3750513 | NS      | $314255484.27   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | GILEAD SCIENCES INC                                                                | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |   14005731 | NS      | $1202392006.35  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE2310 04-01-52                                                      | CUSIP: 3133BBR76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     925893 | PA      | $786359.30      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BU6885 03-01-52                                                      | CUSIP: 3140M8UK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      64051 | PA      | $54378.07       | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | GENERAL MILLS INC                                                                  | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |    5908184 | NS      | $495401228.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE PLC                                                                     | GLENCORE PLC                                                                       | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | CH        |    4131000 | NS      | $27623065.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 MA4805 11-01-52                                                      | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  217303695 | PA      | $209370806.19   | 0.11%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 MA4824 10-01-52                                                      | CUSIP: 31418ELE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3145234 | PA      | $2667743.51     | 0.00%             | 2052-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GAMING AND LEISURE PROPERTIES INC                                                | GAMING AND LEISURE PROPERTIES INC (REIT)                                           | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |    5295482 | NS      | $275841657.38   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS CO                                                                | GENERAL MOTORS COMPANY                                                             | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |   27700000 | NS      | $931828000.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 QF1731 10-01-52                                                      | CUSIP: 3133BN4Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     297289 | PA      | $286442.85      | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA6528 02-01-52                                                      | CUSIP: 3133KNHD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      94538 | PA      | $80290.51       | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV7868 07-01-52                                                      | CUSIP: 3140MMW61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2015359 | PA      | $1709194.04     | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV5800 03-01-52                                                      | CUSIP: 3140MKNS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1470210 | PA      | $1246457.43     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GRUPO MEXICO SAB DE CV                                                           | GRUPO MEXICO SAB DE CV B                                                           | CUSIP: N/A<br>LEI: 529900JWLZAYET2ZGW20       | Long             | EC               | CORP              | MX        |   37571000 | NS      | $131898088.93   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                                                     | ALPHABET INC CL C                                                                  | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |   18518006 | NS      | $1643102672.38  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE0170 04-01-52                                                      | CUSIP: 3133B9FK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     776288 | PA      | $658252.47      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE5290 04-01-52                                                      | CUSIP: 3133BE2X0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      24747 | PA      | $21006.86       | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | ALPHABET INC CL A                                                                  | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    5671580 | NS      | $500403503.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC                                                            | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |    1047100 | NS      | $359553198.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QD8381 03-01-52                                                      | CUSIP: 3133B6J27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     974267 | PA      | $827295.02      | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV8126 04-01-52                                                      | CUSIP: 3140MNA48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     918347 | PA      | $779512.78      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QD8748 03-01-52                                                      | CUSIP: 3133B6WH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      99476 | PA      | $84453.62       | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV7745 04-01-52                                                      | CUSIP: 3140MMTB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      94788 | PA      | $80487.21       | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 MA4802 11-01-52                                                      | CUSIP: 31418EKQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      41759 | PA      | $36706.43       | 0.00%             | 2052-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV7096 04-01-52                                                      | CUSIP: 3140ML3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      68455 | PA      | $58106.36       | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BW8071 07-01-52                                                      | CUSIP: 3140N06H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      27590 | PA      | $23499.64       | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QE3449 06-01-52                                                      | CUSIP: 3133BCZN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     327042 | PA      | $287486.28      | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QE6313 06-01-52                                                      | CUSIP: 3133BGAN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     198357 | PA      | $175200.68      | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BW1258 10-01-52                                                      | CUSIP: 3140MSMG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1069847 | PA      | $940395.66      | 0.00%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 MA4781 10-01-52                                                      | CUSIP: 31418EJ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     816582 | PA      | $717636.00      | 0.00%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                   | HALLIBURTON CO                                                                     | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |   29136350 | NS      | $1146515372.50  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC                                                                     | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |    9094889 | NS      | $2872711639.54  | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BV5624 06-01-52                                                      | CUSIP: 3140MKHA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     500000 | PA      | $439365.95      | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QE1075 04-01-52                                                      | CUSIP: 3133BAFQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1444357 | PA      | $1268939.53     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BU7552 01-01-52                                                      | CUSIP: 3140M9MA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      81597 | PA      | $69301.08       | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE0327 04-01-52                                                      | CUSIP: 3133B9LG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1496416 | PA      | $1270427.49     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HDFC BANK LTD                                                                    | HDFC BANK LTD                                                                      | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EC               | CORP              | IN        |   19703000 | NS      | $387859927.31   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| HESS CORP                                                                        | HESS CORP                                                                          | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |    2000000 | NS      | $283640000.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BU8944 04-01-52                                                      | CUSIP: 3140MA5E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     101854 | PA      | $89543.11       | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BV9819 05-01-52                                                      | CUSIP: 3140MP4D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      52073 | PA      | $45772.70       | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV9700 06-01-52                                                      | CUSIP: 3140MPX63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     980458 | PA      | $832009.10      | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BW2170 06-01-52                                                      | CUSIP: 3140MTMU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      25204 | PA      | $21398.83       | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC                                                | HUNTINGTON INGALLS INDUSTRIES INC                                                  | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |     555000 | NS      | $128027400.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                      | HONEYWELL INTERNATIONAL INC                                                        | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     569516 | NS      | $122047278.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BV4660 04-01-52                                                      | CUSIP: 3140MJFA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     258747 | PA      | $227438.49      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BV3353 03-01-52                                                      | CUSIP: 3140MGWP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     179743 | PA      | $157994.76      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC 144A SR UNSEC 3.5% 04-04-25                               | CUSIP: 21871XAA7<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   19009000 | PA      | $18239629.73    | 0.01%             | 2025-04-04      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC 144A SR UNSEC 3.85% 04-05-29                              | CUSIP: 21871XAE9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   29794000 | PA      | $27198197.75    | 0.01%             | 2029-04-05      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| HUMANA INC                                                                       | HUMANA INC                                                                         | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |    1100000 | NS      | $563409000.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                    | INTERCONTINENTAL EXCHANGE INC                                                      | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |    1424363 | NS      | $146125400.17   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BV2954 03-01-52                                                      | CUSIP: 3140MGH87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     202690 | PA      | $178642.55      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA6955 03-01-52                                                      | CUSIP: 3133KNWQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     191008 | PA      | $167900.20      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | INTEL CORP                                                                         | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |   25100000 | NS      | $663393000.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MOUNTAIN INC (REIT)                                                           | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |   11890977 | NS      | $592765203.45   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QD9433 03-01-52                                                      | CUSIP: 3133B7PS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     452818 | PA      | $398668.87      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QD9717 04-01-52                                                      | CUSIP: 3133B7YN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     499797 | PA      | $440502.84      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QD6886 02-01-52                                                      | CUSIP: 3133B4UK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     297708 | PA      | $261688.06      | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8289 01-01-53                                                      | CUSIP: 3132DWF65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     869913 | PA      | $873063.82      | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INDUSTRIA DE DISENO TEXTIL SA                                                    | INDUSTRIA DE DISENO TEXTIL SA                                                      | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |   10211953 | NS      | $271925527.80   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC                                                             | JACOBS SOLUTIONS INC                                                               | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    3600000 | NS      | $432252000.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC 144A SR UNSEC 3.9% 04-05-32                               | CUSIP: 21871XAG4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   16820000 | PA      | $14736271.12    | 0.01%             | 2032-04-05      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC 144A SR UNSEC 4.4% 04-05-52                               | CUSIP: 21871XAL3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    3907000 | PA      | $3115727.01     | 0.00%             | 2052-04-05      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | JOHNSON & JOHNSON                                                                  | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    6300000 | NS      | $1112895000.00  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO                                                                | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |   18580931 | NS      | $2491702847.10  | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC 144A SR UNSEC 4.35% 04-05-42                              | CUSIP: 21871XAJ8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    1622000 | PA      | $1337387.66     | 0.00%             | 2042-04-05      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BV5789 03-01-52                                                      | CUSIP: 3140MKNF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     494817 | PA      | $434973.80      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BV4631 03-01-52                                                      | CUSIP: 3140MJED3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     457880 | PA      | $403558.23      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KELLOGG CO                                                                       | KELLOGG CO                                                                         | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |    1923573 | NS      | $137035340.52   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QF2029 10-01-52                                                      | CUSIP: 3133BPHE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     457648 | PA      | $402270.49      | 0.00%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QC4071 07-01-51                                                      | CUSIP: 3133ANQY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     816164 | PA      | $723004.63      | 0.00%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QC5996 08-01-51                                                      | CUSIP: 3133AQUV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2183834 | PA      | $1927530.34     | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 BW7796 10-01-52                                                      | CUSIP: 3140N0UW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      44726 | PA      | $44149.84       | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 CB5208 09-01-52                                                      | CUSIP: 3140QQYE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      44777 | PA      | $44199.56       | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 CB3653 05-01-52                                                      | CUSIP: 3140QPBX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      31203 | PA      | $30800.27       | 0.00%             | 2052-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RA7502 06-01-52                                                      | CUSIP: 3133KPKP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     993684 | PA      | $982050.71      | 0.00%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCT UMBS 5.0 ZS8832 03-01-27                                                      | CUSIP: 3132A9Y50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       2500 | PA      | $2467.65        | 0.00%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCT UMBS 5.0 ZA1997 04-01-27                                                      | CUSIP: 31329KGE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      37759 | PA      | $37619.52       | 0.00%             | 2027-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 BX4397 12-01-52                                                      | CUSIP: 3140N83F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1000000 | PA      | $994669.00      | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 BX2952 10-01-52                                                      | CUSIP: 3140N7H60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     998568 | PA      | $997173.94      | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 BW7491 11-01-52                                                      | CUSIP: 3140N0KD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      48739 | PA      | $48110.66       | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCT UMBS 5.0 ZJ9097 02-01-24                                                      | CUSIP: 3131X1DA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      25938 | PA      | $25754.84       | 0.00%             | 2024-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 FS2574 08-01-52                                                      | CUSIP: 3140XH2G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     999998 | PA      | $987106.35      | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCT UMBS 5.0 ZS9118 03-01-24                                                      | CUSIP: 3132AADX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       6226 | PA      | $6178.06        | 0.00%             | 2024-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCT UMBS 5.0 ZA1927 03-01-26                                                      | CUSIP: 31329KD84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      16714 | PA      | $16653.12       | 0.00%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 QF2497 11-01-52                                                      | CUSIP: 3133BPX29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     910496 | PA      | $898758.00      | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 QF2938 11-01-52                                                      | CUSIP: 3133BQHP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     998546 | PA      | $985672.52      | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCT UMBS 5.0 ZA1914 12-01-25                                                      | CUSIP: 31329KDT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       7165 | PA      | $7138.54        | 0.00%             | 2025-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 QF0655 08-01-52                                                      | CUSIP: 3133BMWQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      25399 | PA      | $25071.36       | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 BW8210 08-01-52                                                      | CUSIP: 3140N1DQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     500000 | PA      | $493553.82      | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 QF3978 12-01-52                                                      | CUSIP: 3133BRM35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     915450 | PA      | $903648.02      | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 QE7950 08-01-52                                                      | CUSIP: 3133BHZP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     931038 | PA      | $919035.54      | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 BV0958 09-01-52                                                      | CUSIP: 3140MEB47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      43889 | PA      | $43323.67       | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCT UMBS 5.0 ZA1894 08-01-25                                                      | CUSIP: 31329KC77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       3815 | PA      | $3801.50        | 0.00%             | 2025-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB2929 02-01-52                                                      | CUSIP: 3140QNHF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      91608 | PA      | $80542.64       | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 MA4698 08-01-52                                                      | CUSIP: 31418EGG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     387889 | PA      | $340887.45      | 0.00%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| QATAR (STATE OF)                                                                 | STATE OF QATAR 144A LIFE 4.817% 03-14-49                                           | CUSIP: 74727PBB6<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |   10000000 | PA      | $9753950.00     | 0.01%             | 2049-03-14      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| QATAR (STATE OF)                                                                 | STATE OF QATAR 144A LIFE 4.0% 03-14-29                                             | CUSIP: 74727PBA8<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |   10000000 | PA      | $9846200.00     | 0.01%             | 2029-03-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SASKATCHEWAN (PROVINCE OF)                                                       | SASKATCHEWAN PROV 3.25% 06-08-27                                                   | CUSIP: 803854KQ0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |   19319000 | PA      | $18419343.15    | 0.01%             | 2027-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY I/L FRN 1.375% 02-15-44                                                | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   48165239 | PA      | $44679369.91    | 0.02%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY I/L 0.375% 01-15-27                                                    | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  302399614 | PA      | $285098695.24   | 0.15%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY I/L FRN 0.625% 04-15-23                                                | CUSIP: 9128284H0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  374663187 | PA      | $371037384.00   | 0.19%             | 2023-04-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY I/L FRN 0.75% 07-15-28                                                 | CUSIP: 912828Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  176503975 | PA      | $168137305.56   | 0.09%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 5.0 UMBS TBA 01-01-53                                                         | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  191489700 | PA      | $188719610.00   | 0.10%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 4.0 UMBS TBA 01-01-53                                                         | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  192380135 | PA      | $180447179.99   | 0.09%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 2.625% 12-31-23                                                   | CUSIP: 9128285U0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4079000 | PA      | $3998217.04     | 0.00%             | 2023-12-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY I/L 0.875% 01-15-29                                                    | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  145183283 | PA      | $138294901.32   | 0.07%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | UMBS  30YR TBA(REG A) 2.0 UMBS TBA 01-01-53                                        | CUSIP: 01F020612<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        | 1010625027 | PA      | $822577017.60   | 0.43%             | 2053-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | UMBS  30YR TBA(REG A) 3.0 UMBS TBA 01-01-53                                        | CUSIP: 01F030611<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4558558 | PA      | $4001675.44     | 0.00%             | 2053-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 2.5% 01-31-24                                                     | CUSIP: 9128285Z9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   60223000 | PA      | $58820900.16    | 0.03%             | 2024-01-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY I/L FRN 0.5% 04-15-24                                                  | CUSIP: 9128286N5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  173700979 | PA      | $169031826.87   | 0.09%             | 2024-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY I/L 0.125% 10-15-24                                                    | CUSIP: 912828YL8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   54112887 | PA      | $52149165.39    | 0.03%             | 2024-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY I/L 0.125% 01-15-30                                                    | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6457132 | PA      | $5801835.60     | 0.00%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCI 4.0 UMBS TBA 01-01-38                                                         | CUSIP: 01F040412<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   50000000 | PA      | $48747900.00    | 0.03%             | 2038-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCI 2.5 UMBS TBA 01-01-38                                                         | CUSIP: 01F022410<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  121072000 | PA      | $110803883.68   | 0.06%             | 2038-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 2.0% 02-15-50                                                     | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   65583000 | PA      | $43569016.72    | 0.02%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY I/L 0.25% 02-15-50                                                     | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2872664 | PA      | $1940282.36     | 0.00%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 5.0 UMBS TBA 02-01-53                                                         | CUSIP: 01F050627<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  944375327 | PA      | $930566670.97   | 0.48%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 6.0 UMBS TBA 02-01-53                                                         | CUSIP: 01F060626<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  305437856 | PA      | $309777822.50   | 0.16%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 2.0 UMBS TBA 02-01-53                                                         | CUSIP: 01F020620<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  454498000 | PA      | $370319516.42   | 0.19%             | 2053-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 6.5 UMBS TBA 02-01-53                                                         | CUSIP: 01F062622<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  137800000 | PA      | $140953001.80   | 0.07%             | 2053-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 4.0 UMBS TBA 02-01-53                                                         | CUSIP: 01F040628<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  555558000 | PA      | $521228404.51   | 0.27%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 5.5 UMBS TBA 02-01-53                                                         | CUSIP: 01F052623<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  630410694 | PA      | $631842356.69   | 0.33%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 3.0 UMBS TBA 02-01-53                                                         | CUSIP: 01F030629<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   41441442 | PA      | $36411238.33    | 0.02%             | 2053-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 3.5 UMBS TBA 02-01-53                                                         | CUSIP: 01F032625<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   45000000 | PA      | $40914045.00    | 0.02%             | 2053-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 2.5 UMBS TBA 02-01-53                                                         | CUSIP: 01F022626<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  530300000 | PA      | $449631824.60   | 0.23%             | 2053-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 4.5 UMBS TBA 02-01-53                                                         | CUSIP: 01F042624<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  176230000 | PA      | $169654153.78   | 0.09%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-C34                                | WFCM 16-C34 AS 3.484% 06-15-49/04-17-26                                            | CUSIP: 95000DBF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     455000 | PA      | $414237.92      | 0.00%             | 2049-06-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-C37                                | WFCM 16-C37 A5 3.794% 12-15-49/11-18-26                                            | CUSIP: 95000PAE4<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-CBDO         | CORP              | US        |   10015000 | PA      | $9449503.03     | 0.00%             | 2049-12-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-RC1                                | WFCM 17-RC1 A4 3.631% 01-15-60/12-17-25                                            | CUSIP: 95001FAX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     795000 | PA      | $742909.22      | 0.00%             | 2060-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_19-C54                                | WFCM 19-C54 A4 3.146% 12-15-52                                                     | CUSIP: 95001YAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4008000 | PA      | $3510122.23     | 0.00%             | 2052-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                       | CAPITAL ONE FINANCIAL CORP SR UNSEC 4.927% 05-10-28/27                             | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   21500000 | PA      | $20847797.50    | 0.01%             | 2028-05-10      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| WMRK COMMERCIAL MORTGAGE TRUST WMRK_22-WMRK                                      | WMRK 22-WMRK A 144A FRN (TSFR1M+278.9) 11-15-27                                    | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   65442000 | PA      | $65384345.60    | 0.03%             | 2027-11-15      | Variable      | 7.12%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-SG1                                | WFCM 15-SG1 A4 3.789% 09-15-48/08-15-25                                            | CUSIP: 94989QAV2<br>LEI: 549300ZJL46M82UL2Z22 | Long             | ABS-CBDO         | CORP              | US        |    9336962 | PA      | $8919637.41     | 0.00%             | 2048-09-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 4.658% 05-24-28/27                                          | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   26121000 | PA      | $25320130.14    | 0.01%             | 2028-05-24      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | COMCAST CORP SR UNSEC 2.937% 11-01-56                                              | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3395000 | PA      | $2115047.66     | 0.00%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| FRANCO-NEVADA CORP                                                               | FRANCO-NEVADA CORP                                                                 | CUSIP: 351858105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    1276573 | NS      | $174015567.66   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| CLEVELAND-CUYAHOGA CNTY OHIO PORT AUTH                                           | US DEPT OF VETERANS OH SF 4.425% 05-01-31                                          | CUSIP: 18611CAA4<br>LEI: 549300KI3FXFLUKF3A98 | Long             | DBT              | MUN               | US        |   51840000 | PA      | $43764675.84    | 0.02%             | 2031-05-01      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | CELANESE US HOLDINGS LLC SR UNSEC 6.165% 07-15-27                                  | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   31000000 | PA      | $30625861.00    | 0.02%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | CELANESE US HOLDINGS LLC SR UNSEC 6.379% 07-15-32                                  | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   13406000 | PA      | $12785583.73    | 0.01%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STATE UNIVERSITY                                                      | CA ST UNIV REV 21B SF 2.719% 11-01-52                                              | CUSIP: 13077DRW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    7980000 | PA      | $5394104.94     | 0.00%             | 2052-11-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STATE UNIVERSITY                                                      | CA ST UNIV REV 21B SF 2.939% 11-01-52                                              | CUSIP: 13077DRV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   11515000 | PA      | $7813468.71     | 0.00%             | 2052-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX CORP SR UNSEC 4.5% 11-15-52                                                    | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   21000000 | PA      | $18347448.00    | 0.01%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                       | CAPITAL ONE FINANCIAL CORP SR UNSEC 4.985% 07-24-26/25                             | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   22000000 | PA      | $21568250.00    | 0.01%             | 2026-07-24      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CREDIT SUISSE GROUP AG 144A LIFE SR UNSEC 6.442% 08-11-28/27                       | CUSIP: 225401AV0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   23405000 | PA      | $21349198.42    | 0.01%             | 2028-08-11      | Variable      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CREDIT SUISSE GROUP AG 144A LIFE SR UNSEC 6.537% 08-12-33/32                       | CUSIP: 225401AZ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    4250000 | PA      | $3739549.50     | 0.00%             | 2033-08-12      | Variable      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE AG (NEW YORK BRANCH)                                               | CREDIT SUISSE AG SR UNSEC 3.625% 09-09-24                                          | CUSIP: 22546QAP2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | US        |    7250000 | PA      | $6764648.75     | 0.00%             | 2024-09-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 5.61% 09-29-26/25                                           | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   41750000 | PA      | $41972485.75    | 0.02%             | 2026-09-29      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 6.27% 11-17-33/32                                           | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   22693000 | PA      | $23482875.25    | 0.01%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CREDIT SUISSE GROUP AG 144A SR UNSEC 9.016% 11-15-33/32                            | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   34964000 | PA      | $35895790.60    | 0.02%             | 2033-11-15      | Variable      | 9.02%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | DUKE ENERGY PROGRESS LLC SR SEC 1ST LIEN 3.7% 10-15-46                             | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $1714311.00     | 0.00%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | DEUTSCHE BANK AG SR NON PREF 4.1% 01-13-26                                         | CUSIP: 25152R2Y8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    5139000 | PA      | $4939370.41     | 0.00%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (LONDON BRANCH)                                                 | DEUTSCHE BANK AG SR NON PREF 3.7% 05-30-24                                         | CUSIP: 25152RXA6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   36145000 | PA      | $35538631.48    | 0.02%             | 2024-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 3.95% 02-27-23                                        | CUSIP: 251526BR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   63683000 | PA      | $63467114.63    | 0.03%             | 2023-02-27      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 3.7% 05-30-24                                         | CUSIP: 251526BY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   28800000 | PA      | $28002240.00    | 0.01%             | 2024-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 4.1% 01-13-26                                         | CUSIP: 251526BZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21547000 | PA      | $20732135.55    | 0.01%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                        | DUKE ENERGY CAROLINAS LLC SR SEC 1ST LIEN 3.95% 11-15-28                           | CUSIP: 26442CAX2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    5340000 | PA      | $5134671.66     | 0.00%             | 2028-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                          | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 3.65% 02-22-24          | CUSIP: 233851DS0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   16430000 | PA      | $16155306.83    | 0.01%             | 2024-02-22      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                       | DOW CHEMICAL CO/THE SR UNSEC 4.8% 05-15-49                                         | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $2716387.20     | 0.00%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 3.961% 11-26-25/24                                    | CUSIP: 251526CB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16750000 | PA      | $16017656.50    | 0.01%             | 2025-11-26      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                          | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 1.75% 03-10-23          | CUSIP: 233851DY7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   31720000 | PA      | $31532978.88    | 0.02%             | 2023-03-10      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                       | DOW CHEMICAL CO/THE SR UNSEC 3.6% 11-15-50                                         | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   11345000 | PA      | $8158302.95     | 0.00%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | DUKE ENERGY PROGRESS LLC SR SEC 1ST LIEN 2.5% 08-15-50                             | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    1026000 | PA      | $620181.09      | 0.00%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | DUKE ENERGY CORP SR UNSEC 0.9% 09-15-25                                            | CUSIP: 26441CBJ3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    4575000 | PA      | $4092246.00     | 0.00%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 2.222% 09-18-24/23                                    | CUSIP: 251526CC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   45250000 | PA      | $43715934.50    | 0.02%             | 2024-09-18      | Variable      | 2.22%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 3.547% 09-18-31/30                                    | CUSIP: 251526CD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   27790000 | PA      | $22339074.87    | 0.01%             | 2031-09-18      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 2.129% 11-24-26/25                                    | CUSIP: 251526CE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  101621000 | PA      | $89752886.65    | 0.05%             | 2026-11-24      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR UNSEC 0.898% 05-28-24                                          | CUSIP: 251526CJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19230000 | PA      | $17991049.56    | 0.01%             | 2024-05-28      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | DUKE ENERGY CORP SR UNSEC 3.5% 06-15-51                                            | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $6987900.00     | 0.00%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | DUKE ENERGY PROGRESS LLC SR SEC 1ST LIEN 2.9% 08-15-51                             | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     474000 | PA      | $312632.39      | 0.00%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK AS                                                                   | DANSKE BANK A/S 144A LIFE SR UNSEC 1.549% 09-10-27/26                              | CUSIP: 23636ABB6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   45000000 | PA      | $38598075.00    | 0.02%             | 2027-09-10      | Variable      | 1.55%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 2.311% 11-16-27/26                                    | CUSIP: 251526CP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   57316000 | PA      | $48670053.35    | 0.03%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 2.375% 12-14-28        | CUSIP: 233853AG5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   12025000 | PA      | $10127527.15    | 0.01%             | 2028-12-14      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 2.5% 12-14-31          | CUSIP: 233853AH3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   18675000 | PA      | $14525172.23    | 0.01%             | 2031-12-14      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 1.625% 12-13-24        | CUSIP: 233853AD2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   14750000 | PA      | $13699239.50    | 0.01%             | 2024-12-13      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 1.125% 12-14-23        | CUSIP: 233853AB6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   24000000 | PA      | $23065392.00    | 0.01%             | 2023-12-14      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 2.0% 12-14-26          | CUSIP: 233853AF7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   22985000 | PA      | $20283251.16    | 0.01%             | 2026-12-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 2.552% 01-07-28/27                                    | CUSIP: 25160PAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   93958000 | PA      | $79991707.05    | 0.04%             | 2028-01-07      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | DIAMONDBACK ENERGY INC SR UNSEC 4.25% 03-15-52                                     | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    7894000 | PA      | $5810741.82     | 0.00%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK AS                                                                   | DANSKE BANK A/S 144A LIFE SR NON PREF 3.773% 03-28-25/24                           | CUSIP: 23636ABD2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   20000000 | PA      | $19388540.00    | 0.01%             | 2025-03-28      | Variable      | 3.77%                 | Yes           |                  2 | On Loan: No      |
| DANSKE BANK AS                                                                   | DANSKE BANK A/S 144A LIFE SR NON PREF 4.298% 04-01-28/27                           | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   14225000 | PA      | $13100897.83    | 0.01%             | 2028-04-01      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 3.5% 04-07-25          | CUSIP: 233853AL4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    8050000 | PA      | $7729046.50     | 0.00%             | 2025-04-07      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 3.65% 04-07-27         | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   15255000 | PA      | $14279366.48    | 0.01%             | 2027-04-07      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 2.85% 09-26-24          | CUSIP: 928668BA9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   10113000 | PA      | $9685483.04     | 0.01%             | 2024-09-26      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| VISA INC                                                                         | VISA INC SR UNSEC 2.05% 04-15-30                                                   | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    7390000 | PA      | $6261768.70     | 0.00%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 3.35% 05-13-25          | CUSIP: 928668BE1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   10544000 | PA      | $10078977.97    | 0.01%             | 2025-05-13      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 2.875% 11-20-50                                | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   11150000 | PA      | $7038504.40     | 0.00%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 1.25% 11-24-25          | CUSIP: 928668BL5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   20301000 | PA      | $18118317.68    | 0.01%             | 2025-11-24      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 1.625% 11-24-27         | CUSIP: 928668BN1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   21650000 | PA      | $18161145.80    | 0.01%             | 2027-11-24      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                              | VIRGINIA ELECTRIC AND POWER CO SR UNSEC 2.45% 12-15-50                             | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $2686675.50     | 0.00%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                                     | VERISIGN INC SR UNSEC 2.7% 06-15-31                                                | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    3958000 | PA      | $3233369.36     | 0.00%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | VIATRIS INC SR UNSEC 1.65% 06-22-25                                                | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    4735000 | PA      | $4292675.24     | 0.00%             | 2025-06-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                              | VIRGINIA ELECTRIC AND POWER CO SR UNSEC 2.4% 03-30-32                              | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   11850000 | PA      | $9607257.15     | 0.01%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                        | STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 5.625% 01-12-28                       | CUSIP: 85855CAD2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9919250.00     | 0.01%             | 2028-01-12      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                        | STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 6.375% 09-12-32                       | CUSIP: 85855CAE0<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   25740000 | PA      | $25485791.76    | 0.01%             | 2032-09-12      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                             | WOODSIDE FINANCE LTD 144A LIFE SR UNSEC 3.65% 03-05-25                             | CUSIP: 980236AM5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    3100000 | PA      | $2978315.70     | 0.00%             | 2025-03-05      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC (THE)                                                     | WILLIAMS COS INC SR UNSEC 6.3% 04-15-40                                            | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    2669000 | PA      | $2738439.37     | 0.00%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | WESTLAKE CORP SR UNSEC 4.375% 11-15-47                                             | CUSIP: 960413AU6<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $1892035.00     | 0.00%             | 2047-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | WESTPAC BANKING CORP SR UNSEC 2.75% 01-11-23                                       | CUSIP: 961214DS9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    6880000 | PA      | $6877282.40     | 0.00%             | 2023-01-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 2.406% 10-30-25/24                                       | CUSIP: 95000U2H5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   45118000 | PA      | $42698141.19    | 0.02%             | 2025-10-30      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 2.879% 10-30-30/29                                       | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   17595000 | PA      | $14982863.90    | 0.01%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | WESTPAC BANKING CORP SUB (H) 2.894% 02-04-30/25                                    | CUSIP: 961214EM1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    3750000 | PA      | $3440752.50     | 0.00%             | 2030-02-04      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 5.013% 04-04-51/50                                       | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2347960.95     | 0.00%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | WESTPAC BANKING CORP SUB 2.963% 11-16-40                                           | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   12915000 | PA      | $8572072.95     | 0.00%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | WESTPAC BANKING CORP SUB 2.668% 11-15-35/30                                        | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   28300000 | PA      | $21093122.00    | 0.01%             | 2035-11-15      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| WEST VIRGINIA UNITED HEALTH SYSTEM OBLIGATED GROUP                               | WEST VIRGINIA UNITED HEALTH SYSTEM OBLIGATED GROUP SR SEC 1ST LIEN 3.129% 06-01-50 | CUSIP: 956708AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4165000 | PA      | $2687562.05     | 0.00%             | 2050-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC ENERGY GROUP INC SR UNSEC 2.2% 12-15-28                                        | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   12625000 | PA      | $10711984.25    | 0.01%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 3.526% 03-24-28/27                                       | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  148694000 | PA      | $137959334.06   | 0.07%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 3.908% 04-25-26/25                                       | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   12889000 | PA      | $12538290.31    | 0.01%             | 2026-04-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 4.808% 07-25-28/27                                       | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   46221000 | PA      | $45220038.02    | 0.02%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | XCEL ENERGY INC SR UNSEC 3.35% 12-01-26                                            | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    2560000 | PA      | $2407736.32     | 0.00%             | 2026-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | XCEL ENERGY INC SR UNSEC 1.75% 03-15-27                                            | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   25132000 | PA      | $22051168.65    | 0.01%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | XCEL ENERGY INC SR UNSEC 2.35% 11-15-31                                            | CUSIP: 98388MAC1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   19400000 | PA      | $15554706.60    | 0.01%             | 2031-11-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | ZOETIS INC SR UNSEC 5.4% 11-14-25                                                  | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    2975000 | PA      | $3037677.30     | 0.00%             | 2025-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| RESTAURANT BRANDS INTERNATIONAL INC                                              | RESTAURANT BRANDS INTERNATIONAL INC (USD)                                          | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |    3793706 | NS      | $245338967.02   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY I/L 0.125% 04-15-25                                                    | CUSIP: 912828ZJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   74180338 | PA      | $70694442.10    | 0.04%             | 2025-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 0.625% 05-15-30                                                   | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24780000 | PA      | $19618387.95    | 0.01%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 1.125% 05-15-40                                                   | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   39649000 | PA      | $24880687.18    | 0.01%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY I/L FRN 0.625% 01-15-24                                                | CUSIP: 912828B25<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   38697805 | PA      | $37899717.77    | 0.02%             | 2024-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC                                                    | REGENERON PHARMACEUTICALS                                                          | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |     350000 | NS      | $252521500.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL GOLD INC                                                                   | ROYAL GOLD INC                                                                     | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |    3610000 | NS      | $406919200.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBERT HALF INTERNATIONAL INC                                                    | ROBERT HALF INTL                                                                   | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |    2687700 | NS      | $198432891.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO PLC                                                                    | RIO TINTO PLC                                                                      | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |    2158000 | NS      | $151418675.49   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY I/L 0.125% 10-15-25                                                    | CUSIP: 91282CAQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  678811692 | PA      | $645162794.40   | 0.34%             | 2025-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY I/L 0.125% 01-15-31                                                    | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  212788136 | PA      | $188782947.15   | 0.10%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| RESMED INC                                                                       | RESMED INC                                                                         | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |     707000 | NS      | $147147910.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWELL AUTOMATION INC                                                          | ROCKWELL AUTOMATION INC                                                            | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |    1220035 | NS      | $314244414.95   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                                                       | RAYTHEON TECHNOLOGIES CORP                                                         | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    3495216 | NS      | $352737198.72   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGEN INC                                                                       | SEAGEN INC                                                                         | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     235700 | NS      | $30289807.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY I/L 0.125% 12-15-51                                                    | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  243782148 | PA      | $157249048.90   | 0.08%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 0.25% 03-15-24                                                    | CUSIP: 91282CBR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   74120000 | PA      | $70310106.00    | 0.04%             | 2024-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SHOPIFY INC                                                                      | SHOPIFY INC CL A S/V (USD)                                                         | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |    6283000 | NS      | $218082930.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHLUMBERGER LTD                                                                 | SCHLUMBERGER LTD                                                                   | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |    7100000 | NS      | $379566000.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY I/L 0.125% 04-15-26                                                    | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  776116636 | PA      | $729549911.24   | 0.38%             | 2026-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 2.25% 05-15-41                                                    | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  140792400 | PA      | $105980620.27   | 0.06%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P GLOBAL INC                                                                     | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     702159 | NS      | $235181135.46   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA ENERGY                                                                    | SEMPRA ENERGY                                                                      | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |    4118752 | NS      | $636511934.08   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | CONSTELLATION BRANDS INC CL A                                                      | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |    1524416 | NS      | $353283408.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SUN COMMUNITIES INC                                                              | SUN COMMUNITIES INC (REIT)                                                         | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |    2715000 | NS      | $388245000.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 0.125% 08-31-23                                                   | CUSIP: 91282CCU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5734600 | PA      | $5564129.84     | 0.00%             | 2023-08-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 0.875% 09-30-26                                                   | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2380000 | PA      | $2114103.54     | 0.00%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | SYNCHRONY FINANCIAL                                                                | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |   22145238 | NS      | $727692520.68   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC                                                                           | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    7670000 | NS      | $141204700.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO DOMINION BANK (THE)                                                      | TORONTO DOMINION BANK (THE)                                                        | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |    2334400 | NS      | $151149813.88   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM GROUP INC                                                              | TRANSDIGM GROUP INC                                                                | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     655963 | NS      | $413027102.95   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TE CONNECTIVITY LTD                                                              | TE CONNECTIVITY LTD                                                                | CUSIP: N/A<br>LEI: 894500ZRIX9K13RHXR17       | Long             | EC               | CORP              | CH        |    3308205 | NS      | $379781934.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORP                                                                      | TARGET CORP                                                                        | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |    9838429 | NS      | $1466319458.16  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COMPANIES INC (THE)                                                          | TJX COMPANIES INC (THE)                                                            | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |    4207128 | NS      | $334887388.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                     | THERMO FISHER SCIENTIFIC INC                                                       | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |    2072784 | NS      | $1141461420.96  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| TC ENERGY CORP                                                                   | TC ENERGY CORP                                                                     | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |   15513224 | NS      | $618466640.71   | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                        | TAIWAN SEMICONDUCTOR MFG CO ADR                                                    | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |   20790672 | NS      | $1548697157.28  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE INC                                                | TAKE-TWO INTERACTIVE SOFTWARE INC                                                  | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |     689920 | NS      | $71841369.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | EURO$90DAY FUT EDU3 09-18-23                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      44488 | NC      | $-468167059.73  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY I/L 0.125% 10-15-26                                                    | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  683990175 | PA      | $641481325.57   | 0.33%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 1.125% 10-31-26                                                   | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   79610000 | PA      | $71204378.15    | 0.04%             | 2026-10-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | EURO$90DAY FUT EDZ3 12-18-23                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      37493 | NC      | $356756307.08   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | EURO$90DAY FUT EDZ4 12-16-24                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       9943 | NC      | $60163698.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 1.375% 10-31-28                                                   | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  150000000 | PA      | $129535725.00   | 0.07%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 2.0% 11-15-41                                                     | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6986000 | PA      | $5002288.97     | 0.00%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 2.25% 02-15-52                                                    | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  289680400 | PA      | $202509368.48   | 0.11%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY I/L 0.125% 02-15-52                                                    | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  307286014 | PA      | $198523523.33   | 0.10%             | 2052-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY I/L 0.125% 04-15-27                                                    | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  229024920 | PA      | $213395647.05   | 0.11%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 3.25% 05-15-42                                                    | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  677197400 | PA      | $594625569.78   | 0.31%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 3.25% 06-30-29                                                    | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   58480000 | PA      | $55953868.68    | 0.03%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 3.25% 06-30-27                                                    | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  242903000 | PA      | $234936437.44   | 0.12%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 3.0% 06-30-24                                                     | CUSIP: 91282CEX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   72001000 | PA      | $70279340.89    | 0.04%             | 2024-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 3.0% 07-15-25                                                     | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10462000 | PA      | $10135159.80    | 0.01%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 2.75% 07-31-27                                                    | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   47800000 | PA      | $45236753.68    | 0.02%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 3.125% 08-15-25                                                   | CUSIP: 91282CFE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   38400000 | PA      | $37285344.00    | 0.02%             | 2025-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 2.75% 08-15-32                                                    | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   37500000 | PA      | $34142782.50    | 0.02%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 3.0% 08-15-52                                                     | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 2493982000 | PA      | $2067909865.72  | 1.08%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 3.5 AQ9302 01-01-43                                                      | CUSIP: 3138MRKQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     514965 | PA      | $482339.32      | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNR 06-43 JO PAC PO .0% 06-25-36                                                   | CUSIP: 31395DE54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     313815 | PA      | $259913.54      | 0.00%             | 2036-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 3.5 AL8354 150K MAX 10-01-45                                             | CUSIP: 3138ETH82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5758610 | PA      | $5369707.99     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 3.5 AL8522 05-01-46                                                      | CUSIP: 3138ETPG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    9346412 | PA      | $8695855.38     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 3.375% 08-15-42                                                   | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  155000000 | PA      | $138673617.50   | 0.07%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 3.25% 08-31-24                                                    | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  125945000 | PA      | $123326943.50   | 0.06%             | 2024-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 6.0 887695 06-01-36                                                      | CUSIP: 31410FGC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     249998 | PA      | $260858.17      | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 Q41909 07-01-2046                                                        | CUSIP: 3132WFDP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     315026 | PA      | $309492.12      | 0.00%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY I/L 1.625% 10-15-27                                                    | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  295241798 | PA      | $294849688.24   | 0.15%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 4.5% 11-15-25                                                     | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  185000000 | PA      | $186174232.00   | 0.10%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHMS K723 A2 (MF) 2.454% 08-25-23                                                  | CUSIP: 3137BSPW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   15594591 | PA      | $15360859.57    | 0.01%             | 2023-08-25      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 V82628 200K MAX 09-01-46                                                 | CUSIP: 3132L74M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8474596 | PA      | $8134375.01     | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BD9665 11-01-46                                                      | CUSIP: 3140FHW37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     909068 | PA      | $871593.14      | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES FNMA_13-M12                                                       | FNA 13-M12 APT (MF) FRN 03-25-23                                                   | CUSIP: 3136AGMB5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     110870 | PA      | $110133.05      | 0.00%             | 2023-03-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 4.125% 11-15-32                                                   | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  836775000 | PA      | $853448076.59   | 0.44%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 4.5% 11-30-24                                                     | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     256000 | PA      | $256050.25      | 0.00%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES FNMA_16-M5                                                       | FNA 16-M5 A1 (MF) 2.073% 04-25-26                                                  | CUSIP: 3136AR4Z8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     331836 | PA      | $324168.35      | 0.00%             | 2026-04-25      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 745092 07-01-35                                                      | CUSIP: 31403CXV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     705315 | PA      | $730665.01      | 0.00%             | 2035-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 357399 06-01-33                                                      | CUSIP: 31376J7L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      68241 | PA      | $70369.51       | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 3.5 G60744 200K MAX 07-01-46                                                 | CUSIP: 31335AZH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1791894 | PA      | $1667538.60     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 AS6789 03-01-46                                                      | CUSIP: 3138WGRK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5396121 | PA      | $5019957.61     | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 AS7168 05-01-46                                                      | CUSIP: 3138WG6E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3702789 | PA      | $3441587.14     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 BE3151 01-01-47                                                      | CUSIP: 3140FNQD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1207302 | PA      | $1122640.75     | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 BE3162 01-01-47                                                      | CUSIP: 3140FNQQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     995866 | PA      | $924478.78      | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 AL9499 01-01-46                                                      | CUSIP: 3138ERRV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5253398 | PA      | $4842891.93     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 888292 03-01-37                                                      | CUSIP: 31410F2Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1863887 | PA      | $1947916.40     | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGTW 3.0 C91912 02-01-37                                                           | CUSIP: 3128P8DR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   16385504 | PA      | $15243647.30    | 0.01%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGTW 3.0 C91917 02-01-37                                                           | CUSIP: 3128P8DW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7340681 | PA      | $6824909.63     | 0.00%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHARM FRN 760014 08-01-45                                                          | CUSIP: 31342WAP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     714614 | PA      | $690939.16      | 0.00%             | 2045-08-01      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHR 3318 JT PAC 5.5% 05-15-37                                                      | CUSIP: 31397HDZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     812631 | PA      | $816838.71      | 0.00%             | 2037-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNA 17-M3 A2 (MF) FRN 12-25-26                                                     | CUSIP: 3136AVYL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   29036618 | PA      | $26796645.97    | 0.01%             | 2026-12-25      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHMS K725 A2 (MF) 3.002% 01-25-24                                                  | CUSIP: 3137BWWD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   43000715 | PA      | $42108105.68    | 0.02%             | 2024-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 3.875% 11-30-29                                                   | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  263159000 | PA      | $261418597.95   | 0.14%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 3.875% 11-30-27                                                   | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  820063000 | PA      | $815621128.76   | 0.42%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE ACES FNMA_17-M3                                                       | FNA 17-M3 AV2 (MF) FRN 05-25-24                                                    | CUSIP: 3136AVPR4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     377469 | PA      | $367232.13      | 0.00%             | 2024-05-25      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNA 17-M7 A2 (MF) 2.961% 02-25-27                                                  | CUSIP: 3136AV7G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   19983172 | PA      | $18791415.45    | 0.01%             | 2027-02-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNIONP 6.5 256860 08-01-37                                                         | CUSIP: 31371NJD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     224472 | PA      | $232248.53      | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 G08775 08-01-47                                                          | CUSIP: 3128MJ2H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11559164 | PA      | $10973472.50    | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 MA3149 10-01-47                                                      | CUSIP: 31418CQB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   12947516 | PA      | $12369604.00    | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 MA3183 11-01-47                                                      | CUSIP: 31418CRD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3197872 | PA      | $3060318.71     | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 4.0% 12-15-25                                                     | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  159097000 | PA      | $158102643.75   | 0.08%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA_17-M10                                                                      | FNA 17-M10 AV2 (MF) FRN 07-25-24                                                   | CUSIP: 3136AXVB8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     696263 | PA      | $673283.56      | 0.00%             | 2024-07-25      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 CA0623 10-01-47                                                      | CUSIP: 3140Q7VR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2866492 | PA      | $2822436.84     | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 V83507 10-01-47                                                          | CUSIP: 3132L83Q8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1840046 | PA      | $1759613.91     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCZ 7.0 256975 40YR 10-01-47                                                      | CUSIP: 31371NMY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      38262 | PA      | $40359.84       | 0.00%             | 2047-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CA0770 11-01-47                                                      | CUSIP: 3140Q72C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4521463 | PA      | $4201375.06     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCZ 947661 10-01-47                                                               | CUSIP: 31413KJE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       8144 | PA      | $8090.90        | 0.00%             | 2047-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES FNA_17-M12                                                        | FNA 17-M12 A2 (MF) FRN 06-25-27                                                    | CUSIP: 3136AX7E9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   22534114 | PA      | $21148153.58    | 0.01%             | 2027-06-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCZ 7.0 256893 40YR 08-01-47                                                      | CUSIP: 31371NKE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       7369 | PA      | $7792.96        | 0.00%             | 2047-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCZ 7.0 257036 40YR 11-01-47                                                      | CUSIP: 31371NPV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      11894 | PA      | $12594.39       | 0.00%             | 2047-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE ACES FNMA_17-M15                                                      | FNA 17-M15 AV2 (MF) FRN 11-15-24                                                   | CUSIP: 3136AY6S7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     444482 | PA      | $427971.57      | 0.00%             | 2024-11-25      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCZ 6.5 257030 40YR 11-01-47                                                      | CUSIP: 31371NPP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      43909 | PA      | $44797.98       | 0.00%             | 2047-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 Q54547 03-01-48                                                          | CUSIP: 3132XXBR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7926156 | PA      | $7573577.04     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCZ 7.0 920015 10-01-47                                                           | CUSIP: 31412BDU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      15801 | PA      | $16723.14       | 0.00%             | 2047-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BK1198 02-01-48                                                      | CUSIP: 3140HEKL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1786510 | PA      | $1705107.28     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC SR UNSEC 2.375% 07-15-31                                                   | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     997000 | PA      | $778505.46      | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC SR UNSEC 1.5% 09-15-28                                              | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $12781305.00    | 0.01%             | 2028-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC SR UNSEC 1.875% 09-15-31                                            | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8017000.00     | 0.00%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.1% 09-15-28                           | CUSIP: 44891ACA3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   26350000 | PA      | $21673612.80    | 0.01%             | 2028-09-15      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.0% 09-17-24                           | CUSIP: 44891ABY2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   93880000 | PA      | $86796096.84    | 0.05%             | 2024-09-17      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.65% 09-17-26                          | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   64501000 | PA      | $56771651.67    | 0.03%             | 2026-09-17      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES INC                                                     | HYUNDAI CAPITAL SERVICES INC 144A LIFE SR UNSEC 2.125% 04-24-25                    | CUSIP: 44920UAS7<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |    6975000 | PA      | $6383868.75     | 0.00%             | 2025-04-24      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC 144A SR UNSEC 3.125% 03-15-27                                              | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    7905000 | PA      | $7198609.20     | 0.00%             | 2027-03-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC 144A SR UNSEC 3.375% 03-15-29                                              | CUSIP: 404119CE7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   18541000 | PA      | $16325869.65    | 0.01%             | 2029-03-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC 144A SR UNSEC 3.625% 03-15-32                                              | CUSIP: 404119CF4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   29000000 | PA      | $24615896.00    | 0.01%             | 2032-03-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC 144A SR UNSEC 4.375% 03-15-42                                              | CUSIP: 404119CM9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8006020.00     | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC 144A SR UNSEC 4.625% 03-15-52                                              | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    9495000 | PA      | $7433701.97     | 0.00%             | 2052-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| HUMANA INC                                                                       | HUMANA INC SR UNSEC 3.7% 03-23-29                                                  | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    5412000 | PA      | $4966154.03     | 0.00%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 4.755% 06-09-28/27                                      | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2247000 | PA      | $2127353.99     | 0.00%             | 2028-06-09      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.875% 07-14-27                             | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   70094000 | PA      | $62592680.31    | 0.03%             | 2027-07-14      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | ALTRIA GROUP INC SR UNSEC 5.95% 02-14-49                                           | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   49352000 | PA      | $44113531.96    | 0.02%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC SR UNSEC 4.35% 03-01-29                                                   | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4765385.00     | 0.00%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQ INC                                                    | ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 4.85% 04-15-49                        | CUSIP: 015271AQ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    2040000 | PA      | $1737845.40     | 0.00%             | 2049-04-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                      | AVOLON HOLDINGS FUNDING LTD 144A LIFE SR UNSEC 4.375% 05-01-26                     | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |   10390000 | PA      | $9478713.88     | 0.00%             | 2026-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.875% 01-12-28                             | CUSIP: 46115HBD8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   43573000 | PA      | $38467987.32    | 0.02%             | 2028-01-12      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.375% 01-12-23                             | CUSIP: 46115HBC0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   68977000 | PA      | $68943684.11    | 0.04%             | 2023-01-12      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PERSERO PT                                            | INDONESIA ASAHAN ALUMINIUM PERSERO PT REG S SR UNSEC 6.53% 11-15-28                | CUSIP: N/A<br>LEI: 2549008P48EB9SN2OI80       | Long             | DBT              | CORP              | ID        |   17050000 | PA      | $17275554.45    | 0.01%             | 2028-11-15      | Fixed         | 6.53%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PERSERO PT                                            | INDONESIA ASAHAN ALUMINIUM PERSERO PT 144A LIFE SR UNSEC 6.53% 11-15-28            | CUSIP: 74445PAC6<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |    2950000 | PA      | $2989025.55     | 0.00%             | 2028-11-15      | Fixed         | 6.53%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                      | AVOLON HOLDINGS FUNDING LTD 144A LIFE SR UNSEC 3.95% 07-01-24                      | CUSIP: 05401AAF8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |   43930000 | PA      | $42079229.10    | 0.02%             | 2024-07-01      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQ INC                                                    | ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 4.0% 02-01-50                         | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    5210000 | PA      | $3972760.46     | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.25% 09-23-24                              | CUSIP: 46115HBJ5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    5540000 | PA      | $5258119.26     | 0.00%             | 2024-09-23      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 144A LIFE SUB 5.017% 06-26-24                                  | CUSIP: 46115HAT4<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   78202000 | PA      | $75220079.54    | 0.04%             | 2024-06-26      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQ INC                                                    | ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 3.375% 08-15-31                       | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    3540000 | PA      | $3098770.86     | 0.00%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                      | AVOLON HOLDINGS FUNDING LTD 144A LIFE SR UNSEC 3.25% 02-15-27                      | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |   26760000 | PA      | $22936450.92    | 0.01%             | 2027-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| INTUIT INC                                                                       | INTUIT INC SR UNSEC 0.95% 07-15-25                                                 | CUSIP: 46124HAB2<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    3170000 | PA      | $2887638.59     | 0.00%             | 2025-07-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | INTUIT INC SR UNSEC 1.35% 07-15-27                                                 | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    2890000 | PA      | $2504132.98     | 0.00%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                                     | AEP TRANSMISSION CO LLC SR UNSEC 3.65% 04-01-50                                    | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    2925000 | PA      | $2245420.13     | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                       | ANGLO AMERICAN CAPITAL PLC 144A LIFE SR UNSEC 5.375% 04-01-25                      | CUSIP: 034863AV2<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $4949165.00     | 0.00%             | 2025-04-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| INTUIT INC                                                                       | INTUIT INC SR UNSEC 1.65% 07-15-30                                                 | CUSIP: 46124HAD8<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    3830000 | PA      | $3081629.49     | 0.00%             | 2030-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                        | INVITATION HOMES OPERATING PARTNERSHIP LP SR UNSEC 2.0% 08-15-31                   | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   10194000 | PA      | $7557260.74     | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                               | ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 4.35% 06-01-40                         | CUSIP: 035240AS9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $17660960.00    | 0.01%             | 2040-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS INC                                                     | AIR PRODUCTS AND CHEMICALS INC SR UNSEC 1.85% 05-15-27                             | CUSIP: 009158AY2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    7229000 | PA      | $6433932.89     | 0.00%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                      | IMPERIAL BRANDS FINANCE PLC 144A LIFE SR UNSEC 6.125% 07-27-27                     | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   11065000 | PA      | $11029569.87    | 0.01%             | 2027-07-27      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 144A SR PREF 7.0% 11-21-25                                     | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    2550000 | PA      | $2603478.60     | 0.00%             | 2025-11-21      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS INC                                                     | AIR PRODUCTS AND CHEMICALS INC SR UNSEC 1.5% 10-15-25                              | CUSIP: 009158BB1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    2610000 | PA      | $2404906.20     | 0.00%             | 2025-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS INC                                                     | AIR PRODUCTS AND CHEMICALS INC SR UNSEC 2.05% 05-15-30                             | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    3140000 | PA      | $2635725.42     | 0.00%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | ALTRIA GROUP INC SR UNSEC 2.35% 05-06-25                                           | CUSIP: 02209SBH5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    7671000 | PA      | $7232149.76     | 0.00%             | 2025-05-06      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | APPLE INC SR UNSEC 1.125% 05-11-25                                                 | CUSIP: 037833DT4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3501802.60     | 0.00%             | 2025-05-11      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                 | AMERICAN INTERNATIONAL GROUP INC SR UNSEC 4.375% 06-30-50                          | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    4240000 | PA      | $3608702.16     | 0.00%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                 | AMERICAN INTERNATIONAL GROUP INC SR UNSEC 2.5% 06-30-25                            | CUSIP: 026874DQ7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    7432000 | PA      | $7003403.99     | 0.00%             | 2025-06-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC SR UNSEC 2.3% 06-01-27                                                    | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    3530000 | PA      | $3144919.36     | 0.00%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | AMAZON.COM INC SR UNSEC 1.2% 06-03-27                                              | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    6250000 | PA      | $5421950.00     | 0.00%             | 2027-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | AMAZON.COM INC SR UNSEC 2.7% 06-03-60                                              | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    2770000 | PA      | $1681791.65     | 0.00%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                       | AERCAP IRELAND CAPITAL DAC SR UNSEC 6.5% 07-15-25                                  | CUSIP: 00774MAN5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    7190000 | PA      | $7292277.75     | 0.00%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC SR UNSEC 2.25% 02-01-32                                                   | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    4055000 | PA      | $3188920.94     | 0.00%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | ALPHABET INC SR UNSEC 2.25% 08-15-60                                               | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   10640000 | PA      | $6045605.44     | 0.00%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 144A SR NON PREF 8.248% 11-21-33/32                            | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   24225000 | PA      | $24644940.38    | 0.01%             | 2033-11-21      | Variable      | 8.25%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 3.509% 01-23-29/28                                    | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $31823645.00    | 0.02%             | 2029-01-23      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | ALPHABET INC SR UNSEC 1.9% 08-15-40                                                | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   11445000 | PA      | $7639640.51     | 0.00%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | AIR LEASE CORP SR UNSEC 2.875% 01-15-26                                            | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   37797000 | PA      | $35013364.34    | 0.02%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                                             | JERSEY CENTRAL POWER & LIGHT CO 144A LIFE SR UNSEC 4.3% 01-15-26                   | CUSIP: 476556DC6<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    1458000 | PA      | $1409862.67     | 0.00%             | 2026-01-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| JBS USA LUX SA                                                                   | JBS USA LUX SA 144A LIFE SR UNSEC 5.5% 01-15-30                                    | CUSIP: 46590XAB2<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | LU        |    3220000 | PA      | $3071445.30     | 0.00%             | 2030-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| APPLE INC                                                                        | APPLE INC SR UNSEC 2.4% 08-20-50                                                   | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   17840000 | PA      | $11177973.12    | 0.01%             | 2050-08-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                       | ANGLO AMERICAN CAPITAL PLC 144A LIFE SR UNSEC 3.95% 09-10-50                       | CUSIP: 034863AY6<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $3676050.00     | 0.00%             | 2050-09-10      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 2.069% 06-01-29/28                                    | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   54174000 | PA      | $45339574.95    | 0.02%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                                             | JERSEY CENTRAL POWER & LIGHT CO 144A LIFE SR UNSEC 2.75% 03-01-32                  | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2430516.00     | 0.00%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 1.47% 09-22-27/26                                     | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   92000000 | PA      | $79767680.00    | 0.04%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA                                                                   | JBS USA LUX SA 144A LIFE SR UNSEC 3.0% 05-15-32                                    | CUSIP: 46590XAD8<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | LU        |   23750000 | PA      | $18247030.00    | 0.01%             | 2032-05-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 2.95% 11-21-26                                                 | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    2310000 | PA      | $2151494.73     | 0.00%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                      | AVOLON HOLDINGS FUNDING LTD 144A LIFE SR UNSEC 4.25% 04-15-26                      | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |   22800000 | PA      | $20695058.40    | 0.01%             | 2026-04-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                   | AMERICAN ELECTRIC POWER CO INC SR UNSEC 1.0% 11-01-25                              | CUSIP: 025537AR2<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $1967182.80     | 0.00%             | 2025-11-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | AMERICAN TOWER CORP SR UNSEC 2.95% 01-15-51                                        | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3116450.00     | 0.00%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 1.561% 12-10-25/24                                    | CUSIP: 46647PCT1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   61442000 | PA      | $56928839.33    | 0.03%             | 2025-12-10      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA                                                                   | JBS USA LUX SA 144A SR UNSEC 3.0% 02-02-29                                         | CUSIP: 46590XAF3<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | LU        |   25462000 | PA      | $21128749.53    | 0.01%             | 2029-02-02      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                       | AERCAP IRELAND CAPITAL DAC SR UNSEC 1.75% 01-30-26                                 | CUSIP: 00774MAS4<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   10369000 | PA      | $9133544.02     | 0.00%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                      | AVOLON HOLDINGS FUNDING LTD 144A LIFE SR UNSEC 2.75% 02-21-28                      | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |   19820000 | PA      | $15940809.78    | 0.01%             | 2028-02-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 2.947% 02-24-28/27                                    | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   45000000 | PA      | $40771665.00    | 0.02%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 4.323% 04-26-28/27                                    | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   53000000 | PA      | $50696090.00    | 0.03%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                      | AVOLON HOLDINGS FUNDING LTD 144A LIFE SR UNSEC 2.125% 02-21-26                     | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |   38712000 | PA      | $33359330.47    | 0.02%             | 2026-02-21      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | ALTRIA GROUP INC SR UNSEC 3.4% 02-04-41                                            | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   22085000 | PA      | $14721728.49    | 0.01%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 4.08% 04-26-26/25                                     | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14577045.00    | 0.01%             | 2026-04-26      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA                                                                   | JBS USA LUX SA 144A LIFE SR UNSEC 5.75% 04-01-33                                   | CUSIP: 46590XAH9<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | LU        |   63699000 | PA      | $60914079.72    | 0.03%             | 2033-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | ALTRIA GROUP INC SR UNSEC 3.7% 02-04-51                                            | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   35542000 | PA      | $22393947.94    | 0.01%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                        | ALIBABA GROUP HOLDING LTD SR UNSEC 3.15% 02-09-51                                  | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | CN        |    4100000 | PA      | $2561757.90     | 0.00%             | 2051-02-09      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 4.912% 07-25-33/32                                    | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   19912000 | PA      | $19018090.58    | 0.01%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 4.851% 07-25-28/27                                    | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   43348000 | PA      | $42326070.90    | 0.02%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                       | ANGLO AMERICAN CAPITAL PLC 144A LIFE SR UNSEC 2.25% 03-17-28                       | CUSIP: 034863AZ3<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    4194000 | PA      | $3533986.03     | 0.00%             | 2028-03-17      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP                                                           | AMERISOURCEBERGEN CORP SR UNSEC 0.737% 03-15-23                                    | CUSIP: 03073EAS4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   11107000 | PA      | $11014312.09    | 0.01%             | 2023-03-15      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA                                                                   | JBS USA LUX SA 144A SR UNSEC 2.5% 01-15-27                                         | CUSIP: 46590XAR7<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | LU        |   34174000 | PA      | $29940183.14    | 0.02%             | 2027-01-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JBS USA LUX SA                                                                   | JBS USA LUX SA 144A SR UNSEC 3.625% 01-15-32                                       | CUSIP: 46590XAT3<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | LU        |   13471000 | PA      | $10930975.60    | 0.01%             | 2032-01-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | KEURIG DR PEPPER INC SR UNSEC 4.417% 05-25-25                                      | CUSIP: 49271VAH3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    1194000 | PA      | $1181566.88     | 0.00%             | 2025-05-25      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | ARTHUR J GALLAGHER & CO SR UNSEC 3.5% 05-20-51                                     | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    5791000 | PA      | $4066874.53     | 0.00%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KASIKORNBANK PCL (HONG KONG BRANCH)                                              | KASIKORNBANK PCL REG S SUB 3.343% 10-02-31/26                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |   21318000 | PA      | $18786785.95    | 0.01%             | 2031-10-02      | Variable      | 3.34%                 | Yes           |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | KEURIG DR PEPPER INC SR UNSEC 3.2% 05-01-30                                        | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    2510000 | PA      | $2193140.11     | 0.00%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KIA CORP                                                                         | KIA CORP 144A LIFE SR UNSEC 2.375% 02-14-25                                        | CUSIP: 49374JAC7<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |   13200000 | PA      | $12258312.00    | 0.01%             | 2025-02-14      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | KINDER MORGAN INC SR UNSEC 5.45% 08-01-52                                          | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    6191000 | PA      | $5589080.03     | 0.00%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC SR UNSEC 2.438% 02-05-26/25                               | CUSIP: 539439AV1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   22400000 | PA      | $20872275.20    | 0.01%             | 2026-02-05      | Variable      | 2.44%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC SR UNSEC 3.87% 07-09-25/24                                | CUSIP: 53944YAL7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $4842255.00     | 0.00%             | 2025-07-09      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                                | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 3.625% 04-01-51                         | CUSIP: 50249AAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   38345000 | PA      | $25816768.22    | 0.01%             | 2051-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                                | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 3.8% 10-01-60                           | CUSIP: 50249AAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9869000 | PA      | $6441111.41     | 0.00%             | 2060-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                                | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 2.25% 10-01-30                          | CUSIP: 50249AAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9848000 | PA      | $7831385.65     | 0.00%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                                | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 1.25% 10-01-25                          | CUSIP: 50249AAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14881000 | PA      | $13290012.77    | 0.01%             | 2025-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                        | L3HARRIS TECHNOLOGIES INC SR UNSEC 1.8% 01-15-31                                   | CUSIP: 502431AN9<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   22725000 | PA      | $17492773.28    | 0.01%             | 2031-01-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC SR UNSEC 1.627% 05-11-27/26                               | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    3100000 | PA      | $2686748.30     | 0.00%             | 2027-05-11      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC SR UNSEC 3.75% 03-18-28/27                                | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   37368000 | PA      | $34549630.70    | 0.02%             | 2028-03-18      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC SR UNSEC 4.976% 08-11-33/32                               | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   21560000 | PA      | $19857687.08    | 0.01%             | 2033-08-11      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                       | MARRIOTT INTERNATIONAL INC SR UNSEC 3.125% 06-15-26                                | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    1640000 | PA      | $1537316.32     | 0.00%             | 2026-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP SR UNSEC 4.875% 06-01-25                                                   | CUSIP: 55336VAJ9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4927965.00     | 0.00%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                        | MEXICO CITY AIRPORT TRUST REG S SR SEC 1ST LIEN 5.5% 10-31-46                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |    1290000 | PA      | $995543.31      | 0.00%             | 2046-10-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP SR UNSEC 4.125% 03-01-27                                                   | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    5880000 | PA      | $5562432.96     | 0.00%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                        | MEXICO CITY AIRPORT TRUST 144A LIFE SR SEC 1ST LIEN 5.5% 07-31-47                  | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    5640000 | PA      | $4356025.80     | 0.00%             | 2047-07-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                        | MEXICO CITY AIRPORT TRUST REG S SR SEC 1ST LIEN 5.5% 07-31-47                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |   18070000 | PA      | $13956274.15    | 0.01%             | 2047-07-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                        | MEXICO CITY AIRPORT TRUST 144A LIFE SR SEC 1ST LIEN 3.875% 04-30-28                | CUSIP: 59284MAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     920000 | PA      | $842960.12      | 0.00%             | 2028-04-30      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 AD0679 10-01-39                                                      | CUSIP: 31418MXH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      18908 | PA      | $19624.87       | 0.00%             | 2039-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED FASST_19-JR3                                       | FASST 19-JR3 A 144A 2.0% 09-25-69                                                  | CUSIP: 31739LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1930331 | PA      | $1983694.67     | 0.00%             | 2069-09-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED FASST_19-JR4                                       | FASST 19-JR4 A 144A 2.0% 11-25-69                                                  | CUSIP: 31740BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2175901 | PA      | $2143616.97     | 0.00%             | 2069-11-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB2882 02-01-52                                                      | CUSIP: 3140QNFY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   83651926 | PA      | $74048350.47    | 0.04%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD7548 11-01-51                                                      | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  479773611 | PA      | $413091316.33   | 0.22%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC WI CERTIFICATES SERIES WI-K143                                       | FHMS K143 A2 (MF) 2.35% 06-25-32                                                   | CUSIP: 3137H6MG7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   99804000 | PA      | $83789050.94    | 0.04%             | 2032-06-25      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 FS0972 01-01-52                                                      | CUSIP: 3140XGCJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7224852 | PA      | $6696750.99     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MOSAIC COMPANY (THE)                                                             | MOSAIC CO SR UNSEC 4.05% 11-15-27                                                  | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    4490000 | PA      | $4235354.14     | 0.00%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP SR UNSEC 4.5% 04-15-38                                                     | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    3130000 | PA      | $2648170.93     | 0.00%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.0 BF0547 07-01-61                                                         | CUSIP: 3140FXTD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   39448682 | PA      | $34870938.41    | 0.02%             | 2061-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST FKH_22-SFR1                                                 | FKH 22-SFR1 A 144A 4.145% 05-17-39/05-19-27                                        | CUSIP: 33768NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24298584 | PA      | $22825871.50    | 0.01%             | 2039-05-17      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD7553 03-01-52                                                      | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  234453513 | PA      | $208456369.78   | 0.11%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA7606 11-01-50                                                      | CUSIP: 3140QFNY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  109716354 | PA      | $98312655.80    | 0.05%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST FREMF_22-K142                                               | FREMF K-142 A2 2.4% 03-25-32                                                       | CUSIP: 3137H73P6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   49523000 | PA      | $41778345.65    | 0.02%             | 2032-03-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS0957 03-01-52                                                      | CUSIP: 3140XGB32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     198811 | PA      | $174693.25      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP SR UNSEC 4.7% 04-15-48                                                     | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    8622000 | PA      | $6841781.17     | 0.00%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MID-ATLANTIC INTERSTATE TRANSMISSION LLC                                         | MID-ATLANTIC INTERSTATE TRANSMISSION LLC 144A LIFE SR UNSEC 4.1% 05-15-28          | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3677212.50     | 0.00%             | 2028-05-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 2.0 MA4501 12-01-41                                                      | CUSIP: 31418EAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   46732871 | PA      | $39448758.76    | 0.02%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 2.0 MA4520 01-01-42                                                      | CUSIP: 31418EAW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   76851168 | PA      | $64872146.24    | 0.03%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                   | MARSH & MCLENNAN COS INC SR UNSEC 4.375% 03-15-29                                  | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3630176.25     | 0.00%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                   | MARSH & MCLENNAN COS INC SR UNSEC 3.875% 03-15-24                                  | CUSIP: 571748BF8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2466502.50     | 0.00%             | 2024-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 AE0395 10-01-40                                                      | CUSIP: 31419ANM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2442228 | PA      | $2423344.42     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 932752 04-01-40                                                          | CUSIP: 31412RH59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     303513 | PA      | $307638.44      | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | MERCK & CO INC SR UNSEC 2.9% 03-07-24                                              | CUSIP: 58933YAU9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    6040000 | PA      | $5903725.52     | 0.00%             | 2024-03-07      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP                                                   | MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 3.195% 07-18-29                        | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     960000 | PA      | $840255.36      | 0.00%             | 2029-07-18      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB2523 01-01-52                                                      | CUSIP: 3140QMYV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      23416 | PA      | $19892.83       | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4305 04-01-51                                                      | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4459079 | PA      | $3646184.41     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                               | METROPOLITAN LIFE GLOBAL FUNDING I 144A LIFE SR SEC 1ST LIEN 2.95% 04-09-30        | CUSIP: 59217GEG0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8697710.00     | 0.00%             | 2030-04-09      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                       | MARRIOTT INTERNATIONAL INC SR UNSEC 5.75% 05-01-25                                 | CUSIP: 571903BD4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    1305000 | PA      | $1317394.89     | 0.00%             | 2025-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 5.0 Q01160 06-01-41                                                          | CUSIP: 3132GEJD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     133675 | PA      | $135642.13      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AI2503 05-01-41                                                      | CUSIP: 3138AFX96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1994566 | PA      | $1917350.10     | 0.00%             | 2041-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                   | MARSH & MCLENNAN COS INC SR UNSEC 2.25% 11-15-30                                   | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    7010000 | PA      | $5755672.66     | 0.00%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                       | MASCO CORP SR UNSEC 1.5% 02-15-28                                                  | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    6884000 | PA      | $5710629.08     | 0.00%             | 2028-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                       | MASCO CORP SR UNSEC 2.0% 02-15-31                                                  | CUSIP: 574599BQ8<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    6626000 | PA      | $5113423.35     | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                       | MASCO CORP SR UNSEC 3.125% 02-15-51                                                | CUSIP: 574599BR6<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    3059000 | PA      | $1909828.53     | 0.00%             | 2051-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 AH3575 01-01-41                                                      | CUSIP: 3138A46M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2463276 | PA      | $2444219.82     | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD8201 03-01-52                                                      | CUSIP: 3132DWDE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1517319 | PA      | $1334008.43     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | MICROSOFT CORP SR UNSEC 2.921% 03-17-52                                            | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    6749000 | PA      | $4809823.33     | 0.00%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                       | MARRIOTT INTERNATIONAL INC SR UNSEC 2.85% 04-15-31                                 | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     710000 | PA      | $576656.32      | 0.00%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE0374 04-01-52                                                      | CUSIP: 3133B9MX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1499192 | PA      | $1273022.29     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD8128 02-01-51                                                      | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   15495829 | PA      | $12685970.19    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER COMPANY                                                        | MONONGAHELA POWER CO 144A LIFE SR SEC 1ST LIEN 3.55% 05-15-27                      | CUSIP: 610202BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6225000 | PA      | $5860345.73     | 0.00%             | 2027-05-15      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 3.217% 04-22-42/41                                         | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2854000 | PA      | $2123196.20     | 0.00%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINANCIAL GROUP INC SR UNSEC 1.554% 07-09-27/26                             | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   34000000 | PA      | $29660206.00    | 0.02%             | 2027-07-09      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP                                                   | MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 1.538% 07-20-27/26                     | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   65500000 | PA      | $56864349.00    | 0.03%             | 2027-07-20      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AE4689 09-01-40                                                      | CUSIP: 31419FF76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     259251 | PA      | $258451.31      | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD8134 03-01-51                                                      | CUSIP: 3132DWBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   72004254 | PA      | $58901279.50    | 0.03%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 1.512% 07-20-27/26                                         | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   83064000 | PA      | $72183280.51    | 0.04%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 2.239% 07-21-32/31                                         | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   31624000 | PA      | $24337482.54    | 0.01%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                         | MSCI INC 144A LIFE SR UNSEC 3.25% 08-15-33                                         | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   26400000 | PA      | $20425785.60    | 0.01%             | 2033-08-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                       | MARRIOTT INTERNATIONAL INC SR UNSEC 2.75% 10-15-33                                 | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   21521000 | PA      | $16479662.71    | 0.01%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP                                                   | MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 1.64% 10-13-27/26                      | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   34600000 | PA      | $30010517.60    | 0.02%             | 2027-10-13      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AA0914 07-01-35                                                      | CUSIP: 31416JAQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     193952 | PA      | $197684.48      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD8106 11-01-50                                                      | CUSIP: 3132DWAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  114083998 | PA      | $93401481.53    | 0.05%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AE2513 09-01-40                                                      | CUSIP: 31419CYK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     694854 | PA      | $704283.23      | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 G05937 08-01-40                                                          | CUSIP: 3128M74W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2438689 | PA      | $2422569.37     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 5.5 G05979 10-01-38                                                          | CUSIP: 3128M76Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20509 | PA      | $21309.04       | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 1.5 FS0305 01-01-42                                                      | CUSIP: 3140XFKT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  118270934 | PA      | $96900913.41    | 0.05%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB0457 05-01-51                                                      | CUSIP: 3140QKQK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  188571096 | PA      | $160354448.70   | 0.08%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA5259 05-01-51                                                      | CUSIP: 3133KLZY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  225404491 | PA      | $191639799.99   | 0.10%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD7554 04-01-52                                                      | CUSIP: 3132DVMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   40017864 | PA      | $34269698.07    | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA8828 02-01-51                                                      | CUSIP: 3140QGY27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   26479646 | PA      | $22762459.99    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS0647 02-01-52                                                      | CUSIP: 3140XFWH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   11459623 | PA      | $10229272.09    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA8046 12-01-50                                                      | CUSIP: 3140QF5G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   34910111 | PA      | $31346312.13    | 0.02%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA7599 11-01-50                                                      | CUSIP: 3140QFNR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   39139654 | PA      | $33757286.44    | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 MA4733 09-01-52                                                      | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  203346432 | PA      | $195928151.00   | 0.10%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 MA4761 09-01-52                                                      | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        | 1257445114 | PA      | $1241234131.98  | 0.65%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 MA4684 06-01-52                                                      | CUSIP: 31418EF21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     144513 | PA      | $139248.15      | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 MA4656 07-01-52                                                      | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   27120415 | PA      | $26132445.68    | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 RA6406 11-01-51                                                      | CUSIP: 3133KNDK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6080122 | PA      | $4984557.19     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.0 BF0548 07-01-61                                                         | CUSIP: 3140FXTE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   59395947 | PA      | $51849157.46    | 0.03%             | 2061-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RA7938 09-01-52                                                      | CUSIP: 3133KPZB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   63720343 | PA      | $62898860.53    | 0.03%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 FM9416 07-01-45                                                      | CUSIP: 3140XDPA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   79604382 | PA      | $73709995.88    | 0.04%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 FM3280 05-01-49                                                      | CUSIP: 3140X6UE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   20827167 | PA      | $19295995.66    | 0.01%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BINOM SECURITIZATION TRUST BINOM_22-RPL1                                         | BINOM 22-RPL1 A1 144A FRN 02-25-61/01-25-27                                        | CUSIP: 05552CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9454313 | PA      | $8441387.28     | 0.00%             | 2061-02-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BANK BANK_22-BNK40                                                               | BANK 22-BNK40 A4 FRN 03-15-64/02-17-32                                             | CUSIP: 06541LBG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12752000 | PA      | $11231910.59    | 0.01%             | 2064-03-15      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| BXSC COMMERCIAL MORTGAGE TRUST BXSC_22-WSS                                       | BXSC 22-WSS D 144A FRN (TSFR1M+318.8) 03-15-35/27                                  | CUSIP: 05610BAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11185000 | PA      | $10693285.03    | 0.01%             | 2035-03-15      | Variable      | 7.52%                 | Yes           |                  2 | On Loan: No      |
| BPR TRUST BPR_22-OANA                                                            | BPR 22-OANA A 144A FRN (TSFR1M+189.8) 04-15-37/24                                  | CUSIP: 05592DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   23495000 | PA      | $22984030.74    | 0.01%             | 2037-04-15      | Variable      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_22-IND                                                               | BX 22-IND A 144A FRN (TSFR1M+149.1) 04-15-37/27                                    | CUSIP: 05609WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   27992662 | PA      | $27448932.64    | 0.01%             | 2037-04-15      | Variable      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_22-IND                                                               | BX 22-IND D 144A FRN (TSFR1M+283.9) 04-15-37/27                                    | CUSIP: 05609WAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3972411 | PA      | $3762755.28     | 0.00%             | 2037-04-15      | Variable      | 7.17%                 | Yes           |                  2 | On Loan: No      |
| BOCA COMMERCIAL MORTGAGE TRUST 22-BOCA                                           | BOCA 22-BOCA A 144A FRN (TSFR1M+176.96) 05-15-39/05-17-27                          | CUSIP: 05592LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8311000 | PA      | $8160786.99     | 0.00%             | 2039-05-15      | Variable      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| BOCA COMMERCIAL MORTGAGE TRUST 22-BOCA                                           | BOCA 22-BOCA B 144A FRN (TSFR1M+231.91) 05-15-39/05-17-27                          | CUSIP: 05592LAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5710000 | PA      | $5516236.86     | 0.00%             | 2039-05-15      | Variable      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_22-PSB                                                               | BX 22-PSB A 144A FRN  (TSFR1M+245.1) 08-15-29/08-16-27                             | CUSIP: 05606DAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1977126 | PA      | $1975706.38     | 0.00%             | 2039-08-15      | Variable      | 6.79%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_22-B37                                            | BMARK 22-B37 A5 FRN 11-15-55                                                       | CUSIP: 08161QAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   54265000 | PA      | $57416494.14    | 0.03%             | 2055-11-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| BANK BANK_22-BN44                                                                | BANK 22-BNK44 ASB FRN 03-15-32/03-17-32                                            | CUSIP: 06540KAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $5184570.00     | 0.00%             | 2032-03-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_15-GC29                                | CGCMT 15-GC29 AAB 2.984% 04-10-48/08-10-24                                         | CUSIP: 17323VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1337703 | PA      | $1305806.71     | 0.00%             | 2048-04-10      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_15-C4                                      | CSAIL 15-C4 ASB 3.6167% 11-15-48                                                   | CUSIP: 12635RAY4<br>LEI: 54930025J96YEH8FQE77 | Long             | ABS-MBS          | CORP              | US        |    3120152 | PA      | $3030341.49     | 0.00%             | 2048-11-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_16-GC36                                | CGCMT 16-GC36 A5 3.616% 02-10-49/01-12-26                                          | CUSIP: 17324TAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2395000 | PA      | $2253160.92     | 0.00%             | 2049-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS CWHL_03-56                                                | CWHL 03-56 6A1 ARH5 FRN 12-25-33                                                   | CUSIP: 12669FBR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     260667 | PA      | $238284.48      | 0.00%             | 2033-12-25      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_14-LC15                                                 | COMM 14-LC15 AM 4.198% 04-10-47/03-12-24                                           | CUSIP: 12591TAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1279544 | PA      | $1239123.21     | 0.00%             | 2047-04-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_16-C1                                  | CGCMT 16-C1 AS 3.514% 05-10-49/05-12-26                                            | CUSIP: 17290YAT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     800000 | PA      | $734309.60      | 0.00%             | 2049-05-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURITIES CORP.  CSFB_02-30                            | CSFB 02-30 1A1 PT 7.5% 11-25-32                                                    | CUSIP: 22541NTQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      80712 | PA      | $79465.76       | 0.00%             | 2032-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_15-C1                                      | CSAIL 15-C1 B FRN 04-15-50/02-18-25                                                | CUSIP: 126281BE3<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $910387.00      | 0.00%             | 2050-04-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_02-34                              | CSFB 02-34 1A1 PT 7.5% 12-25-32                                                    | CUSIP: 2254W0BZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     214741 | PA      | $218392.36      | 0.00%             | 2032-12-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_04-5                               | CSFB 04-5 4A1 PT1 6.0% 09-25-34                                                    | CUSIP: 22541SZL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     733923 | PA      | $699158.90      | 0.00%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CD COMMERCIAL MORTGAGE TRUST CD_17-CD6                                           | CD 17-CD6 A5 3.456% 11-13-50/10-18-27                                              | CUSIP: 125039AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12890000 | PA      | $11915103.52    | 0.01%             | 2050-11-13      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_20-EXP1                                  | CMLTI 20-EXP1 A1A 144A FRN 05-25-60                                                | CUSIP: 17328JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     857995 | PA      | $782248.17      | 0.00%             | 2060-05-25      | Variable      | 1.80%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CSMC_20-NET                                       | CSMC 20-NET A 144A 2.2569% 08-15-37/25                                             | CUSIP: 126438AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17486193 | PA      | $15642606.01    | 0.01%             | 2037-08-15      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_20-HB4                                       | CFMT 20-HB4 A 144A FRN 12-26-30/04-25-23                                           | CUSIP: 12529LAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1628750 | PA      | $1583631.99     | 0.00%             | 2030-12-26      | Variable      | 0.95%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL3                                        | CSMC 21-RPL3 A1 144A FRN 01-25-60                                                  | CUSIP: 12661GAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14357593 | PA      | $12334206.32    | 0.01%             | 2060-01-25      | Variable      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST CAS_21-R01                                   | CAS 21-R01 1M1 144A FRN (SOFR30A+75) 10-25-41                                      | CUSIP: 20754RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     764147 | PA      | $757570.96      | 0.00%             | 2041-10-25      | Variable      | 4.68%                 | Yes           |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_21-HB7                                       | CFMT 21-HB7 A 144A FRN 10-27-31/06-25-24                                           | CUSIP: 12530BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3670202 | PA      | $3459370.55     | 0.00%             | 2031-10-27      | Variable      | 1.15%                 | Yes           |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_21-HB7                                       | CFMT 21-HB7 M1 144A FRN 10-27-31/09-25-24                                          | CUSIP: 12530BAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6481000 | PA      | $5977154.10     | 0.00%             | 2031-10-27      | Variable      | 2.12%                 | Yes           |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_21-5                                               | COLT 21-5 A1 144A FRN 11-26-66                                                     | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15683401 | PA      | $13280954.79    | 0.01%             | 2066-11-26      | Variable      | 1.73%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CORP                                                     | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 2.0% 03-09-26                    | CUSIP: 654740BS7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   42000000 | PA      | $36164100.00    | 0.02%             | 2026-03-09      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| CIM TRUST CIM_22-R2                                                              | CIM 22-R2 A1 144A FRN 12-25-61                                                     | CUSIP: 12567NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   30154351 | PA      | $28495108.30    | 0.01%             | 2061-12-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK COMMERCIAL MORTGAGE TRUST DBJPM_16-C1                              | DBJPM 16-C1 AM 3.539% 05-10-49/02-12-26                                            | CUSIP: 23312LAT5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     550000 | PA      | $501733.65      | 0.00%             | 2049-05-10      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CORP                                                     | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 2.75% 03-09-28                   | CUSIP: 654740BT5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   53150000 | PA      | $43133138.40    | 0.02%             | 2028-03-09      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                                | NOVANT HEALTH INC SR UNSEC 3.168% 11-01-51                                         | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |   32950000 | PA      | $22913594.75    | 0.01%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                                           | ESA 21-ESH D 144A FRN (L+225) 07-15-38/26                                          | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4707199 | PA      | $4518680.27     | 0.00%             | 2038-07-15      | Variable      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                                           | ESA 21-ESH C 144A FRN (L+170) 07-15-38/26                                          | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10694186 | PA      | $10288287.95    | 0.01%             | 2038-07-15      | Variable      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                              | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 1.125% 09-16-24                  | CUSIP: 65480CAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21300000 | PA      | $19421893.80    | 0.01%             | 2024-09-16      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                              | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 1.85% 09-16-26                   | CUSIP: 65480CAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   48361000 | PA      | $40431972.25    | 0.02%             | 2026-09-16      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                              | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 2.45% 09-15-28                   | CUSIP: 65480CAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   29875000 | PA      | $23266022.63    | 0.01%             | 2028-09-15      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                              | NEXTERA ENERGY CAPITAL HOLDINGS INC SR UNSEC 1.875% 01-15-27                       | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   22200000 | PA      | $19679412.00    | 0.01%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                                           | ESA 21-ESH A 144A FRN (L+108) 07-15-38/26                                          | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18390485 | PA      | $17887965.22    | 0.01%             | 2038-07-15      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                                           | ESA 21-ESH B 144A FRN (L+138) 07-15-38/26                                          | CUSIP: 30227FAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14913289 | PA      | $14362346.92    | 0.01%             | 2038-07-15      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                                      | NATIONAL AUSTRALIA BANK LTD 144A LIFE SR UNSEC 1.887% 01-12-27                     | CUSIP: 6325C0EB3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   15000000 | PA      | $13349265.00    | 0.01%             | 2027-01-12      | Fixed         | 1.89%                 | Yes           |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                     | NORFOLK SOUTHERN CORP SR UNSEC 4.55% 06-01-53                                      | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    5030000 | PA      | $4400133.34     | 0.00%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FSPC T-41 3A FRN 07-25-32                                                          | CUSIP: 31392MEN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     805732 | PA      | $771784.77      | 0.00%             | 2032-07-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 3.5 MA2138 01-01-35                                                      | CUSIP: 31418BLU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     152487 | PA      | $146294.14      | 0.00%             | 2035-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | NORTHERN TRUST CORP SUB 6.125% 11-02-32                                            | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5288215.00     | 0.00%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC SR UNSEC 7.472% 11-10-26/25                                      | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $5208545.00     | 0.00%             | 2026-11-10      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | NUTRIEN LTD SR UNSEC 5.95% 11-07-25                                                | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    2985000 | PA      | $3048992.43     | 0.00%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECURITIES CLEARING CORP                                                | NATIONAL SECURITIES CLEARING CORP 144A LIFE SR UNSEC 5.1% 11-21-27                 | CUSIP: 637639AH8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6045504.00     | 0.00%             | 2027-11-21      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC G60344 12-01-45                                                              | CUSIP: 31335ALZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3665243 | PA      | $3524307.40     | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 Q37988 150K MAX 12-01-45                                                 | CUSIP: 3132QU2W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4257680 | PA      | $4093959.80     | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC SR UNSEC 5.85% 01-15-26                                                  | CUSIP: 682680BD4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    4766000 | PA      | $4828520.39     | 0.00%             | 2026-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                          | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 3.05% 11-15-24                  | CUSIP: 74456QBK1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    3360000 | PA      | $3249721.44     | 0.00%             | 2024-11-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 Q26734 125K MAX 06-01-44                                                 | CUSIP: 3132M7EF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1728485 | PA      | $1668996.14     | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BC7611 05-01-46                                                      | CUSIP: 3140F3N53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     453518 | PA      | $434553.01      | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.5% 06-15-25                          | CUSIP: 694308HM2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     846000 | PA      | $798966.63      | 0.00%             | 2025-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.95% 03-01-26                         | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   41014000 | PA      | $37635635.81    | 0.02%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 Q40476 175K MAX 04-01-46                                                 | CUSIP: 3132WDQ64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2641705 | PA      | $2535648.00     | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 Q40458 175K MAX 04-01-46                                                 | CUSIP: 3132WDQL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     550233 | PA      | $529253.58      | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.75% 09-21-47                                        | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    5324000 | PA      | $3408872.02     | 0.00%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.875% 08-04-26                                       | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  145248000 | PA      | $137505845.86   | 0.07%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.3% 03-15-27                          | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    5041000 | PA      | $4491525.96     | 0.00%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ELECTRIC COMPANY                                                    | PENNSYLVANIA ELECTRIC CO 144A LIFE SR UNSEC 3.25% 03-15-28                         | CUSIP: 708696BY4<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2700519.00     | 0.00%             | 2028-03-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 3.5 Q11220 09-01-42                                                          | CUSIP: 3132HMK91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     436695 | PA      | $409647.32      | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 3.5 G07921 04-01-43                                                          | CUSIP: 3128MAD22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     368145 | PA      | $345340.93      | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                          | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 3.6% 12-01-47                   | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    6175000 | PA      | $4722627.65     | 0.00%             | 2047-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.5% 03-13-27                                         | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  149955000 | PA      | $137105805.92   | 0.07%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.3% 12-01-27                          | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   74306000 | PA      | $65698244.35    | 0.03%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | PRUDENTIAL FINANCIAL INC SR UNSEC 4.35% 02-25-50                                   | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    7760000 | PA      | $6612032.16     | 0.00%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | PFIZER INC SR UNSEC 3.45% 03-15-29                                                 | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1252360.85     | 0.00%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | PFIZER INC SR UNSEC 2.95% 03-15-24                                                 | CUSIP: 717081ES8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     975000 | PA      | $953617.28      | 0.00%             | 2024-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 2.875% 05-01-24                           | CUSIP: 718172CH0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    5270000 | PA      | $5116505.98     | 0.00%             | 2024-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                          | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 3.85% 05-01-49                  | CUSIP: 74456QBZ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    4290000 | PA      | $3419091.39     | 0.00%             | 2049-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORPORATION LTD                                                    | POWER FINANCE CORP LTD REG S SR UNSEC 4.5% 06-18-29                                | CUSIP: N/A<br>LEI: 3358003Q6D9LIJJZ1614       | Long             | DBT              | CORP              | IN        |    4446000 | PA      | $4115182.03     | 0.00%             | 2029-06-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | PRUDENTIAL FINANCIAL INC SR UNSEC 3.7% 03-13-51                                    | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     945000 | PA      | $725844.11      | 0.00%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PEPSICO INC SR UNSEC 3.625% 03-19-50                                               | CUSIP: 713448EU8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    3109000 | PA      | $2555784.54     | 0.00%             | 2050-03-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 1.5% 05-01-25                             | CUSIP: 718172CN7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    6434000 | PA      | $5961506.34     | 0.00%             | 2025-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                                                  | PLAINS ALL AMERICAN PIPELINE LP SR UNSEC 3.8% 09-15-30                             | CUSIP: 72650RBN1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    3403000 | PA      | $2965483.10     | 0.00%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.1% 08-01-27                          | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    4717000 | PA      | $4035610.48     | 0.00%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.3% 08-01-40                          | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   13756000 | PA      | $9360655.37     | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.5% 08-01-50                          | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   15312000 | PA      | $9568667.86     | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.5% 02-01-31                          | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   80655000 | PA      | $62763059.39    | 0.03%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.55% 07-01-30                         | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  128392000 | PA      | $116674946.08   | 0.06%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.75% 07-01-28                         | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   36497000 | PA      | $32438095.64    | 0.02%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.65% 08-01-28                         | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   10305000 | PA      | $9493955.28     | 0.00%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.15% 01-01-26                         | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  154125000 | PA      | $143381254.50   | 0.07%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                          | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 2.05% 08-01-50                  | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    5365000 | PA      | $3015634.31     | 0.00%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 0.875% 05-01-26                           | CUSIP: 718172CR8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   24896000 | PA      | $21900812.03    | 0.01%             | 2026-05-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 1.75% 11-01-30                            | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   24609000 | PA      | $19328031.65    | 0.01%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCES CO                                                     | PIONEER NATURAL RESOURCES CO SR UNSEC 2.15% 01-15-31                               | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   14392000 | PA      | $11409373.14    | 0.01%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA (STATE OF)                                                            | CA ST GO VETERANS SFM PAC (75-500) AMT 15CM SF 2.45% 12-01-31                      | CUSIP: 13063CXS4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      80000 | PA      | $79346.48       | 0.00%             | 2031-12-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT ST HSG FIN AUTH                                                      | CT HFA SFH PAC (75-500) PSA 14A1 4.0% 11-15-44                                     | CUSIP: 20775BV52<br>LEI: 5493003DXX0NRJKSH186 | Long             | DBT              | MUN               | US        |      70000 | PA      | $69939.31       | 0.00%             | 2044-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST 2022-SHIP GSMS_22-SHIP                  | GSMS 22-SHIP B 144A FRN (TSFR1M+142.4) 08-15-24                                    | CUSIP: 36269CAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2196000 | PA      | $2153351.48     | 0.00%             | 2024-08-15      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST 2022-SHIP GSMS_22-SHIP                  | GSMS 22-SHIP A 144A FRN (TSFR1M+73.1) 08-15-24                                     | CUSIP: 36269CAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5925000 | PA      | $5846387.10     | 0.00%             | 2024-08-15      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST 2022-SHIP GSMS_22-SHIP                  | GSMS 22-SHIP D 144A FRN (TSFRM1+160.69) 07-15-24                                   | CUSIP: 36269CAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5081000 | PA      | $4920984.07     | 0.00%             | 2024-08-15      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| STATE BOARD OF ADMINISTRATION FINANCE CORP                                       | FL ST BRD OF ADMIN TAXABLE 20A 2.154% 07-01-30                                     | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |   56145000 | PA      | $46034015.39    | 0.02%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| STATE BOARD OF ADMINISTRATION FINANCE CORP                                       | FL ST BRD OF ADMIN TAXABLE 20A 1.705% 07-01-27                                     | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |   44105000 | PA      | $38433273.42    | 0.02%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| STATE BOARD OF ADMINISTRATION FINANCE CORP                                       | FL ST BRD OF ADMIN TAXABLE 20A 1.258% 07-01-25                                     | CUSIP: 341271AD6<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |   11950000 | PA      | $10977198.30    | 0.01%             | 2025-07-01      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOB SECURITIZATION CORP CALIF                                          | GOLDEN ST TOBACCO SEC CORP TAXABLE 21A SF 3.115% 06-01-38                          | CUSIP: 38122NZX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   26640000 | PA      | $20702210.40    | 0.01%             | 2038-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GUAM INTL ARPT AUTH                                                              | GUAM INTL AIRPORT TAXABLE 21A SF 4.46% 10-01-43                                    | CUSIP: 40064REL9<br>LEI: N/A                  | Long             | DBT              | MUN               | GU        |    1260000 | PA      | $985107.06      | 0.00%             | 2043-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| GUAM INTL ARPT AUTH                                                              | GUAM INTL AIRPORT TAXABLE 21A SF 3.839% 10-01-36                                   | CUSIP: 40064REK1<br>LEI: N/A                  | Long             | DBT              | MUN               | GU        |     960000 | PA      | $782895.36      | 0.00%             | 2036-10-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOB SECURITIZATION CORP CALIF                                          | GOLDEN ST TOBACCO SEC CORP TAXABLE ST APPROP 21B SF 3.0% 06-01-46                  | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   10885000 | PA      | $10085322.59    | 0.01%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOB SECURITIZATION CORP CALIF                                          | GOLDEN ST TOBACCO SEC CORP TAXABLE ST APPROP 21B SF 2.746% 06-01-34                | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4705000 | PA      | $3785186.62     | 0.00%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOB SECURITIZATION CORP CALIF                                          | GOLDEN ST TOBACCO SEC CORP TAXABLE ST APPROP 21B SF 3.293% 06-01-42                | CUSIP: 38122NB68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    9180000 | PA      | $6817435.20     | 0.00%             | 2042-06-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOB SECURITIZATION CORP CALIF                                          | GOLDEN ST TOBACCO SEC CORP TAXABLE ST APPROP 21A-1 SF 3.487% 06-01-36              | CUSIP: 38122ND41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5365000 | PA      | $4288759.54     | 0.00%             | 2036-06-01      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOB SECURITIZATION CORP CALIF                                          | GOLDEN ST TOBACCO SEC CORP TAXABLE ST APPROP 21A-1 SF 3.714% 06-01-41              | CUSIP: 38122ND58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    8945000 | PA      | $6722230.12     | 0.00%             | 2041-06-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST 2022-SHIP GSMS_22-SHIP                  | GSMS 22-SHIP C 144A FRN (TSFR1M+191.9) 08-15-24                                    | CUSIP: 36269CAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2272000 | PA      | $2228254.91     | 0.00%             | 2024-08-15      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GREAT WOLF TRUST GWT_19-WOLF                                                     | GWT 19-WOLF A 144A FRN (L+103.4) 12-15-36/12-16-24                                 | CUSIP: 39152TAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2434000 | PA      | $2366456.50     | 0.00%             | 2036-12-15      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 5.5 TBA 01-01-53                                                              | CUSIP: 21H052611<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  156769375 | PA      | $157694941.39   | 0.08%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 2.0 TBA 01-01-53                                                              | CUSIP: 21H020618<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  210333584 | PA      | $176323484.80   | 0.09%             | 2053-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO SR UNSEC 3.9% 05-01-49                                                   | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    7056000 | PA      | $4984026.77     | 0.00%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO SR UNSEC 3.6% 05-01-34                                                   | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    4240000 | PA      | $3402939.20     | 0.00%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO SR UNSEC 3.75% 02-01-50                                                  | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    4725000 | PA      | $3263812.65     | 0.00%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO SR UNSEC 3.25% 02-01-35                                                  | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2744000 | PA      | $2095044.00     | 0.00%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 3.462% 09-06-29                                          | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2154037.50     | 0.00%             | 2029-09-06      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 4.758% 09-06-49                                          | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   52869000 | PA      | $38498465.63    | 0.02%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HONG KONG                                                       | BANGKOK BANK PCL REG S SUB 3.733% 09-25-34/29                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |   21127000 | PA      | $17700749.90    | 0.01%             | 2034-09-25      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 4.7% 04-02-27                                            | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    5241000 | PA      | $5031910.31     | 0.00%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 4.906% 04-02-30                                          | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     130000 | PA      | $119320.63      | 0.00%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC                                                        | BAKER HUGHES HOLDINGS LLC SR UNSEC 4.486% 05-01-30                                 | CUSIP: 05724BAA7<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    6120000 | PA      | $5847825.24     | 0.00%             | 2030-05-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO SR UNSEC 5.705% 05-01-40                                                 | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3774000 | PA      | $3614929.67     | 0.00%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO SR UNSEC 5.04% 05-01-27                                                  | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   58867000 | PA      | $58311472.12    | 0.03%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO SR UNSEC 4.875% 05-01-25                                                 | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  177833000 | PA      | $176631382.42   | 0.09%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO SR UNSEC 5.805% 05-01-50                                                 | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   72319000 | PA      | $67420906.45    | 0.04%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO SR UNSEC 5.15% 05-01-30                                                  | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   91052000 | PA      | $89057232.78    | 0.05%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA SR NON PREF 2.746% 05-28-25                                     | CUSIP: 05971KAE9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    5000000 | PA      | $4683895.00     | 0.00%             | 2025-05-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 3.984% 09-25-50                                          | CUSIP: 05526DBU8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   16609000 | PA      | $10931479.09    | 0.01%             | 2050-09-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 2.259% 03-25-28                                          | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   17837000 | PA      | $14832910.30    | 0.01%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 2.726% 03-25-31                                          | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    4625000 | PA      | $3619178.13     | 0.00%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                    | BAT INTERNATIONAL FINANCE PLC SR UNSEC 1.668% 03-25-26                             | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   20205000 | PA      | $17925633.54    | 0.01%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS SA 144A LIFE SR NON PREF 1.904% 09-30-28/27                            | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    5000000 | PA      | $4171090.00     | 0.00%             | 2028-09-30      | Variable      | 1.90%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR NON PREF 1.652% 10-06-26/25                                   | CUSIP: 05583JAH5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   12975000 | PA      | $11543338.50    | 0.01%             | 2026-10-06      | Variable      | 1.65%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 1.197% 10-24-26/25                                   | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   19820000 | PA      | $17640374.78    | 0.01%             | 2026-10-24      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                    | BANNER HEALTH SR UNSEC 2.913% 01-01-51                                             | CUSIP: 06654DAE7<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    6005000 | PA      | $3983548.86     | 0.00%             | 2051-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                    | BANNER HEALTH SR UNSEC 1.897% 01-01-31                                             | CUSIP: 06654DAD9<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3960875.00     | 0.00%             | 2031-01-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO SR UNSEC 1.95% 02-01-24                                                  | CUSIP: 097023CZ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    9325000 | PA      | $8987192.55     | 0.00%             | 2024-02-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO SR UNSEC 2.75% 02-01-26                                                  | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  105258000 | PA      | $97663003.75    | 0.05%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO SR UNSEC 3.25% 02-01-28                                                  | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   87395000 | PA      | $79518001.26    | 0.04%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO SR UNSEC 3.625% 02-01-31                                                 | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    5866000 | PA      | $5154207.83     | 0.00%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC 144A SR UNSEC 2.6% 02-15-33                                           | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   21763000 | PA      | $16393219.14    | 0.01%             | 2033-02-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS SA 144A LIFE SR UNSEC 1.323% 01-13-27/26                               | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   32442000 | PA      | $28389377.80    | 0.01%             | 2027-01-13      | Variable      | 1.32%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR UNSEC 1.0% 01-20-26                                           | CUSIP: 05578AAP3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   25000000 | PA      | $21942775.00    | 0.01%             | 2026-01-20      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR UNSEC 2.277% 01-20-32/31                                      | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     325000 | PA      | $243685.00      | 0.00%             | 2032-01-20      | Variable      | 2.28%                 | Yes           |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOLDINGS                                                    | BAYLOR SCOTT & WHITE HOLDINGS 0.827% 11-15-25                                      | CUSIP: 072863AG8<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    5462000 | PA      | $4831980.15     | 0.00%             | 2025-11-15      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOLDINGS                                                    | BAYLOR SCOTT & WHITE HOLDINGS SR UNSEC 1.777% 11-15-30                             | CUSIP: 072863AH6<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |   21418000 | PA      | $16596401.26    | 0.01%             | 2030-11-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO SR UNSEC 2.196% 02-04-26                                                 | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   93775000 | PA      | $85304210.48    | 0.04%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 1.658% 03-11-27/26                                   | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   12694000 | PA      | $11244637.16    | 0.01%             | 2027-03-11      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC 144A SR UNSEC 3.469% 04-15-34                                         | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   62578500 | PA      | $50106667.53    | 0.03%             | 2034-04-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS SA 144A LIFE SR NON PREF 2.871% 04-19-32/31                            | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   30232000 | PA      | $23711532.01    | 0.01%             | 2032-04-19      | Variable      | 2.87%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 2.087% 06-14-29/28                                   | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   69705000 | PA      | $58779159.48    | 0.03%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS SA 144A LIFE SR NON PREF 1.675% 06-30-27/26                            | CUSIP: 09659W2Q6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1412000 | PA      | $1230498.70     | 0.00%             | 2027-06-30      | Variable      | 1.68%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 2.299% 07-21-32/31                                   | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   16073000 | PA      | $12416569.30    | 0.01%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA SR NON PREF 1.722% 09-14-27/26                                  | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   20600000 | PA      | $17621404.80    | 0.01%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS SA 144A LIFE SR NON PREF 2.159% 09-15-29/28                            | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   24859000 | PA      | $20309604.13    | 0.01%             | 2029-09-15      | Variable      | 2.16%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC 144A SR UNSEC 3.187% 11-15-36                                         | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   24991000 | PA      | $18029032.21    | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC 144A SR UNSEC 3.137% 11-15-35                                         | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   64171000 | PA      | $47378861.06    | 0.02%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | KEURIG DR PEPPER INC                                                               | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |   11499535 | NS      | $410073418.10   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                                                          | KEYCORP                                                                            | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |   14155873 | NS      | $246595307.66   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & CO INC                                                                     | KKR & CO INC                                                                       | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |    2754520 | NS      | $127864818.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORP                                                                         | KLA CORP                                                                           | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |    1926747 | NS      | $726441421.41   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORPORATION                                                               | LENNAR CORP CL A                                                                   | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |    7053400 | NS      | $638332700.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 3.5 TBA 01-01-53                                                              | CUSIP: 21H032613<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10000000 | PA      | $9189280.00     | 0.00%             | 2053-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 TBA 01-01-53                                                              | CUSIP: 21H042612<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  891828730 | PA      | $865274529.56   | 0.45%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 2.5 TBA 01-01-53                                                              | CUSIP: 21H022614<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3057617 | PA      | $2650424.97     | 0.00%             | 2053-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 3.0 TBA 01-01-53                                                              | CUSIP: 21H030617<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  250000000 | PA      | $222662750.00   | 0.12%             | 2053-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                        | L3HARRIS TECHNOLOGIES INC                                                          | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |    4605212 | NS      | $958851190.52   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PLC                                                                        | LINDE PLC                                                                          | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | GB        |    2765087 | NS      | $901916077.66   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY AND CO                                                                 | ELI LILLY AND CO                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |    4644996 | NS      | $1699325336.64  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | LOCKHEED MARTIN CORP                                                               | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |    1691714 | NS      | $823001943.86   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| LUNDIN MINING CORP                                                               | LUNDIN MINING CORP                                                                 | CUSIP: 550372106<br>LEI: 549300FQDIM6C8HTN269 | Long             | EC               | CORP              | CA        |    8597000 | NS      | $52762976.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE                                              | LVMH MOET HENNESSY LOUIS VUITTON SE                                                | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |     679957 | NS      | $493951530.58   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | LAS VEGAS SANDS CORP                                                               | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |   13500000 | NS      | $648945000.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| LYONDELLBASELL INDUSTRIES NV                                                     | LYONDELLBASELL INDUSTRIES NV                                                       | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | US        |     542893 | NS      | $45076405.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                                                                   | MASTERCARD INC CL A                                                                | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |    2126091 | NS      | $739305623.43   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                       | MARRIOTT INTERNATIONAL INC CL A                                                    | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     609583 | NS      | $90760812.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALDS CORP                                                                   | MCDONALDS CORP                                                                     | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |    1713000 | NS      | $451426890.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                       | MONDELEZ INTERNATIONAL INC                                                         | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    2451717 | NS      | $163406938.05   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC CL A                                                            | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    6451882 | NS      | $776419479.88   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                                  | CAPITAL GROUP CENTRAL CASH FUND                                                    | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | STIV             | RF                | US        |  149900976 | NS      | $14988598543.24 | 7.81%             |  |  |  | No            |                  1 | On Loan: No      |
| CDX HIGH GRADE ISSUER                                                            | CDX NA IG S39 5Y 1.0% 12-20-27 0.40 REC ICE                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |          1 | NC      | $-16700623.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                   | MARSH & MCLENNAN COMPANIES INC                                                     | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     857380 | NS      | $141879242.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | ALTRIA GROUP INC                                                                   | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |   27943233 | NS      | $1277285180.43  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO INC                                                                   | MERCK & CO INC                                                                     | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    1030839 | NS      | $114371587.05   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY                                                                     | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    4550447 | NS      | $386879003.94   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                                                   | MICROSOFT CORP                                                                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |   26731339 | NS      | $6410709718.98  | 3.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | MICRON TECHNOLOGY INC                                                              | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |    3321000 | NS      | $165983580.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RISKLESS ISSUER                                                                  | FSWP: OIS RECFIX USD 3.16% 06-20-23/06-20-28 LCH                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-3097605.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | FSWP: OIS PAYFIX USD 3.1% 06-20-23/06-20-33 LCH                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $2723202.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 0.10625% 07-08-20/07-08-25 LCH                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $29371730.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 0.666% 11-19-20/11-19-30 LCH                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $15644694.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX USD 0.207% 02-26-21/02-26-24 LCH                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-69680237.40   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX USD 0.3325% 04-02-21/04-02-24 LCH                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-39963567.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX USD 4.345% 09-29-22/09-29-24 LCH                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-4514140.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX USD 4.197% 09-30-22/09-30-24 LCH                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-7092973.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX USD 4.1735% 09-30-22/09-30-24 LCH                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-7681095.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX USD 4.15% 10-06-22/10-06-24 LCH                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-7961278.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | NASDAQ INC                                                                         | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |    2221860 | NS      | $136311111.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                                               | NEXTERA ENERGY INC                                                                 | CUSIP: 65339F101<br>LEI: TWQ1WATU9P8ZBX9T3I54 | Long             | EC               | CORP              | US        |    3092545 | NS      | $258536762.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NESTLE SA                                                                        | NESTLE SA                                                                          | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |    8449093 | NS      | $975747590.62   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | NETFLIX INC                                                                        | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |    3201048 | NS      | $943925034.24   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL GRID PLC                                                                | NATIONAL GRID PLC                                                                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |    7327000 | NS      | $88007369.77    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE INC CL B                                                                      | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     757900 | NS      | $88681879.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | NORTHROP GRUMMAN CORP                                                              | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |    2679885 | NS      | $1462172054.85  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                     | NORFOLK SOUTHERN CORP                                                              | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |    1297952 | NS      | $319841331.84   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORP                                                                       | NUCOR CORP                                                                         | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |    1499000 | NS      | $197583190.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP                                                                        | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     802100 | NS      | $65563654.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE OWL CAPITAL INC                                                             | BLUE OWL CAPITAL INC CL A                                                          | CUSIP: 09581B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   21385307 | NS      | $226684254.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| PAYCHEX INC                                                                      | PAYCHEX INC                                                                        | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |    1266994 | NS      | $146413826.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR INC                                                                       | PACCAR INC                                                                         | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |    1882742 | NS      | $186334975.74   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                                                        | PG&E CORP                                                                          | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |   20303125 | NS      | $330128812.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                                                                       | PFIZER INC                                                                         | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |   62687097 | NS      | $3212086850.28  | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER & GAMBLE CO                                                              | PROCTER & GAMBLE CO                                                                | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    2685327 | NS      | $406988160.12   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESSIVE CORP (THE)                                                           | PROGRESSIVE CORP (THE)                                                             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |    1189429 | NS      | $154280835.59   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC                                                    | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |   40649628 | NS      | $4114148849.88  | 2.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                 | PNC FINANCIAL SERVICES GROUP INC                                                   | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |    1387668 | NS      | $219168283.92   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SERVICES INC                                                              | QUANTA SERVICES INC                                                                | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |    2289000 | NS      | $326182500.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PIONEER NATURAL RESOURCES CO                                                     | PIONEER NATURAL RESOURCES CO                                                       | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |    7551000 | NS      | $1724572890.00  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 5.0 TBA 01-01-53                                                              | CUSIP: 21H050615<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  168943000 | PA      | $167429608.61   | 0.09%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA8488 12-20-52                                                           | CUSIP: 36179XND4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   31400000 | PA      | $29742456.80    | 0.02%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 MA8427 11-20-52                                                           | CUSIP: 36179XLG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   48262744 | PA      | $46871280.92    | 0.02%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 MA8489 12-20-52                                                           | CUSIP: 36179XNE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     732580 | PA      | $711420.89      | 0.00%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA8346 10-20-52                                                           | CUSIP: 36179XHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  288547017 | PA      | $273335106.54   | 0.14%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA8426 11-20-52                                                           | CUSIP: 36179XLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   30026302 | PA      | $28443375.84    | 0.01%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2RF 5.035 710085 09-20-61                                                         | CUSIP: 36297E2S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3429 | PA      | $3399.63        | 0.00%             | 2061-09-20      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA1601 01-20-44                                                           | CUSIP: 36179NX60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38230 | PA      | $36849.88       | 0.00%             | 2044-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUNDRED ACRE WOOD TRUST HAWT_21-INV1                                             | HAWT 21-INV1 A3 144A FRN 07-25-51                                                  | CUSIP: 44590HAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3846702 | PA      | $3106281.44     | 0.00%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST HPA_21-2                                          | HPA 21-2 A 144A 1.901% 12-17-26                                                    | CUSIP: 43732VAT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16137494 | PA      | $13961465.67    | 0.01%             | 2026-12-17      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| INTOWN 2022-STAY MORTGAGE TRUST TOWN_22-STAY                                     | TOWN 22-STAY A 144A FRN (TSFR1M+248.86) 08-15-39/24                                | CUSIP: 46117NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4325000 | PA      | $4307488.08     | 0.00%             | 2039-08-15      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_14-C18                          | JPMBB 14-C18 A5 4.0793% 02-15-47/02-16-24                                          | CUSIP: 46641JAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12784000 | PA      | $12494992.11    | 0.01%             | 2047-02-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_16-JP4                 | JPMCC 16-JP4 A4 FRN 12-15-49/11-18-26                                              | CUSIP: 46645UAT4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8015000 | PA      | $7487067.98     | 0.00%             | 2049-12-15      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_17-C5                           | JPMDB 17-C5 A5 3.6939% 03-15-50/01-15-27                                           | CUSIP: 46590TAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2520000 | PA      | $2357533.08     | 0.00%             | 2050-03-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP                                                   | MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 0.962% 10-11-25/24                     | CUSIP: 606822CA0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   46000000 | PA      | $42325060.00    | 0.02%             | 2025-10-11      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | MASTERCARD INC SR UNSEC 2.0% 11-18-31                                              | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   14273000 | PA      | $11496416.22    | 0.01%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | MERCK & CO INC SR UNSEC 1.9% 12-10-28                                              | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $2925795.20     | 0.00%             | 2028-12-10      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | MERCK & CO INC SR UNSEC 2.75% 12-10-51                                             | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    5514000 | PA      | $3711087.42     | 0.00%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_17-C7                           | JPMDB 17-C7 A5 3.4092% 10-15-50/08-17-27                                           | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     930000 | PA      | $855596.28      | 0.00%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO                | JPMCC 22-OPO A 144A 3.0242% 01-05-39/01-08-27                                      | CUSIP: 46655AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   39275000 | PA      | $33645125.13    | 0.02%             | 2039-01-05      | Fixed         | 3.02%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO                | JPMCC 22-OPO C 144A FRN 01-05-39/01-08-27                                          | CUSIP: 46655AAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11149000 | PA      | $8666931.58     | 0.00%             | 2039-01-05      | Variable      | 3.45%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO                | JPMCC 22-OPO B 144A 3.3765% 01-05-39/01-08-27                                      | CUSIP: 46655AAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13012000 | PA      | $10615280.68    | 0.01%             | 2039-01-05      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_19-GS7                                          | LMAT 19-GS7 A1 144A FRN 11-25-59                                                   | CUSIP: 52474MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13362080 | PA      | $13351630.58    | 0.01%             | 2059-11-25      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS2                                          | LMAT 21-GS2 A1 144A FRN 04-25-61                                                   | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6720067 | PA      | $6107378.58     | 0.00%             | 2061-04-25      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| LUXE COMMERCIAL MORTGAGE TRUST LUXE_21-TRIP                                      | LUXE 21-TRIP A 144A FRN (L+105) 10-15-38/24                                        | CUSIP: 55066WAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14957741 | PA      | $14329246.37    | 0.01%             | 2038-10-15      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| LUXE COMMERCIAL MORTGAGE TRUST LUXE_21-TRIP                                      | LUXE 21-TRIP B 144A FRN (L+140) 10-15-38/24                                        | CUSIP: 55066WAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7617000 | PA      | $7214639.59     | 0.00%             | 2038-10-15      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS5                                          | LMAT 21-GS5 A1 144A 2.25% 07-25-67/11-25-24                                        | CUSIP: 52475XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13221557 | PA      | $11901582.45    | 0.01%             | 2067-07-25      | Variable      | 2.25%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-R1                                      | BRAVO 22-R1 A 144A 3.125% 01-29-70/25                                              | CUSIP: 10568PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   25036345 | PA      | $22302226.30    | 0.01%             | 2070-01-29      | Variable      | 3.12%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_15-C22                                           | MSBAM 15-C22 ASB 3.04% 04-15-48/11-15-24                                           | CUSIP: 61690FAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1336774 | PA      | $1299525.10     | 0.00%             | 2048-04-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_15-C27                                           | MSBAM 15-C27 ASB 3.557% 12-15-47/03-15-25                                          | CUSIP: 61690AAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2224269 | PA      | $2163268.03     | 0.00%             | 2047-12-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_14-C17                                           | MSBAM 14-C17 A5 3.741% 08-15-47/07-17-24                                           | CUSIP: 61763UAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8015581 | PA      | $7767001.80     | 0.00%             | 2047-08-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_15-C22                                           | MSBAM 15-C22 A4 3.306% 04-15-48/04-17-25                                           | CUSIP: 61690FAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1600000 | PA      | $1517355.20     | 0.00%             | 2048-04-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| INSTITUTIONAL MORTGAGE SECURITIES CANADA INC MSCI_15-UBS8                        | MSCI 15-UBS8 AS 4.114% 12-15-48/12-17-25                                           | CUSIP: 61691ABN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2490000 | PA      | $2284485.36     | 0.00%             | 2048-12-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_16-C32                                           | MSBAM 16-C32 A4 3.72% 12-15-49/12-17-26                                            | CUSIP: 61691GAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     972000 | PA      | $910867.03      | 0.00%             | 2049-12-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE TRUST MCMLT_19-1                                              | MCMLT 19-1 A1 144A FRN 10-25-69                                                    | CUSIP: 59981AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5745386 | PA      | $5429136.61     | 0.00%             | 2069-10-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| MELLO WAREHOUSE SECURITIZATION TRUST MWST_21-3                                   | MWST 21-3 A 144A FRN (L+85) 11-25-55                                               | CUSIP: 58552FAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   32320000 | PA      | $31270020.16    | 0.02%             | 2055-11-25      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP                                                   | MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 2.341% 01-19-28/27                     | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   24000000 | PA      | $21157632.00    | 0.01%             | 2028-01-19      | Variable      | 2.34%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 2.475% 01-21-28/27                                         | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   14536000 | PA      | $12936313.20    | 0.01%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST MCMLT_15-1                                         | MCMLT 15-1 M2 144A FRN 06-25-56/10-25-30                                           | CUSIP: 599809CE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3191580 | PA      | $3160825.58     | 0.00%             | 2056-06-25      | Variable      | 3.62%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT 19-2A                                   | NRZT 19-2A A1 144A FRN 12-25-57                                                    | CUSIP: 64830DAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     722967 | PA      | $686339.40      | 0.00%             | 2057-12-25      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST OBX_22-J1                                                              | OBX 22-J1 A2 144A FRN 02-25-52                                                     | CUSIP: 67116WAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22272346 | PA      | $17985320.52    | 0.01%             | 2052-02-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 3.25% 01-05-23                            | CUSIP: 37045XCF1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    8417000 | PA      | $8416503.40     | 0.00%             | 2023-01-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                             | GLENCORE FUNDING LLC 144A LIFE SR UNSEC 4.125% 03-12-24                            | CUSIP: 378272AT5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    4130000 | PA      | $4065716.55     | 0.00%             | 2024-03-12      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                                   | GLP CAPITAL LP SR UNSEC 3.35% 09-01-24                                             | CUSIP: 361841AN9<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2304144.00     | 0.00%             | 2024-09-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                                   | GLP CAPITAL LP SR UNSEC 4.0% 01-15-30                                              | CUSIP: 361841AP4<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4387945.00     | 0.00%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_19-1A                                                | SEACO 19-1A B 144A 4.81% 09-17-39                                                  | CUSIP: 37891TAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12310000 | PA      | $11555803.29    | 0.01%             | 2039-09-17      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | GEORGIA POWER CO SR UNSEC 3.7% 01-30-50                                            | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $749249.00      | 0.00%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | GENERAL MOTORS CO SR UNSEC 6.125% 10-01-25                                         | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   32572000 | PA      | $33182497.00    | 0.02%             | 2025-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | GENERAL MOTORS CO SR UNSEC 6.8% 10-01-27                                           | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   24419000 | PA      | $25387897.08    | 0.01%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 2.75% 06-20-25                            | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   36850000 | PA      | $34528818.50    | 0.02%             | 2025-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 3.6% 06-21-30                             | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    5785000 | PA      | $4881302.01     | 0.00%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 2.7% 08-20-27                             | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   55425000 | PA      | $48535617.08    | 0.03%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | GILEAD SCIENCES INC SR UNSEC 1.65% 10-01-30                                        | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    5826000 | PA      | $4633505.19     | 0.00%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 1.25% 01-08-26                            | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7053104.00     | 0.00%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 2.35% 01-08-31                            | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   43356000 | PA      | $32786761.03    | 0.02%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 1.431% 03-09-27/26                                | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13170285.00    | 0.01%             | 2027-03-09      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 2.4% 04-10-28                             | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   22789000 | PA      | $19205657.64    | 0.01%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.25% 06-01-31                         | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   16602000 | PA      | $13534913.32    | 0.01%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                   | PUBLIC STORAGE SR UNSEC 2.3% 05-01-31                                              | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    2959000 | PA      | $2408995.88     | 0.00%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                   | PUBLIC STORAGE SR UNSEC 1.85% 05-01-28                                             | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   10252000 | PA      | $8812937.01     | 0.00%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.0% 06-15-28                          | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   21447000 | PA      | $18582302.76    | 0.01%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                      | AVOLON HOLDINGS FUNDING LTD 144A LIFE SR UNSEC 2.528% 11-18-27                     | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |    7587000 | PA      | $6075426.82     | 0.00%             | 2027-11-18      | Fixed         | 2.53%                 | Yes           |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PEPSICO INC SR UNSEC 2.75% 10-21-51                                                | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    6891000 | PA      | $4800601.37     | 0.00%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PEPSICO INC SR UNSEC 2.625% 10-21-41                                               | CUSIP: 713448FF0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $14884920.00    | 0.01%             | 2041-10-21      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                   | PUBLIC STORAGE SR UNSEC 1.95% 11-09-28                                             | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    6081000 | PA      | $5198896.22     | 0.00%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.4% 08-15-24                          | CUSIP: 694308HK6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    4125000 | PA      | $3960870.38     | 0.00%             | 2024-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 2.943% 01-21-33/32                                         | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   14421000 | PA      | $11703593.29    | 0.01%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC 144A SR UNSEC 3.638% 03-15-25                             | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   37313000 | PA      | $35513916.39    | 0.02%             | 2025-03-15      | Fixed         | 3.64%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.75% 08-15-42                         | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   37848000 | PA      | $25523139.43    | 0.01%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 3.5% 01-30-23                                         | CUSIP: 71654QBG6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   16000000 | PA      | $15955680.00    | 0.01%             | 2023-01-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.85% 11-15-23                         | CUSIP: 694308HE0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    6838000 | PA      | $6742623.58     | 0.00%             | 2023-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                 | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 6.037% 10-28-33/32                       | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   29894000 | PA      | $31218961.87    | 0.02%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                 | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.671% 10-28-25/24                       | CUSIP: 693475BH7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10113590.00    | 0.01%             | 2025-10-28      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                              | PUBLIC SERVICE ENTERPRISE GROUP INC SR UNSEC 5.85% 11-15-27                        | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3092481.00     | 0.00%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 11-17-27                           | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   26447000 | PA      | $26686980.08    | 0.01%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.625% 11-17-29                           | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   16943000 | PA      | $17228099.86    | 0.01%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC 144A SR UNSEC 5.05% 03-15-42                              | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   18496000 | PA      | $14216488.00    | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC 144A SR UNSEC 5.141% 03-15-52                             | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   42632000 | PA      | $31156616.66    | 0.02%             | 2052-03-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.75% 11-17-32                            | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   13885000 | PA      | $14198217.83    | 0.01%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PRIVATE EXPORT FUNDING CORPORATION                                               | PEFCO 3.55% 01-15-24                                                               | CUSIP: 742651DT6<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | USGA              | US        |   25667000 | PA      | $25291052.88    | 0.01%             | 2024-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC 144A SR UNSEC 4.054% 03-15-29                             | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   18888000 | PA      | $16376651.52    | 0.01%             | 2029-03-15      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC 144A SR UNSEC 5.391% 03-15-62                             | CUSIP: 55903VAS2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   16550000 | PA      | $12147981.35    | 0.01%             | 2062-03-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                 | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.354% 12-02-28/27                       | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5048360.00     | 0.00%             | 2028-12-02      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                                                     | QATARENERGY 144A LIFE SR UNSEC 2.25% 07-12-31                                      | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |   18700000 | PA      | $15524384.70    | 0.01%             | 2031-07-12      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC 144A SR UNSEC 4.279% 03-15-32                             | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   30249000 | PA      | $24993780.73    | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC 144A SR UNSEC 3.428% 03-15-24                             | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   55525000 | PA      | $53927767.85    | 0.03%             | 2024-03-15      | Fixed         | 3.43%                 | Yes           |                  2 | On Loan: No      |
| QATAR ENERGY                                                                     | QATARENERGY 144A LIFE SR UNSEC 3.125% 07-12-41                                     | CUSIP: 74730DAE3<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |   14570000 | PA      | $11250167.22    | 0.01%             | 2041-07-12      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| QATAR ENERGY                                                                     | QATARENERGY 144A LIFE SR UNSEC 3.3% 07-12-51                                       | CUSIP: 74730DAD5<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |   13185000 | PA      | $9767448.00     | 0.01%             | 2051-07-12      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC 144A SR UNSEC 3.755% 03-15-27                             | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   79726000 | PA      | $71909104.88    | 0.04%             | 2027-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP                                                   | MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 4.08% 04-19-28/27                      | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   23000000 | PA      | $21719843.00    | 0.01%             | 2028-04-19      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SUB 5.297% 04-20-37/32                                              | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    8669000 | PA      | $7950209.87     | 0.00%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 4.21% 04-20-28/27                                          | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   22000000 | PA      | $20957816.00    | 0.01%             | 2028-04-20      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                            | REYNOLDS AMERICAN INC SR UNSEC 5.85% 08-15-45                                      | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   12364000 | PA      | $10582693.79    | 0.01%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA SR UNSEC 1.15% 06-10-25                                       | CUSIP: 78015K7H1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    4420000 | PA      | $4049736.60     | 0.00%             | 2025-06-10      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 4.679% 07-17-26/25                                         | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    9785000 | PA      | $9626717.84     | 0.01%             | 2026-07-17      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORP                                                                     | MOODY'S CORP SR UNSEC 4.25% 08-08-32                                               | CUSIP: 615369AZ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    5465000 | PA      | $5123382.85     | 0.00%             | 2032-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                   | MCDONALD'S CORP SR UNSEC 4.6% 09-09-32                                             | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1250724.00     | 0.00%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINANCIAL GROUP INC SR UNSEC 5.669% 09-13-33/32                             | CUSIP: 60687YCM9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   20740000 | PA      | $20643247.90    | 0.01%             | 2033-09-13      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                                                       | RAYTHEON TECHNOLOGIES CORP SR UNSEC 1.9% 09-01-31                                  | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    2015000 | PA      | $1587106.69     | 0.00%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | EQUINOR ASA SR UNSEC 3.25% 11-10-24                                                | CUSIP: 85771PAX0<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    1690000 | PA      | $1648469.94     | 0.00%             | 2024-11-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                     | SABINE PASS LIQUEFACTION LLC SR SEC 1ST LIEN 5.75% 05-15-24                        | CUSIP: 785592AJ5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   31892000 | PA      | $31916971.44    | 0.02%             | 2024-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.6% 02-01-45                        | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   11900000 | PA      | $8585421.60     | 0.00%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 6.296% 10-18-28/27                                         | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   39474000 | PA      | $40819194.97    | 0.02%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                          | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.25% 11-29-27          | CUSIP: 58769JAC1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   15150000 | PA      | $15253080.60    | 0.01%             | 2027-11-29      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 1 / SCENTRE GROUP TRUST 2                                    | SCENTRE GROUP TRUST 1 144A LIFE SR UNSEC 3.25% 10-28-25                            | CUSIP: 806213AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    1780000 | PA      | $1671882.80     | 0.00%             | 2025-10-28      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.35% 07-15-35                       | CUSIP: 842400FA6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   26304000 | PA      | $25557124.22    | 0.01%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                          | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.375% 11-26-25         | CUSIP: 58769JAB3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    8625000 | PA      | $8681278.13     | 0.00%             | 2025-11-26      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC SR UNSEC 3.85% 08-15-32                                         | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   21560000 | PA      | $19033301.03    | 0.01%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.625% 02-01-36                      | CUSIP: 842400FC2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   22665000 | PA      | $22139942.61    | 0.01%             | 2036-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.5% 09-01-40                        | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   48859000 | PA      | $41932601.58    | 0.02%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 6.0% 01-15-34                        | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1726000 | PA      | $1808532.14     | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.75% 04-01-35                       | CUSIP: 842400EV1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   10554000 | PA      | $10547657.05    | 0.01%             | 2035-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 1.542% 09-10-27/26                                | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   44600000 | PA      | $38529271.00    | 0.02%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 1.5% 06-10-26                             | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   69104000 | PA      | $60094566.00    | 0.03%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 1 / SCENTRE GROUP TRUST 2                                    | SCENTRE GROUP TRUST 1 144A LIFE SR UNSEC 3.75% 03-23-27                            | CUSIP: 80622GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    7630000 | PA      | $7035829.01     | 0.00%             | 2027-03-23      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.0% 04-01-47                        | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   35710000 | PA      | $28071595.29    | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | SHERWIN-WILLIAMS CO SR UNSEC 3.125% 06-01-24                                       | CUSIP: 824348AV8<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    4260000 | PA      | $4140622.02     | 0.00%             | 2024-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.125% 03-01-48                      | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   26451000 | PA      | $21233619.60    | 0.01%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.875% 03-01-49                      | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    9800000 | PA      | $8667678.60     | 0.00%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.2% 03-01-29                        | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   34158000 | PA      | $32559576.39    | 0.02%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | SYNCHRONY FINANCIAL SR UNSEC 4.375% 03-19-24                                       | CUSIP: 87165BAN3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   11550000 | PA      | $11347563.15    | 0.01%             | 2024-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                       | SANTANDER HOLDINGS USA INC SR UNSEC 3.5% 06-07-24                                  | CUSIP: 80282KAW6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   41605000 | PA      | $40443013.96    | 0.02%             | 2024-06-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.85% 08-01-29                       | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    9970000 | PA      | $8686163.10     | 0.00%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | SHERWIN-WILLIAMS CO SR UNSEC 3.8% 08-15-49                                         | CUSIP: 824348BK1<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $1867620.00     | 0.00%             | 2049-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.55% 01-15-37                       | CUSIP: 842400FF5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   11694000 | PA      | $11480724.83    | 0.01%             | 2037-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | EVERSOURCE ENERGY SR UNSEC 3.15% 01-15-25                                          | CUSIP: 664397AM8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    4580000 | PA      | $4405277.58     | 0.00%             | 2025-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR ELECTRIC CO SR UNSEC 2.7% 06-01-26                                           | CUSIP: 67021CAL1<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    4085000 | PA      | $3769658.43     | 0.00%             | 2026-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 2.7% 06-10-31                             | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   36632000 | PA      | $28151289.05    | 0.01%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 2.4% 10-15-28                             | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   51121000 | PA      | $42482573.42    | 0.02%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                     | NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 2.35% 07-14-26          | CUSIP: 64952WCH4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    2970000 | PA      | $2736237.24     | 0.00%             | 2026-07-14      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                                        | NORTHERN STATES POWER CO SR SEC 1ST LIEN 3.6% 05-15-46                             | CUSIP: 665772CP2<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    6750000 | PA      | $5227416.00     | 0.00%             | 2046-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | NORTHROP GRUMMAN CORP SR UNSEC 2.93% 01-15-25                                      | CUSIP: 666807BM3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    7120000 | PA      | $6833605.12     | 0.00%             | 2025-01-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | NETFLIX INC SR UNSEC 4.875% 04-15-28                                               | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   84836000 | PA      | $82107334.90    | 0.04%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | NETFLIX INC 144A LIFE SR UNSEC 5.375% 11-15-29                                     | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   94688000 | PA      | $92015431.20    | 0.05%             | 2029-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | NETFLIX INC SR UNSEC 5.875% 11-15-28                                               | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |  198127000 | PA      | $201302975.81   | 0.10%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                              | NEXTERA ENERGY CAPITAL HOLDINGS INC SR UNSEC 2.75% 11-01-29                        | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    3422000 | PA      | $2967377.03     | 0.00%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | NETFLIX INC 144A LIFE SR UNSEC 4.875% 06-15-30                                     | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   70795000 | PA      | $66142281.81    | 0.03%             | 2030-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | NETFLIX INC SR UNSEC 6.375% 05-15-29                                               | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   20804000 | PA      | $21448237.47    | 0.01%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | NOVARTIS CAPITAL CORP SR UNSEC 1.75% 02-14-25                                      | CUSIP: 66989HAP3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    5160000 | PA      | $4867335.12     | 0.00%             | 2025-02-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | NOVARTIS CAPITAL CORP SR UNSEC 2.0% 02-14-27                                       | CUSIP: 66989HAQ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    5544000 | PA      | $5050312.34     | 0.00%             | 2027-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | NETFLIX INC 144A LIFE SR UNSEC 3.625% 06-15-25                                     | CUSIP: 64110LAY2<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   32150000 | PA      | $30833457.50    | 0.02%             | 2025-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                     | NORFOLK SOUTHERN CORP SR UNSEC 3.05% 05-15-50                                      | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    6319000 | PA      | $4261002.80     | 0.00%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| NEWCREST FINANCE PTY LTD                                                         | NEWCREST FINANCE PTY LTD 144A LIFE SR UNSEC 4.2% 05-13-50                          | CUSIP: 65120FAE4<br>LEI: 549300I0XDZ4K7PDSS04 | Long             | DBT              | CORP              | AU        |    2580000 | PA      | $1834475.46     | 0.00%             | 2050-05-13      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                              | NISSAN MOTOR CO LTD 144A LIFE SR UNSEC 4.345% 09-17-27                             | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    5400000 | PA      | $4904911.80     | 0.00%             | 2027-09-17      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                              | NISSAN MOTOR CO LTD 144A LIFE SR UNSEC 3.522% 09-17-25                             | CUSIP: 654744AB7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   30055000 | PA      | $27947453.24    | 0.01%             | 2025-09-17      | Fixed         | 3.52%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 1.948% 10-21-27/26                                | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  121291000 | PA      | $106213315.79   | 0.06%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 2.35% 02-26-27                            | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   56507000 | PA      | $49427746.53    | 0.03%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                              | NISSAN MOTOR CO LTD 144A LIFE SR UNSEC 4.81% 09-17-30                              | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   40500000 | PA      | $34460032.50    | 0.02%             | 2030-09-17      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                              | NISSAN MOTOR CO LTD 144A LIFE SR UNSEC 3.043% 09-15-23                             | CUSIP: 654744AA9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     800000 | PA      | $784039.20      | 0.00%             | 2023-09-15      | Fixed         | 3.04%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 3.102% 02-24-33/32                                | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  108358000 | PA      | $88266368.00    | 0.05%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 2.64% 02-24-28/27                                 | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   44541000 | PA      | $39722109.21    | 0.02%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 3.615% 03-15-28/27                                | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   60638000 | PA      | $56572100.82    | 0.03%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 3.8% 04-07-25                             | CUSIP: 37045XDU7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   32650000 | PA      | $31544862.80    | 0.02%             | 2025-04-07      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 4.3% 04-06-29                             | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   18400000 | PA      | $16517735.20    | 0.01%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | GENERAL MOTORS CO SR UNSEC 5.4% 10-15-29                                           | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   20194000 | PA      | $19315944.69    | 0.01%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | GENERAL MOTORS CO SR UNSEC 5.6% 10-15-32                                           | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   21000000 | PA      | $19568724.00    | 0.01%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 4.482% 08-23-28/27                                | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   34354000 | PA      | $32982038.66    | 0.02%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                   | GE HEALTHCARE TECHNOLOGIES INC 144A SR UNSEC 5.65% 11-15-27                        | CUSIP: 36267VAE3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5067275.00     | 0.00%             | 2027-11-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                   | HALLIBURTON CO SR UNSEC 3.8% 11-15-25                                              | CUSIP: 406216BG5<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     107000 | PA      | $104190.50      | 0.00%             | 2025-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE II CO LTD                                                        | HUARONG FINANCE II CO LTD REG S SR UNSEC 5.5% 01-16-25                             | CUSIP: N/A<br>LEI: 549300BHVD63HE2GHX17       | Long             | DBT              | CORP              | HK        |   44000000 | PA      | $41747860.00    | 0.02%             | 2025-01-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HUARONG FINANCE 2017 CO LTD                                                      | HUARONG FINANCE 2017 CO LTD REG S SR UNSEC 4.25% 11-07-27                          | CUSIP: N/A<br>LEI: 5493006V07LYI3HE6G83       | Long             | DBT              | CORP              | VG        |   47000000 | PA      | $40222741.00    | 0.02%             | 2027-11-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 3.973% 05-22-30/29                                      | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    5940000 | PA      | $5211072.90     | 0.00%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC SR UNSEC 2.95% 06-15-29                                             | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    2390000 | PA      | $2167354.77     | 0.00%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 3.4% 06-20-24                           | CUSIP: 44891ABB2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   36500000 | PA      | $35244801.50    | 0.02%             | 2024-06-20      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                      | HONEYWELL INTERNATIONAL INC SR UNSEC 2.3% 08-15-24                                 | CUSIP: 438516BW5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    6660000 | PA      | $6398441.82     | 0.00%             | 2024-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 2.633% 11-07-25/24                                      | CUSIP: 404280CE7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2350000 | PA      | $2208581.70     | 0.00%             | 2025-11-07      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 3.0% 02-10-27                           | CUSIP: 44891ABG1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   35725000 | PA      | $32112166.48    | 0.02%             | 2027-02-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.65% 02-10-25                          | CUSIP: 44891ABF3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   51765000 | PA      | $48723599.19    | 0.03%             | 2025-02-10      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.375% 02-10-23                         | CUSIP: 44891ABE6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   39473000 | PA      | $39385725.20    | 0.02%             | 2023-02-10      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.75% 04-06-23                          | CUSIP: 44891ABJ5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $9006552.00     | 0.00%             | 2023-04-06      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.875% 04-07-25                         | CUSIP: 44891ABK2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $9042822.00     | 0.00%             | 2025-04-07      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.25% 09-18-23                          | CUSIP: 44891ABM8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   13111000 | PA      | $12710406.51    | 0.01%             | 2023-09-18      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.8% 10-15-25                           | CUSIP: 44891ABN6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    3275000 | PA      | $2948849.30     | 0.00%             | 2025-10-15      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.375% 10-15-27                         | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   27070000 | PA      | $23201832.35    | 0.01%             | 2027-10-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 1.589% 05-24-27/26                                      | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3250000 | PA      | $2805942.75     | 0.00%             | 2027-05-24      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.3% 01-08-26                           | CUSIP: 44891ABS5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   23790000 | PA      | $20831094.96    | 0.01%             | 2026-01-08      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.8% 01-10-28                           | CUSIP: 44891ABT3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   21000000 | PA      | $17255553.00    | 0.01%             | 2028-01-10      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES INC                                                     | HYUNDAI CAPITAL SERVICES INC 144A LIFE SR UNSEC 1.25% 02-08-26                     | CUSIP: 44920UAP3<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |    9245000 | PA      | $8039960.48     | 0.00%             | 2026-02-08      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.0% 06-15-28                           | CUSIP: 44891ABX4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   20408000 | PA      | $16658070.82    | 0.01%             | 2028-06-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 0.875% 06-14-24                         | CUSIP: 44891ABV8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   21810000 | PA      | $20354313.36    | 0.01%             | 2024-06-14      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.5% 06-15-26                           | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   28381000 | PA      | $24622702.84    | 0.01%             | 2026-06-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | DUKE ENERGY CORP SR UNSEC 4.5% 08-15-32                                            | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   29650000 | PA      | $27861927.10    | 0.01%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                          | DIGITAL REALTY TRUST LP SR UNSEC 5.55% 01-15-28                                    | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5042060.00     | 0.00%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                     | DNB BANK ASA 144A LIFE SR NON PREF FRN 10-09-26                                    | CUSIP: 23341CAC7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   41250000 | PA      | $41294013.75    | 0.02%             | 2026-10-09      | Variable      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES                                                      | DISCOVER FINANCIAL SERVICES SR UNSEC 6.7% 11-29-32                                 | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    5375000 | PA      | $5479683.50     | 0.00%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                              | EASTMAN CHEMICAL CO SR UNSEC 3.8% 03-15-25                                         | CUSIP: 277432AR1<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    7405000 | PA      | $7191054.74     | 0.00%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | ESSEX PORTFOLIO LP SR UNSEC 3.5% 04-01-25                                          | CUSIP: 29717PAP2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    7445000 | PA      | $7185683.21     | 0.00%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS LP                                                      | ENBRIDGE ENERGY PARTNERS LP SR UNSEC 7.375% 10-15-45                               | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |   15638000 | PA      | $17551184.20    | 0.01%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                         | ELECTRICITE DE FRANCE SA 144A LIFE SR UNSEC 4.75% 10-13-35                         | CUSIP: 268317AP9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    3150000 | PA      | $2662660.35     | 0.00%             | 2035-10-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                | ENTERPRISE PRODUCTS OPERATING LLC SR UNSEC 3.9% 02-15-24                           | CUSIP: 29379VBB8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    4140000 | PA      | $4078222.92     | 0.00%             | 2024-02-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | ESSEX PORTFOLIO LP SR UNSEC 3.375% 04-15-26                                        | CUSIP: 29717PAQ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    2395000 | PA      | $2254605.10     | 0.00%             | 2026-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ENEL AMERICAS SA                                                                 | ENEL AMERICAS SA SR UNSEC 4.0% 10-25-26                                            | CUSIP: 29274FAF1<br>LEI: 549300LKH11TFCJLZK20 | Long             | DBT              | CORP              | CL        |    4330000 | PA      | $4126879.70     | 0.00%             | 2026-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS LP                                                      | ENBRIDGE ENERGY PARTNERS LP SR UNSEC 7.5% 04-15-38                                 | CUSIP: 29250RAP1<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    9250000 | PA      | $10203120.00    | 0.01%             | 2038-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                              | EMERA US FINANCE LP SR UNSEC 3.55% 06-15-26                                        | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    4430000 | PA      | $4155096.35     | 0.00%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 4.125% 03-15-28                                      | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   21895000 | PA      | $20351599.56    | 0.01%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSEC 4.5% 04-15-24                                          | CUSIP: 29278NAH6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4198000 | PA      | $4140357.26     | 0.00%             | 2024-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                                 | ELI LILLY & CO SR UNSEC 3.375% 03-15-29                                            | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1359970.95     | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 5.75% 06-15-27                                       | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   14328000 | PA      | $14394854.45    | 0.01%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                 | EXXON MOBIL CORP SR UNSEC 2.019% 08-16-24                                          | CUSIP: 30231GBC5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    7090000 | PA      | $6786548.00     | 0.00%             | 2024-08-16      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | EQUINIX INC SR UNSEC 3.2% 11-18-29                                                 | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     505000 | PA      | $440666.03      | 0.00%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 3.55% 11-15-24                                       | CUSIP: 281020AQ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   38511000 | PA      | $37205091.99    | 0.02%             | 2024-11-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSEC 5.0% 05-15-50                                          | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1895000 | PA      | $1522422.16     | 0.00%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 4.95% 04-15-25                                       | CUSIP: 281020AR8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     750000 | PA      | $738276.00      | 0.00%             | 2025-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                 | EXXON MOBIL CORP SR UNSEC 3.452% 04-15-51                                          | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $5684572.50     | 0.00%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | EMERSON ELECTRIC CO SR UNSEC 1.8% 10-15-27                                         | CUSIP: 291011BL7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    1480000 | PA      | $1293999.52     | 0.00%             | 2027-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | ENTERGY CORP SR UNSEC 3.75% 06-15-50                                               | CUSIP: 29364GAK9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    5850000 | PA      | $4334504.85     | 0.00%             | 2050-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | EQUINIX INC SR UNSEC 2.15% 07-15-30                                                | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     340000 | PA      | $271243.84      | 0.00%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | EQUINIX INC SR UNSEC 2.5% 05-15-31                                                 | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    7896000 | PA      | $6363710.14     | 0.00%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | EXTRA SPACE STORAGE LP SR UNSEC 2.35% 03-15-32                                     | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   10538000 | PA      | $8000607.67     | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                              | EMERA US FINANCE LP SR UNSEC 0.833% 06-15-24                                       | CUSIP: 29103DAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    4800000 | PA      | $4482196.80     | 0.00%             | 2024-06-15      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                              | EMERA US FINANCE LP SR UNSEC 2.639% 06-15-31                                       | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    6400000 | PA      | $5026790.40     | 0.00%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | ESSEX PORTFOLIO LP SR UNSEC 3.875% 05-01-24                                        | CUSIP: 29717PAN7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    7220000 | PA      | $7073166.86     | 0.00%             | 2024-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 6.95% 11-15-29                                       | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    3650000 | PA      | $3820130.15     | 0.00%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | FISERV INC SR UNSEC 3.5% 07-01-29                                                  | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    2440000 | PA      | $2203454.20     | 0.00%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                       | FIDELITY NATIONAL INFORMATION SERVICES INC SR UNSEC 3.1% 03-01-41                  | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    2590000 | PA      | $1793181.32     | 0.00%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                                     | FIRSTENERGY TRANSMISSION LLC 144A LIFE SR UNSEC 2.866% 09-15-28                    | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   21285000 | PA      | $18611753.00    | 0.01%             | 2028-09-15      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                                           | FED FARM CR 1.75% 02-14-25                                                         | CUSIP: 3133ENPG9<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGA              | US        |   13983000 | PA      | $13263074.06    | 0.01%             | 2025-02-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 3.7% 05-09-23                             | CUSIP: 37045XBK1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   11361000 | PA      | $11306387.67    | 0.01%             | 2023-05-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 4.0% 10-06-26                             | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    4991000 | PA      | $4704526.58     | 0.00%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | ASTRAZENECA FINANCE LLC SR UNSEC 2.25% 05-28-31                                    | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    3337000 | PA      | $2784362.77     | 0.00%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | ASTRAZENECA FINANCE LLC SR UNSEC 1.2% 05-28-26                                     | CUSIP: 04636NAA1<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   12512000 | PA      | $11154748.29    | 0.01%             | 2026-05-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | ASTRAZENECA FINANCE LLC SR UNSEC 1.75% 05-28-28                                    | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    7483000 | PA      | $6436532.38     | 0.00%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | AIR LEASE CORP SR UNSEC 0.8% 08-18-24                                              | CUSIP: 00914AAP7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   38325000 | PA      | $35313498.15    | 0.02%             | 2024-08-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | AIR LEASE CORP SR UNSEC 2.1% 09-01-28                                              | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   27525000 | PA      | $22468409.78    | 0.01%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC SR UNSEC 3.5% 09-15-53                                                    | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   13571000 | PA      | $9220612.39     | 0.00%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | AMERICAN TOWER CORP SR UNSEC 1.45% 09-15-26                                        | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   10457000 | PA      | $9137588.03     | 0.00%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | AMERICAN TOWER CORP SR UNSEC 2.3% 09-15-31                                         | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     732000 | PA      | $570839.95      | 0.00%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | ANALOG DEVICES INC SR UNSEC 1.7% 10-01-28                                          | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    8576000 | PA      | $7282850.69     | 0.00%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | ANALOG DEVICES INC SR UNSEC 2.1% 10-01-31                                          | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    7571000 | PA      | $6133108.11     | 0.00%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | ANALOG DEVICES INC SR UNSEC 2.95% 10-01-51                                         | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    6514000 | PA      | $4420576.28     | 0.00%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | ANALOG DEVICES INC SR UNSEC 2.8% 10-01-41                                          | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   22698000 | PA      | $16706386.24    | 0.01%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                        | AERCAP IRELAND CAPITAL DAC SR UNSEC 1.15% 10-29-23                                 | CUSIP: 00774MAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   23000000 | PA      | $22137592.00    | 0.01%             | 2023-10-29      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                       | AERCAP IRELAND CAPITAL DAC SR UNSEC 2.45% 10-29-26                                 | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   48625000 | PA      | $42582760.25    | 0.02%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                       | AERCAP IRELAND CAPITAL DAC SR UNSEC 3.85% 10-29-41                                 | CUSIP: 00774MAZ8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   14504000 | PA      | $10305527.12    | 0.01%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                       | AERCAP IRELAND CAPITAL DAC SR UNSEC 3.0% 10-29-28                                  | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   58191000 | PA      | $48856290.74    | 0.03%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                       | AERCAP IRELAND CAPITAL DAC SR UNSEC 3.3% 01-30-32                                  | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   26947000 | PA      | $21132026.03    | 0.01%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                       | AERCAP IRELAND CAPITAL DAC SR UNSEC 1.65% 10-29-24                                 | CUSIP: 00774MAU9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   65961000 | PA      | $60886818.15    | 0.03%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | AIR LEASE CORP SR UNSEC 2.2% 01-15-27                                              | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   28758000 | PA      | $25100730.11    | 0.01%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 3.0% 02-22-29                                                   | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     400000 | PA      | $355010.40      | 0.00%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 4.4% 02-22-62                                                   | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    6059000 | PA      | $4826381.28     | 0.00%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | AMERICAN EXPRESS CO SR UNSEC 2.55% 03-04-27                                        | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   13925000 | PA      | $12688111.88    | 0.01%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | AMERICAN EXPRESS CO SR UNSEC 2.25% 03-04-25                                        | CUSIP: 025816CQ0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $18893800.00    | 0.01%             | 2025-03-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | AMERICAN EXPRESS CO SR UNSEC 4.42% 08-03-33/32                                     | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   15687000 | PA      | $14865660.05    | 0.01%             | 2033-08-03      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | APPLE INC SR UNSEC 3.95% 08-08-52                                                  | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $17109720.00    | 0.01%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 4.05% 08-18-29                                                  | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   25975000 | PA      | $24332081.25    | 0.01%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 4.2% 03-01-33                                                   | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   10415000 | PA      | $9667786.24     | 0.01%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 4.875% 03-01-53                                                 | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    8255000 | PA      | $7366662.94     | 0.00%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                    | AIB GROUP PLC 144A LIFE SR UNSEC 7.583% 10-14-26/25                                | CUSIP: 00135TAC8<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   41000000 | PA      | $41789455.00    | 0.02%             | 2026-10-14      | Variable      | 7.58%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | AMERICAN EXPRESS CO SR UNSEC 5.85% 11-05-27                                        | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $4067033.10     | 0.00%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | AMAZON.COM INC SR UNSEC 4.55% 12-01-27                                             | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4992495.00     | 0.00%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD                                      | AUSTRALIA & NEW ZEALAND BANKING GROUP LTD 144A LIFE SUB 6.742% 12-08-32            | CUSIP: 052528AP1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    4134000 | PA      | $4187816.41     | 0.00%             | 2032-12-08      | Fixed         | 6.74%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SUB 5.7% 10-22-23                                                | CUSIP: 05578QAA1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   13830000 | PA      | $13730188.89    | 0.01%             | 2023-10-22      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SUB 5.15% 07-21-24                                               | CUSIP: 05578QAB9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   39440000 | PA      | $38631795.52    | 0.02%             | 2024-07-21      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                    | BAT INTERNATIONAL FINANCE PLC 144A LIFE SR UNSEC 3.95% 06-15-25                    | CUSIP: 05530QAK6<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    2125000 | PA      | $2042754.00     | 0.00%             | 2025-06-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS SA 144A LIFE SUB 4.375% 09-28-25                                       | CUSIP: 05581KAA9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    5700000 | PA      | $5540536.80     | 0.00%             | 2025-09-28      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS SA 144A LIFE SUB 4.375% 05-12-26                                       | CUSIP: 05565AAR4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    6350000 | PA      | $6057709.50     | 0.00%             | 2026-05-12      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                                          | BECTON DICKINSON AND CO SR UNSEC 3.363% 06-06-24                                   | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    3047000 | PA      | $2979216.44     | 0.00%             | 2024-06-06      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR UNSEC 2.75% 01-11-23                                          | CUSIP: 05578AAA6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    2510000 | PA      | $2508569.30     | 0.00%             | 2023-01-11      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM CORPORATION                                                             | BROADCOM CORP SR UNSEC 3.875% 01-15-27                                             | CUSIP: 11134LAH2<br>LEI: KFFV4ZWM9DJH1ND3BD89 | Long             | DBT              | CORP              | US        |     240000 | PA      | $227361.12      | 0.00%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO SR UNSEC 3.25% 03-01-28                                                  | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   22113000 | PA      | $19806503.54    | 0.01%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 3.419% 12-20-28/27                                   | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   38490000 | PA      | $34918782.33    | 0.02%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                          | BAYER US FINANCE II LLC 144A LIFE SR UNSEC 3.875% 12-15-23                         | CUSIP: 07274NAE3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    6490000 | PA      | $6398510.47     | 0.00%             | 2023-12-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                          | BAYER US FINANCE II LLC 144A LIFE SR UNSEC 4.375% 12-15-28                         | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     475000 | PA      | $446846.75      | 0.00%             | 2028-12-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                          | BAYER US FINANCE II LLC 144A LIFE SR UNSEC 4.25% 12-15-25                          | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   52921000 | PA      | $51334957.63    | 0.03%             | 2025-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 3.557% 08-15-27                                          | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    9120000 | PA      | $8346168.00     | 0.00%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 4.54% 08-15-47                                           | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   90757000 | PA      | $64467964.35    | 0.03%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 4.39% 08-15-37                                           | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   53665000 | PA      | $41899592.73    | 0.02%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO SR UNSEC 3.5% 03-01-39                                                   | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     821000 | PA      | $594936.01      | 0.00%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                           | BOSTON SCIENTIFIC CORP SR UNSEC 3.45% 03-01-24                                     | CUSIP: 101137AV9<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    1304000 | PA      | $1280280.24     | 0.00%             | 2024-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO SR UNSEC 3.1% 05-01-26                                                   | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    7224000 | PA      | $6806344.44     | 0.00%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA5968 06-01-50                                                      | CUSIP: 3140QDT20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   48222496 | PA      | $41439808.92    | 0.02%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 A90351 01-01-40                                                          | CUSIP: 312938L84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     107119 | PA      | $104896.43      | 0.00%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 MA4732 09-01-52                                                      | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   31328421 | PA      | $29416603.85    | 0.02%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 CB2765 02-01-52                                                      | CUSIP: 3140QNCB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   65849091 | PA      | $54142505.82    | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 A97543 03-01-41                                                          | CUSIP: 312946LY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     374273 | PA      | $371655.19      | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 A97669 03-01-41                                                          | CUSIP: 312946QW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     153449 | PA      | $152433.88      | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 Q01190 06-01-41                                                          | CUSIP: 3132GEKB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85746 | PA      | $84563.64       | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 Q03795 10-01-41                                                          | CUSIP: 3132GJ3C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28842 | PA      | $28052.26       | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 Q03821 10-01-41                                                          | CUSIP: 3132GJ4E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     379101 | PA      | $376594.93      | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD8205 04-01-52                                                      | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  105999928 | PA      | $89914120.61    | 0.05%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD7552 01-01-52                                                      | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   28299727 | PA      | $24198360.85    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PRKCM_21-AFC2 TRUST                                                              | PRKCM 21-AFC2 A1 144A FRN 11-25-56/07-25-28                                        | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   39134315 | PA      | $32610429.38    | 0.02%             | 2056-11-25      | Variable      | 2.07%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 SD8238 08-01-52                                                      | CUSIP: 3132DWEK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5898149 | PA      | $5683132.26     | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 MA4700 08-01-52                                                      | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  275956260 | PA      | $259116304.84   | 0.13%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR3                                   | PROG 22-SFR3 A 144A 3.2% 04-17-39                                                  | CUSIP: 74331UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7764000 | PA      | $7048648.33     | 0.00%             | 2039-04-17      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-1                                          | SCRT 17-1 HA FRN 01-25-56                                                          | CUSIP: 35563PAP4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   15584150 | PA      | $14583476.60    | 0.01%             | 2056-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 SD8226 07-01-52                                                      | CUSIP: 3132DWD75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   28261086 | PA      | $25704955.36    | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 SD8237 08-01-52                                                      | CUSIP: 3132DWEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  213638273 | PA      | $200601210.88   | 0.10%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-1                                          | SCRT 17-1 MA 3.0% 01-25-56                                                         | CUSIP: 35563PAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5303683 | PA      | $4914785.50     | 0.00%             | 2056-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-2                                          | SCRT 17-2 HA FRN 08-25-56                                                          | CUSIP: 35563PBF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   34983804 | PA      | $32709577.21    | 0.02%             | 2056-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-2                                          | SCRT 17-2 MA 3.0% 08-25-56                                                         | CUSIP: 35563PBC2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   35286851 | PA      | $32782754.84    | 0.02%             | 2056-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SCRT SCRT_17-3                                                     | SCRT 17-3 HA FRN 07-25-56                                                          | CUSIP: 35563PBY4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   20741995 | PA      | $19532965.10    | 0.01%             | 2056-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 5.5 A56076 01-01-37                                                          | CUSIP: 3128KJXD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11942 | PA      | $12271.09       | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 AT7680 06-01-43                                                      | CUSIP: 3138WVRA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     831892 | PA      | $778405.77      | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-4                                          | SCRT 17-4 MT 3.5% 06-25-57                                                         | CUSIP: 35563PCM9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6091066 | PA      | $5522775.23     | 0.00%             | 2057-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-4                                          | SCRT 17-4 HT FRN% 06-25-57                                                         | CUSIP: 35563PDD8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7347918 | PA      | $6705915.70     | 0.00%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 AT7696 06-01-43                                                      | CUSIP: 3138WVRS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4818633 | PA      | $4504000.69     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 AT7689 06-01-43                                                      | CUSIP: 3138WVRK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2114234 | PA      | $1978432.57     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_18-2                                          | SCRT 18-2 MT 3.5% 11-25-57                                                         | CUSIP: 35563PFF1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   15021302 | PA      | $13590402.43    | 0.01%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SLST SLST_18-2                                                     | SLST 18-2 A1 3.5% 11-25-28                                                         | CUSIP: 35564CAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7627067 | PA      | $7281782.46     | 0.00%             | 2028-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AK2147 02-01-42                                                      | CUSIP: 3138E6L53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     221579 | PA      | $220472.18      | 0.00%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AJ1422 09-01-41                                                      | CUSIP: 3138ASSL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       3593 | PA      | $3637.74        | 0.00%             | 2041-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-2                                          | SCRT 19-2 MA 3.5% 08-25-58                                                         | CUSIP: 35563PKG3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   67306912 | PA      | $63511610.21    | 0.03%             | 2058-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SLST SLST_19-1                                                     | SLST 19-1 A1 3.5% 05-25-29                                                         | CUSIP: 35564CBB2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   28616129 | PA      | $27276321.81    | 0.01%             | 2029-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AI3894 08-01-41                                                      | CUSIP: 3138AHKG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     248280 | PA      | $248062.60      | 0.00%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AI7218 07-01-41                                                      | CUSIP: 3138AMAU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     298686 | PA      | $299373.20      | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SLST SLST_19-1                                                     | SLST 19-1 A2 3.5% 05-25-29                                                         | CUSIP: 35564CBC0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   24325000 | PA      | $22346063.95    | 0.01%             | 2029-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-4                                          | SCRT 19-4 MA 3.0% 02-25-59                                                         | CUSIP: 35563PML0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   38137345 | PA      | $35364226.16    | 0.02%             | 2059-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AI7159 09-01-41                                                      | CUSIP: 3138AL5V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     111441 | PA      | $111697.22      | 0.00%             | 2041-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AI7058 07-01-41                                                      | CUSIP: 3138ALZY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      48934 | PA      | $49046.63       | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AH5452 06-01-41                                                      | CUSIP: 3138A7BW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     372641 | PA      | $374154.78      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 MA0791 07-01-41                                                      | CUSIP: 31417Y2Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      90860 | PA      | $92092.25       | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AI6576 07-01-41                                                      | CUSIP: 3138ALJW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      87324 | PA      | $88509.23       | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AI4563 06-01-41                                                      | CUSIP: 3138AJB92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       4673 | PA      | $4659.13        | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SLST SLST_19-3                                                     | SLST 19-3 A1C 2.75% 11-25-2029                                                     | CUSIP: 35564CEE3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   10633451 | PA      | $9771428.84     | 0.01%             | 2029-11-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_15-DNA1                                      | STACR 15-DNA1 M3 FRN (L+330) 10-25-27                                              | CUSIP: 3137G0EW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3283151 | PA      | $3317486.14     | 0.00%             | 2027-10-25      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| SEASONED LOANS STRUCTURED TRANSACTION TRUST SLST_20-1                            | SLST 20-1 A1D 2.0% 07-25-30                                                        | CUSIP: 35564CEV5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5281358 | PA      | $4720314.46     | 0.00%             | 2030-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SEASONED LOANS STRUCTURED TRANSACTION TRUST SLST_20-1                            | SLST 20-1 A2D 2.0% 07-25-30                                                        | CUSIP: 35564CEZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1427000 | PA      | $1166852.19     | 0.00%             | 2030-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS AI4289 06-01-41                                                          | CUSIP: 3138AHXT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     217697 | PA      | $220649.08      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AI1865 05-01-41                                                      | CUSIP: 3138AFCB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      22960 | PA      | $23244.02       | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MANHATTAN WEST OMW_20-OMW                                                        | OMW 20-OMW A 144A 2.13% 09-10-39/27                                                | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   72851000 | PA      | $62315506.93    | 0.03%             | 2039-09-10      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| SGL_21-OVA                                                                       | SLG 21-OVA A 144A 2.5854% 07-15-41/31                                              | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   25630000 | PA      | $20509741.12    | 0.01%             | 2041-07-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AI4296 06-01-41                                                      | CUSIP: 3138AHX27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      69834 | PA      | $70781.49       | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AI0582 05-01-41                                                      | CUSIP: 3138ADUG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     505223 | PA      | $512078.76      | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SREIT TRUST SREIT_21-MFP                                                         | SREIT 21-MFP A 144A FRN (L+73.08) 11-15-38/11-16-26                                | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   25963000 | PA      | $25009638.64    | 0.01%             | 2038-11-15      | Variable      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| STORAGEMART COMMERCIAL MORTGAGE TRUST SMRT_22-MINI                               | SMRT 22-MINI A 144A FRN (TSFR1M+100) 01-15-39/01-16-24                             | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   54009000 | PA      | $52206071.56    | 0.03%             | 2039-01-15      | Variable      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AH9420 04-01-41                                                      | CUSIP: 3138ABPE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     276581 | PA      | $280610.57      | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AH9938 05-01-41                                                      | CUSIP: 3138ACBG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     171947 | PA      | $172879.24      | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA2                                      | STACR 22-DNA2 M1A 144A FRN (SOFR30A+130) 02-25-42                                  | CUSIP: 35564KRE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10191297 | PA      | $10026564.71    | 0.01%             | 2042-02-25      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22_DN3                                       | STACR 22-DNA3 M1A 144A FRN (SOFR30A+200) 04-25-42                                  | CUSIP: 35564KUW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8387800 | PA      | $8349778.14     | 0.00%             | 2042-04-25      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AH9370 04-01-41                                                      | CUSIP: 3138ABMU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     267503 | PA      | $268118.28      | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 MA4564 03-01-52                                                      | CUSIP: 31418ECA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     432306 | PA      | $380000.08      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED LOANS STRUCTURED TRANSACTION TRUST SLST_22-1                            | SLST 22-1 A1 3.5% 05-25-32                                                         | CUSIP: 35564CLZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   14006973 | PA      | $13513787.42    | 0.01%             | 2032-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6                                      | STACR 22-DNA6 M1A 144A FRN (SOFR30A+215) 09-25-42                                  | CUSIP: 35564KH36<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5132894 | PA      | $5142492.32     | 0.00%             | 2042-09-25      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 MA4654 07-01-52                                                      | CUSIP: 31418EE48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   14988196 | PA      | $13637024.78    | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 SD8244 09-01-52                                                      | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  163022751 | PA      | $153074287.71   | 0.08%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMP_20-4                                              | TPMT 20-4 A1 144A 1.75% 10-25-60/08-26-30                                          | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     601196 | PA      | $534148.63      | 0.00%             | 2060-10-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TCN_21-SFR1                                                   | TCN 21-SFR1 A 144A 1.943% 07-17-38/26                                              | CUSIP: 89614YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2169792 | PA      | $1888650.25     | 0.00%             | 2038-07-17      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 MA4600 05-01-52                                                      | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  137731479 | PA      | $125261133.01   | 0.07%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 MA4578 04-01-52                                                      | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  100755797 | PA      | $85465802.14    | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-4                                              | TPMT 16-4 M2 144A FRN 07-25-56/01-26-26                                            | CUSIP: 89172UAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8460000 | PA      | $7918407.65     | 0.00%             | 2056-07-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 4.5 UMBS TBA 12-01-52                                                         | CUSIP: 01F0426C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2263000 | PA      | $2177938.36     | 0.00%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 RA5287 05-01-51                                                      | CUSIP: 3133KL2U0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   63139037 | PA      | $51691297.91    | 0.03%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 RA5288 05-01-51                                                      | CUSIP: 3133KL2V8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   12085218 | PA      | $9892005.01     | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 6.0 UMBS TBA 01-01-53                                                         | CUSIP: 01F060618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   85312144 | PA      | $86597712.70    | 0.05%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 6.5 UMBS TBA 01-01-53                                                         | CUSIP: 01F062614<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  250000000 | PA      | $256071750.00   | 0.13%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA7028 09-01-50                                                      | CUSIP: 3140QEY22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2356716 | PA      | $2034672.68     | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA5782 09-01-51                                                      | CUSIP: 3133KMM77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   19110760 | PA      | $16376889.53    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 CB0290 04-01-51                                                      | CUSIP: 3140QKKC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  349247829 | PA      | $285698693.81   | 0.15%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 5.5 UMBS TBA 01-01-53                                                         | CUSIP: 01F052615<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   68710000 | PA      | $68900945.09    | 0.04%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 4.5 UMBS TBA 01-01-53                                                         | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  256625857 | PA      | $247020094.55   | 0.13%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QE0181 04-01-52                                                      | CUSIP: 3133B9FW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   13498617 | PA      | $11866701.52    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BV9613 04-01-52                                                      | CUSIP: 3140MPVF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   24741706 | PA      | $21750062.46    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QE1754 05-01-52                                                      | CUSIP: 3133BA5P2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   16051656 | PA      | $14104060.02    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS3275 04-01-52                                                      | CUSIP: 3140XJT94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  222620777 | PA      | $195684553.84   | 0.10%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD1937 03-01-52                                                      | CUSIP: 3132DPEJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   69004923 | PA      | $60655603.03    | 0.03%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BW8980 10-01-52                                                      | CUSIP: 3140N16S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2529613 | PA      | $2375238.75     | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 SD1895 11-01-52                                                      | CUSIP: 3132DPC89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   34169257 | PA      | $33566613.96    | 0.02%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB3236 03-01-52                                                      | CUSIP: 3140QNS29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  119938480 | PA      | $105372551.23   | 0.05%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CB3177 03-01-52                                                      | CUSIP: 3140QNQ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   53878709 | PA      | $49033181.03    | 0.03%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 QD9278 04-01-52                                                      | CUSIP: 3133B7JX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4661092 | PA      | $4245131.53     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CB3417 04-01-52                                                      | CUSIP: 3140QNYP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   25026982 | PA      | $22773402.80    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD8246 09-01-52                                                      | CUSIP: 3132DWET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   34699990 | PA      | $34252637.25    | 0.02%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BW1385 12-01-52                                                      | CUSIP: 3140MSRF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     347867 | PA      | $326638.76      | 0.00%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 MA4730 09-01-52                                                      | CUSIP: 31418EHG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     944387 | PA      | $829951.45      | 0.00%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC                                                                       | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |    9393333 | NS      | $5252094280.29  | 2.74%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 MA4624 06-01-52                                                      | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1039933 | PA      | $913732.86      | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 MA4877 12-01-52                                                      | CUSIP: 31418EM31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2053918 | PA      | $2106983.17     | 0.00%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 QE4383 06-01-52                                                      | CUSIP: 3133BD2Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     800000 | PA      | $751181.56      | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD8281 12-01-52                                                      | CUSIP: 3132DWFW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1508354 | PA      | $1547289.53     | 0.00%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 MA4895 01-01-53                                                      | CUSIP: 31418ENM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     571549 | PA      | $586316.68      | 0.00%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 MA4911 12-01-52                                                      | CUSIP: 31418EN55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2770123 | PA      | $2434724.82     | 0.00%             | 2052-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD8282 01-01-53                                                      | CUSIP: 3132DWFX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    9456924 | PA      | $9701054.49     | 0.01%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 QE8065 08-01-52                                                      | CUSIP: 3133BH6A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2908656 | PA      | $2802650.27     | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 MA4806 11-01-52                                                      | CUSIP: 31418EKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4203658 | PA      | $4149464.85     | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 QE5462 07-01-52                                                      | CUSIP: 3133BFB74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     325000 | PA      | $305267.16      | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BT8111 03-01-52                                                      | CUSIP: 3140LXAM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      28734 | PA      | $24390.62       | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB2555 01-01-52                                                      | CUSIP: 3140QMZV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      45373 | PA      | $38567.66       | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 FS2555 07-01-52                                                      | CUSIP: 3140XHZV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     105000 | PA      | $101169.98      | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 MA4782 10-01-52                                                      | CUSIP: 31418EJ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6999306 | PA      | $6367436.67     | 0.00%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 SD8264 11-01-52                                                      | CUSIP: 3132DWFD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7016512 | PA      | $6383068.29     | 0.00%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB2865 02-01-52                                                      | CUSIP: 3140QNFF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      64156 | PA      | $54487.69       | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV1105 02-01-52                                                      | CUSIP: 3140MEGP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      44204 | PA      | $37549.22       | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB3158 03-01-52                                                      | CUSIP: 3140QNQL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      92324 | PA      | $78710.77       | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA6424 12-01-51                                                      | CUSIP: 3133KND59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      63804 | PA      | $54213.27       | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB2874 11-01-51                                                      | CUSIP: 3140QNFQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      94796 | PA      | $80556.68       | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | ASTRAZENECA PLC (GBP)                                                              | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |    8652260 | NS      | $1174244507.50  | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO                                                                          | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |    2498715 | NS      | $475980220.35   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV3674 02-01-52                                                      | CUSIP: 3140MHCL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      62907 | PA      | $53416.67       | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB2864 02-01-52                                                      | CUSIP: 3140QNFE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      95957 | PA      | $81496.03       | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QD6684 02-01-52                                                      | CUSIP: 3133B4M93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      60257 | PA      | $51176.48       | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QD6738 02-01-52                                                      | CUSIP: 3133B4PX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      63951 | PA      | $54303.30       | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV2217 02-01-52                                                      | CUSIP: 3140MFPB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      65481 | PA      | $55612.25       | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 BX1071 12-01-52                                                      | CUSIP: 3140N5FM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3176842 | PA      | $3258769.58     | 0.00%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP                                                               | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |   18894292 | NS      | $625778951.04   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD ASSET MANAGEMENT LTD                                                  | BROOKFIELD ASSET MANAGEMENT LTD A (USD)                                            | CUSIP: 113004105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    1377250 | NS      | $39485757.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 QF4663 12-01-52                                                      | CUSIP: 3133BSFC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     419474 | PA      | $430291.81      | 0.00%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 BX3730 12-01-52                                                      | CUSIP: 3140N8EC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1409339 | PA      | $1445753.50     | 0.00%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                                                     | BRITISH AMERICAN TOBACCO PLC                                                       | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |   23479826 | NS      | $931555268.68   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                             | BOOKING HOLDINGS INC                                                               | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |     230352 | NS      | $464223778.56   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 BX2466 12-01-52                                                      | CUSIP: 3140N6W40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1220375 | PA      | $1251907.05     | 0.00%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QE0761 04-01-52                                                      | CUSIP: 3133B9Z23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2289313 | PA      | $2012320.12     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES CO                                                                  | BAKER HUGHES CO CL A                                                               | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   13500506 | NS      | $398669942.18   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC                                                                    | BLACKROCK INC                                                                      | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |     375700 | NS      | $266232291.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BW3384 07-01-52                                                      | CUSIP: 3140MUXN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     655952 | PA      | $576603.37      | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QE2315 04-01-52                                                      | CUSIP: 3133BBSC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     999900 | PA      | $878915.26      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | BRISTOL-MYERS SQUIBB CO                                                            | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    4208381 | NS      | $302793012.95   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD CORP                                                                  | BROOKFIELD CORP A (USD)                                                            | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |    5509000 | NS      | $173313140.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                                           | BERKSHIRE HATHAWAY INC CL B                                                        | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |    1011213 | NS      | $312363695.70   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                           | BOSTON SCIENTIFIC CORPORATION CV PFD SER A 5.5% 06-01-23                           | CUSIP: 101137206<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EP               | CORP              | US        |     996147 | NS      | $114377598.54   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                                                     | BRITISH AMERICAN TOBACCO PLC ADR                                                   | CUSIP: 110448107<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |    3794000 | NS      | $151684120.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| ANHEUSER-BUSCH INBEV SA/NV                                                       | ANHEUSER-BUSCH INBEV SA/NV ADR                                                     | CUSIP: 03524A108<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |    4899061 | NS      | $294139622.44   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| BLACKSTONE INC                                                                   | BLACKSTONE INC (NON-VOTING)                                                        | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |    7416745 | NS      | $550248311.55   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | CARRIER GLOBAL CORP                                                                | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |   18015289 | NS      | $743130671.25   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                                                                  | CATERPILLAR INC                                                                    | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |    4456908 | NS      | $1067696880.48  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                                                        | CHUBB LTD                                                                          | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |    5988861 | NS      | $1321142736.60  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| COBANK ACB                                                                       | COBANK ACB PFD CL E 144A NON-CUM FIXED TO FLOATING PERPETUAL                       | CUSIP: 19075Q607<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | CORP              | US        |       7440 | NS      | $5952000.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL GROUP CENTRAL CORPORATE BOND FUND                                        | CAPITAL GROUP CENTRAL CORPORATE BOND FUND CL M (CCBF CL M)                         | CUSIP: 14020L100<br>LEI: N/A                  | Long             | EC               | RF                | US        | 1063770435 | NS      | $8669729047.44  | 4.52%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                                                                 | CROWN CASTLE INC (REIT)                                                            | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |    6702260 | NS      | $909094546.40   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| CERIDIAN HCM HOLDING INC                                                         | CERIDIAN HCM HOLDING INC (USD)                                                     | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |    1158000 | NS      | $74285700.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC                                                       | CF INDUSTRIES HOLDINGS INC                                                         | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |    2764000 | NS      | $235492800.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS INC                                                       | CHARTER COMMUNICATIONS INC CL A                                                    | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |    3187322 | NS      | $1080820890.20  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORP                                                                       | CIGNA CORP                                                                         | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |    2441627 | NS      | $809008690.18   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                                                     | COMCAST CORP CL A                                                                  | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |   49343815 | NS      | $1725553210.55  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC                                                                    | CME GROUP INC CL A                                                                 | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     822000 | NS      | $138227520.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHIPOTLE MEXICAN GRILL INC                                                       | CHIPOTLE MEXICAN GRILL INC                                                         | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      84909 | NS      | $117810388.41   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP                                                                     | CENTENE CORP                                                                       | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |    6557000 | NS      | $537739570.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CENTERPOINT ENERGY INC                                                             | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |   25469141 | NS      | $763819538.59   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                   | CANADIAN NATURAL RESOURCES LTD                                                     | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |   33247013 | NS      | $1846265071.99  | 0.96%             |  |  |  | No            |                  1 | On Loan: —       |
| CAPITAL ONE FINANCIAL CORP                                                       | CAPITAL ONE FINANCIAL CORP                                                         | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |    3782000 | NS      | $351574720.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST I RPM_22-3                              | RPM 22-3 B 144A 6.58% 11-25-30                                                     | CUSIP: 76088TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7594000 | PA      | $7094398.33     | 0.00%             | 2030-11-25      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                                                   | CONOCOPHILLIPS                                                                     | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    9385563 | NS      | $1107496434.00  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                                                         | CSX CORP                                                                           | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |   12339368 | NS      | $382273620.64   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST I RPM_22-3                              | RPM 22-3 A 144A 5.38% 11-25-30                                                     | CUSIP: 76088TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14912792 | PA      | $14539584.90    | 0.01%             | 2030-11-25      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| RMF PROPRIETARY ISSUANCE TRUST RMF_19-1                                          | RPIT 19-1 A 144A FRN 10-25-63/10-15-24                                             | CUSIP: 74968RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3887014 | PA      | $3587713.97     | 0.00%             | 2063-10-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| CINTAS CORP                                                                      | CINTAS CORP                                                                        | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     351377 | NS      | $158688880.74   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CATALENT INC                                                                     | CATALENT INC                                                                       | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1393000 | NS      | $62698930.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RACE POINT CLO LTD RACEP_15-9A                                                   | RACEP 15-9A A1A2 CLO 144A FRN (L+94) 10-15-30                                      | CUSIP: 74982WAA4<br>LEI: 549300C3570PBQ31OI09 | Long             | ABS-O            | CORP              | KY        |   63046000 | PA      | $62188385.26    | 0.03%             | 2030-10-15      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| SOUTH CAROLINA STUDENT LOAN CORP SCSLC_14-1                                      | SCSLC 14-1 A1 FRN (L+75) 05-01-30                                                  | CUSIP: 83715RAE2<br>LEI: 549300PIO3ZMSROGFF38 | Long             | ABS-O            | CORP              | US        |      64219 | PA      | $64214.02       | 0.00%             | 2030-05-01      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | COTERRA ENERGY INC                                                                 | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |    9411441 | NS      | $231239105.37   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CORTEVA INC                                                                      | CORTEVA INC                                                                        | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |    5097000 | NS      | $299601660.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH CAROLINA STUDENT LOAN CORP SCSLC_14-1                                      | SCSLC 14-1 A2 FRN (L+100) 01-03-33                                                 | CUSIP: 83715RAF9<br>LEI: 549300PIO3ZMSROGFF38 | Long             | ABS-O            | CORP              | US        |   12130000 | PA      | $12047503.87    | 0.01%             | 2033-01-03      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                  | SBA TOWER TRUST 144A LIFE 1.631% 11-15-26                                          | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   99657000 | PA      | $84786082.80    | 0.04%             | 2026-11-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_21-2                                                 | SEACO 21-2A A 144A 1.95% 08-17-41                                                  | CUSIP: 37959PAG2<br>LEI: 549300JZYOMTAKV6RT73 | Long             | ABS-O            | CORP              | US        |   74475209 | PA      | $64638225.87    | 0.03%             | 2041-08-17      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_21-2                                                 | SEACO 21-2A B 144A 2.49% 08-17-41                                                  | CUSIP: 37959PAH0<br>LEI: 549300JZYOMTAKV6RT73 | Long             | ABS-O            | CORP              | US        |    6100975 | PA      | $5168013.84     | 0.00%             | 2041-08-17      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP                                                                    | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |   20970134 | NS      | $1954206787.46  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP                                                                     | CHEVRON CORP                                                                       | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    7512124 | NS      | $1348351136.76  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-2                                | SDART 21-2 B 0.59% 09-15-25/07-17-23                                               | CUSIP: 80286XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4083519 | PA      | $4072228.37     | 0.00%             | 2025-09-15      | Fixed         | 0.59%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-2                                | SDART 21-2 D 1.35% 07-15-27/04-15-25                                               | CUSIP: 80286XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14067000 | PA      | $13159284.62    | 0.01%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-2                                | SDART 21-2 C 0.9% 06-15-26/05-15-24                                                | CUSIP: 80286XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21945000 | PA      | $21352265.55    | 0.01%             | 2026-06-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| SLAM LTD SLAM_21-1                                                               | SLAM 21-1 A 144A 2.434% 06-15-46/28                                                | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20838069 | PA      | $17285469.97    | 0.01%             | 2046-06-15      | Fixed         | 2.43%                 | Yes           |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES                                                      | DISCOVER FINANCIAL SERVICES                                                        | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |    3275000 | NS      | $320393250.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | DOLLAR GENERAL CORP                                                                | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |    2702815 | NS      | $665568193.75   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SLAM LTD SLAM_21-1                                                               | SLAM 21-1 B 144A 3.422% 06-15-46/28                                                | CUSIP: 78449AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3835945 | PA      | $3127652.77     | 0.00%             | 2046-06-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-3                                | SDART 21-3 D 1.33% 09-15-27/06-16-25                                               | CUSIP: 80287EAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9476000 | PA      | $8785180.65     | 0.00%             | 2027-09-15      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-3                                | SDART 21-3 C 0.95% 09-15-27/07-15-24                                               | CUSIP: 80287EAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12711000 | PA      | $12229672.56    | 0.01%             | 2027-09-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| SUTTONPARK STRUCTURED SETTLEMENTS SPSS_2021-1                                    | SPSS 21-1 A 144A 1.95% 09-15-75                                                    | CUSIP: 78472VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   27935049 | PA      | $25407317.82    | 0.01%             | 2075-09-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| DR HORTON INC                                                                    | DR HORTON INC                                                                      | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |   11795000 | NS      | $1051406300.00  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORP                                                                     | DANAHER CORP                                                                       | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     288000 | NS      | $76440960.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEPEAK 2021-1 ABS SALTT_21-1A                                                 | SALTT 21-1A A 144A 2.675% 02-28-33/02-15-28                                        | CUSIP: 78433XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18088901 | PA      | $15637692.45    | 0.01%             | 2033-02-28      | Fixed         | 2.67%                 | Yes           |                  2 | On Loan: No      |
| STONEPEAK 2021-1 ABS SALTT_21-1A                                                 | SALTT 21-1A AA 144A 2.301% 02-28-33/12-15-27                                       | CUSIP: 78433XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   26210643 | PA      | $23350590.11    | 0.01%             | 2033-02-28      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| DANAHER CORP                                                                     | DANAHER CORP CV PFD SER B CUMULATIVE 5.00% 04-15-23                                | CUSIP: 235851409<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EP               | CORP              | US        |      71365 | NS      | $96810190.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB2896 02-01-52                                                      | CUSIP: 3140QNGE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     457000 | PA      | $401712.24      | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STELLAR JAY US LLC STELLAR_21-1                                                  | STELR 21-1 A 144A 3.967% 10-15-41/03-15-28                                         | CUSIP: 858558AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   49322305 | PA      | $41653376.76    | 0.02%             | 2041-10-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| SPRITE LIMITED SPRTE_21-1                                                        | SPRTE 21-1 A 144A 3.75% 11-15-46/10-16-28                                          | CUSIP: 85208UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   44594588 | PA      | $38687812.12    | 0.02%             | 2046-11-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS1030 03-01-52                                                      | CUSIP: 3140XGEC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   51999957 | PA      | $45709002.52    | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 MA4653 07-01-52                                                      | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1499850 | PA      | $1317973.87     | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOLRR AIRCRAFT SOLRR_21-1 LIMITED                                                | SOLRR 21-1 A 144A 2.636% 10-15-46/09-15-28                                         | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   36907249 | PA      | $29669036.12    | 0.02%             | 2046-10-15      | Fixed         | 2.64%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_22-1                                                | SORT 22-1 A1 144A 5.97% 08-15-62/02-16-27                                          | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   53721338 | PA      | $52616451.13    | 0.03%             | 2062-08-15      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QE1864 05-01-52                                                      | CUSIP: 3133BBB99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1380149 | PA      | $1213556.43     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QE1775 05-01-52                                                      | CUSIP: 3133BA6L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     726359 | PA      | $638549.42      | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_22-1                                                | SORT 22-1 A2 144A 6.11% 08-15-62/28                                                | CUSIP: 12530MAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   43923950 | PA      | $41411764.04    | 0.02%             | 2062-08-15      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5                                | SDART 22-5 B 4.43% 03-15-27/04-15-25                                               | CUSIP: 80287HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5894000 | PA      | $5735080.08     | 0.00%             | 2027-03-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QD8673 03-01-52                                                      | CUSIP: 3133B6T67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     467432 | PA      | $410879.46      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB2432 12-01-51                                                      | CUSIP: 3140QMV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2998564 | PA      | $2635920.53     | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5                                | SDART 22-5 A2 3.98% 01-15-25/09-15-23                                              | CUSIP: 80287HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22836000 | PA      | $22723144.49    | 0.01%             | 2025-01-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5                                | SDART 22-5 A3 4.11% 08-17-26/09-16-24                                              | CUSIP: 80287HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21483000 | PA      | $21093771.01    | 0.01%             | 2026-08-17      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QD3298 12-01-51                                                      | CUSIP: 3133B0UX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2781282 | PA      | $2445392.46     | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB2800 02-01-52                                                      | CUSIP: 3140QNDE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   45536748 | PA      | $40037138.07    | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5                                | SDART 22-5 C 4.74% 10-15-28/02-17-26                                               | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5506000 | PA      | $5327181.64     | 0.00%             | 2028-10-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| STRATUS CLO LTD STRAS_22-3                                                       | STRAS 22-3 A CLO 144A FRN (TSFR3M+215) 10-20-31                                    | CUSIP: 86317EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   84030000 | PA      | $84032268.81    | 0.04%             | 2031-10-20      | Variable      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA6428 12-01-51                                                      | CUSIP: 3133KND91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2890023 | PA      | $2540506.89     | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QD3120 12-01-51                                                      | CUSIP: 3133B0PD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2789581 | PA      | $2452187.04     | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STRATUS CLO LTD STRAS_22-3                                                       | STRAS 22-3 B CLO 144A FRN (TSFR3M+305) 10-20-31                                    | CUSIP: 86317EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   12681000 | PA      | $12647775.78    | 0.01%             | 2031-10-20      | Variable      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| STRATUS CLO STRAS_21-2                                                           | STRAS_21-2 A CLO 144A FRN (L + 90) 12-28-29                                        | CUSIP: 86315TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    9700278 | PA      | $9566433.39     | 0.00%             | 2029-12-28      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7                                | SDART 22-7 A2 5.81% 01-15-26/05-15-24                                              | CUSIP: 80287FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   29798000 | PA      | $29859532.87    | 0.02%             | 2026-01-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7                                | SDART 22-7 B 5.95% 01-17-28/01-15-26                                               | CUSIP: 80287FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2751000 | PA      | $2779992.79     | 0.00%             | 2028-01-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7                                | SDART 22-7 A3 5.75% 04-15-27/25                                                    | CUSIP: 80287FAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6686000 | PA      | $6727479.94     | 0.00%             | 2027-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_19-2                                | SDART 19-2 D 3.22% 07-15-25/06-15-23                                               | CUSIP: 80286GAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5381932 | PA      | $5348596.70     | 0.00%             | 2025-07-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BW9206 08-01-52                                                      | CUSIP: 3140N2GQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     190000 | PA      | $195299.78      | 0.00%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QF0980 10-01-52                                                      | CUSIP: 3133BNCR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      68494 | PA      | $60206.50       | 0.00%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-1                                | SDART 20-1 C 4.11% 12-15-25/01-16-24                                               | CUSIP: 80287AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12805477 | PA      | $12745777.71    | 0.01%             | 2025-12-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                                | SORT 20-1 A1 144A 1.69% 07-15-60/25                                                | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   97618519 | PA      | $87240792.24    | 0.05%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QF0154 09-01-52                                                      | CUSIP: 3133BME35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      33238 | PA      | $29216.21       | 0.00%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD8225 07-01-52                                                      | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      69169 | PA      | $60774.86       | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                                | SORT 20-1 B1 144A 2.28% 07-15-60/25                                                | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14467432 | PA      | $12653245.40    | 0.01%             | 2060-07-15      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                                | SORT 20-1 A2 144A 1.99% 07-15-60/27                                                | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20258819 | PA      | $16753374.48    | 0.01%             | 2060-07-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QE3080 05-01-52                                                      | CUSIP: 3133BCM53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1281036 | PA      | $1125569.49     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QE8223 05-01-52                                                      | CUSIP: 3133BJD41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3242017 | PA      | $2852232.23     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                                | SORT 20-1 B2 144A 2.6% 07-15-60/27                                                 | CUSIP: 12530MAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1594070 | PA      | $1262010.73     | 0.00%             | 2060-07-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| SEACO_20-1                                                                       | SEACO 20-1A A 144A 2.17% 10-17-40/03-18-30                                         | CUSIP: 37959PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   59967696 | PA      | $53216173.11    | 0.03%             | 2040-10-17      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA8251 04-01-52                                                      | CUSIP: 3133KQEY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1484537 | PA      | $1305099.42     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QE0397 04-01-52                                                      | CUSIP: 3133B9NN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     120309 | PA      | $105967.72      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEACO_20-1                                                                       | SEACO 20-1A B 144A 3.55% 10-17-40/03-18-30                                         | CUSIP: 37959PAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1566273 | PA      | $1402514.32     | 0.00%             | 2040-10-17      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE VII SRL                                                        | SEACO 20-2A A 144A 2.26% 11-19-40/03-18-30                                         | CUSIP: 37959PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   84676840 | PA      | $75296000.59    | 0.04%             | 2040-11-19      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX4004 12-01-52                                                      | CUSIP: 3140N8NW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     290000 | PA      | $291219.74      | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QE0764 04-01-52                                                      | CUSIP: 3133B9Z56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      96702 | PA      | $84966.49       | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-3                                | SDART 20-3 C 1.12% 01-15-26/11-15-23                                               | CUSIP: 80285WAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5733294 | PA      | $5682273.79     | 0.00%             | 2026-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-3                                | SDART 20-3 D 1.64% 11-16-26/09-16-24                                               | CUSIP: 80285WAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8108000 | PA      | $7775685.51     | 0.00%             | 2026-11-16      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_21-A                                        | SMB 21-A A2A2 144A FRN (L+73) 01-15-53                                             | CUSIP: 78448YAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19420965 | PA      | $18602934.54    | 0.01%             | 2053-01-15      | Variable      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| SOUND POINT CLO LTD SNDPT_15-1RA                                                 | SNDPT 15-1RA AR CLO 144A FRN (L+108) 04-15-30                                      | CUSIP: 83607HAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    5645000 | PA      | $5583712.24     | 0.00%             | 2030-04-15      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| CLIF FUNDING VII LLC CLIF_21-1                                                   | CLIF 21-1A A 144A 1.64% 02-18-46/31                                                | CUSIP: 12565KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   28859713 | PA      | $24655978.11    | 0.01%             | 2046-02-18      | Fixed         | 1.64%                 | Yes           |                  2 | On Loan: No      |
| CLIF FUNDING VII LLC CLIF_21-1                                                   | CLIF 21-1A B 144A 2.38% 02-18-46/31                                                | CUSIP: 12565KAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2066343 | PA      | $1720704.05     | 0.00%             | 2046-02-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QE3984 05-01-52                                                      | CUSIP: 3133BDM93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     999901 | PA      | $878989.84      | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BW7756 08-01-52                                                      | CUSIP: 3140N0TN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     716919 | PA      | $630575.91      | 0.00%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_21-1                                                | SORT 21-1 A1 144A 1.53% 03-15-61/03-16-26                                          | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   60397133 | PA      | $52306333.39    | 0.03%             | 2061-03-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_21-1                                                | SORT 21-1 B1 144A 1.98% 03-15-61/03-16-26                                          | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7602343 | PA      | $6355817.39     | 0.00%             | 2061-03-15      | Fixed         | 1.98%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QF3340 11-01-52                                                      | CUSIP: 3133BQV94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1527772 | PA      | $1342907.22     | 0.00%             | 2052-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BW1734 05-01-52                                                      | CUSIP: 3140MS4U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2635352 | PA      | $2317328.43     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY I/L FRN 0.125% 07-15-24                                                | CUSIP: 912828WU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   63048313 | PA      | $61067876.98    | 0.03%             | 2024-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY I/L FRN 0.25% 01-15-25                                                 | CUSIP: 912828H45<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  223923236 | PA      | $214922736.36   | 0.11%             | 2025-01-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BV5386 04-01-52                                                      | CUSIP: 3140MJ6Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     974371 | PA      | $858772.77      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BU8945 04-01-52                                                      | CUSIP: 3140MA5F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6543072 | PA      | $5749011.64     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY I/L FRN 0.375% 07-15-25                                                | CUSIP: 912828XL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  593138879 | PA      | $569906398.58   | 0.30%             | 2025-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY I/L FRN 1.0% 02-15-46                                                  | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   22357873 | PA      | $18995436.53    | 0.01%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 3.625% 02-15-44                                                   | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24780000 | PA      | $22800305.98    | 0.01%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 2.25% 01-31-24                                                    | CUSIP: 912828V80<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   49560000 | PA      | $48272679.00    | 0.03%             | 2024-01-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB3495 05-01-52                                                      | CUSIP: 3140QN3D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   35841270 | PA      | $31492791.94    | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BV9835 05-01-52                                                      | CUSIP: 3140MP4V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     989044 | PA      | $869189.95      | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 2.25% 02-15-27                                                    | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11150000 | PA      | $10377640.62    | 0.01%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 2.0% 11-15-26                                                     | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   47200000 | PA      | $43652839.76    | 0.02%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QE3248 06-01-52                                                      | CUSIP: 3133BCTD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     999900 | PA      | $879044.23      | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB3896 06-01-52                                                      | CUSIP: 3140QPKJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     196881 | PA      | $173086.21      | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 2.375% 05-15-27                                                   | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4310000 | PA      | $4018800.02     | 0.00%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 3.0% 05-15-47                                                     | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   59532000 | PA      | $48937697.19    | 0.03%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 2.75% 08-15-47                                                    | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   99300000 | PA      | $77946607.44    | 0.04%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 5.25% 02-15-29                                                    | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   35690000 | PA      | $37920767.76    | 0.02%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QE0992 04-01-52                                                      | CUSIP: 3133BAC58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5957812 | PA      | $5234241.61     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB3890 06-01-52                                                      | CUSIP: 3140QPKC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1492344 | PA      | $1311383.81     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 3.0% 02-15-48                                                     | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4007000 | PA      | $3301571.26     | 0.00%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 2.75% 02-15-28                                                    | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10841000 | PA      | $10194774.49    | 0.01%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 2.5% 03-31-23                                                     | CUSIP: 9128284D9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5992700 | PA      | $5966124.17     | 0.00%             | 2023-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 2.75% 04-30-23                                                    | CUSIP: 9128284L1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      99000 | PA      | $98448.63       | 0.00%             | 2023-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BV2452 06-01-52                                                      | CUSIP: 3140MFWN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     761038 | PA      | $668818.27      | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BV2451 06-01-52                                                      | CUSIP: 3140MFWM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     791794 | PA      | $695776.26      | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 2.875% 05-15-28                                                   | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   50318100 | PA      | $47512282.24    | 0.02%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 3.125% 08-15-44                                                   | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   39447000 | PA      | $33420326.79    | 0.02%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 2.25% 11-15-24                                                    | CUSIP: 912828G38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   74340000 | PA      | $71415531.31    | 0.04%             | 2024-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 4.25% 05-15-39                                                    | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   89230000 | PA      | $92092650.09    | 0.05%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QE5295 05-01-52                                                      | CUSIP: 3133BE3C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2210607 | PA      | $1943704.94     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QE4033 06-01-52                                                      | CUSIP: 3133BDPS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     174037 | PA      | $153329.00      | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY NOTE 2.0% 02-15-25                                                     | CUSIP: 912828J27<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   29740000 | PA      | $28306543.90    | 0.01%             | 2025-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 2.5% 02-15-45                                                     | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   51860000 | PA      | $39220457.80    | 0.02%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY I/L 1.75% 01-15-28                                                     | CUSIP: 912810PV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   37921717 | PA      | $37930754.94    | 0.02%             | 2028-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 2.75% 08-15-42                                                    | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   32660000 | PA      | $26346260.25    | 0.01%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QE0244 04-01-52                                                      | CUSIP: 3133B9HV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     123822 | PA      | $108855.71      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB3581 05-01-52                                                      | CUSIP: 3140QN6T4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      34620 | PA      | $30416.26       | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BV2443 05-01-52                                                      | CUSIP: 3140MFWD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     606301 | PA      | $532943.55      | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BV2586 07-01-52                                                      | CUSIP: 3140MF2U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      25985 | PA      | $22845.04       | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 6.5% 11-15-26                                                     | CUSIP: 912810EY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   39650000 | PA      | $42960703.63    | 0.02%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 3.125% 02-15-43                                                   | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   47605000 | PA      | $40699537.71    | 0.02%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BW1216 10-01-52                                                      | CUSIP: 3140MSK61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     239867 | PA      | $210844.72      | 0.00%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BW1195 09-01-52                                                      | CUSIP: 3140MSKH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     212925 | PA      | $187162.26      | 0.00%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY I/L 0.625% 02-15-43                                                    | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   26363081 | PA      | $21261056.22    | 0.01%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | US TREASURY BOND 2.875% 05-15-43                                                   | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   36090000 | PA      | $29548088.41    | 0.02%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BW1449 06-01-52                                                      | CUSIP: 3140MSTF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      37753 | PA      | $33181.53       | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB3364 04-01-52                                                      | CUSIP: 3140QNW24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     319287 | PA      | $280510.30      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA6992 03-01-52                                                      | CUSIP: 3133KNXV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   11805217 | PA      | $10376998.23    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BT7819 05-01-52                                                      | CUSIP: 3140LWVM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      63152 | PA      | $55519.13       | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 MA4885 11-01-52                                                      | CUSIP: 31418ENB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3498258 | PA      | $3074986.63     | 0.00%             | 2052-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BW7349 09-01-52                                                      | CUSIP: 3140N0EX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      68246 | PA      | $59988.38       | 0.00%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD8284 01-01-53                                                      | CUSIP: 3132DWFZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     893367 | PA      | $785262.45      | 0.00%             | 2053-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD8263 11-01-52                                                      | CUSIP: 3132DWFC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3404790 | PA      | $2992793.14     | 0.00%             | 2052-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD8272 12-01-52                                                      | CUSIP: 3132DWFM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   16914232 | PA      | $14867491.40    | 0.01%             | 2052-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA6608 02-01-52                                                      | CUSIP: 3133KNKV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2179856 | PA      | $1915564.15     | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 QD8694 03-01-52                                                      | CUSIP: 3133B6UT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    9000000 | PA      | $8192763.35     | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 QE0246 04-01-52                                                      | CUSIP: 3133B9HX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2000001 | PA      | $1820900.73     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 RA7659 07-01-52                                                      | CUSIP: 3133KPQL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2000002 | PA      | $1820269.57     | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 SD1413 07-01-52                                                      | CUSIP: 3132DNSA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6000001 | PA      | $5460228.65     | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS0831 03-01-52                                                      | CUSIP: 3140XF4R9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1767054 | PA      | $1553275.80     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 QE9573 09-01-52                                                      | CUSIP: 3133BKT66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      44160 | PA      | $41481.60       | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BW0015 07-01-52                                                      | CUSIP: 3140MRAR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      61248 | PA      | $57522.94       | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 QF4579 12-01-52                                                      | CUSIP: 3133BSCQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      80672 | PA      | $75749.23       | 0.00%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 BX2554 11-01-52                                                      | CUSIP: 3140N6ZU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      29286 | PA      | $28911.89       | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 BW7235 10-01-52                                                      | CUSIP: 3140N0BD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     986609 | PA      | $973889.46      | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 BX0892 10-01-52                                                      | CUSIP: 3140N47E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     230000 | PA      | $227034.69      | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD8220 06-01-52                                                      | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  109541390 | PA      | $96298384.01    | 0.05%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 BW9411 08-01-52                                                      | CUSIP: 3140N2N56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     897468 | PA      | $885897.99      | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 MA4838 12-01-52                                                      | CUSIP: 31418ELU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   33965030 | PA      | $30898938.89    | 0.02%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BV4694 04-01-52                                                      | CUSIP: 3140MJGC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     315296 | PA      | $277194.83      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD8242 09-01-52                                                      | CUSIP: 3132DWEP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   12256167 | PA      | $10773783.99    | 0.01%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BW1128 06-01-52                                                      | CUSIP: 3140MSHE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1999801 | PA      | $1758328.91     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA6702 02-01-52                                                      | CUSIP: 3133KNNT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     694695 | PA      | $613392.37      | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QD1439 11-01-51                                                      | CUSIP: 3133AXS45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1159855 | PA      | $1019078.00     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB2670 01-01-52                                                      | CUSIP: 3140QM6G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1213298 | PA      | $1066561.64     | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS0124 01-01-52                                                      | CUSIP: 3140XFD65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2369510 | PA      | $2088497.97     | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FM9850 12-01-51                                                      | CUSIP: 3140XD5L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     384402 | PA      | $337918.15      | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BV1172 12-01-51                                                      | CUSIP: 3140MEJS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2678948 | PA      | $2355384.69     | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QD4944 01-01-52                                                      | CUSIP: 3133B2P52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     494754 | PA      | $435129.33      | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QD2732 12-01-51                                                      | CUSIP: 3133B0A94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     490964 | PA      | $432738.47      | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BT5284 12-01-51                                                      | CUSIP: 3140LT2S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     118804 | PA      | $104465.69      | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS0303 01-01-52                                                      | CUSIP: 3140XFKR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     741705 | PA      | $651970.84      | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BW2909 06-01-52                                                      | CUSIP: 3140MUGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4433265 | PA      | $3897331.97     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 QE5714 07-01-52                                                      | CUSIP: 3133BFK33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5999403 | PA      | $5457800.73     | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 QE6274 07-01-52                                                      | CUSIP: 3133BF6K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1999800 | PA      | $1818846.26     | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 BW7293 08-01-52                                                      | CUSIP: 3140N0C78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3999602 | PA      | $3638521.79     | 0.00%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 SD8243 09-01-52                                                      | CUSIP: 3132DWEQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5999401 | PA      | $5457793.20     | 0.00%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QD5189 01-01-52                                                      | CUSIP: 3133B2XS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     999999 | PA      | $879021.21      | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BW8987 10-01-52                                                      | CUSIP: 3140N16Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     999900 | PA      | $938881.49      | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 BW1306 11-01-52                                                      | CUSIP: 3140MSNY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5258205 | PA      | $4783505.00     | 0.00%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 QF3337 11-01-52                                                      | CUSIP: 3133BQV60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   11143970 | PA      | $10137937.18    | 0.01%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 QF2687 10-01-52                                                      | CUSIP: 3133BP6Y9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     456718 | PA      | $415486.45      | 0.00%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 QF4576 12-01-52                                                      | CUSIP: 3133BSCM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      60000 | PA      | $54583.44       | 0.00%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 QF1489 10-01-52                                                      | CUSIP: 3133BNUN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     999901 | PA      | $938881.58      | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 BJ2751 05-01-48                                                      | CUSIP: 3140H4BV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5716246 | PA      | $5599394.13     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGTW 6.5 D97504 12-01-27                                                           | CUSIP: 3128E4KR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88452 | PA      | $88569.49       | 0.00%             | 2027-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGTW 6.5 C91150 01-01-28                                                           | CUSIP: 3128P7H30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68130 | PA      | $69952.08       | 0.00%             | 2028-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGTW 6.5 C91130 12-01-27                                                           | CUSIP: 3128P7HF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49746 | PA      | $51076.21       | 0.00%             | 2027-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 5.5 G08248 02-01-38                                                          | CUSIP: 3128MJH29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42027 | PA      | $43670.05       | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 3.5 G61295 09-01-47                                                          | CUSIP: 31335BNL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5677026 | PA      | $5293571.54     | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS BM3528 02-01-47                                                          | CUSIP: 3140J74N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   34645216 | PA      | $32240942.08    | 0.02%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 G60928 04-01-47                                                          | CUSIP: 31335BA55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2282191 | PA      | $2237583.61     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 889658 06-01-38                                                      | CUSIP: 31410KMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     690563 | PA      | $724786.19      | 0.00%             | 2038-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.5 BF0219 09-01-57                                                         | CUSIP: 3140FXG55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   26324710 | PA      | $24212862.88    | 0.01%             | 2057-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BM2007 09-01-48                                                      | CUSIP: 3140J6GR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     497180 | PA      | $474524.99      | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 MA3277 02-01-48                                                      | CUSIP: 31418CUB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      48078 | PA      | $45590.22       | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 3.5 BM3714 03-01-48                                                      | CUSIP: 3140J8DU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5623631 | PA      | $5217003.36     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 BJ6760 03-01-48                                                      | CUSIP: 3140H8QN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3714203 | PA      | $3447181.30     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 BM4033 05-01-48                                                      | CUSIP: 3140J8PT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   19758215 | PA      | $18329557.68    | 0.01%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 BM3332 01-01-48                                                      | CUSIP: 3140J7V28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1482393 | PA      | $1375205.48     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.5 BF0226 01-01-58                                                         | CUSIP: 3140FXHC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   36989299 | PA      | $34039586.92    | 0.02%             | 2058-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC Z40130 01-01-46                                                              | CUSIP: 3132FCEB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14712748 | PA      | $13313683.34    | 0.01%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 BC0157 01-01-46                                                      | CUSIP: 3140EUE70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6716283 | PA      | $6250885.10     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K733                              | FHMS K733 A2 (MF) 3.75% 08-25-25                                                   | CUSIP: 3137FJXQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   58789074 | PA      | $57343333.09    | 0.03%             | 2025-08-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BJ4342 01-01-48                                                      | CUSIP: 3140H5ZG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     234081 | PA      | $224041.70      | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BJ9260 04-01-48                                                      | CUSIP: 3140HBJE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      16962 | PA      | $16194.12       | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CA1015 01-01-48                                                      | CUSIP: 3140Q8DV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      60625 | PA      | $58046.12       | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CA1532 04-01-48                                                      | CUSIP: 3140Q8V28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    9213793 | PA      | $8560784.12     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 6.0 G04552 09-01-38                                                          | CUSIP: 3128M6L97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     362101 | PA      | $375906.15      | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CA3068 02-01-49                                                      | CUSIP: 3140QAMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5598668 | PA      | $5184758.05     | 0.00%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 3.5 G61628 09-01-48                                                          | CUSIP: 31335BYZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6646784 | PA      | $6174317.47     | 0.00%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 BH6387 10-01-47                                                      | CUSIP: 3140GVCZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     365496 | PA      | $338535.65      | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 AI5589 07-01-41                                                      | CUSIP: 3138AKF79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      36620 | PA      | $36337.00       | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 4.5 BJ5829 06-01-48                                                      | CUSIP: 3140H7PP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      62811 | PA      | $61224.53       | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 BK1135 02-01-48                                                      | CUSIP: 3140HEHM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     373463 | PA      | $365087.27      | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 CA2642 11-01-48                                                      | CUSIP: 3140Q95C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     165535 | PA      | $162410.24      | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 BJ8318 01-01-48                                                      | CUSIP: 3140HAG46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      86509 | PA      | $84524.90       | 0.00%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 BE9242 03-01-47                                                      | CUSIP: 3140FVHU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      21022 | PA      | $20655.41       | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGCI 3.5 G16210 06-01-32                                                           | CUSIP: 3128MFDP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33145 | PA      | $32108.97       | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 ZS4747 12-01-47                                                      | CUSIP: 3132A5HY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   17201164 | PA      | $15956505.28    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 3.5 BE7150 02-01-32                                                      | CUSIP: 3140FS5L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     128863 | PA      | $125641.77      | 0.00%             | 2032-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 BM4413 12-01-47                                                      | CUSIP: 3140J83X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7008447 | PA      | $6904076.83     | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 3.0 V80026 04-01-43                                                          | CUSIP: 3132L5A37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28380 | PA      | $25881.71       | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 3.5 V85664 06-01-49                                                          | CUSIP: 3132LBJH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   30459567 | PA      | $28240069.61    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHLMC POOL #760015 ARH5 FRN 01-01-47                                               | CUSIP: 31342WAQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5025117 | PA      | $4754478.99     | 0.00%             | 2047-01-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS CA3807 07-01-49                                                          | CUSIP: 3140QBGR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4941378 | PA      | $4422765.96     | 0.00%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA3806 07-01-49                                                      | CUSIP: 3140QBGQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3187763 | PA      | $2854877.35     | 0.00%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI3 3.0 BF0293 07-01-48                                                         | CUSIP: 3140FXKF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   66657597 | PA      | $59269135.68    | 0.03%             | 2048-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 3.0 G61733 12-01-47                                                          | CUSIP: 31335B4S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17913715 | PA      | $16059305.22    | 0.01%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 888746 10-01-37                                                      | CUSIP: 31410GL35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     455963 | PA      | $475234.90      | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FEDFUND                                                                | BLACKROCK FEDFUND                                                                  | CUSIP: 09248U700<br>LEI: N/A                  | Long             | EC               | RF                | US        |   15600000 | PA      | $15600000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS CASH MANAGEMENT FUNDS - DREYFUS TREASURY AND AGENCY CASH MANAGEMENT      | DREYFUS CASH MANAGEMENT FUNDS - DREYFUS TREASURY AND AGENCY CASH MANAGEMENT        | CUSIP: 261908107<br>LEI: N/A                  | Long             | EC               | RF                | US        |   13900000 | PA      | $13900000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY INSTITUTIONAL MONEY MARKET FUNDS - GOVERNMENT PORTFOLIO                 | FIDELITY INSTITUTIONAL MONEY MARKET FUNDS - GOVERNMENT PORTFOLIO                   | CUSIP: 316175108<br>LEI: N/A                  | Long             | EC               | RF                | US        |   10400000 | PA      | $10400000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND                                   | GLDMN SCHS FIN SQ GV-FST                                                           | CUSIP: 38141W273<br>LEI: N/A                  | Long             | EC               | RF                | US        |   22600000 | PA      | $22600000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY INVST MGT INC - MORGAN STANLEY INSTL LIQUIDITY FUND - GOVT PRTFLO | MORGAN STANLEY INVST MGT INC - MORGAN STANLEY INSTL LIQUIDITY FUND - GOVT PRTFLO   | CUSIP: 61747C707<br>LEI: N/A                  | Long             | EC               | RF                | US        |    8600000 | PA      | $8600000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO GOVERNMENT AND AGENCY PORTFOLIO                                          | INVESCO GVT AND AGNCY-INST                                                         | CUSIP: 825252885<br>LEI: N/A                  | Long             | EC               | RF                | US        |   16409265 | PA      | $16409264.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET INSTITUTIONAL US GOVERNMENT MONEY MARKET FUND                       | STATE STREET INSTITUTIONAL US GOVERNMENT MONEY MARKET FUND                         | CUSIP: 857492706<br>LEI: N/A                  | Long             | EC               | RF                | US        |   26100000 | PA      | $26100000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                                  | CAPITAL GROUP CENTRAL CASH FUND                                                    | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | EC               | RF                | US        |   60700638 | PA      | $60700638.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-27

**Name of Applicant:** American Balanced Fund

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Analyst