# EDGAR Filing Document

**Accession Number:** 0000013075
**File Stem:** 0001193125-25-293300
**Filing Date:** 2025-11
**Character Count:** 3209791
**Document Hash:** c8f8c7afe0750ca3383b68308f4704e2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-293300.hdr.sgml**: 20251124

**ACCESSION NUMBER**: 0001193125-25-293300

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251124

**DATE AS OF CHANGE**: 20251124

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BOND FUND OF AMERICA
- **CENTRAL INDEX KEY:** 0000013075

**ORGANIZATION NAME:**
- **EIN:** 952884967
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02444
- **FILM NUMBER:** 251511483

**BUSINESS ADDRESS:**
- **STREET 1:** 333 S HOPE ST - 55TH FL
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071
- **BUSINESS PHONE:** 213-486-9200

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BOND FUND OF AMERICA INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### BOND FUND OF AMERICA (Series ID: S000009231)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000025097 | Class A       | ABNDX           |
| C000025098 | Class R-1     | RBFAX           |
| C000025099 | Class R-2     | RBFBX           |
| C000025100 | Class R-3     | RBFCX           |
| C000025101 | Class R-4     | RBFEX           |
| C000025102 | Class R-5     | RBFFX           |
| C000025104 | Class C       | BFACX           |
| C000025105 | Class F-1     | BFAFX           |
| C000025106 | Class 529-A   | CFAAX           |
| C000025108 | Class 529-C   | CFACX           |
| C000025109 | Class 529-E   | CFAEX           |
| C000025110 | Class 529-F-1 | CFAFX           |
| C000068564 | Class F-2     | ABNFX           |
| C000077906 | Class R-6     | RBFGX           |
| C000148420 | Class R-2E    | RBEBX           |
| C000164823 | Class R-5E    | RBFHX           |
| C000179983 | Class F-3     | BFFAX           |
| C000189457 | Class 529-T   | TFBFX           |
| C000189458 | Class T       | TBFFX           |
| C000224619 | Class 529-F-2 | FFBOX           |
| C000224620 | Class 529-F-3 | FBOFX           |

## Nport-Ex

![](img55fa894a1.jpg)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**The Bond Fund of America**<sup>®</sup>

Investment portfolio

September 30, 2025

**unaudited**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments 96.72%<br> **Mortgage-backed obligations 32.50%**<br> **Federal agency mortgage-backed obligations 27.49%**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fannie Mae Pool #745316 6.50% 2/1/2026 <sup>(a)</sup>  | USD—<br> <sup>(b)</sup><br>| $— <br><sup>(b)</sup><br>|
| Fannie Mae Pool #AL1237 6.50% 2/1/2026 <sup>(a)</sup>  | —<br> <sup>(b)</sup><br>| — <br><sup>(b)</sup><br>|
| Fannie Mae Pool #256449 6.50% 10/1/2026 <sup>(a)</sup>  | 3 | 3 |
| Fannie Mae Pool #MA2973 3.00% 4/1/2027 <sup>(a)</sup>  | 1 | 1 |
| Fannie Mae Pool #256821 6.50% 7/1/2027 <sup>(a)</sup>  | —<br> <sup>(b)</sup><br>| — <br><sup>(b)</sup><br>|
| Fannie Mae Pool #256856 6.50% 8/1/2027 <sup>(a)</sup>  | 9 | 10 |
| Fannie Mae Pool #MA3131 3.00% 9/1/2027 <sup>(a)</sup>  | 11 | 11 |
| Fannie Mae Pool #256886 6.50% 9/1/2027 <sup>(a)</sup>  | 6 | 7 |
| Fannie Mae Pool #995401 6.50% 10/1/2027 <sup>(a)</sup>  | —<br> <sup>(b)</sup><br>| — <br><sup>(b)</sup><br>|
| Fannie Mae Pool #257145 6.50% 3/1/2028 <sup>(a)</sup>  | 3 | 3 |
| Fannie Mae Pool #251752 6.50% 6/1/2028 <sup>(a)</sup>  | —<br> <sup>(b)</sup><br>| — <br><sup>(b)</sup><br>|
| Fannie Mae Pool #257431 6.50% 10/1/2028 <sup>(a)</sup>  | 1 | 1 |
| Fannie Mae Pool #496029 6.50% 1/1/2029 <sup>(a)</sup>  | —<br> <sup>(b)</sup><br>| — <br><sup>(b)</sup><br>|
| Fannie Mae Pool #FS2493 6.00% 9/1/2029 <sup>(a)</sup>  | 469 | 480 |
| Fannie Mae Pool #AY1948 3.50% 1/1/2030 <sup>(a)</sup>  | 116 | 115 |
| Fannie Mae Pool #AL9668 3.00% 10/1/2030 <sup>(a)</sup>  | 1 | 1 |
| Fannie Mae Pool #AZ0554 3.50% 10/1/2030 <sup>(a)</sup>  | 174 | 172 |
| Fannie Mae Pool #AL6344 5.00% 2/1/2031 <sup>(a)</sup>  | 72 | 73 |
| Fannie Mae Pool #FM9892 5.00% 9/1/2031 <sup>(a)</sup>  | 9 | 9 |
| Fannie Mae Pool #BJ4856 3.00% 2/1/2033 <sup>(a)</sup>  | 213 | 206 |
| Fannie Mae Pool #695412 5.00% 6/1/2033 <sup>(a)</sup>  | 2 | 3 |
| Fannie Mae Pool #MA3518 4.00% 11/1/2033 <sup>(a)</sup>  | 7 | 7 |
| Fannie Mae Pool #BO1359 2.50% 8/1/2034 <sup>(a)</sup>  | 990 | 943 |
| Fannie Mae Pool #FM2499 2.50% 2/1/2035 <sup>(a)</sup>  | 11594 | 11026 |
| Fannie Mae Pool #AD3566 5.00% 10/1/2035 <sup>(a)</sup>  | 19 | 19 |
| Fannie Mae Pool #745140 5.00% 11/1/2035 <sup>(a)</sup>  | 112 | 114 |
| Fannie Mae Pool #MA2588 4.00% 4/1/2036 <sup>(a)</sup>  | 932 | 922 |
| Fannie Mae Pool #MA2717 4.00% 8/1/2036 <sup>(a)</sup>  | 191 | 189 |
| Fannie Mae Pool #MA2746 4.00% 9/1/2036 <sup>(a)</sup>  | 1243 | 1229 |
| Fannie Mae Pool #MA2787 4.00% 10/1/2036 <sup>(a)</sup>  | 695 | 686 |
| Fannie Mae Pool #CB2247 2.50% 11/1/2036 <sup>(a)</sup>  | 2751 | 2589 |
| Fannie Mae Pool #AS8355 3.00% 11/1/2036 <sup>(a)</sup>  | 5162 | 4896 |
| Fannie Mae Pool #AS8554 3.00% 12/1/2036 <sup>(a)</sup>  | 625 | 592 |
| Fannie Mae Pool #MA2866 3.00% 1/1/2037 <sup>(a)</sup>  | 6112 | 5799 |
| Fannie Mae Pool #MA2897 3.00% 2/1/2037 <sup>(a)</sup>  | 10814 | 10282 |
| Fannie Mae Pool #913966 6.00% 2/1/2037 <sup>(a)</sup>  | 1 | 2 |
| Fannie Mae Pool #FS7802 2.50% 3/1/2037 <sup>(a)</sup>  | 2618 | 2464 |
| Fannie Mae Pool #FS0783 2.50% 3/1/2037 <sup>(a)</sup>  | 792 | 745 |
| Fannie Mae Pool #MA4568 2.50% 3/1/2037 <sup>(a)</sup>  | 350 | 330 |
| Fannie Mae Pool #914612 7.50% 3/1/2037 <sup>(a)</sup>  | 47 | 48 |
| Fannie Mae Pool #MA4583 2.50% 4/1/2037 <sup>(a)</sup>  | 2340 | 2203 |
| Fannie Mae Pool #924069 7.00% 5/1/2037 <sup>(a)</sup>  | 32 | 32 |
| Fannie Mae Pool #CB4285 2.50% 7/1/2037 <sup>(a)</sup>  | 1622 | 1527 |
| Fannie Mae Pool #MA4665 2.50% 7/1/2037 <sup>(a)</sup>  | 624 | 588 |
| Fannie Mae Pool #954927 7.00% 7/1/2037 <sup>(a)</sup>  | 82 | 85 |

---

The Bond Fund of America — Page 1 of 118

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fannie Mae Pool #966170 7.00% 7/1/2037 <sup>(a)</sup>  | USD61 | $62 |
| Fannie Mae Pool #954936 7.00% 7/1/2037 <sup>(a)</sup>  | 7 | 7 |
| Fannie Mae Pool #945680 6.00% 9/1/2037 <sup>(a)</sup>  | 13 | 14 |
| Fannie Mae Pool #924866 6.015% 10/1/2037 <sup>(a)(c)</sup>  | 5 | 5 |
| Fannie Mae Pool #CB6791 2.50% 7/1/2038 <sup>(a)</sup>  | 29 | 27 |
| Fannie Mae Pool #988588 5.50% 8/1/2038 <sup>(a)</sup>  | 3 | 3 |
| Fannie Mae Pool #889982 5.50% 11/1/2038 <sup>(a)</sup>  | 12 | 12 |
| Fannie Mae Pool #MA3539 4.50% 12/1/2038 <sup>(a)</sup>  | 24 | 24 |
| Fannie Mae Pool #931768 5.00% 8/1/2039 <sup>(a)</sup>  | 29 | 29 |
| Fannie Mae Pool #AC2641 4.50% 10/1/2039 <sup>(a)</sup>  | 2690 | 2705 |
| Fannie Mae Pool #AC0794 5.00% 10/1/2039 <sup>(a)</sup>  | 24 | 25 |
| Fannie Mae Pool #932606 5.00% 2/1/2040 <sup>(a)</sup>  | 48 | 49 |
| Fannie Mae Pool #MA4093 2.00% 8/1/2040 <sup>(a)</sup>  | 5433 | 4788 |
| Fannie Mae Pool #AD8522 4.00% 8/1/2040 <sup>(a)</sup>  | 67 | 66 |
| Fannie Mae Pool #AB1297 5.00% 8/1/2040 <sup>(a)</sup>  | 201 | 206 |
| Fannie Mae Pool #AE1761 4.00% 9/1/2040 <sup>(a)</sup>  | 1317 | 1286 |
| Fannie Mae Pool #MA4152 2.00% 10/1/2040 <sup>(a)</sup>  | 6141 | 5405 |
| Fannie Mae Pool #AE5471 4.50% 10/1/2040 <sup>(a)</sup>  | 412 | 413 |
| Fannie Mae Pool #AE7567 4.00% 11/1/2040 <sup>(a)</sup>  | 1504 | 1466 |
| Fannie Mae Pool #AH0007 4.00% 12/1/2040 <sup>(a)</sup>  | 1313 | 1280 |
| Fannie Mae Pool #AE8073 4.00% 12/1/2040 <sup>(a)</sup>  | 262 | 255 |
| Fannie Mae Pool #AH0539 4.00% 12/1/2040 <sup>(a)</sup>  | 158 | 154 |
| Fannie Mae Pool #MA4287 2.00% 3/1/2041 <sup>(a)</sup>  | 19612 | 16986 |
| Fannie Mae Pool #AH6099 5.00% 3/1/2041 <sup>(a)</sup>  | 898 | 920 |
| Fannie Mae Pool #AH9479 5.00% 4/1/2041 <sup>(a)</sup>  | 28 | 28 |
| Fannie Mae Pool #AH8144 5.00% 4/1/2041 <sup>(a)</sup>  | 28 | 28 |
| Fannie Mae Pool #MA4333 2.00% 5/1/2041 <sup>(a)</sup>  | 41668 | 36302 |
| Fannie Mae Pool #AI1862 5.00% 5/1/2041 <sup>(a)</sup>  | 952 | 975 |
| Fannie Mae Pool #MA4364 2.00% 6/1/2041 <sup>(a)</sup>  | 82997 | 71844 |
| Fannie Mae Pool #AI3510 5.00% 6/1/2041 <sup>(a)</sup>  | 477 | 489 |
| Fannie Mae Pool #AE1248 5.00% 6/1/2041 <sup>(a)</sup>  | 37 | 38 |
| Fannie Mae Pool #MA4387 2.00% 7/1/2041 <sup>(a)</sup>  | 28392 | 24700 |
| Fannie Mae Pool #FM7690 2.00% 7/1/2041 <sup>(a)</sup>  | 19725 | 17172 |
| Fannie Mae Pool #BT5941 2.00% 7/1/2041 <sup>(a)</sup>  | 10741 | 9344 |
| Fannie Mae Pool #MA4407 2.00% 8/1/2041 <sup>(a)</sup>  | 148275 | 128900 |
| Fannie Mae Pool #FM8120 2.00% 8/1/2041 <sup>(a)</sup>  | 18683 | 16181 |
| Fannie Mae Pool #AI5172 4.00% 8/1/2041 <sup>(a)</sup>  | 327 | 317 |
| Fannie Mae Pool #AL0658 4.50% 8/1/2041 <sup>(a)</sup>  | 446 | 447 |
| Fannie Mae Pool #AJ0257 4.00% 9/1/2041 <sup>(a)</sup>  | 89 | 87 |
| Fannie Mae Pool #AJ0704 5.00% 9/1/2041 <sup>(a)</sup>  | 441 | 453 |
| Fannie Mae Pool #AJ1873 4.00% 10/1/2041 <sup>(a)</sup>  | 139 | 135 |
| Fannie Mae Pool #AJ4154 4.00% 11/1/2041 <sup>(a)</sup>  | 272 | 264 |
| Fannie Mae Pool #AJ5391 5.00% 11/1/2041 <sup>(a)</sup>  | 249 | 255 |
| Fannie Mae Pool #AE1277 5.00% 11/1/2041 <sup>(a)</sup>  | 91 | 93 |
| Fannie Mae Pool #MA4501 2.00% 12/1/2041 <sup>(a)</sup>  | 52152 | 45143 |
| Fannie Mae Pool #AB4050 4.00% 12/1/2041 <sup>(a)</sup>  | 489 | 476 |
| Fannie Mae Pool #AJ7471 4.00% 12/1/2041 <sup>(a)</sup>  | 366 | 355 |
| Fannie Mae Pool #AJ4189 4.00% 12/1/2041 <sup>(a)</sup>  | 283 | 275 |
| Fannie Mae Pool #AE1283 5.00% 12/1/2041 <sup>(a)</sup>  | 44 | 45 |
| Fannie Mae Pool #MA4540 2.00% 2/1/2042 <sup>(a)</sup>  | 17817 | 15411 |
| Fannie Mae Pool #890407 4.00% 2/1/2042 <sup>(a)</sup>  | 706 | 688 |
| Fannie Mae Pool #AE1290 5.00% 2/1/2042 <sup>(a)</sup>  | 125 | 127 |
| Fannie Mae Pool #AK6740 4.00% 3/1/2042 <sup>(a)</sup>  | 2600 | 2544 |
| Fannie Mae Pool #AL2745 4.00% 3/1/2042 <sup>(a)</sup>  | 2048 | 1993 |

---

The Bond Fund of America — Page 2 of 118

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fannie Mae Pool #AK4949 4.00% 3/1/2042 <sup>(a)</sup>  | USD159 | $155 |
| Fannie Mae Pool #MA4586 2.00% 4/1/2042 <sup>(a)</sup>  | 5159 | 4459 |
| Fannie Mae Pool #FS4250 2.50% 8/1/2042 <sup>(a)</sup>  | 394 | 353 |
| Fannie Mae Pool #AX3703 4.00% 9/1/2042 <sup>(a)</sup>  | 3072 | 2989 |
| Fannie Mae Pool #AR1512 3.50% 1/1/2043 <sup>(a)</sup>  | 417 | 394 |
| Fannie Mae Pool #MA4908 6.00% 1/1/2043 <sup>(a)</sup>  | 38 | 39 |
| Fannie Mae Pool #AT0412 3.50% 3/1/2043 <sup>(a)</sup>  | 194 | 182 |
| Fannie Mae Pool #AT0300 3.50% 3/1/2043 <sup>(a)</sup>  | 55 | 53 |
| Fannie Mae Pool #AT3954 3.50% 4/1/2043 <sup>(a)</sup>  | 79 | 75 |
| Fannie Mae Pool #AT2683 4.00% 5/1/2043 <sup>(a)</sup>  | 1332 | 1295 |
| Fannie Mae Pool #AT5898 3.00% 6/1/2043 <sup>(a)</sup>  | 12548 | 11544 |
| Fannie Mae Pool #AL3829 3.50% 6/1/2043 <sup>(a)</sup>  | 1758 | 1665 |
| Fannie Mae Pool #AT7161 3.50% 6/1/2043 <sup>(a)</sup>  | 584 | 551 |
| Fannie Mae Pool #AV0786 4.00% 11/1/2043 <sup>(a)</sup>  | 2253 | 2191 |
| Fannie Mae Pool #AL8421 3.50% 1/1/2044 <sup>(a)</sup>  | 10118 | 9554 |
| Fannie Mae Pool #MA5412 6.50% 6/1/2044 <sup>(a)</sup>  | 23 | 24 |
| Fannie Mae Pool #MA5431 6.50% 7/1/2044 <sup>(a)</sup>  | 2440 | 2523 |
| Fannie Mae Pool #AX8521 3.50% 12/1/2044 <sup>(a)</sup>  | 261 | 246 |
| Fannie Mae Pool #AY1829 3.50% 12/1/2044 <sup>(a)</sup>  | 93 | 87 |
| Fannie Mae Pool #BE5009 3.50% 1/1/2045 <sup>(a)</sup>  | 536 | 505 |
| Fannie Mae Pool #BE5017 3.50% 2/1/2045 <sup>(a)</sup>  | 1051 | 989 |
| Fannie Mae Pool #FM9416 3.50% 7/1/2045 <sup>(a)</sup>  | 1438 | 1353 |
| Fannie Mae Pool #AZ7366 4.00% 11/1/2045 <sup>(a)</sup>  | 13408 | 12933 |
| Fannie Mae Pool #AS6348 4.00% 12/1/2045 <sup>(a)</sup>  | 2333 | 2249 |
| Fannie Mae Pool #AS6839 4.00% 3/1/2046 <sup>(a)</sup>  | 3236 | 3114 |
| Fannie Mae Pool #BC1352 4.00% 3/1/2046 <sup>(a)</sup>  | 929 | 894 |
| Fannie Mae Pool #AL8522 3.50% 5/1/2046 <sup>(a)</sup>  | 23 | 22 |
| Fannie Mae Pool #CB0838 2.50% 6/1/2046 <sup>(a)</sup>  | 66 | 58 |
| Fannie Mae Pool #BC8647 4.50% 6/1/2046 <sup>(a)</sup>  | 244 | 241 |
| Fannie Mae Pool #BD1968 4.00% 7/1/2046 <sup>(a)</sup>  | 30 | 29 |
| Fannie Mae Pool #BD1550 4.50% 7/1/2046 <sup>(a)</sup>  | 234 | 229 |
| Fannie Mae Pool #BD7600 4.50% 9/1/2046 <sup>(a)</sup>  | 74 | 73 |
| Fannie Mae Pool #BD9236 3.50% 10/1/2046 <sup>(a)</sup>  | 304 | 284 |
| Fannie Mae Pool #BM5148 4.00% 10/1/2046 <sup>(a)</sup>  | 30028 | 28982 |
| Fannie Mae Pool #MA2809 4.50% 10/1/2046 <sup>(a)</sup>  | 444 | 424 |
| Fannie Mae Pool #MA2821 4.50% 10/1/2046 <sup>(a)</sup>  | 296 | 285 |
| Fannie Mae Pool #BD9248 4.50% 10/1/2046 <sup>(a)</sup>  | 215 | 210 |
| Fannie Mae Pool #AS8310 3.00% 11/1/2046 <sup>(a)</sup>  | 422 | 385 |
| Fannie Mae Pool #MA2833 3.00% 12/1/2046 <sup>(a)</sup>  | 30 | 27 |
| Fannie Mae Pool #BC9077 3.50% 12/1/2046 <sup>(a)</sup>  | 13297 | 12436 |
| Fannie Mae Pool #BD2440 3.50% 1/1/2047 <sup>(a)</sup>  | 1474 | 1378 |
| Fannie Mae Pool #FS1681 2.00% 3/1/2047 <sup>(a)</sup>  | 457 | 378 |
| Fannie Mae Pool #CB3110 2.50% 3/1/2047 <sup>(a)</sup>  | 227 | 195 |
| Fannie Mae Pool #FS0976 2.50% 3/1/2047 <sup>(a)</sup>  | 52 | 44 |
| Fannie Mae Pool #BD7087 4.00% 3/1/2047 <sup>(a)</sup>  | 24159 | 23263 |
| Fannie Mae Pool #BM1179 3.00% 4/1/2047 <sup>(a)</sup>  | 513 | 467 |
| Fannie Mae Pool #BH0876 4.50% 4/1/2047 <sup>(a)</sup>  | 1619 | 1585 |
| Fannie Mae Pool #MA3002 4.50% 4/1/2047 <sup>(a)</sup>  | 199 | 190 |
| Fannie Mae Pool #BE8740 3.50% 5/1/2047 <sup>(a)</sup>  | 896 | 837 |
| Fannie Mae Pool #BE8742 3.50% 5/1/2047 <sup>(a)</sup>  | 249 | 233 |
| Fannie Mae Pool #BH2846 3.50% 5/1/2047 <sup>(a)</sup>  | 125 | 117 |
| Fannie Mae Pool #BH2848 3.50% 5/1/2047 <sup>(a)</sup>  | 114 | 107 |
| Fannie Mae Pool #BH2847 3.50% 5/1/2047 <sup>(a)</sup>  | 33 | 31 |
| Fannie Mae Pool #BH3122 4.00% 6/1/2047 <sup>(a)</sup>  | 35 | 34 |

---

The Bond Fund of America — Page 3 of 118

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fannie Mae Pool #256893 7.00% 8/1/2047 <sup>(a)</sup>  | USD8 | $9 |
| Fannie Mae Pool #CA0453 4.00% 9/1/2047 <sup>(a)</sup>  | 5033 | 4840 |
| Fannie Mae Pool #BH5696 4.00% 10/1/2047 <sup>(a)</sup>  | 29744 | 28640 |
| Fannie Mae Pool #CA0770 3.50% 11/1/2047 <sup>(a)</sup>  | 144 | 134 |
| Fannie Mae Pool #BJ3525 4.50% 11/1/2047 <sup>(a)</sup>  | 777 | 768 |
| Fannie Mae Pool #CA0854 3.50% 12/1/2047 <sup>(a)</sup>  | 10362 | 9655 |
| Fannie Mae Pool #MA3211 4.00% 12/1/2047 <sup>(a)</sup>  | 2768 | 2669 |
| Fannie Mae Pool #BJ5015 4.00% 12/1/2047 <sup>(a)</sup>  | 764 | 736 |
| Fannie Mae Pool #BM4413 4.50% 12/1/2047 <sup>(a)</sup>  | 3737 | 3693 |
| Fannie Mae Pool #BJ3558 4.50% 12/1/2047 <sup>(a)</sup>  | 787 | 777 |
| Fannie Mae Pool #BJ3581 4.50% 12/1/2047 <sup>(a)</sup>  | 500 | 494 |
| Fannie Mae Pool #CA1189 3.50% 2/1/2048 <sup>(a)</sup>  | 1062 | 986 |
| Fannie Mae Pool #BK0163 4.50% 2/1/2048 <sup>(a)</sup>  | 1269 | 1253 |
| Fannie Mae Pool #BJ4901 3.50% 3/1/2048 <sup>(a)</sup>  | 627 | 587 |
| Fannie Mae Pool #CA1532 3.50% 4/1/2048 <sup>(a)</sup>  | 4205 | 3910 |
| Fannie Mae Pool #BK5232 4.00% 5/1/2048 <sup>(a)</sup>  | 447 | 431 |
| Fannie Mae Pool #BK6840 4.00% 6/1/2048 <sup>(a)</sup>  | 599 | 577 |
| Fannie Mae Pool #BF0293 3.00% 7/1/2048 <sup>(a)</sup>  | 5295 | 4767 |
| Fannie Mae Pool #CA2102 5.00% 7/1/2048 <sup>(a)</sup>  | 309 | 313 |
| Fannie Mae Pool #BF0318 3.50% 8/1/2048 <sup>(a)</sup>  | 22975 | 21379 |
| Fannie Mae Pool #BK9743 4.00% 8/1/2048 <sup>(a)</sup>  | 177 | 170 |
| Fannie Mae Pool #BK9761 4.50% 8/1/2048 <sup>(a)</sup>  | 183 | 183 |
| Fannie Mae Pool #BM5349 4.00% 9/1/2048 <sup>(a)</sup>  | 60652 | 58403 |
| Fannie Mae Pool #CA2850 4.00% 12/1/2048 <sup>(a)</sup>  | 1082 | 1048 |
| Fannie Mae Pool #BF0320 5.50% 1/1/2049 <sup>(a)</sup>  | 4400 | 4574 |
| Fannie Mae Pool #FM3280 3.50% 5/1/2049 <sup>(a)</sup>  | 375 | 353 |
| Fannie Mae Pool #BN6708 3.50% 6/1/2049 <sup>(a)</sup>  | 6767 | 6336 |
| Fannie Mae Pool #FM1062 3.50% 6/1/2049 <sup>(a)</sup>  | 6724 | 6303 |
| Fannie Mae Pool #CA3807 3.00% 7/1/2049 <sup>(a)</sup>  | 1011 | 912 |
| Fannie Mae Pool #CA3806 3.00% 7/1/2049 <sup>(a)</sup>  | 688 | 622 |
| Fannie Mae Pool #CA4021 3.50% 8/1/2049 <sup>(a)</sup>  | 19566 | 18094 |
| Fannie Mae Pool #BJ8411 3.50% 8/1/2049 <sup>(a)</sup>  | 1710 | 1600 |
| Fannie Mae Pool #FM2318 3.50% 9/1/2049 <sup>(a)</sup>  | 33437 | 31154 |
| Fannie Mae Pool #CA4151 3.50% 9/1/2049 <sup>(a)</sup>  | 8820 | 8268 |
| Fannie Mae Pool #FM1443 3.50% 9/1/2049 <sup>(a)</sup>  | 4957 | 4636 |
| Fannie Mae Pool #FM1913 4.00% 9/1/2049 <sup>(a)</sup>  | 1198 | 1152 |
| Fannie Mae Pool #FM1963 4.00% 11/1/2049 <sup>(a)</sup>  | 29183 | 28046 |
| Fannie Mae Pool #CA4802 3.50% 12/1/2049 <sup>(a)</sup>  | 18281 | 16947 |
| Fannie Mae Pool #FS5313 3.50% 1/1/2050 <sup>(a)</sup>  | 148895 | 138827 |
| Fannie Mae Pool #FM4883 2.50% 3/1/2050 <sup>(a)</sup>  | 193 | 163 |
| Fannie Mae Pool #CA5338 3.00% 3/1/2050 <sup>(a)</sup>  | 10369 | 9160 |
| Fannie Mae Pool #CA5506 3.00% 4/1/2050 <sup>(a)</sup>  | 34145 | 30689 |
| Fannie Mae Pool #BP1954 3.50% 4/1/2050 <sup>(a)</sup>  | 14420 | 13351 |
| Fannie Mae Pool #FS3189 4.00% 4/1/2050 <sup>(a)</sup>  | 16168 | 15544 |
| Fannie Mae Pool #CA5968 2.50% 6/1/2050 <sup>(a)</sup>  | 36151 | 31064 |
| Fannie Mae Pool #BP5717 2.50% 6/1/2050 <sup>(a)</sup>  | 5053 | 4298 |
| Fannie Mae Pool #CA6168 2.50% 6/1/2050 <sup>(a)</sup>  | 178 | 150 |
| Fannie Mae Pool #BP5576 2.50% 6/1/2050 <sup>(a)</sup>  | 164 | 139 |
| Fannie Mae Pool #FM3720 2.50% 7/1/2050 <sup>(a)</sup>  | 11792 | 9951 |
| Fannie Mae Pool #BP9537 2.50% 7/1/2050 <sup>(a)</sup>  | 813 | 687 |
| Fannie Mae Pool #CA6409 2.50% 7/1/2050 <sup>(a)</sup>  | 18 | 15 |
| Fannie Mae Pool #BP6439 2.50% 7/1/2050 <sup>(a)</sup>  | 18 | 15 |
| Fannie Mae Pool #CA6309 3.00% 7/1/2050 <sup>(a)</sup>  | 34364 | 31007 |
| Fannie Mae Pool #CA6349 3.00% 7/1/2050 <sup>(a)</sup>  | 8769 | 7740 |

---

The Bond Fund of America — Page 4 of 118

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---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fannie Mae Pool #CA6593 2.50% 8/1/2050 <sup>(a)</sup>  | USD11,004 | $9464 |
| Fannie Mae Pool #CA6918 2.50% 8/1/2050 <sup>(a)</sup>  | 5471 | 4623 |
| Fannie Mae Pool #FM3920 2.50% 8/1/2050 <sup>(a)</sup>  | 4204 | 3552 |
| Fannie Mae Pool #CA6740 3.00% 8/1/2050 <sup>(a)</sup>  | 4900 | 4324 |
| Fannie Mae Pool #CA6987 2.00% 9/1/2050 <sup>(a)</sup>  | 1508 | 1219 |
| Fannie Mae Pool #BP6715 2.00% 9/1/2050 <sup>(a)</sup>  | 6 | 5 |
| Fannie Mae Pool #FM4256 2.50% 9/1/2050 <sup>(a)</sup>  | 26263 | 22620 |
| Fannie Mae Pool #CA7028 2.50% 9/1/2050 <sup>(a)</sup>  | 5995 | 5165 |
| Fannie Mae Pool #FM7195 2.50% 9/1/2050 <sup>(a)</sup>  | 5603 | 4727 |
| Fannie Mae Pool #FP0015 2.50% 9/1/2050 <sup>(a)</sup>  | 182 | 154 |
| Fannie Mae Pool #CA7052 3.00% 9/1/2050 <sup>(a)</sup>  | 2170 | 1927 |
| Fannie Mae Pool #CA7325 2.00% 10/1/2050 <sup>(a)</sup>  | 6630 | 5446 |
| Fannie Mae Pool #CA7278 2.50% 10/1/2050 <sup>(a)</sup>  | 5453 | 4607 |
| Fannie Mae Pool #CA7257 2.50% 10/1/2050 <sup>(a)</sup>  | 2108 | 1813 |
| Fannie Mae Pool #FP0060 2.50% 10/1/2050 <sup>(a)</sup>  | 941 | 795 |
| Fannie Mae Pool #FM4579 2.50% 10/1/2050 <sup>(a)</sup>  | 210 | 179 |
| Fannie Mae Pool #FP0034 2.50% 10/1/2050 <sup>(a)</sup>  | 173 | 146 |
| Fannie Mae Pool #CA7529 2.50% 10/1/2050 <sup>(a)</sup>  | 27 | 23 |
| Fannie Mae Pool #CA7381 3.00% 10/1/2050 <sup>(a)</sup>  | 7690 | 6787 |
| Fannie Mae Pool #BQ7618 2.00% 11/1/2050 <sup>(a)</sup>  | 4798 | 3872 |
| Fannie Mae Pool #BQ6356 2.00% 11/1/2050 <sup>(a)</sup>  | 1197 | 967 |
| Fannie Mae Pool #CA7596 2.00% 11/1/2050 <sup>(a)</sup>  | 968 | 782 |
| Fannie Mae Pool #BQ7559 2.00% 11/1/2050 <sup>(a)</sup>  | 142 | 115 |
| Fannie Mae Pool #CA7739 2.50% 11/1/2050 <sup>(a)</sup>  | 71240 | 60763 |
| Fannie Mae Pool #CA7603 2.50% 11/1/2050 <sup>(a)</sup>  | 46827 | 39890 |
| Fannie Mae Pool #CA7599 2.50% 11/1/2050 <sup>(a)</sup>  | 3785 | 3261 |
| Fannie Mae Pool #FM5309 2.50% 11/1/2050 <sup>(a)</sup>  | 2588 | 2185 |
| Fannie Mae Pool #BQ6335 2.50% 11/1/2050 <sup>(a)</sup>  | 887 | 749 |
| Fannie Mae Pool #FM4862 2.50% 11/1/2050 <sup>(a)</sup>  | 215 | 182 |
| Fannie Mae Pool #FM4783 2.00% 12/1/2050 <sup>(a)</sup>  | 17467 | 14133 |
| Fannie Mae Pool #MA4208 2.00% 12/1/2050 <sup>(a)</sup>  | 7146 | 5822 |
| Fannie Mae Pool #CA8108 2.00% 12/1/2050 <sup>(a)</sup>  | 891 | 728 |
| Fannie Mae Pool #BQ8457 2.00% 12/1/2050 <sup>(a)</sup>  | 799 | 646 |
| Fannie Mae Pool #FM5849 2.00% 12/1/2050 <sup>(a)</sup>  | 77 | 62 |
| Fannie Mae Pool #FM5444 2.00% 12/1/2050 <sup>(a)</sup>  | 43 | 35 |
| Fannie Mae Pool #BQ9058 2.50% 12/1/2050 <sup>(a)</sup>  | 30698 | 25930 |
| Fannie Mae Pool #CA8130 2.50% 12/1/2050 <sup>(a)</sup>  | 16572 | 14117 |
| Fannie Mae Pool #CA8044 2.50% 12/1/2050 <sup>(a)</sup>  | 6643 | 5659 |
| Fannie Mae Pool #CA8136 2.50% 12/1/2050 <sup>(a)</sup>  | 3991 | 3403 |
| Fannie Mae Pool #CA8251 2.50% 12/1/2050 <sup>(a)</sup>  | 305 | 260 |
| Fannie Mae Pool #CA8256 2.50% 12/1/2050 <sup>(a)</sup>  | 26 | 22 |
| Fannie Mae Pool #CA8285 3.00% 12/1/2050 <sup>(a)</sup>  | 45277 | 40684 |
| Fannie Mae Pool #CA8046 3.00% 12/1/2050 <sup>(a)</sup>  | 26535 | 23981 |
| Fannie Mae Pool #FM5166 3.00% 12/1/2050 <sup>(a)</sup>  | 5353 | 4725 |
| Fannie Mae Pool #FS9792 4.50% 12/1/2050 <sup>(a)</sup>  | 2051 | 2026 |
| Fannie Mae Pool #MA4237 2.00% 1/1/2051 <sup>(a)</sup>  | 39747 | 32365 |
| Fannie Mae Pool #CA8450 2.00% 1/1/2051 <sup>(a)</sup>  | 3519 | 2847 |
| Fannie Mae Pool #BR1283 2.00% 1/1/2051 <sup>(a)</sup>  | 2349 | 1901 |
| Fannie Mae Pool #BR3452 2.00% 1/1/2051 <sup>(a)</sup>  | 1565 | 1267 |
| Fannie Mae Pool #CA8687 2.00% 1/1/2051 <sup>(a)</sup>  | 280 | 228 |
| Fannie Mae Pool #CA8587 2.00% 1/1/2051 <sup>(a)</sup>  | 198 | 160 |
| Fannie Mae Pool #BR0772 2.00% 1/1/2051 <sup>(a)</sup>  | 78 | 63 |
| Fannie Mae Pool #FM5944 2.50% 1/1/2051 <sup>(a)</sup>  | 906 | 764 |
| Fannie Mae Pool #FS5929 2.50% 1/1/2051 <sup>(a)</sup>  | 879 | 742 |

---

The Bond Fund of America — Page 5 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fannie Mae Pool #CA8781 2.50% 1/1/2051 <sup>(a)</sup>  | USD65 | $56 |
| Fannie Mae Pool #FS3550 2.50% 1/1/2051 <sup>(a)</sup>  | 42 | 36 |
| Fannie Mae Pool #FM6293 3.00% 1/1/2051 <sup>(a)</sup>  | 14224 | 12562 |
| Fannie Mae Pool #MA4255 2.00% 2/1/2051 <sup>(a)</sup>  | 8141 | 6616 |
| Fannie Mae Pool #BR3283 2.00% 2/1/2051 <sup>(a)</sup>  | 4452 | 3593 |
| Fannie Mae Pool #BR2666 2.00% 2/1/2051 <sup>(a)</sup>  | 2751 | 2252 |
| Fannie Mae Pool #CA8820 2.00% 2/1/2051 <sup>(a)</sup>  | 1754 | 1433 |
| Fannie Mae Pool #FM6332 2.00% 2/1/2051 <sup>(a)</sup>  | 549 | 443 |
| Fannie Mae Pool #FM5848 2.00% 2/1/2051 <sup>(a)</sup>  | 82 | 67 |
| Fannie Mae Pool #FM6037 2.00% 2/1/2051 <sup>(a)</sup>  | 24 | 19 |
| Fannie Mae Pool #CA8828 2.50% 2/1/2051 <sup>(a)</sup>  | 32978 | 28274 |
| Fannie Mae Pool #CA9291 2.50% 2/1/2051 <sup>(a)</sup>  | 18029 | 15209 |
| Fannie Mae Pool #FS1971 2.50% 2/1/2051 <sup>(a)</sup>  | 8514 | 7245 |
| Fannie Mae Pool #CA8962 2.50% 2/1/2051 <sup>(a)</sup>  | 4692 | 3964 |
| Fannie Mae Pool #FM5713 2.50% 2/1/2051 <sup>(a)</sup>  | 3542 | 3013 |
| Fannie Mae Pool #CA9290 2.50% 2/1/2051 <sup>(a)</sup>  | 1288 | 1096 |
| Fannie Mae Pool #CA9233 2.50% 2/1/2051 <sup>(a)</sup>  | 944 | 798 |
| Fannie Mae Pool #CA8895 2.50% 2/1/2051 <sup>(a)</sup>  | 664 | 564 |
| Fannie Mae Pool #CA9289 2.50% 2/1/2051 <sup>(a)</sup>  | 235 | 199 |
| Fannie Mae Pool #FM5994 2.50% 2/1/2051 <sup>(a)</sup>  | 17 | 15 |
| Fannie Mae Pool #CA8969 3.00% 2/1/2051 <sup>(a)</sup>  | 4133 | 3692 |
| Fannie Mae Pool #FS6891 2.00% 3/1/2051 <sup>(a)</sup>  | 21994 | 17806 |
| Fannie Mae Pool #BQ7757 2.00% 3/1/2051 <sup>(a)</sup>  | 11996 | 9681 |
| Fannie Mae Pool #FM6548 2.00% 3/1/2051 <sup>(a)</sup>  | 6751 | 5554 |
| Fannie Mae Pool #BR4694 2.00% 3/1/2051 <sup>(a)</sup>  | 2652 | 2147 |
| Fannie Mae Pool #BR3319 2.00% 3/1/2051 <sup>(a)</sup>  | 813 | 656 |
| Fannie Mae Pool #FM6556 2.00% 3/1/2051 <sup>(a)</sup>  | 496 | 400 |
| Fannie Mae Pool #BR5589 2.00% 3/1/2051 <sup>(a)</sup>  | 205 | 167 |
| Fannie Mae Pool #FM6764 2.50% 3/1/2051 <sup>(a)</sup>  | 38168 | 32197 |
| Fannie Mae Pool #MA4282 2.50% 3/1/2051 <sup>(a)</sup>  | 5650 | 4790 |
| Fannie Mae Pool #CA9390 2.50% 3/1/2051 <sup>(a)</sup>  | 3644 | 3074 |
| Fannie Mae Pool #FM6569 2.50% 3/1/2051 <sup>(a)</sup>  | 799 | 680 |
| Fannie Mae Pool #BQ7729 2.50% 3/1/2051 <sup>(a)</sup>  | 55 | 46 |
| Fannie Mae Pool #CA9391 3.00% 3/1/2051 <sup>(a)</sup>  | 166204 | 147297 |
| Fannie Mae Pool #FM6824 2.00% 4/1/2051 <sup>(a)</sup>  | 5097 | 4113 |
| Fannie Mae Pool #CB0153 2.00% 4/1/2051 <sup>(a)</sup>  | 2808 | 2266 |
| Fannie Mae Pool #CB0290 2.00% 4/1/2051 <sup>(a)</sup>  | 2661 | 2164 |
| Fannie Mae Pool #FS1564 2.00% 4/1/2051 <sup>(a)</sup>  | 2077 | 1681 |
| Fannie Mae Pool #FM7512 2.00% 4/1/2051 <sup>(a)</sup>  | 1152 | 933 |
| Fannie Mae Pool #BR7693 2.00% 4/1/2051 <sup>(a)</sup>  | 847 | 684 |
| Fannie Mae Pool #BR3771 2.00% 4/1/2051 <sup>(a)</sup>  | 226 | 183 |
| Fannie Mae Pool #MA4305 2.00% 4/1/2051 <sup>(a)</sup>  | 192 | 155 |
| Fannie Mae Pool #MA4306 2.50% 4/1/2051 <sup>(a)</sup>  | 16068 | 13647 |
| Fannie Mae Pool #FS0030 2.50% 4/1/2051 <sup>(a)</sup>  | 3848 | 3249 |
| Fannie Mae Pool #FM6856 2.50% 4/1/2051 <sup>(a)</sup>  | 3172 | 2701 |
| Fannie Mae Pool #FM7093 2.50% 4/1/2051 <sup>(a)</sup>  | 1882 | 1588 |
| Fannie Mae Pool #BR6304 2.50% 4/1/2051 <sup>(a)</sup>  | 1458 | 1230 |
| Fannie Mae Pool #BR8460 2.50% 4/1/2051 <sup>(a)</sup>  | 945 | 797 |
| Fannie Mae Pool #BR9082 2.50% 4/1/2051 <sup>(a)</sup>  | 758 | 640 |
| Fannie Mae Pool #FM6871 2.50% 4/1/2051 <sup>(a)</sup>  | 746 | 629 |
| Fannie Mae Pool #FM6965 2.50% 4/1/2051 <sup>(a)</sup>  | 525 | 443 |
| Fannie Mae Pool #BR7725 2.50% 4/1/2051 <sup>(a)</sup>  | 518 | 437 |
| Fannie Mae Pool #BN9135 2.50% 4/1/2051 <sup>(a)</sup>  | 420 | 354 |
| Fannie Mae Pool #FM7407 2.50% 4/1/2051 <sup>(a)</sup>  | 90 | 76 |

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The Bond Fund of America — Page 6 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fannie Mae Pool #BR7795 2.50% 4/1/2051 <sup>(a)</sup>  | USD82 | $70 |
| Fannie Mae Pool #BR7222 2.50% 4/1/2051 <sup>(a)</sup>  | 78 | 66 |
| Fannie Mae Pool #BR8465 2.50% 4/1/2051 <sup>(a)</sup>  | 67 | 57 |
| Fannie Mae Pool #CB0041 3.00% 4/1/2051 <sup>(a)</sup>  | 47029 | 42342 |
| Fannie Mae Pool #CB0191 3.00% 4/1/2051 <sup>(a)</sup>  | 19777 | 17539 |
| Fannie Mae Pool #CB0046 3.00% 4/1/2051 <sup>(a)</sup>  | 7654 | 6733 |
| Fannie Mae Pool #CB0193 3.00% 4/1/2051 <sup>(a)</sup>  | 2650 | 2357 |
| Fannie Mae Pool #CB0449 2.00% 5/1/2051 <sup>(a)</sup>  | 21098 | 17132 |
| Fannie Mae Pool #FM7751 2.00% 5/1/2051 <sup>(a)</sup>  | 19858 | 16026 |
| Fannie Mae Pool #CB0381 2.00% 5/1/2051 <sup>(a)</sup>  | 495 | 400 |
| Fannie Mae Pool #BR1035 2.00% 5/1/2051 <sup>(a)</sup>  | 114 | 92 |
| Fannie Mae Pool #CB0396 2.50% 5/1/2051 <sup>(a)</sup>  | 27618 | 23298 |
| Fannie Mae Pool #FM7222 2.50% 5/1/2051 <sup>(a)</sup>  | 14982 | 12639 |
| Fannie Mae Pool #CB0520 2.50% 5/1/2051 <sup>(a)</sup>  | 14465 | 12202 |
| Fannie Mae Pool #FM7304 2.50% 5/1/2051 <sup>(a)</sup>  | 11132 | 9390 |
| Fannie Mae Pool #BR9366 2.50% 5/1/2051 <sup>(a)</sup>  | 8907 | 7514 |
| Fannie Mae Pool #BR9127 2.50% 5/1/2051 <sup>(a)</sup>  | 7499 | 6326 |
| Fannie Mae Pool #FM7527 2.50% 5/1/2051 <sup>(a)</sup>  | 4708 | 3972 |
| Fannie Mae Pool #CB0457 2.50% 5/1/2051 <sup>(a)</sup>  | 4323 | 3682 |
| Fannie Mae Pool #FM7325 2.50% 5/1/2051 <sup>(a)</sup>  | 3872 | 3281 |
| Fannie Mae Pool #BR9603 2.50% 5/1/2051 <sup>(a)</sup>  | 2431 | 2050 |
| Fannie Mae Pool #BR0999 2.50% 5/1/2051 <sup>(a)</sup>  | 1923 | 1623 |
| Fannie Mae Pool #FS5126 2.50% 5/1/2051 <sup>(a)</sup>  | 1604 | 1353 |
| Fannie Mae Pool #CB0517 2.50% 5/1/2051 <sup>(a)</sup>  | 825 | 696 |
| Fannie Mae Pool #FM7408 2.50% 5/1/2051 <sup>(a)</sup>  | 810 | 683 |
| Fannie Mae Pool #FM7409 2.50% 5/1/2051 <sup>(a)</sup>  | 318 | 269 |
| Fannie Mae Pool #FM7392 2.50% 5/1/2051 <sup>(a)</sup>  | 228 | 192 |
| Fannie Mae Pool #FM8114 2.00% 6/1/2051 <sup>(a)</sup>  | 9808 | 7915 |
| Fannie Mae Pool #FM7803 2.00% 6/1/2051 <sup>(a)</sup>  | 3625 | 2976 |
| Fannie Mae Pool #BQ7411 2.00% 6/1/2051 <sup>(a)</sup>  | 267 | 217 |
| Fannie Mae Pool #FM7740 2.50% 6/1/2051 <sup>(a)</sup>  | 23241 | 19605 |
| Fannie Mae Pool #CB0844 2.50% 6/1/2051 <sup>(a)</sup>  | 12083 | 10193 |
| Fannie Mae Pool #CB0910 2.50% 6/1/2051 <sup>(a)</sup>  | 6527 | 5506 |
| Fannie Mae Pool #BT3317 2.50% 6/1/2051 <sup>(a)</sup>  | 4578 | 3926 |
| Fannie Mae Pool #BT1250 2.50% 6/1/2051 <sup>(a)</sup>  | 2908 | 2453 |
| Fannie Mae Pool #BT1265 2.50% 6/1/2051 <sup>(a)</sup>  | 2392 | 2021 |
| Fannie Mae Pool #FS6035 2.50% 6/1/2051 <sup>(a)</sup>  | 1936 | 1635 |
| Fannie Mae Pool #BT5082 2.50% 6/1/2051 <sup>(a)</sup>  | 1115 | 940 |
| Fannie Mae Pool #BT0098 2.50% 6/1/2051 <sup>(a)</sup>  | 395 | 335 |
| Fannie Mae Pool #BT0610 2.50% 6/1/2051 <sup>(a)</sup>  | 103 | 87 |
| Fannie Mae Pool #FM7694 3.00% 6/1/2051 <sup>(a)</sup>  | 16015 | 14315 |
| Fannie Mae Pool #CB0737 3.00% 6/1/2051 <sup>(a)</sup>  | 14198 | 12602 |
| Fannie Mae Pool #FM7687 3.00% 6/1/2051 <sup>(a)</sup>  | 6258 | 5619 |
| Fannie Mae Pool #FM7909 3.00% 6/1/2051 <sup>(a)</sup>  | 1983 | 1759 |
| Fannie Mae Pool #CB1186 2.00% 7/1/2051 <sup>(a)</sup>  | 69997 | 56837 |
| Fannie Mae Pool #FS1621 2.00% 7/1/2051 <sup>(a)</sup>  | 155 | 126 |
| Fannie Mae Pool #MA4378 2.00% 7/1/2051 <sup>(a)</sup>  | 76 | 62 |
| Fannie Mae Pool #BR2095 2.50% 7/1/2051 <sup>(a)</sup>  | 45555 | 38709 |
| Fannie Mae Pool #CB0988 2.50% 7/1/2051 <sup>(a)</sup>  | 43192 | 36831 |
| Fannie Mae Pool #CB1134 2.50% 7/1/2051 <sup>(a)</sup>  | 30970 | 26125 |
| Fannie Mae Pool #BT1335 2.50% 7/1/2051 <sup>(a)</sup>  | 17862 | 15068 |
| Fannie Mae Pool #CB1004 2.50% 7/1/2051 <sup>(a)</sup>  | 14663 | 12369 |
| Fannie Mae Pool #BT0849 2.50% 7/1/2051 <sup>(a)</sup>  | 11200 | 9464 |
| Fannie Mae Pool #FM9530 2.50% 7/1/2051 <sup>(a)</sup>  | 10767 | 9083 |

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The Bond Fund of America — Page 7 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fannie Mae Pool #BQ0991 2.50% 7/1/2051 <sup>(a)</sup>  | USD7,481 | $6311 |
| Fannie Mae Pool #FM7900 2.50% 7/1/2051 <sup>(a)</sup>  | 3339 | 2870 |
| Fannie Mae Pool #BT1339 2.50% 7/1/2051 <sup>(a)</sup>  | 3297 | 2791 |
| Fannie Mae Pool #BT1523 2.50% 7/1/2051 <sup>(a)</sup>  | 629 | 531 |
| Fannie Mae Pool #BT1285 2.50% 7/1/2051 <sup>(a)</sup>  | 521 | 440 |
| Fannie Mae Pool #BT1288 2.50% 7/1/2051 <sup>(a)</sup>  | 134 | 113 |
| Fannie Mae Pool #FM7886 2.50% 7/1/2051 <sup>(a)</sup>  | 108 | 91 |
| Fannie Mae Pool #CB1027 2.50% 7/1/2051 <sup>(a)</sup>  | 45 | 39 |
| Fannie Mae Pool #CB1066 2.50% 7/1/2051 <sup>(a)</sup>  | 28 | 24 |
| Fannie Mae Pool #FM8313 2.50% 7/1/2051 <sup>(a)</sup>  | 21 | 18 |
| Fannie Mae Pool #CB0998 3.00% 7/1/2051 <sup>(a)</sup>  | 8114 | 7136 |
| Fannie Mae Pool #BT4771 2.00% 8/1/2051 <sup>(a)</sup>  | 18735 | 15120 |
| Fannie Mae Pool #BR2225 2.00% 8/1/2051 <sup>(a)</sup>  | 12923 | 10429 |
| Fannie Mae Pool #FM8197 2.00% 8/1/2051 <sup>(a)</sup>  | 639 | 516 |
| Fannie Mae Pool #BQ6530 2.00% 8/1/2051 <sup>(a)</sup>  | 514 | 418 |
| Fannie Mae Pool #BT9271 2.00% 8/1/2051 <sup>(a)</sup>  | 194 | 157 |
| Fannie Mae Pool #CB1394 2.50% 8/1/2051 <sup>(a)</sup>  | 21258 | 17933 |
| Fannie Mae Pool #BR2219 2.50% 8/1/2051 <sup>(a)</sup>  | 20956 | 17846 |
| Fannie Mae Pool #FM8601 2.50% 8/1/2051 <sup>(a)</sup>  | 13134 | 11110 |
| Fannie Mae Pool #BQ7422 2.50% 8/1/2051 <sup>(a)</sup>  | 2186 | 1850 |
| Fannie Mae Pool #BO9395 2.50% 8/1/2051 <sup>(a)</sup>  | 1120 | 954 |
| Fannie Mae Pool #FM8442 2.50% 8/1/2051 <sup>(a)</sup>  | 724 | 614 |
| Fannie Mae Pool #FS1057 2.50% 8/1/2051 <sup>(a)</sup>  | 606 | 516 |
| Fannie Mae Pool #CB1304 3.00% 8/1/2051 <sup>(a)</sup>  | 16897 | 14939 |
| Fannie Mae Pool #BV7491 3.00% 8/1/2051 <sup>(a)</sup>  | 548 | 483 |
| Fannie Mae Pool #FS4783 4.00% 8/1/2051 <sup>(a)</sup>  | 53138 | 51036 |
| Fannie Mae Pool #CB1621 2.00% 9/1/2051 <sup>(a)</sup>  | 396 | 319 |
| Fannie Mae Pool #CB1620 2.00% 9/1/2051 <sup>(a)</sup>  | 374 | 304 |
| Fannie Mae Pool #FM8692 2.50% 9/1/2051 <sup>(a)</sup>  | 23161 | 19538 |
| Fannie Mae Pool #FM8436 2.50% 9/1/2051 <sup>(a)</sup>  | 22435 | 18925 |
| Fannie Mae Pool #CB1527 2.50% 9/1/2051 <sup>(a)</sup>  | 12247 | 10422 |
| Fannie Mae Pool #FM8745 2.50% 9/1/2051 <sup>(a)</sup>  | 11023 | 9305 |
| Fannie Mae Pool #FS1630 2.50% 9/1/2051 <sup>(a)</sup>  | 10572 | 8918 |
| Fannie Mae Pool #BT9828 2.50% 9/1/2051 <sup>(a)</sup>  | 2958 | 2498 |
| Fannie Mae Pool #BT7263 2.50% 9/1/2051 <sup>(a)</sup>  | 1772 | 1497 |
| Fannie Mae Pool #FS4711 2.50% 9/1/2051 <sup>(a)</sup>  | 1381 | 1165 |
| Fannie Mae Pool #BQ7435 2.50% 9/1/2051 <sup>(a)</sup>  | 1172 | 994 |
| Fannie Mae Pool #FS0029 2.50% 9/1/2051 <sup>(a)</sup>  | 756 | 637 |
| Fannie Mae Pool #BT4537 3.50% 9/1/2051 <sup>(a)</sup>  | 315 | 289 |
| Fannie Mae Pool #FM9448 2.00% 10/1/2051 <sup>(a)</sup>  | 42 | 34 |
| Fannie Mae Pool #FS5125 2.50% 10/1/2051 <sup>(a)</sup>  | 16093 | 13575 |
| Fannie Mae Pool #FM9067 2.50% 10/1/2051 <sup>(a)</sup>  | 12291 | 10384 |
| Fannie Mae Pool #FM9068 2.50% 10/1/2051 <sup>(a)</sup>  | 10964 | 9335 |
| Fannie Mae Pool #BU1062 2.50% 10/1/2051 <sup>(a)</sup>  | 6192 | 5234 |
| Fannie Mae Pool #BU0070 2.50% 10/1/2051 <sup>(a)</sup>  | 612 | 520 |
| Fannie Mae Pool #BT6823 2.50% 10/1/2051 <sup>(a)</sup>  | 472 | 400 |
| Fannie Mae Pool #FM9335 2.50% 10/1/2051 <sup>(a)</sup>  | 74 | 63 |
| Fannie Mae Pool #FS4862 2.50% 10/1/2051 <sup>(a)</sup>  | 47 | 40 |
| Fannie Mae Pool #FM9086 2.50% 10/1/2051 <sup>(a)</sup>  | 33 | 28 |
| Fannie Mae Pool #FS4628 3.00% 10/1/2051 <sup>(a)</sup>  | 7366 | 6532 |
| Fannie Mae Pool #BU1498 3.50% 10/1/2051 <sup>(a)</sup>  | 331 | 303 |
| Fannie Mae Pool #MA4465 2.00% 11/1/2051 <sup>(a)</sup>  | 83666 | 67885 |
| Fannie Mae Pool #BU1027 2.00% 11/1/2051 <sup>(a)</sup>  | 12062 | 9734 |
| Fannie Mae Pool #BU0968 2.00% 11/1/2051 <sup>(a)</sup>  | 5329 | 4300 |

---

The Bond Fund of America — Page 8 of 118

------

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fannie Mae Pool #BU0975 2.00% 11/1/2051 <sup>(a)</sup>  | USD4,474 | $3619 |
| Fannie Mae Pool #FS0394 2.00% 11/1/2051 <sup>(a)</sup>  | 1415 | 1145 |
| Fannie Mae Pool #FM9646 2.00% 11/1/2051 <sup>(a)</sup>  | 1200 | 968 |
| Fannie Mae Pool #FS0965 2.00% 11/1/2051 <sup>(a)</sup>  | 874 | 708 |
| Fannie Mae Pool #BU6503 2.00% 11/1/2051 <sup>(a)</sup>  | 502 | 408 |
| Fannie Mae Pool #CB2092 2.50% 11/1/2051 <sup>(a)</sup>  | 37929 | 31995 |
| Fannie Mae Pool #FM9492 2.50% 11/1/2051 <sup>(a)</sup>  | 18272 | 15712 |
| Fannie Mae Pool #FM9694 2.50% 11/1/2051 <sup>(a)</sup>  | 9200 | 7941 |
| Fannie Mae Pool #BQ7453 2.50% 11/1/2051 <sup>(a)</sup>  | 2451 | 2081 |
| Fannie Mae Pool #CB2088 2.50% 11/1/2051 <sup>(a)</sup>  | 1596 | 1351 |
| Fannie Mae Pool #CB2029 2.50% 11/1/2051 <sup>(a)</sup>  | 1218 | 1032 |
| Fannie Mae Pool #FM9515 2.50% 11/1/2051 <sup>(a)</sup>  | 946 | 803 |
| Fannie Mae Pool #FM9632 3.00% 11/1/2051 <sup>(a)</sup>  | 13289 | 11838 |
| Fannie Mae Pool #CB2095 3.00% 11/1/2051 <sup>(a)</sup>  | 7840 | 6899 |
| Fannie Mae Pool #FM9631 3.00% 11/1/2051 <sup>(a)</sup>  | 5754 | 5140 |
| Fannie Mae Pool #CB2292 3.00% 11/1/2051 <sup>(a)</sup>  | 1645 | 1472 |
| Fannie Mae Pool #FS1373 3.00% 11/1/2051 <sup>(a)</sup>  | 339 | 298 |
| Fannie Mae Pool #BU3013 3.50% 11/1/2051 <sup>(a)</sup>  | 393 | 361 |
| Fannie Mae Pool #BU5976 4.00% 11/1/2051 <sup>(a)</sup>  | 36 | 34 |
| Fannie Mae Pool #FS0354 2.00% 12/1/2051 <sup>(a)</sup>  | 14456 | 11667 |
| Fannie Mae Pool #FS1069 2.00% 12/1/2051 <sup>(a)</sup>  | 2040 | 1646 |
| Fannie Mae Pool #MA4492 2.00% 12/1/2051 <sup>(a)</sup>  | 1594 | 1293 |
| Fannie Mae Pool #BT6275 2.00% 12/1/2051 <sup>(a)</sup>  | 1490 | 1206 |
| Fannie Mae Pool #FM9783 2.00% 12/1/2051 <sup>(a)</sup>  | 1287 | 1038 |
| Fannie Mae Pool #CB2361 2.00% 12/1/2051 <sup>(a)</sup>  | 990 | 799 |
| Fannie Mae Pool #BU2591 2.00% 12/1/2051 <sup>(a)</sup>  | 846 | 682 |
| Fannie Mae Pool #BQ7452 2.00% 12/1/2051 <sup>(a)</sup>  | 748 | 605 |
| Fannie Mae Pool #BQ6858 2.00% 12/1/2051 <sup>(a)</sup>  | 693 | 559 |
| Fannie Mae Pool #BU7817 2.00% 12/1/2051 <sup>(a)</sup>  | 423 | 341 |
| Fannie Mae Pool #BU7089 2.00% 12/1/2051 <sup>(a)</sup>  | 335 | 271 |
| Fannie Mae Pool #CB3000 2.00% 12/1/2051 <sup>(a)</sup>  | 162 | 131 |
| Fannie Mae Pool #FM9672 2.50% 12/1/2051 <sup>(a)</sup>  | 61668 | 52096 |
| Fannie Mae Pool #CB2319 2.50% 12/1/2051 <sup>(a)</sup>  | 46906 | 40253 |
| Fannie Mae Pool #FS0433 2.50% 12/1/2051 <sup>(a)</sup>  | 44351 | 38500 |
| Fannie Mae Pool #CB2372 2.50% 12/1/2051 <sup>(a)</sup>  | 25189 | 21586 |
| Fannie Mae Pool #BU7607 2.50% 12/1/2051 <sup>(a)</sup>  | 21825 | 18437 |
| Fannie Mae Pool #BT9510 2.50% 12/1/2051 <sup>(a)</sup>  | 20395 | 17531 |
| Fannie Mae Pool #BT9483 2.50% 12/1/2051 <sup>(a)</sup>  | 19542 | 16770 |
| Fannie Mae Pool #CB2286 2.50% 12/1/2051 <sup>(a)</sup>  | 15405 | 13194 |
| Fannie Mae Pool #FM9804 2.50% 12/1/2051 <sup>(a)</sup>  | 10167 | 8761 |
| Fannie Mae Pool #CB2373 2.50% 12/1/2051 <sup>(a)</sup>  | 9450 | 8102 |
| Fannie Mae Pool #CB2375 2.50% 12/1/2051 <sup>(a)</sup>  | 8587 | 7358 |
| Fannie Mae Pool #FS2824 2.50% 12/1/2051 <sup>(a)</sup>  | 3074 | 2593 |
| Fannie Mae Pool #MA4493 2.50% 12/1/2051 <sup>(a)</sup>  | 2103 | 1784 |
| Fannie Mae Pool #CB2401 2.50% 12/1/2051 <sup>(a)</sup>  | 657 | 555 |
| Fannie Mae Pool #BU7516 2.50% 12/1/2051 <sup>(a)</sup>  | 236 | 200 |
| Fannie Mae Pool #BU3625 2.50% 12/1/2051 <sup>(a)</sup>  | 212 | 179 |
| Fannie Mae Pool #BU5890 2.50% 12/1/2051 <sup>(a)</sup>  | 64 | 54 |
| Fannie Mae Pool #FS6925 2.50% 12/1/2051 <sup>(a)</sup>  | 54 | 46 |
| Fannie Mae Pool #CB2414 3.00% 12/1/2051 <sup>(a)</sup>  | 23973 | 21474 |
| Fannie Mae Pool #FM9976 3.00% 12/1/2051 <sup>(a)</sup>  | 12631 | 11368 |
| Fannie Mae Pool #BU3024 3.00% 12/1/2051 <sup>(a)</sup>  | 6619 | 5827 |
| Fannie Mae Pool #CB2293 3.00% 12/1/2051 <sup>(a)</sup>  | 1708 | 1526 |
| Fannie Mae Pool #BT9498 3.50% 12/1/2051 <sup>(a)</sup>  | 6979 | 6428 |

---

The Bond Fund of America — Page 9 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fannie Mae Pool #BU8481 3.50% 12/1/2051 <sup>(a)</sup>  | USD24 | $22 |
| Fannie Mae Pool #BQ7041 2.00% 1/1/2052 <sup>(a)</sup>  | 16884 | 13625 |
| Fannie Mae Pool #BQ7006 2.00% 1/1/2052 <sup>(a)</sup>  | 4047 | 3271 |
| Fannie Mae Pool #FS0490 2.00% 1/1/2052 <sup>(a)</sup>  | 3862 | 3117 |
| Fannie Mae Pool #CB2614 2.00% 1/1/2052 <sup>(a)</sup>  | 2574 | 2089 |
| Fannie Mae Pool #FS0392 2.50% 1/1/2052 <sup>(a)</sup>  | 20900 | 17631 |
| Fannie Mae Pool #CB2644 2.50% 1/1/2052 <sup>(a)</sup>  | 20686 | 17450 |
| Fannie Mae Pool #FS4203 2.50% 1/1/2052 <sup>(a)</sup>  | 5935 | 5007 |
| Fannie Mae Pool #FS5944 2.50% 1/1/2052 <sup>(a)</sup>  | 3169 | 2673 |
| Fannie Mae Pool #BQ7459 2.50% 1/1/2052 <sup>(a)</sup>  | 1184 | 1004 |
| Fannie Mae Pool #FS3549 2.50% 1/1/2052 <sup>(a)</sup>  | 1005 | 850 |
| Fannie Mae Pool #FS5613 2.50% 1/1/2052 <sup>(a)</sup>  | 926 | 782 |
| Fannie Mae Pool #FS6479 2.50% 1/1/2052 <sup>(a)</sup>  | 723 | 611 |
| Fannie Mae Pool #FS0369 2.50% 1/1/2052 <sup>(a)</sup>  | 319 | 269 |
| Fannie Mae Pool #CB2555 2.50% 1/1/2052 <sup>(a)</sup>  | 269 | 227 |
| Fannie Mae Pool #MA4512 2.50% 1/1/2052 <sup>(a)</sup>  | 28 | 23 |
| Fannie Mae Pool #CB2544 3.00% 1/1/2052 <sup>(a)</sup>  | 27445 | 24435 |
| Fannie Mae Pool #CB2666 3.00% 1/1/2052 <sup>(a)</sup>  | 15576 | 13697 |
| Fannie Mae Pool #FS0333 3.00% 1/1/2052 <sup>(a)</sup>  | 6698 | 5890 |
| Fannie Mae Pool #BU9641 3.00% 1/1/2052 <sup>(a)</sup>  | 998 | 879 |
| Fannie Mae Pool #FS0972 3.50% 1/1/2052 <sup>(a)</sup>  | 22673 | 21113 |
| Fannie Mae Pool #BV0783 3.50% 1/1/2052 <sup>(a)</sup>  | 821 | 760 |
| Fannie Mae Pool #BV0790 3.50% 1/1/2052 <sup>(a)</sup>  | 528 | 484 |
| Fannie Mae Pool #BU7425 3.50% 1/1/2052 <sup>(a)</sup>  | 364 | 334 |
| Fannie Mae Pool #BU7427 3.50% 1/1/2052 <sup>(a)</sup>  | 55 | 51 |
| Fannie Mae Pool #BV3076 2.00% 2/1/2052 <sup>(a)</sup>  | 101444 | 82095 |
| Fannie Mae Pool #BV3080 2.00% 2/1/2052 <sup>(a)</sup>  | 52322 | 42356 |
| Fannie Mae Pool #CB2765 2.00% 2/1/2052 <sup>(a)</sup>  | 11822 | 9615 |
| Fannie Mae Pool #BU2630 2.00% 2/1/2052 <sup>(a)</sup>  | 7340 | 5923 |
| Fannie Mae Pool #CB2850 2.00% 2/1/2052 <sup>(a)</sup>  | 7102 | 5731 |
| Fannie Mae Pool #CB2801 2.00% 2/1/2052 <sup>(a)</sup>  | 5186 | 4208 |
| Fannie Mae Pool #MA4547 2.00% 2/1/2052 <sup>(a)</sup>  | 4910 | 3970 |
| Fannie Mae Pool #CB2927 2.00% 2/1/2052 <sup>(a)</sup>  | 4196 | 3393 |
| Fannie Mae Pool #BV3083 2.00% 2/1/2052 <sup>(a)</sup>  | 1608 | 1301 |
| Fannie Mae Pool #FS2040 2.00% 2/1/2052 <sup>(a)</sup>  | 692 | 561 |
| Fannie Mae Pool #CB2789 2.00% 2/1/2052 <sup>(a)</sup>  | 675 | 546 |
| Fannie Mae Pool #BU8256 2.00% 2/1/2052 <sup>(a)</sup>  | 642 | 520 |
| Fannie Mae Pool #BV3022 2.00% 2/1/2052 <sup>(a)</sup>  | 591 | 478 |
| Fannie Mae Pool #FS7080 2.00% 2/1/2052 <sup>(a)</sup>  | 460 | 373 |
| Fannie Mae Pool #BU9929 2.00% 2/1/2052 <sup>(a)</sup>  | 306 | 248 |
| Fannie Mae Pool #CB2773 2.00% 2/1/2052 <sup>(a)</sup>  | 110 | 89 |
| Fannie Mae Pool #BU1330 2.50% 2/1/2052 <sup>(a)</sup>  | 18599 | 15987 |
| Fannie Mae Pool #FS1885 2.50% 2/1/2052 <sup>(a)</sup>  | 17707 | 14959 |
| Fannie Mae Pool #FS5034 2.50% 2/1/2052 <sup>(a)</sup>  | 2082 | 1759 |
| Fannie Mae Pool #BU7285 2.50% 2/1/2052 <sup>(a)</sup>  | 1403 | 1201 |
| Fannie Mae Pool #FS2660 2.50% 2/1/2052 <sup>(a)</sup>  | 1090 | 921 |
| Fannie Mae Pool #CB2866 2.50% 2/1/2052 <sup>(a)</sup>  | 814 | 690 |
| Fannie Mae Pool #FS6380 2.50% 2/1/2052 <sup>(a)</sup>  | 731 | 617 |
| Fannie Mae Pool #MA4548 2.50% 2/1/2052 <sup>(a)</sup>  | 63 | 54 |
| Fannie Mae Pool #BV2781 2.50% 2/1/2052 <sup>(a)</sup>  | 52 | 44 |
| Fannie Mae Pool #FS6121 3.00% 2/1/2052 <sup>(a)</sup>  | 10327 | 9090 |
| Fannie Mae Pool #BV1947 3.00% 2/1/2052 <sup>(a)</sup>  | 1580 | 1391 |
| Fannie Mae Pool #CB2800 3.00% 2/1/2052 <sup>(a)</sup>  | 746 | 656 |
| Fannie Mae Pool #BU7294 3.50% 2/1/2052 <sup>(a)</sup>  | 31 | 28 |

---

The Bond Fund of America — Page 10 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fannie Mae Pool #CB3095 2.00% 3/1/2052 <sup>(a)</sup>  | USD25,824 | $20840 |
| Fannie Mae Pool #CB3040 2.00% 3/1/2052 <sup>(a)</sup>  | 11523 | 9333 |
| Fannie Mae Pool #CB3155 2.00% 3/1/2052 <sup>(a)</sup>  | 10501 | 8498 |
| Fannie Mae Pool #MA4562 2.00% 3/1/2052 <sup>(a)</sup>  | 2819 | 2286 |
| Fannie Mae Pool #BV3101 2.00% 3/1/2052 <sup>(a)</sup>  | 2488 | 2013 |
| Fannie Mae Pool #FS1742 2.00% 3/1/2052 <sup>(a)</sup>  | 2017 | 1635 |
| Fannie Mae Pool #BV4172 2.00% 3/1/2052 <sup>(a)</sup>  | 1706 | 1379 |
| Fannie Mae Pool #BV3869 2.00% 3/1/2052 <sup>(a)</sup>  | 779 | 630 |
| Fannie Mae Pool #BV4118 2.00% 3/1/2052 <sup>(a)</sup>  | 335 | 271 |
| Fannie Mae Pool #BV0162 2.00% 3/1/2052 <sup>(a)</sup>  | 219 | 177 |
| Fannie Mae Pool #BT2298 2.00% 3/1/2052 <sup>(a)</sup>  | 25 | 20 |
| Fannie Mae Pool #BV4133 2.50% 3/1/2052 <sup>(a)</sup>  | 17220 | 14545 |
| Fannie Mae Pool #FS1978 2.50% 3/1/2052 <sup>(a)</sup>  | 7825 | 6600 |
| Fannie Mae Pool #BV4170 2.50% 3/1/2052 <sup>(a)</sup>  | 4030 | 3417 |
| Fannie Mae Pool #CB3031 2.50% 3/1/2052 <sup>(a)</sup>  | 2261 | 1917 |
| Fannie Mae Pool #CB3744 2.50% 3/1/2052 <sup>(a)</sup>  | 1025 | 867 |
| Fannie Mae Pool #BU8884 2.50% 3/1/2052 <sup>(a)</sup>  | 792 | 671 |
| Fannie Mae Pool #CB3050 2.50% 3/1/2052 <sup>(a)</sup>  | 630 | 532 |
| Fannie Mae Pool #BV2655 2.50% 3/1/2052 <sup>(a)</sup>  | 282 | 238 |
| Fannie Mae Pool #BV5800 2.50% 3/1/2052 <sup>(a)</sup>  | 238 | 202 |
| Fannie Mae Pool #MA4563 2.50% 3/1/2052 <sup>(a)</sup>  | 173 | 147 |
| Fannie Mae Pool #BV7761 2.50% 3/1/2052 <sup>(a)</sup>  | 103 | 87 |
| Fannie Mae Pool #FS1372 3.00% 3/1/2052 <sup>(a)</sup>  | 38059 | 33505 |
| Fannie Mae Pool #FS0831 3.00% 3/1/2052 <sup>(a)</sup>  | 12415 | 10918 |
| Fannie Mae Pool #BV4201 3.00% 3/1/2052 <sup>(a)</sup>  | 12377 | 10898 |
| Fannie Mae Pool #FS1030 3.00% 3/1/2052 <sup>(a)</sup>  | 9362 | 8233 |
| Fannie Mae Pool #BV4199 3.00% 3/1/2052 <sup>(a)</sup>  | 5535 | 4873 |
| Fannie Mae Pool #CB3120 3.00% 3/1/2052 <sup>(a)</sup>  | 3219 | 2830 |
| Fannie Mae Pool #FS1374 3.00% 3/1/2052 <sup>(a)</sup>  | 2978 | 2622 |
| Fannie Mae Pool #FS5083 3.00% 3/1/2052 <sup>(a)</sup>  | 995 | 881 |
| Fannie Mae Pool #CB3061 3.00% 3/1/2052 <sup>(a)</sup>  | 498 | 440 |
| Fannie Mae Pool #FS1294 3.00% 3/1/2052 <sup>(a)</sup>  | 498 | 438 |
| Fannie Mae Pool #BV4539 3.00% 3/1/2052 <sup>(a)</sup>  | 126 | 111 |
| Fannie Mae Pool #MA4564 3.00% 3/1/2052 <sup>(a)</sup>  | 64 | 56 |
| Fannie Mae Pool #BV3316 3.50% 3/1/2052 <sup>(a)</sup>  | 39 | 36 |
| Fannie Mae Pool #MA4577 2.00% 4/1/2052 <sup>(a)</sup>  | 55675 | 45109 |
| Fannie Mae Pool #FS7498 2.00% 4/1/2052 <sup>(a)</sup>  | 12705 | 10296 |
| Fannie Mae Pool #CB3346 2.00% 4/1/2052 <sup>(a)</sup>  | 9262 | 7475 |
| Fannie Mae Pool #FS1598 2.00% 4/1/2052 <sup>(a)</sup>  | 2807 | 2273 |
| Fannie Mae Pool #BV4692 2.00% 4/1/2052 <sup>(a)</sup>  | 1736 | 1407 |
| Fannie Mae Pool #BU6919 2.00% 4/1/2052 <sup>(a)</sup>  | 1596 | 1293 |
| Fannie Mae Pool #BW3272 2.00% 4/1/2052 <sup>(a)</sup>  | 1222 | 989 |
| Fannie Mae Pool #BV7769 2.00% 4/1/2052 <sup>(a)</sup>  | 839 | 677 |
| Fannie Mae Pool #BV8155 2.00% 4/1/2052 <sup>(a)</sup>  | 352 | 285 |
| Fannie Mae Pool #BV8499 2.00% 4/1/2052 <sup>(a)</sup>  | 289 | 234 |
| Fannie Mae Pool #CB3354 2.50% 4/1/2052 <sup>(a)</sup>  | 50710 | 42776 |
| Fannie Mae Pool #BU6901 2.50% 4/1/2052 <sup>(a)</sup>  | 3886 | 3291 |
| Fannie Mae Pool #MA4578 2.50% 4/1/2052 <sup>(a)</sup>  | 2704 | 2287 |
| Fannie Mae Pool #BV8166 2.50% 4/1/2052 <sup>(a)</sup>  | 2143 | 1812 |
| Fannie Mae Pool #BV4656 2.50% 4/1/2052 <sup>(a)</sup>  | 1694 | 1434 |
| Fannie Mae Pool #BT2292 2.50% 4/1/2052 <sup>(a)</sup>  | 1276 | 1077 |
| Fannie Mae Pool #BV5355 2.50% 4/1/2052 <sup>(a)</sup>  | 926 | 785 |
| Fannie Mae Pool #BV5370 2.50% 4/1/2052 <sup>(a)</sup>  | 883 | 745 |
| Fannie Mae Pool #BV3853 2.50% 4/1/2052 <sup>(a)</sup>  | 261 | 221 |

---

The Bond Fund of America — Page 11 of 118

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---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fannie Mae Pool #CB3247 3.00% 4/1/2052 <sup>(a)</sup>  | USD17,701 | $15566 |
| Fannie Mae Pool #CB3365 3.00% 4/1/2052 <sup>(a)</sup>  | 8981 | 7908 |
| Fannie Mae Pool #FS4198 3.00% 4/1/2052 <sup>(a)</sup>  | 997 | 878 |
| Fannie Mae Pool #CB3364 3.00% 4/1/2052 <sup>(a)</sup>  | 201 | 177 |
| Fannie Mae Pool #FS3275 3.00% 4/1/2052 <sup>(a)</sup>  | 99 | 88 |
| Fannie Mae Pool #BV8459 3.00% 4/1/2052 <sup>(a)</sup>  | 77 | 68 |
| Fannie Mae Pool #CB3379 4.00% 4/1/2052 <sup>(a)</sup>  | 11656 | 11030 |
| Fannie Mae Pool #FS9189 2.00% 5/1/2052 <sup>(a)</sup>  | 17698 | 14360 |
| Fannie Mae Pool #BW1732 2.00% 5/1/2052 <sup>(a)</sup>  | 824 | 666 |
| Fannie Mae Pool #FS3208 2.00% 5/1/2052 <sup>(a)</sup>  | 756 | 612 |
| Fannie Mae Pool #BV9804 2.00% 5/1/2052 <sup>(a)</sup>  | 482 | 390 |
| Fannie Mae Pool #FS5387 2.50% 5/1/2052 <sup>(a)</sup>  | 437 | 369 |
| Fannie Mae Pool #BV9644 2.50% 5/1/2052 <sup>(a)</sup>  | 343 | 291 |
| Fannie Mae Pool #FS3619 2.50% 5/1/2052 <sup>(a)</sup>  | 259 | 219 |
| Fannie Mae Pool #MA4598 2.50% 5/1/2052 <sup>(a)</sup>  | 111 | 94 |
| Fannie Mae Pool #BV5578 3.00% 5/1/2052 <sup>(a)</sup>  | 8732 | 7694 |
| Fannie Mae Pool #FS7060 3.00% 5/1/2052 <sup>(a)</sup>  | 4369 | 3847 |
| Fannie Mae Pool #BT7819 3.00% 5/1/2052 <sup>(a)</sup>  | 1231 | 1084 |
| Fannie Mae Pool #FS4815 3.00% 5/1/2052 <sup>(a)</sup>  | 995 | 875 |
| Fannie Mae Pool #BV8526 3.00% 5/1/2052 <sup>(a)</sup>  | 705 | 621 |
| Fannie Mae Pool #CB3523 3.00% 5/1/2052 <sup>(a)</sup>  | 399 | 352 |
| Fannie Mae Pool #CB3496 3.00% 5/1/2052 <sup>(a)</sup>  | 223 | 196 |
| Fannie Mae Pool #MA4599 3.00% 5/1/2052 <sup>(a)</sup>  | 199 | 175 |
| Fannie Mae Pool #FS9860 2.00% 6/1/2052 <sup>(a)</sup>  | 25362 | 20531 |
| Fannie Mae Pool #FS7329 2.00% 6/1/2052 <sup>(a)</sup>  | 1563 | 1266 |
| Fannie Mae Pool #BV2514 2.00% 6/1/2052 <sup>(a)</sup>  | 404 | 327 |
| Fannie Mae Pool #FS6605 2.00% 6/1/2052 <sup>(a)</sup>  | 289 | 234 |
| Fannie Mae Pool #FS7944 2.50% 6/1/2052 <sup>(a)</sup>  | 10374 | 8758 |
| Fannie Mae Pool #BU8730 2.50% 6/1/2052 <sup>(a)</sup>  | 3842 | 3255 |
| Fannie Mae Pool #FS5172 2.50% 6/1/2052 <sup>(a)</sup>  | 1794 | 1517 |
| Fannie Mae Pool #BV9932 2.50% 6/1/2052 <sup>(a)</sup>  | 484 | 411 |
| Fannie Mae Pool #FS6634 3.00% 6/1/2052 <sup>(a)</sup>  | 2587 | 2275 |
| Fannie Mae Pool #BV5622 3.00% 6/1/2052 <sup>(a)</sup>  | 1680 | 1479 |
| Fannie Mae Pool #FS2676 3.00% 6/1/2052 <sup>(a)</sup>  | 995 | 877 |
| Fannie Mae Pool #BV8865 3.00% 6/1/2052 <sup>(a)</sup>  | 228 | 200 |
| Fannie Mae Pool #CB4021 4.00% 6/1/2052 <sup>(a)</sup>  | 23680 | 22397 |
| Fannie Mae Pool #MA4626 4.00% 6/1/2052 <sup>(a)</sup>  | 8606 | 8157 |
| Fannie Mae Pool #FS6986 2.00% 7/1/2052 <sup>(a)</sup>  | 3222 | 2607 |
| Fannie Mae Pool #FS7879 2.50% 7/1/2052 <sup>(a)</sup>  | 13572 | 11449 |
| Fannie Mae Pool #CB4274 2.50% 7/1/2052 <sup>(a)</sup>  | 4125 | 3483 |
| Fannie Mae Pool #FS6631 2.50% 7/1/2052 <sup>(a)</sup>  | 744 | 630 |
| Fannie Mae Pool #BV2584 2.50% 7/1/2052 <sup>(a)</sup>  | 414 | 350 |
| Fannie Mae Pool #FS5493 2.50% 7/1/2052 <sup>(a)</sup>  | 294 | 248 |
| Fannie Mae Pool #FS3806 2.50% 7/1/2052 <sup>(a)</sup>  | 119 | 101 |
| Fannie Mae Pool #MA4652 2.50% 7/1/2052 <sup>(a)</sup>  | 37 | 32 |
| Fannie Mae Pool #BW3384 3.00% 7/1/2052 <sup>(a)</sup>  | 349 | 307 |
| Fannie Mae Pool #BV7866 3.50% 7/1/2052 <sup>(a)</sup>  | 6754 | 6181 |
| Fannie Mae Pool #BT7848 3.50% 7/1/2052 <sup>(a)</sup>  | 4893 | 4475 |
| Fannie Mae Pool #BW0958 5.00% 7/1/2052 <sup>(a)</sup>  | 20993 | 20934 |
| Fannie Mae Pool #CB4135 5.00% 7/1/2052 <sup>(a)</sup>  | 146 | 146 |
| Fannie Mae Pool #BW5402 5.50% 7/1/2052 <sup>(a)</sup>  | 603 | 612 |
| Fannie Mae Pool #MA4743 2.50% 8/1/2052 <sup>(a)</sup>  | 364 | 308 |
| Fannie Mae Pool #BV8015 2.50% 8/1/2052 <sup>(a)</sup>  | 30 | 25 |
| Fannie Mae Pool #FS2535 2.50% 8/1/2052 <sup>(a)</sup>  | 26 | 22 |

---

The Bond Fund of America — Page 12 of 118

------

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---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fannie Mae Pool #FS2654 4.00% 8/1/2052 <sup>(a)</sup>  | USD3,037 | $2873 |
| Fannie Mae Pool #BV8976 5.00% 8/1/2052 <sup>(a)</sup>  | 4133 | 4145 |
| Fannie Mae Pool #MA4737 5.00% 8/1/2052 <sup>(a)</sup>  | 564 | 563 |
| Fannie Mae Pool #CB5019 5.00% 8/1/2052 <sup>(a)</sup>  | 170 | 169 |
| Fannie Mae Pool #FS5447 2.50% 9/1/2052 <sup>(a)</sup>  | 874 | 741 |
| Fannie Mae Pool #FS2805 2.50% 9/1/2052 <sup>(a)</sup>  | 313 | 265 |
| Fannie Mae Pool #FA1404 3.00% 9/1/2052 <sup>(a)</sup>  | 99 | 87 |
| Fannie Mae Pool #CB4604 4.00% 9/1/2052 <sup>(a)</sup>  | 405 | 383 |
| Fannie Mae Pool #MA4732 4.00% 9/1/2052 <sup>(a)</sup>  | 286 | 271 |
| Fannie Mae Pool #BX0008 4.00% 9/1/2052 <sup>(a)</sup>  | 124 | 117 |
| Fannie Mae Pool #BW1192 4.50% 9/1/2052 <sup>(a)</sup>  | 1773 | 1727 |
| Fannie Mae Pool #CB4620 5.00% 9/1/2052 <sup>(a)</sup>  | 67847 | 67992 |
| Fannie Mae Pool #FS3056 2.00% 10/1/2052 <sup>(a)</sup>  | 88313 | 71532 |
| Fannie Mae Pool #CB4818 4.00% 10/1/2052 <sup>(a)</sup>  | 2446 | 2312 |
| Fannie Mae Pool #BW1241 4.00% 10/1/2052 <sup>(a)</sup>  | 471 | 445 |
| Fannie Mae Pool #BW7063 4.00% 10/1/2052 <sup>(a)</sup>  | 229 | 216 |
| Fannie Mae Pool #BW9888 4.00% 10/1/2052 <sup>(a)</sup>  | 188 | 177 |
| Fannie Mae Pool #CB4852 4.50% 10/1/2052 <sup>(a)</sup>  | 6553 | 6388 |
| Fannie Mae Pool #BW5232 4.50% 10/1/2052 <sup>(a)</sup>  | 2721 | 2657 |
| Fannie Mae Pool #BW8175 4.50% 10/1/2052 <sup>(a)</sup>  | 1337 | 1308 |
| Fannie Mae Pool #MA4785 5.00% 10/1/2052 <sup>(a)</sup>  | 5277 | 5262 |
| Fannie Mae Pool #BW1289 5.50% 10/1/2052 <sup>(a)</sup>  | 20086 | 20357 |
| Fannie Mae Pool #BW1243 5.50% 10/1/2052 <sup>(a)</sup>  | 18088 | 18337 |
| Fannie Mae Pool #MA4885 3.00% 11/1/2052 <sup>(a)</sup>  | 909 | 799 |
| Fannie Mae Pool #MA4802 3.00% 11/1/2052 <sup>(a)</sup>  | 489 | 430 |
| Fannie Mae Pool #MA4803 3.50% 11/1/2052 <sup>(a)</sup>  | 4190 | 3836 |
| Fannie Mae Pool #FS5554 4.50% 11/1/2052 <sup>(a)</sup>  | 8392 | 8157 |
| Fannie Mae Pool #MA4805 4.50% 11/1/2052 <sup>(a)</sup>  | 6483 | 6320 |
| Fannie Mae Pool #BW5182 4.50% 11/1/2052 <sup>(a)</sup>  | 2658 | 2586 |
| Fannie Mae Pool #BW1296 5.00% 11/1/2052 <sup>(a)</sup>  | 30071 | 29873 |
| Fannie Mae Pool #MA4911 3.00% 12/1/2052 <sup>(a)</sup>  | 9249 | 8136 |
| Fannie Mae Pool #BW5057 5.00% 12/1/2052 <sup>(a)</sup>  | 18358 | 18308 |
| Fannie Mae Pool #BX5673 5.00% 12/1/2052 <sup>(a)</sup>  | 55 | 55 |
| Fannie Mae Pool #MA4842 5.50% 12/1/2052 <sup>(a)</sup>  | 29137 | 29566 |
| Fannie Mae Pool #BX2476 5.50% 12/1/2052 <sup>(a)</sup>  | 6030 | 6106 |
| Fannie Mae Pool #CB5778 6.00% 12/1/2052 <sup>(a)</sup>  | 323 | 332 |
| Fannie Mae Pool #MA4932 3.00% 1/1/2053 <sup>(a)</sup>  | 1675 | 1474 |
| Fannie Mae Pool #MA4866 4.00% 1/1/2053 <sup>(a)</sup>  | 50929 | 48130 |
| Fannie Mae Pool #FS4947 4.00% 1/1/2053 <sup>(a)</sup>  | 158 | 150 |
| Fannie Mae Pool #FS5520 4.50% 1/1/2053 <sup>(a)</sup>  | 15674 | 15281 |
| Fannie Mae Pool #MA4867 4.50% 1/1/2053 <sup>(a)</sup>  | 6707 | 6546 |
| Fannie Mae Pool #FS6769 5.00% 1/1/2053 <sup>(a)</sup>  | 107400 | 107089 |
| Fannie Mae Pool #FS3981 5.50% 1/1/2053 <sup>(a)</sup>  | 30183 | 30639 |
| Fannie Mae Pool #BX6633 5.50% 1/1/2053 <sup>(a)</sup>  | 303 | 307 |
| Fannie Mae Pool #MA4894 6.00% 1/1/2053 <sup>(a)</sup>  | 21818 | 22368 |
| Fannie Mae Pool #BX5931 6.00% 1/1/2053 <sup>(a)</sup>  | 1356 | 1392 |
| Fannie Mae Pool #BX5040 6.00% 1/1/2053 <sup>(a)</sup>  | 610 | 626 |
| Fannie Mae Pool #BX4070 6.00% 1/1/2053 <sup>(a)</sup>  | 394 | 406 |
| Fannie Mae Pool #BX5666 6.00% 1/1/2053 <sup>(a)</sup>  | 264 | 271 |
| Fannie Mae Pool #FS3411 6.00% 1/1/2053 <sup>(a)</sup>  | 43 | 44 |
| Fannie Mae Pool #CB5525 6.00% 1/1/2053 <sup>(a)</sup>  | 12 | 12 |
| Fannie Mae Pool #CB5545 6.50% 1/1/2053 <sup>(a)</sup>  | 1945 | 2035 |
| Fannie Mae Pool #FS4435 2.50% 2/1/2053 <sup>(a)</sup>  | 7124 | 6015 |
| Fannie Mae Pool #BW4964 2.50% 2/1/2053 <sup>(a)</sup>  | 868 | 733 |

---

The Bond Fund of America — Page 13 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fannie Mae Pool #MA4967 3.00% 2/1/2053 <sup>(a)</sup>  | USD89 | $78 |
| Fannie Mae Pool #MA4916 4.00% 2/1/2053 <sup>(a)</sup>  | 140 | 132 |
| Fannie Mae Pool #MA4919 5.50% 2/1/2053 <sup>(a)</sup>  | 40434 | 40975 |
| Fannie Mae Pool #BX6216 5.50% 2/1/2053 <sup>(a)</sup>  | 635 | 644 |
| Fannie Mae Pool #MA4920 6.00% 2/1/2053 <sup>(a)</sup>  | 8504 | 8718 |
| Fannie Mae Pool #MA4999 3.00% 3/1/2053 <sup>(a)</sup>  | 998 | 878 |
| Fannie Mae Pool #FS4238 5.00% 3/1/2053 <sup>(a)</sup>  | 227 | 227 |
| Fannie Mae Pool #CB5986 5.00% 3/1/2053 <sup>(a)</sup>  | 25 | 25 |
| Fannie Mae Pool #FS4191 5.50% 3/1/2053 <sup>(a)</sup>  | 5042 | 5126 |
| Fannie Mae Pool #BX8515 5.50% 3/1/2053 <sup>(a)</sup>  | 4177 | 4230 |
| Fannie Mae Pool #BX7779 5.50% 3/1/2053 <sup>(a)</sup>  | 3011 | 3055 |
| Fannie Mae Pool #BX8514 5.50% 3/1/2053 <sup>(a)</sup>  | 1646 | 1671 |
| Fannie Mae Pool #BX9431 5.50% 3/1/2053 <sup>(a)</sup>  | 1414 | 1435 |
| Fannie Mae Pool #FS4774 5.50% 3/1/2053 <sup>(a)</sup>  | 779 | 790 |
| Fannie Mae Pool #BX8389 5.50% 3/1/2053 <sup>(a)</sup>  | 352 | 356 |
| Fannie Mae Pool #FS4152 5.50% 3/1/2053 <sup>(a)</sup>  | 326 | 330 |
| Fannie Mae Pool #BX8835 5.50% 3/1/2053 <sup>(a)</sup>  | 278 | 281 |
| Fannie Mae Pool #MA4942 6.00% 3/1/2053 <sup>(a)</sup>  | 8394 | 8620 |
| Fannie Mae Pool #CB5912 6.00% 3/1/2053 <sup>(a)</sup>  | 7009 | 7231 |
| Fannie Mae Pool #BY0255 2.50% 4/1/2053 <sup>(a)</sup>  | 703 | 593 |
| Fannie Mae Pool #MA4993 4.00% 4/1/2053 <sup>(a)</sup>  | 5027 | 4748 |
| Fannie Mae Pool #CB6012 4.00% 4/1/2053 <sup>(a)</sup>  | 551 | 520 |
| Fannie Mae Pool #MA4977 4.50% 4/1/2053 <sup>(a)</sup>  | 877 | 853 |
| Fannie Mae Pool #MA4978 5.00% 4/1/2053 <sup>(a)</sup>  | 26071 | 25991 |
| Fannie Mae Pool #BX8625 5.00% 4/1/2053 <sup>(a)</sup>  | 5853 | 5822 |
| Fannie Mae Pool #BX9135 5.00% 4/1/2053 <sup>(a)</sup>  | 1379 | 1371 |
| Fannie Mae Pool #BX8673 5.00% 4/1/2053 <sup>(a)</sup>  | 215 | 214 |
| Fannie Mae Pool #BX9041 5.00% 4/1/2053 <sup>(a)</sup>  | 49 | 48 |
| Fannie Mae Pool #MA4979 5.50% 4/1/2053 <sup>(a)</sup>  | 67901 | 68796 |
| Fannie Mae Pool #BY0003 5.50% 4/1/2053 <sup>(a)</sup>  | 6320 | 6402 |
| Fannie Mae Pool #BY0007 5.50% 4/1/2053 <sup>(a)</sup>  | 2500 | 2535 |
| Fannie Mae Pool #BX8556 5.50% 4/1/2053 <sup>(a)</sup>  | 1811 | 1834 |
| Fannie Mae Pool #BX9116 5.50% 4/1/2053 <sup>(a)</sup>  | 927 | 939 |
| Fannie Mae Pool #BW5286 5.50% 4/1/2053 <sup>(a)</sup>  | 48 | 48 |
| Fannie Mae Pool #MA4980 6.00% 4/1/2053 <sup>(a)</sup>  | 50849 | 52262 |
| Fannie Mae Pool #BW5278 6.00% 4/1/2053 <sup>(a)</sup>  | 1785 | 1829 |
| Fannie Mae Pool #CB6106 6.50% 4/1/2053 <sup>(a)</sup>  | 4520 | 4750 |
| Fannie Mae Pool #FS4919 2.50% 5/1/2053 <sup>(a)</sup>  | 6131 | 5187 |
| Fannie Mae Pool #MA5027 4.00% 5/1/2053 <sup>(a)</sup>  | 8386 | 7921 |
| Fannie Mae Pool #MA5009 5.00% 5/1/2053 <sup>(a)</sup>  | 50354 | 50185 |
| Fannie Mae Pool #FS4563 5.00% 5/1/2053 <sup>(a)</sup>  | 10509 | 10508 |
| Fannie Mae Pool #BY2251 5.00% 5/1/2053 <sup>(a)</sup>  | 540 | 537 |
| Fannie Mae Pool #MA5010 5.50% 5/1/2053 <sup>(a)</sup>  | 85302 | 86406 |
| Fannie Mae Pool #FS4840 5.50% 5/1/2053 <sup>(a)</sup>  | 10806 | 10941 |
| Fannie Mae Pool #BY1223 5.50% 5/1/2053 <sup>(a)</sup>  | 5757 | 5820 |
| Fannie Mae Pool #BY0204 5.50% 5/1/2053 <sup>(a)</sup>  | 3170 | 3229 |
| Fannie Mae Pool #BY0091 5.50% 5/1/2053 <sup>(a)</sup>  | 1140 | 1155 |
| Fannie Mae Pool #BY3208 5.50% 5/1/2053 <sup>(a)</sup>  | 177 | 180 |
| Fannie Mae Pool #MA5011 6.00% 5/1/2053 <sup>(a)</sup>  | 276480 | 284186 |
| Fannie Mae Pool #FS4736 6.50% 5/1/2053 <sup>(a)</sup>  | 9348 | 9682 |
| Fannie Mae Pool #BW9778 4.00% 6/1/2053 <sup>(a)</sup>  | 293 | 277 |
| Fannie Mae Pool #CB6471 4.50% 6/1/2053 <sup>(a)</sup>  | 11969 | 11647 |
| Fannie Mae Pool #MA5037 4.50% 6/1/2053 <sup>(a)</sup>  | 4694 | 4565 |
| Fannie Mae Pool #MA5038 5.00% 6/1/2053 <sup>(a)</sup>  | 89964 | 89662 |

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The Bond Fund of America — Page 14 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fannie Mae Pool #BY4405 5.00% 6/1/2053 <sup>(a)</sup>  | USD7,744 | $7718 |
| Fannie Mae Pool #BY4222 5.00% 6/1/2053 <sup>(a)</sup>  | 1465 | 1459 |
| Fannie Mae Pool #BY5875 5.00% 6/1/2053 <sup>(a)</sup>  | 1415 | 1410 |
| Fannie Mae Pool #BX7642 5.00% 6/1/2053 <sup>(a)</sup>  | 575 | 573 |
| Fannie Mae Pool #BY3600 5.00% 6/1/2053 <sup>(a)</sup>  | 551 | 549 |
| Fannie Mae Pool #BY4170 5.00% 6/1/2053 <sup>(a)</sup>  | 495 | 494 |
| Fannie Mae Pool #MA5039 5.50% 6/1/2053 <sup>(a)</sup>  | 84901 | 85958 |
| Fannie Mae Pool #FS5192 5.50% 6/1/2053 <sup>(a)</sup>  | 54568 | 55293 |
| Fannie Mae Pool #BY3337 5.50% 6/1/2053 <sup>(a)</sup>  | 5558 | 5644 |
| Fannie Mae Pool #BY4223 5.50% 6/1/2053 <sup>(a)</sup>  | 184 | 186 |
| Fannie Mae Pool #MA5040 6.00% 6/1/2053 <sup>(a)</sup>  | 51766 | 53129 |
| Fannie Mae Pool #CB6485 6.00% 6/1/2053 <sup>(a)</sup>  | 26567 | 27244 |
| Fannie Mae Pool #CB6486 6.00% 6/1/2053 <sup>(a)</sup>  | 16475 | 16913 |
| Fannie Mae Pool #CB6465 6.00% 6/1/2053 <sup>(a)</sup>  | 12121 | 12505 |
| Fannie Mae Pool #BO9414 6.00% 6/1/2053 <sup>(a)</sup>  | 4439 | 4549 |
| Fannie Mae Pool #BY4290 6.00% 6/1/2053 <sup>(a)</sup>  | 973 | 996 |
| Fannie Mae Pool #CB6491 6.50% 6/1/2053 <sup>(a)</sup>  | 20380 | 21262 |
| Fannie Mae Pool #CB6490 6.50% 6/1/2053 <sup>(a)</sup>  | 7510 | 7793 |
| Fannie Mae Pool #CB6468 6.50% 6/1/2053 <sup>(a)</sup>  | 5505 | 5739 |
| Fannie Mae Pool #FS7823 2.00% 7/1/2053 <sup>(a)</sup>  | 11944 | 9682 |
| Fannie Mae Pool #FS6632 2.50% 7/1/2053 <sup>(a)</sup>  | 52 | 44 |
| Fannie Mae Pool #MA5119 2.50% 7/1/2053 <sup>(a)</sup>  | 23 | 19 |
| Fannie Mae Pool #MA5094 3.00% 7/1/2053 <sup>(a)</sup>  | 319 | 281 |
| Fannie Mae Pool #MA5070 4.50% 7/1/2053 <sup>(a)</sup>  | 96104 | 93592 |
| Fannie Mae Pool #CB6719 4.50% 7/1/2053 <sup>(a)</sup>  | 6872 | 6681 |
| Fannie Mae Pool #BY6759 5.00% 7/1/2053 <sup>(a)</sup>  | 4534 | 4511 |
| Fannie Mae Pool #BU4046 5.00% 7/1/2053 <sup>(a)</sup>  | 1921 | 1915 |
| Fannie Mae Pool #MA5071 5.00% 7/1/2053 <sup>(a)</sup>  | 1716 | 1708 |
| Fannie Mae Pool #BY2604 5.00% 7/1/2053 <sup>(a)</sup>  | 695 | 693 |
| Fannie Mae Pool #BU4112 5.00% 7/1/2053 <sup>(a)</sup>  | 26 | 26 |
| Fannie Mae Pool #MA5072 5.50% 7/1/2053 <sup>(a)</sup>  | 122177 | 123447 |
| Fannie Mae Pool #MA5073 6.00% 7/1/2053 <sup>(a)</sup>  | 4522 | 4636 |
| Fannie Mae Pool #FS5343 6.00% 7/1/2053 <sup>(a)</sup>  | 3710 | 3810 |
| Fannie Mae Pool #CB6768 6.50% 7/1/2053 <sup>(a)</sup>  | 56970 | 59345 |
| Fannie Mae Pool #CB6853 4.50% 8/1/2053 <sup>(a)</sup>  | 10518 | 10227 |
| Fannie Mae Pool #MA5105 4.50% 8/1/2053 <sup>(a)</sup>  | 6537 | 6362 |
| Fannie Mae Pool #BY6723 5.00% 8/1/2053 <sup>(a)</sup>  | 1553 | 1548 |
| Fannie Mae Pool #MA5107 5.50% 8/1/2053 <sup>(a)</sup>  | 164535 | 166246 |
| Fannie Mae Pool #FS7064 3.00% 9/1/2053 <sup>(a)</sup>  | 831 | 732 |
| Fannie Mae Pool #BX4430 3.00% 9/1/2053 <sup>(a)</sup>  | 678 | 597 |
| Fannie Mae Pool #MA5135 4.00% 9/1/2053 <sup>(a)</sup>  | 176 | 166 |
| Fannie Mae Pool #MA5136 4.50% 9/1/2053 <sup>(a)</sup>  | 9260 | 9007 |
| Fannie Mae Pool #CB7104 5.50% 9/1/2053 <sup>(a)</sup>  | 32521 | 32968 |
| Fannie Mae Pool #CB7118 6.00% 9/1/2053 <sup>(a)</sup>  | 48343 | 49912 |
| Fannie Mae Pool #CB7122 6.00% 9/1/2053 <sup>(a)</sup>  | 12720 | 13065 |
| Fannie Mae Pool #MA5139 6.00% 9/1/2053 <sup>(a)</sup>  | 9777 | 10022 |
| Fannie Mae Pool #FS5749 6.50% 9/1/2053 <sup>(a)</sup>  | 29281 | 30308 |
| Fannie Mae Pool #CB7139 6.50% 9/1/2053 <sup>(a)</sup>  | 7524 | 7838 |
| Fannie Mae Pool #FS7063 3.00% 10/1/2053 <sup>(a)</sup>  | 2237 | 1967 |
| Fannie Mae Pool #MA5177 4.00% 10/1/2053 <sup>(a)</sup>  | 15832 | 14943 |
| Fannie Mae Pool #MA5163 4.50% 10/1/2053 <sup>(a)</sup>  | 827 | 804 |
| Fannie Mae Pool #MA5165 5.50% 10/1/2053 <sup>(a)</sup>  | 1585 | 1604 |
| Fannie Mae Pool #CB7339 6.00% 10/1/2053 <sup>(a)</sup>  | 143880 | 147864 |
| Fannie Mae Pool #MA5166 6.00% 10/1/2053 <sup>(a)</sup>  | 39369 | 40340 |

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The Bond Fund of America — Page 15 of 118

------

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---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fannie Mae Pool #CB7344 6.00% 10/1/2053 <sup>(a)</sup>  | USD33,253 | $34109 |
| Fannie Mae Pool #DA1557 6.00% 10/1/2053 <sup>(a)</sup>  | 80 | 82 |
| Fannie Mae Pool #CB7242 6.50% 10/1/2053 <sup>(a)</sup>  | 5317 | 5516 |
| Fannie Mae Pool #FS7252 5.00% 11/1/2053 <sup>(a)</sup>  | 29684 | 29569 |
| Fannie Mae Pool #MA5190 5.50% 11/1/2053 <sup>(a)</sup>  | 57015 | 57662 |
| Fannie Mae Pool #FS6838 5.50% 11/1/2053 <sup>(a)</sup>  | 28267 | 28620 |
| Fannie Mae Pool #MA5191 6.00% 11/1/2053 <sup>(a)</sup>  | 18126 | 18568 |
| Fannie Mae Pool #CB7438 6.00% 11/1/2053 <sup>(a)</sup>  | 13576 | 13946 |
| Fannie Mae Pool #CB7480 6.00% 11/1/2053 <sup>(a)</sup>  | 9581 | 9842 |
| Fannie Mae Pool #DA5054 6.00% 11/1/2053 <sup>(a)</sup>  | 878 | 902 |
| Fannie Mae Pool #DA2723 6.00% 11/1/2053 <sup>(a)</sup>  | 29 | 30 |
| Fannie Mae Pool #CB7510 6.50% 11/1/2053 <sup>(a)</sup>  | 9354 | 9742 |
| Fannie Mae Pool #CB7426 6.50% 11/1/2053 <sup>(a)</sup>  | 6826 | 7093 |
| Fannie Mae Pool #FS7979 2.00% 12/1/2053 <sup>(a)</sup>  | 1564 | 1264 |
| Fannie Mae Pool #MA5215 5.50% 12/1/2053 <sup>(a)</sup>  | 7571 | 7659 |
| Fannie Mae Pool #FS6668 5.50% 12/1/2053 <sup>(a)</sup>  | 626 | 634 |
| Fannie Mae Pool #MA5216 6.00% 12/1/2053 <sup>(a)</sup>  | 30427 | 31176 |
| Fannie Mae Pool #FS6610 6.50% 12/1/2053 <sup>(a)</sup>  | 34063 | 35317 |
| Fannie Mae Pool #CB7626 6.50% 12/1/2053 <sup>(a)</sup>  | 5415 | 5640 |
| Fannie Mae Pool #DB0012 2.50% 1/1/2054 <sup>(a)</sup>  | 46 | 39 |
| Fannie Mae Pool #CB7862 6.00% 1/1/2054 <sup>(a)</sup>  | 43080 | 44228 |
| Fannie Mae Pool #MA5247 6.00% 1/1/2054 <sup>(a)</sup>  | 24746 | 25335 |
| Fannie Mae Pool #DA9344 6.00% 1/1/2054 <sup>(a)</sup>  | 8508 | 8716 |
| Fannie Mae Pool #FS6873 6.50% 1/1/2054 <sup>(a)</sup>  | 53124 | 54960 |
| Fannie Mae Pool #FS6767 6.50% 1/1/2054 <sup>(a)</sup>  | 33856 | 35365 |
| Fannie Mae Pool #FS6763 6.50% 1/1/2054 <sup>(a)</sup>  | 1041 | 1085 |
| Fannie Mae Pool #FS7990 4.00% 2/1/2054 <sup>(a)</sup>  | 1140 | 1077 |
| Fannie Mae Pool #FS9507 4.50% 2/1/2054 <sup>(a)</sup>  | 23574 | 22965 |
| Fannie Mae Pool #MA5270 5.00% 2/1/2054 <sup>(a)</sup>  | 3456 | 3436 |
| Fannie Mae Pool #MA5271 5.50% 2/1/2054 <sup>(a)</sup>  | 8069 | 8157 |
| Fannie Mae Pool #FS6809 5.50% 2/1/2054 <sup>(a)</sup>  | 2078 | 2103 |
| Fannie Mae Pool #CB7932 6.00% 2/1/2054 <sup>(a)</sup>  | 27141 | 27857 |
| Fannie Mae Pool #CB8003 6.00% 2/1/2054 <sup>(a)</sup>  | 16725 | 17138 |
| Fannie Mae Pool #FS7221 6.00% 2/1/2054 <sup>(a)</sup>  | 12812 | 13218 |
| Fannie Mae Pool #FS7031 6.00% 2/1/2054 <sup>(a)</sup>  | 10168 | 10490 |
| Fannie Mae Pool #FS7503 6.00% 2/1/2054 <sup>(a)</sup>  | 7601 | 7779 |
| Fannie Mae Pool #CB7933 6.50% 2/1/2054 <sup>(a)</sup>  | 39336 | 40716 |
| Fannie Mae Pool #DA7883 6.50% 2/1/2054 <sup>(a)</sup>  | 1610 | 1669 |
| Fannie Mae Pool #FS7162 6.50% 2/1/2054 <sup>(a)</sup>  | 1001 | 1043 |
| Fannie Mae Pool #MA5320 4.00% 3/1/2054 <sup>(a)</sup>  | 4664 | 4400 |
| Fannie Mae Pool #FS9508 4.50% 3/1/2054 <sup>(a)</sup>  | 13061 | 12716 |
| Fannie Mae Pool #CB8143 5.50% 3/1/2054 <sup>(a)</sup>  | 29399 | 29766 |
| Fannie Mae Pool #CB8148 5.50% 3/1/2054 <sup>(a)</sup>  | 23996 | 24330 |
| Fannie Mae Pool #MA5296 5.50% 3/1/2054 <sup>(a)</sup>  | 21836 | 22063 |
| Fannie Mae Pool #CB8151 5.50% 3/1/2054 <sup>(a)</sup>  | 12188 | 12317 |
| Fannie Mae Pool #CB8153 6.00% 3/1/2054 <sup>(a)</sup>  | 25397 | 26204 |
| Fannie Mae Pool #CB8163 6.00% 3/1/2054 <sup>(a)</sup>  | 20911 | 21575 |
| Fannie Mae Pool #DA9098 6.00% 3/1/2054 <sup>(a)</sup>  | 6563 | 6733 |
| Fannie Mae Pool #CB8168 6.00% 3/1/2054 <sup>(a)</sup>  | 4533 | 4645 |
| Fannie Mae Pool #MA5295 6.00% 3/1/2054 <sup>(a)</sup>  | 841 | 861 |
| Fannie Mae Pool #DA9742 6.00% 3/1/2054 <sup>(a)</sup>  | 260 | 266 |
| Fannie Mae Pool #FS7653 6.50% 3/1/2054 <sup>(a)</sup>  | 6623 | 6930 |
| Fannie Mae Pool #DB1300 5.50% 4/1/2054 <sup>(a)</sup>  | 22223 | 22590 |
| Fannie Mae Pool #CB8337 5.50% 4/1/2054 <sup>(a)</sup>  | 11594 | 11719 |

---

The Bond Fund of America — Page 16 of 118

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**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fannie Mae Pool #BU4479 5.50% 4/1/2054 <sup>(a)</sup>  | USD2,566 | $2597 |
| Fannie Mae Pool #DA8433 5.50% 4/1/2054 <sup>(a)</sup>  | 2102 | 2137 |
| Fannie Mae Pool #CB8328 5.50% 4/1/2054 <sup>(a)</sup>  | 658 | 668 |
| Fannie Mae Pool #CB8385 6.00% 4/1/2054 <sup>(a)</sup>  | 92536 | 95054 |
| Fannie Mae Pool #DB1299 6.00% 4/1/2054 <sup>(a)</sup>  | 15501 | 15979 |
| Fannie Mae Pool #CB8387 6.50% 4/1/2054 <sup>(a)</sup>  | 2580 | 2693 |
| Fannie Mae Pool #DB3283 2.50% 5/1/2054 <sup>(a)</sup>  | 68 | 58 |
| Fannie Mae Pool #CB8536 5.50% 5/1/2054 <sup>(a)</sup>  | 53663 | 54613 |
| Fannie Mae Pool #DB5160 5.50% 5/1/2054 <sup>(a)</sup>  | 5303 | 5368 |
| Fannie Mae Pool #DB2495 6.00% 5/1/2054 <sup>(a)</sup>  | 1653 | 1690 |
| Fannie Mae Pool #MA5354 6.00% 5/1/2054 <sup>(a)</sup>  | 59 | 61 |
| Fannie Mae Pool #CB8507 6.50% 5/1/2054 <sup>(a)</sup>  | 22366 | 23323 |
| Fannie Mae Pool #MA5388 5.50% 6/1/2054 <sup>(a)</sup>  | 42154 | 42588 |
| Fannie Mae Pool #FS8131 5.50% 6/1/2054 <sup>(a)</sup>  | 16448 | 16714 |
| Fannie Mae Pool #FS8153 6.00% 6/1/2054 <sup>(a)</sup>  | 21419 | 22098 |
| Fannie Mae Pool #CB8755 6.00% 6/1/2054 <sup>(a)</sup>  | 11961 | 12283 |
| Fannie Mae Pool #DB6878 6.00% 6/1/2054 <sup>(a)</sup>  | 8855 | 9064 |
| Fannie Mae Pool #FS8223 6.00% 6/1/2054 <sup>(a)</sup>  | 777 | 797 |
| Fannie Mae Pool #FS8219 6.00% 6/1/2054 <sup>(a)</sup>  | 700 | 722 |
| Fannie Mae Pool #CB8725 6.50% 6/1/2054 <sup>(a)</sup>  | 15405 | 15954 |
| Fannie Mae Pool #FS8229 6.50% 6/1/2054 <sup>(a)</sup>  | 8769 | 9180 |
| Fannie Mae Pool #DB5480 6.50% 6/1/2054 <sup>(a)</sup>  | 2319 | 2403 |
| Fannie Mae Pool #FS8138 6.50% 6/1/2054 <sup>(a)</sup>  | 83 | 87 |
| Fannie Mae Pool #CB8842 5.50% 7/1/2054 <sup>(a)</sup>  | 43639 | 44194 |
| Fannie Mae Pool #BU4699 5.50% 7/1/2054 <sup>(a)</sup>  | 33830 | 34259 |
| Fannie Mae Pool #DB5213 5.50% 7/1/2054 <sup>(a)</sup>  | 14977 | 15123 |
| Fannie Mae Pool #FS8467 5.50% 7/1/2054 <sup>(a)</sup>  | 10871 | 11060 |
| Fannie Mae Pool #CB8858 6.00% 7/1/2054 <sup>(a)</sup>  | 41666 | 42882 |
| Fannie Mae Pool #MA5421 6.00% 7/1/2054 <sup>(a)</sup>  | 32388 | 33128 |
| Fannie Mae Pool #BU4700 6.00% 7/1/2054 <sup>(a)</sup>  | 23698 | 24337 |
| Fannie Mae Pool #FS8318 6.00% 7/1/2054 <sup>(a)</sup>  | 16261 | 16778 |
| Fannie Mae Pool #BU4707 6.00% 7/1/2054 <sup>(a)</sup>  | 7234 | 7407 |
| Fannie Mae Pool #DB6901 6.00% 7/1/2054 <sup>(a)</sup>  | 5466 | 5597 |
| Fannie Mae Pool #DB5214 6.00% 7/1/2054 <sup>(a)</sup>  | 4298 | 4408 |
| Fannie Mae Pool #FS8591 6.00% 7/1/2054 <sup>(a)</sup>  | 3929 | 4054 |
| Fannie Mae Pool #BU4791 6.00% 7/1/2054 <sup>(a)</sup>  | 1612 | 1647 |
| Fannie Mae Pool #BU4711 6.00% 7/1/2054 <sup>(a)</sup>  | 998 | 1021 |
| Fannie Mae Pool #DB6905 6.00% 7/1/2054 <sup>(a)</sup>  | 570 | 583 |
| Fannie Mae Pool #DB7039 6.00% 7/1/2054 <sup>(a)</sup>  | 565 | 581 |
| Fannie Mae Pool #DB4425 6.00% 7/1/2054 <sup>(a)</sup>  | 143 | 146 |
| Fannie Mae Pool #DB2535 6.00% 7/1/2054 <sup>(a)</sup>  | 57 | 59 |
| Fannie Mae Pool #DB8073 6.00% 7/1/2054 <sup>(a)</sup>  | 22 | 22 |
| Fannie Mae Pool #FS8790 6.50% 7/1/2054 <sup>(a)</sup>  | 28964 | 29987 |
| Fannie Mae Pool #CB8872 6.50% 7/1/2054 <sup>(a)</sup>  | 23674 | 24681 |
| Fannie Mae Pool #CB8876 6.50% 7/1/2054 <sup>(a)</sup>  | 11719 | 12182 |
| Fannie Mae Pool #FS8317 6.50% 7/1/2054 <sup>(a)</sup>  | 11293 | 11769 |
| Fannie Mae Pool #FS8619 6.50% 7/1/2054 <sup>(a)</sup>  | 5590 | 5825 |
| Fannie Mae Pool #FS8607 6.50% 7/1/2054 <sup>(a)</sup>  | 4310 | 4491 |
| Fannie Mae Pool #DB8661 6.50% 7/1/2054 <sup>(a)</sup>  | 1999 | 2068 |
| Fannie Mae Pool #CB8977 5.00% 8/1/2054 <sup>(a)</sup>  | 12535 | 12467 |
| Fannie Mae Pool #DB7783 5.50% 8/1/2054 <sup>(a)</sup>  | 8481 | 8583 |
| Fannie Mae Pool #MA5445 6.00% 8/1/2054 <sup>(a)</sup>  | 37489 | 38346 |
| Fannie Mae Pool #FS8792 6.00% 8/1/2054 <sup>(a)</sup>  | 6902 | 7068 |
| Fannie Mae Pool #DC0901 6.00% 8/1/2054 <sup>(a)</sup>  | 6663 | 6832 |

---

The Bond Fund of America — Page 17 of 118

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---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fannie Mae Pool #FS8795 6.00% 8/1/2054 <sup>(a)</sup>  | USD5,039 | $5155 |
| Fannie Mae Pool #DB2588 6.00% 8/1/2054 <sup>(a)</sup>  | 4560 | 4665 |
| Fannie Mae Pool #DB7792 6.00% 8/1/2054 <sup>(a)</sup>  | 4536 | 4644 |
| Fannie Mae Pool #FS8757 6.00% 8/1/2054 <sup>(a)</sup>  | 3919 | 4034 |
| Fannie Mae Pool #DB4465 6.00% 8/1/2054 <sup>(a)</sup>  | 3170 | 3244 |
| Fannie Mae Pool #FS8758 6.00% 8/1/2054 <sup>(a)</sup>  | 2284 | 2341 |
| Fannie Mae Pool #BU4916 6.00% 8/1/2054 <sup>(a)</sup>  | 1868 | 1914 |
| Fannie Mae Pool #FS8756 6.00% 8/1/2054 <sup>(a)</sup>  | 1548 | 1593 |
| Fannie Mae Pool #BU4968 6.00% 8/1/2054 <sup>(a)</sup>  | 1026 | 1050 |
| Fannie Mae Pool #DB7687 6.00% 8/1/2054 <sup>(a)</sup>  | 299 | 308 |
| Fannie Mae Pool #DB7690 6.00% 8/1/2054 <sup>(a)</sup>  | 248 | 255 |
| Fannie Mae Pool #DC0296 6.00% 8/1/2054 <sup>(a)</sup>  | 236 | 243 |
| Fannie Mae Pool #DB2541 6.00% 8/1/2054 <sup>(a)</sup>  | 28 | 28 |
| Fannie Mae Pool #FS8783 6.50% 8/1/2054 <sup>(a)</sup>  | 16758 | 17463 |
| Fannie Mae Pool #CB9071 6.50% 8/1/2054 <sup>(a)</sup>  | 14725 | 15340 |
| Fannie Mae Pool #FS8762 6.50% 8/1/2054 <sup>(a)</sup>  | 2272 | 2364 |
| Fannie Mae Pool #MA5470 5.50% 9/1/2054 <sup>(a)</sup>  | 29259 | 29546 |
| Fannie Mae Pool #CB9210 5.50% 9/1/2054 <sup>(a)</sup>  | 23163 | 23415 |
| Fannie Mae Pool #FS9025 5.50% 9/1/2054 <sup>(a)</sup>  | 22063 | 22433 |
| Fannie Mae Pool #CB9146 5.50% 9/1/2054 <sup>(a)</sup>  | 20345 | 20600 |
| Fannie Mae Pool #BU4946 5.50% 9/1/2054 <sup>(a)</sup>  | 5597 | 5654 |
| Fannie Mae Pool #FS9001 5.50% 9/1/2054 <sup>(a)</sup>  | 8 | 8 |
| Fannie Mae Pool #FS9004 6.00% 9/1/2054 <sup>(a)</sup>  | 11105 | 11413 |
| Fannie Mae Pool #DC3262 6.00% 9/1/2054 <sup>(a)</sup>  | 4304 | 4402 |
| Fannie Mae Pool #FS8866 6.00% 9/1/2054 <sup>(a)</sup>  | 4001 | 4116 |
| Fannie Mae Pool #DC3465 6.00% 9/1/2054 <sup>(a)</sup>  | 4004 | 4095 |
| Fannie Mae Pool #DC3459 6.00% 9/1/2054 <sup>(a)</sup>  | 2212 | 2262 |
| Fannie Mae Pool #DC0503 6.00% 9/1/2054 <sup>(a)</sup>  | 2123 | 2173 |
| Fannie Mae Pool #DC1873 6.00% 9/1/2054 <sup>(a)</sup>  | 1272 | 1307 |
| Fannie Mae Pool #MA5471 6.00% 9/1/2054 <sup>(a)</sup>  | 434 | 444 |
| Fannie Mae Pool #DC1576 6.50% 9/1/2054 <sup>(a)</sup>  | 1483 | 1534 |
| Fannie Mae Pool #DC3061 6.50% 9/1/2054 <sup>(a)</sup>  | 1199 | 1251 |
| Fannie Mae Pool #DC5604 5.50% 10/1/2054 <sup>(a)</sup>  | 1143 | 1154 |
| Fannie Mae Pool #BU5166 6.00% 10/1/2054 <sup>(a)</sup>  | 12704 | 13039 |
| Fannie Mae Pool #MA5498 6.00% 10/1/2054 <sup>(a)</sup>  | 6558 | 6710 |
| Fannie Mae Pool #DC3877 6.00% 10/1/2054 <sup>(a)</sup>  | 1424 | 1457 |
| Fannie Mae Pool #FS9374 6.50% 10/1/2054 <sup>(a)</sup>  | 27294 | 28383 |
| Fannie Mae Pool #BU5049 6.50% 10/1/2054 <sup>(a)</sup>  | 3077 | 3218 |
| Fannie Mae Pool #DC3044 6.50% 10/1/2054 <sup>(a)</sup>  | 1689 | 1749 |
| Fannie Mae Pool #DC2101 4.00% 11/1/2054 <sup>(a)</sup>  | 264 | 249 |
| Fannie Mae Pool #CB9456 4.50% 11/1/2054 <sup>(a)</sup>  | 931 | 904 |
| Fannie Mae Pool #MA5530 5.00% 11/1/2054 <sup>(a)</sup>  | 81908 | 81317 |
| Fannie Mae Pool #MA5531 5.50% 11/1/2054 <sup>(a)</sup>  | 40524 | 40905 |
| Fannie Mae Pool #BU5165 5.50% 11/1/2054 <sup>(a)</sup>  | 18237 | 18462 |
| Fannie Mae Pool #CB9432 6.00% 11/1/2054 <sup>(a)</sup>  | 32705 | 33621 |
| Fannie Mae Pool #MA5532 6.00% 11/1/2054 <sup>(a)</sup>  | 3274 | 3349 |
| Fannie Mae Pool #DC3867 6.00% 11/1/2054 <sup>(a)</sup>  | 2927 | 2995 |
| Fannie Mae Pool #DC6459 6.00% 11/1/2054 <sup>(a)</sup>  | 874 | 894 |
| Fannie Mae Pool #DC6437 6.00% 11/1/2054 <sup>(a)</sup>  | 59 | 60 |
| Fannie Mae Pool #CB9523 6.50% 11/1/2054 <sup>(a)</sup>  | 54429 | 56726 |
| Fannie Mae Pool #DC5689 6.50% 11/1/2054 <sup>(a)</sup>  | 2202 | 2280 |
| Fannie Mae Pool #CB9770 4.50% 12/1/2054 <sup>(a)</sup>  | 1422 | 1382 |
| Fannie Mae Pool #CB9768 4.50% 12/1/2054 <sup>(a)</sup>  | 528 | 512 |
| Fannie Mae Pool #DC9197 4.50% 12/1/2054 <sup>(a)</sup>  | 364 | 355 |

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The Bond Fund of America — Page 18 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fannie Mae Pool #MA5552 5.00% 12/1/2054 <sup>(a)</sup>  | USD83,046 | $82447 |
| Fannie Mae Pool #BU5361 5.00% 12/1/2054 <sup>(a)</sup>  | 14497 | 14424 |
| Fannie Mae Pool #BU5360 5.50% 12/1/2054 <sup>(a)</sup>  | 27573 | 27911 |
| Fannie Mae Pool #CB9616 5.50% 12/1/2054 <sup>(a)</sup>  | 14184 | 14358 |
| Fannie Mae Pool #BU5234 5.50% 12/1/2054 <sup>(a)</sup>  | 11184 | 11321 |
| Fannie Mae Pool #BU5380 5.50% 12/1/2054 <sup>(a)</sup>  | 9651 | 9769 |
| Fannie Mae Pool #DC8823 5.50% 12/1/2054 <sup>(a)</sup>  | 25 | 26 |
| Fannie Mae Pool #FA0287 6.00% 12/1/2054 <sup>(a)</sup>  | 55764 | 57015 |
| Fannie Mae Pool #CB9675 6.00% 12/1/2054 <sup>(a)</sup>  | 32271 | 33248 |
| Fannie Mae Pool #DC7035 6.00% 12/1/2054 <sup>(a)</sup>  | 7896 | 8074 |
| Fannie Mae Pool #DC7823 6.00% 12/1/2054 <sup>(a)</sup>  | 2721 | 2782 |
| Fannie Mae Pool #BU5358 6.00% 12/1/2054 <sup>(a)</sup>  | 2339 | 2401 |
| Fannie Mae Pool #DC9238 6.00% 12/1/2054 <sup>(a)</sup>  | 1281 | 1311 |
| Fannie Mae Pool #DC8824 6.00% 12/1/2054 <sup>(a)</sup>  | 1150 | 1176 |
| Fannie Mae Pool #DC8825 6.50% 12/1/2054 <sup>(a)</sup>  | 496 | 517 |
| Fannie Mae Pool #CB9736 4.50% 1/1/2055 <sup>(a)</sup>  | 42825 | 41573 |
| Fannie Mae Pool #CB9737 5.00% 1/1/2055 <sup>(a)</sup>  | 25895 | 25764 |
| Fannie Mae Pool #MA5586 5.50% 1/1/2055 <sup>(a)</sup>  | 15974 | 16130 |
| Fannie Mae Pool #CB9800 5.50% 1/1/2055 <sup>(a)</sup>  | 8484 | 8605 |
| Fannie Mae Pool #DC9986 5.50% 1/1/2055 <sup>(a)</sup>  | 476 | 480 |
| Fannie Mae Pool #MA5587 6.00% 1/1/2055 <sup>(a)</sup>  | 23085 | 23610 |
| Fannie Mae Pool #CB9821 6.00% 1/1/2055 <sup>(a)</sup>  | 12657 | 12988 |
| Fannie Mae Pool #DD0835 6.00% 1/1/2055 <sup>(a)</sup>  | 7321 | 7486 |
| Fannie Mae Pool #DC8675 6.00% 1/1/2055 <sup>(a)</sup>  | 1567 | 1603 |
| Fannie Mae Pool #DC9987 6.00% 1/1/2055 <sup>(a)</sup>  | 565 | 577 |
| Fannie Mae Pool #DD2869 6.00% 1/1/2055 <sup>(a)</sup>  | 307 | 314 |
| Fannie Mae Pool #DC9957 6.00% 1/1/2055 <sup>(a)</sup>  | 125 | 128 |
| Fannie Mae Pool #CB9836 6.50% 1/1/2055 <sup>(a)</sup>  | 10505 | 10933 |
| Fannie Mae Pool #CB9840 6.50% 1/1/2055 <sup>(a)</sup>  | 6428 | 6653 |
| Fannie Mae Pool #MA5612 4.50% 2/1/2055 <sup>(a)</sup>  | 7879 | 7649 |
| Fannie Mae Pool #FA0608 5.50% 2/1/2055 <sup>(a)</sup>  | 72687 | 73353 |
| Fannie Mae Pool #MA5615 6.00% 2/1/2055 <sup>(a)</sup>  | 93013 | 95122 |
| Fannie Mae Pool #DD4308 6.00% 2/1/2055 <sup>(a)</sup>  | 507 | 519 |
| Fannie Mae Pool #DD0756 6.00% 2/1/2055 <sup>(a)</sup>  | 114 | 117 |
| Fannie Mae Pool #DD2501 6.00% 2/1/2055 <sup>(a)</sup>  | 92 | 94 |
| Fannie Mae Pool #DD3319 6.50% 2/1/2055 <sup>(a)</sup>  | 2451 | 2555 |
| Fannie Mae Pool #DD1805 6.50% 2/1/2055 <sup>(a)</sup>  | 1554 | 1611 |
| Fannie Mae Pool #DD4797 6.50% 2/1/2055 <sup>(a)</sup>  | 926 | 974 |
| Fannie Mae Pool #BV1604 6.50% 2/1/2055 <sup>(a)</sup>  | 582 | 602 |
| Fannie Mae Pool #MA5643 4.00% 3/1/2055 <sup>(a)</sup>  | 16398 | 15465 |
| Fannie Mae Pool #MA5644 4.50% 3/1/2055 <sup>(a)</sup>  | 28639 | 27795 |
| Fannie Mae Pool #MA5646 5.50% 3/1/2055 <sup>(a)</sup>  | 4163 | 4201 |
| Fannie Mae Pool #MA5647 6.00% 3/1/2055 <sup>(a)</sup>  | 42799 | 43770 |
| Fannie Mae Pool #DD4251 6.00% 3/1/2055 <sup>(a)</sup>  | 1346 | 1377 |
| Fannie Mae Pool #DD6722 6.00% 3/1/2055 <sup>(a)</sup>  | 1116 | 1142 |
| Fannie Mae Pool #DD4340 6.00% 3/1/2055 <sup>(a)</sup>  | 690 | 705 |
| Fannie Mae Pool #DD5558 6.00% 3/1/2055 <sup>(a)</sup>  | 40 | 40 |
| Fannie Mae Pool #DD5571 6.50% 3/1/2055 <sup>(a)</sup>  | 3778 | 3917 |
| Fannie Mae Pool #MA5670 4.00% 4/1/2055 <sup>(a)</sup>  | 22588 | 21303 |
| Fannie Mae Pool #MA5671 4.50% 4/1/2055 <sup>(a)</sup>  | 30253 | 29362 |
| Fannie Mae Pool #MA5674 6.00% 4/1/2055 <sup>(a)</sup>  | 72285 | 73896 |
| Fannie Mae Pool #DD4459 6.00% 4/1/2055 <sup>(a)</sup>  | 11333 | 11588 |
| Fannie Mae Pool #FA1162 6.00% 4/1/2055 <sup>(a)</sup>  | 8631 | 8826 |
| Fannie Mae Pool #DD8109 6.00% 4/1/2055 <sup>(a)</sup>  | 2990 | 3058 |

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The Bond Fund of America — Page 19 of 118

------

**unaudited**

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fannie Mae Pool #DD7200 6.00% 4/1/2055 <sup>(a)</sup>  | USD1,991 | $2037 |
| Fannie Mae Pool #DD5311 6.00% 4/1/2055 <sup>(a)</sup>  | 1944 | 1988 |
| Fannie Mae Pool #DD9296 6.00% 4/1/2055 <sup>(a)</sup>  | 85 | 87 |
| Fannie Mae Pool #DC4756 6.00% 4/1/2055 <sup>(a)</sup>  | 69 | 71 |
| Fannie Mae Pool #DD4960 6.50% 4/1/2055 <sup>(a)</sup>  | 5458 | 5646 |
| Fannie Mae Pool #DD8791 6.50% 4/1/2055 <sup>(a)</sup>  | 1376 | 1440 |
| Fannie Mae Pool #DD9269 6.50% 4/1/2055 <sup>(a)</sup>  | 1315 | 1362 |
| Fannie Mae Pool #MA5697 4.00% 5/1/2055 <sup>(a)</sup>  | 5982 | 5642 |
| Fannie Mae Pool #MA5699 5.00% 5/1/2055 <sup>(a)</sup>  | 6828 | 6777 |
| Fannie Mae Pool #MA5700 5.50% 5/1/2055 <sup>(a)</sup>  | 166468 | 167954 |
| Fannie Mae Pool #MA5701 6.00% 5/1/2055 <sup>(a)</sup>  | 106843 | 109224 |
| Fannie Mae Pool #DD8500 6.00% 5/1/2055 <sup>(a)</sup>  | 7018 | 7191 |
| Fannie Mae Pool #DD8064 6.00% 5/1/2055 <sup>(a)</sup>  | 2889 | 2954 |
| Fannie Mae Pool #DD9841 6.00% 5/1/2055 <sup>(a)</sup>  | 996 | 1019 |
| Fannie Mae Pool #DC4816 6.00% 5/1/2055 <sup>(a)</sup>  | 961 | 984 |
| Fannie Mae Pool #DD6105 6.00% 5/1/2055 <sup>(a)</sup>  | 841 | 860 |
| Fannie Mae Pool #DD9268 6.00% 5/1/2055 <sup>(a)</sup>  | 41 | 42 |
| Fannie Mae Pool #MA5734 5.00% 6/1/2055 <sup>(a)</sup>  | 3593 | 3566 |
| Fannie Mae Pool #MA5735 5.50% 6/1/2055 <sup>(a)</sup>  | 83318 | 84062 |
| Fannie Mae Pool #DD7303 5.50% 6/1/2055 <sup>(a)</sup>  | 4250 | 4290 |
| Fannie Mae Pool #BV1863 6.00% 6/1/2055 <sup>(a)</sup>  | 18462 | 18885 |
| Fannie Mae Pool #DC3397 6.00% 6/1/2055 <sup>(a)</sup>  | 1995 | 2041 |
| Fannie Mae Pool #DE2033 6.00% 6/1/2055 <sup>(a)</sup>  | 936 | 957 |
| Fannie Mae Pool #DD9649 6.00% 6/1/2055 <sup>(a)</sup>  | 874 | 894 |
| Fannie Mae Pool #DE0618 6.00% 6/1/2055 <sup>(a)</sup>  | 125 | 127 |
| Fannie Mae Pool #DD7099 6.00% 6/1/2055 <sup>(a)</sup>  | 18 | 18 |
| Fannie Mae Pool #MA5761 6.00% 7/1/2055 <sup>(a)</sup>  | 59980 | 61317 |
| Fannie Mae Pool #DE2192 6.00% 7/1/2055 <sup>(a)</sup>  | 39338 | 40215 |
| Fannie Mae Pool #DE5117 6.00% 7/1/2055 <sup>(a)</sup>  | 2352 | 2406 |
| Fannie Mae Pool #DE4980 6.00% 7/1/2055 <sup>(a)</sup>  | 456 | 466 |
| Fannie Mae Pool #DE1549 6.00% 7/1/2055 <sup>(a)</sup>  | 168 | 172 |
| Fannie Mae Pool #MA5792 5.50% 8/1/2055 <sup>(a)</sup>  | 40380 | 40741 |
| Fannie Mae Pool #CC0859 5.50% 8/1/2055 <sup>(a)</sup>  | 33584 | 34130 |
| Fannie Mae Pool #MA5793 6.00% 8/1/2055 <sup>(a)</sup>  | 28420 | 29053 |
| Fannie Mae Pool #CC0879 6.00% 8/1/2055 <sup>(a)</sup>  | 23833 | 24585 |
| Fannie Mae Pool #CC0841 6.50% 8/1/2055 <sup>(a)</sup>  | 13747 | 14294 |
| Fannie Mae Pool #BF0133 4.00% 8/1/2056 <sup>(a)</sup>  | 19741 | 18679 |
| Fannie Mae Pool #BF0145 3.50% 3/1/2057 <sup>(a)</sup>  | 12435 | 11308 |
| Fannie Mae Pool #BF0299 3.50% 8/1/2058 <sup>(a)</sup>  | 19422 | 17638 |
| Fannie Mae Pool #BF0379 3.50% 4/1/2059 <sup>(a)</sup>  | 30166 | 27395 |
| Fannie Mae Pool #BM6693 3.50% 8/1/2059 <sup>(a)</sup>  | 21913 | 19897 |
| Fannie Mae Pool #BF0481 3.50% 6/1/2060 <sup>(a)</sup>  | 46505 | 42225 |
| Fannie Mae Pool #BF0480 3.50% 6/1/2060 <sup>(a)</sup>  | 29922 | 27169 |
| Fannie Mae Pool #BF0497 3.00% 7/1/2060 <sup>(a)</sup>  | 40027 | 35034 |
| Fannie Mae Pool #BF0546 2.50% 7/1/2061 <sup>(a)</sup>  | 20059 | 16388 |
| Fannie Mae Pool #BF0548 3.00% 7/1/2061 <sup>(a)</sup>  | 19437 | 16698 |
| Fannie Mae Pool #BF0563 4.00% 9/1/2061 <sup>(a)</sup>  | 8749 | 8332 |
| Fannie Mae Pool #BF0585 4.50% 12/1/2061 <sup>(a)</sup>  | 6649 | 6458 |
| Fannie Mae Pool #BF0762 3.00% 9/1/2063 <sup>(a)</sup>  | 32123 | 27596 |
| Fannie Mae Pool #BF0765 3.50% 9/1/2063 <sup>(a)</sup>  | 44726 | 40222 |
| Fannie Mae Pool #BF0784 3.50% 12/1/2063 <sup>(a)</sup>  | 33649 | 30260 |
| Fannie Mae Pool #BF0786 4.00% 12/1/2063 <sup>(a)</sup>  | 25519 | 23923 |
| Fannie Mae, Series 1998-W5, Class B3, 6.50% 7/25/2028 <sup>(a)(d)</sup>  | 112 | 19 |
| Fannie Mae, Series 2002-W7, Class A5, 7.50% 2/25/2029 <sup>(a)</sup>  | 37 | 40 |

---

The Bond Fund of America — Page 20 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fannie Mae, Series 2001-25, Class ZA, 6.50% 6/25/2031 <sup>(a)</sup>  | USD189 | $191 |
| Fannie Mae, Series 2001-50, Class BA, 7.00% 10/25/2041 <sup>(a)</sup>  | 67 | 67 |
| Fannie Mae, Series 2002-W3, Class A5, 7.50% 11/25/2041 <sup>(a)</sup>  | 391 | 410 |
| Fannie Mae, Series 2001-T10, Class A1, 7.00% 12/25/2041 <sup>(a)</sup>  | 537 | 550 |
| Fannie Mae, Series 2002-W1, Class 2A, 4.409% 2/25/2042 <sup>(a)(c)</sup>  | 469 | 471 |
| Fannie Mae, Series 2017-M3, Class A2, Multi Family, 2.556% 12/25/2026 <sup>(a)(c)</sup>  | 6 | 6 |
| Fannie Mae, Series 2019-M5, Class A2, Multi Family, 3.273% 2/25/2029 <sup>(a)</sup>  | 398 | 390 |
| Fannie Mae, Series 2018-M12, Class A2, Multi Family, 3.747% 8/25/2030 <sup>(a)(c)</sup>  | 3050 | 2991 |
| Fannie Mae, Series 2024-M1, Class A2, Multi Family, 4.50% 1/25/2034 <sup>(a)(c)</sup>  | 8000 | 8008 |
| Fannie Mae, Series 2006-51, Class PO, principal only, 0% 3/25/2036 <sup>(a)</sup>  | 103 | 100 |
| Fannie Mae, Series 2006-32, Class OA, principal only, 0% 5/25/2036 <sup>(a)</sup>  | 224 | 195 |
| Fannie Mae, Series 2006-96, Class OP, principal only, 0% 10/25/2036 <sup>(a)</sup>  | 71 | 65 |
| Freddie Mac Pool #ZS8948 6.50% 3/1/2026 <sup>(a)</sup>  | —<br> <sup>(b)</sup><br>| — <br><sup>(b)</sup><br>|
| Freddie Mac Pool #ZS8801 6.50% 3/1/2026 <sup>(a)</sup>  | —<br> <sup>(b)</sup><br>| — <br><sup>(b)</sup><br>|
| Freddie Mac Pool #ZA1940 6.50% 4/1/2026 <sup>(a)</sup>  | 1 | 1 |
| Freddie Mac Pool #ZA1955 6.50% 9/1/2026 <sup>(a)</sup>  | 1 | 1 |
| Freddie Mac Pool #ZA1959 6.50% 10/1/2026 <sup>(a)</sup>  | 1 | 1 |
| Freddie Mac Pool #ZA0583 6.50% 3/1/2029 <sup>(a)</sup>  | —<br> <sup>(b)</sup><br>| — <br><sup>(b)</sup><br>|
| Freddie Mac Pool #D98356 4.50% 5/1/2030 <sup>(a)</sup>  | 28 | 28 |
| Freddie Mac Pool #ZT0799 5.00% 9/1/2031 <sup>(a)</sup>  | 1 | 1 |
| Freddie Mac Pool #A15120 5.50% 10/1/2033 <sup>(a)</sup>  | 2 | 2 |
| Freddie Mac Pool #G30911 4.00% 3/1/2036 <sup>(a)</sup>  | 1942 | 1924 |
| Freddie Mac Pool #K93532 4.00% 4/1/2036 <sup>(a)</sup>  | 614 | 603 |
| Freddie Mac Pool #C91883 4.00% 6/1/2036 <sup>(a)</sup>  | 247 | 245 |
| Freddie Mac Pool #A56076 5.50% 1/1/2037 <sup>(a)</sup>  | 6 | 6 |
| Freddie Mac Pool #C91917 3.00% 2/1/2037 <sup>(a)</sup>  | 309 | 293 |
| Freddie Mac Pool #G04804 4.50% 5/1/2037 <sup>(a)</sup>  | 810 | 818 |
| Freddie Mac Pool #C91948 4.00% 7/1/2037 <sup>(a)</sup>  | 2161 | 2133 |
| Freddie Mac Pool #ZS1566 6.50% 8/1/2037 <sup>(a)</sup>  | 1 | 1 |
| Freddie Mac Pool #G03695 5.50% 11/1/2037 <sup>(a)</sup>  | 2 | 2 |
| Freddie Mac Pool #G08248 5.50% 2/1/2038 <sup>(a)</sup>  | 23 | 24 |
| Freddie Mac Pool #ZT1449 3.00% 6/1/2038 <sup>(a)</sup>  | 33500 | 31818 |
| Freddie Mac Pool #G05196 5.50% 10/1/2038 <sup>(a)</sup>  | 1 | 1 |
| Freddie Mac Pool #G05267 5.50% 12/1/2038 <sup>(a)</sup>  | 1 | 1 |
| Freddie Mac Pool #A87873 5.00% 8/1/2039 <sup>(a)</sup>  | 1536 | 1567 |
| Freddie Mac Pool #G06020 5.50% 12/1/2039 <sup>(a)</sup>  | 3 | 3 |
| Freddie Mac Pool #G05860 5.50% 2/1/2040 <sup>(a)</sup>  | 8 | 9 |
| Freddie Mac Pool #G05937 4.50% 8/1/2040 <sup>(a)</sup>  | 3398 | 3412 |
| Freddie Mac Pool #RB5071 2.00% 9/1/2040 <sup>(a)</sup>  | 3411 | 2966 |
| Freddie Mac Pool #A93948 4.50% 9/1/2040 <sup>(a)</sup>  | 5 | 5 |
| Freddie Mac Pool #SC0113 2.00% 12/1/2040 <sup>(a)</sup>  | 5080 | 4382 |
| Freddie Mac Pool #SC0149 2.00% 3/1/2041 <sup>(a)</sup>  | 14955 | 12930 |
| Freddie Mac Pool #G06868 4.50% 4/1/2041 <sup>(a)</sup>  | 4 | 4 |
| Freddie Mac Pool #RB0544 2.00% 6/1/2041 <sup>(a)</sup>  | 22987 | 20026 |
| Freddie Mac Pool #SC0169 2.00% 6/1/2041 <sup>(a)</sup>  | 9136 | 7948 |
| Freddie Mac Pool #G06648 5.00% 6/1/2041 <sup>(a)</sup>  | 461 | 472 |
| Freddie Mac Pool #Q01658 5.00% 6/1/2041 <sup>(a)</sup>  | 135 | 137 |
| Freddie Mac Pool #G06841 5.50% 6/1/2041 <sup>(a)</sup>  | 12 | 12 |
| Freddie Mac Pool #RB5118 2.00% 7/1/2041 <sup>(a)</sup>  | 87635 | 75759 |
| Freddie Mac Pool #SC0148 2.00% 7/1/2041 <sup>(a)</sup>  | 64641 | 56275 |
| Freddie Mac Pool #Q01992 4.50% 7/1/2041 <sup>(a)</sup>  | 23 | 23 |
| Freddie Mac Pool #RB5121 2.00% 8/1/2041 <sup>(a)</sup>  | 136534 | 118636 |
| Freddie Mac Pool #Q02705 4.50% 8/1/2041 <sup>(a)</sup>  | 1674 | 1675 |
| Freddie Mac Pool #G06956 4.50% 8/1/2041 <sup>(a)</sup>  | 379 | 379 |

---

The Bond Fund of America — Page 21 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Freddie Mac Pool #G06769 4.50% 8/1/2041 <sup>(a)</sup>  | USD153 | $153 |
| Freddie Mac Pool #SC0175 2.00% 9/1/2041 <sup>(a)</sup>  | 17528 | 15259 |
| Freddie Mac Pool #QK1181 2.00% 11/1/2041 <sup>(a)</sup>  | 10194 | 8830 |
| Freddie Mac Pool #RB5138 2.00% 12/1/2041 <sup>(a)</sup>  | 53487 | 46298 |
| Freddie Mac Pool #RB5145 2.00% 2/1/2042 <sup>(a)</sup>  | 13274 | 11481 |
| Freddie Mac Pool #RB5148 2.00% 3/1/2042 <sup>(a)</sup>  | 28527 | 24651 |
| Freddie Mac Pool #RB5153 2.00% 4/1/2042 <sup>(a)</sup>  | 5962 | 5153 |
| Freddie Mac Pool #Q15874 4.00% 2/1/2043 <sup>(a)</sup>  | 22 | 21 |
| Freddie Mac Pool #Q17696 3.50% 4/1/2043 <sup>(a)</sup>  | 433 | 410 |
| Freddie Mac Pool #Q18236 3.50% 5/1/2043 <sup>(a)</sup>  | 580 | 550 |
| Freddie Mac Pool #Q19133 3.50% 6/1/2043 <sup>(a)</sup>  | 445 | 420 |
| Freddie Mac Pool #Q22946 4.00% 11/1/2043 <sup>(a)</sup>  | 3326 | 3222 |
| Freddie Mac Pool #RB5297 6.50% 5/1/2044 <sup>(a)</sup>  | 468 | 485 |
| Freddie Mac Pool #Q28558 3.50% 9/1/2044 <sup>(a)</sup>  | 2253 | 2125 |
| Freddie Mac Pool #760012 5.121% 4/1/2045 <sup>(a)(c)</sup>  | 355 | 359 |
| Freddie Mac Pool #760013 5.154% 4/1/2045 <sup>(a)(c)</sup>  | 247 | 248 |
| Freddie Mac Pool #G60138 3.50% 8/1/2045 <sup>(a)</sup>  | 438 | 413 |
| Freddie Mac Pool #760014 4.639% 8/1/2045 <sup>(a)(c)</sup>  | 1379 | 1378 |
| Freddie Mac Pool #G60238 3.50% 10/1/2045 <sup>(a)</sup>  | 10610 | 9992 |
| Freddie Mac Pool #G60344 4.00% 12/1/2045 <sup>(a)</sup>  | 8164 | 7910 |
| Freddie Mac Pool #T65375 3.50% 7/1/2046 <sup>(a)</sup>  | 87 | 80 |
| Freddie Mac Pool #Q42034 4.50% 7/1/2046 <sup>(a)</sup>  | 88 | 88 |
| Freddie Mac Pool #G67700 3.50% 8/1/2046 <sup>(a)</sup>  | 3969 | 3721 |
| Freddie Mac Pool #Q42633 4.50% 8/1/2046 <sup>(a)</sup>  | 247 | 244 |
| Freddie Mac Pool #Q43312 4.50% 9/1/2046 <sup>(a)</sup>  | 408 | 406 |
| Freddie Mac Pool #Q43461 4.50% 10/1/2046 <sup>(a)</sup>  | 232 | 232 |
| Freddie Mac Pool #Q44689 4.50% 12/1/2046 <sup>(a)</sup>  | 344 | 338 |
| Freddie Mac Pool #760015 3.726% 1/1/2047 <sup>(a)(c)</sup>  | 1529 | 1494 |
| Freddie Mac Pool #Q47615 3.50% 4/1/2047 <sup>(a)</sup>  | 840 | 776 |
| Freddie Mac Pool #Q47620 4.00% 4/1/2047 <sup>(a)</sup>  | 5687 | 5506 |
| Freddie Mac Pool #Q47828 4.50% 5/1/2047 <sup>(a)</sup>  | 240 | 235 |
| Freddie Mac Pool #ZS4735 3.50% 9/1/2047 <sup>(a)</sup>  | 57 | 54 |
| Freddie Mac Pool #Q51622 3.50% 10/1/2047 <sup>(a)</sup>  | 844 | 778 |
| Freddie Mac Pool #Q52069 3.50% 11/1/2047 <sup>(a)</sup>  | 1187 | 1105 |
| Freddie Mac Pool #SD0470 4.00% 11/1/2047 <sup>(a)</sup>  | 5408 | 5186 |
| Freddie Mac Pool #G61733 3.00% 12/1/2047 <sup>(a)</sup>  | 3922 | 3563 |
| Freddie Mac Pool #ZS4747 3.50% 12/1/2047 <sup>(a)</sup>  | 6551 | 6104 |
| Freddie Mac Pool #G08793 4.00% 12/1/2047 <sup>(a)</sup>  | 2425 | 2335 |
| Freddie Mac Pool #Q52596 4.50% 12/1/2047 <sup>(a)</sup>  | 1205 | 1191 |
| Freddie Mac Pool #G67709 3.50% 3/1/2048 <sup>(a)</sup>  | 19256 | 18009 |
| Freddie Mac Pool #Q54709 3.50% 3/1/2048 <sup>(a)</sup>  | 827 | 772 |
| Freddie Mac Pool #Q54701 3.50% 3/1/2048 <sup>(a)</sup>  | 818 | 759 |
| Freddie Mac Pool #Q54700 3.50% 3/1/2048 <sup>(a)</sup>  | 686 | 638 |
| Freddie Mac Pool #Q54781 3.50% 3/1/2048 <sup>(a)</sup>  | 554 | 519 |
| Freddie Mac Pool #Q55056 3.50% 3/1/2048 <sup>(a)</sup>  | 524 | 490 |
| Freddie Mac Pool #Q54782 3.50% 3/1/2048 <sup>(a)</sup>  | 394 | 367 |
| Freddie Mac Pool #Q54699 3.50% 3/1/2048 <sup>(a)</sup>  | 363 | 338 |
| Freddie Mac Pool #Q54831 3.50% 3/1/2048 <sup>(a)</sup>  | 233 | 218 |
| Freddie Mac Pool #Q54698 3.50% 3/1/2048 <sup>(a)</sup>  | 216 | 201 |
| Freddie Mac Pool #G67711 4.00% 3/1/2048 <sup>(a)</sup>  | 18132 | 17480 |
| Freddie Mac Pool #G08805 4.00% 3/1/2048 <sup>(a)</sup>  | 860 | 828 |
| Freddie Mac Pool #Q55060 3.50% 4/1/2048 <sup>(a)</sup>  | 160 | 149 |
| Freddie Mac Pool #Q55971 4.00% 5/1/2048 <sup>(a)</sup>  | 424 | 406 |
| Freddie Mac Pool #Q56175 4.00% 5/1/2048 <sup>(a)</sup>  | 308 | 297 |

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The Bond Fund of America — Page 22 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Freddie Mac Pool #Q55970 4.00% 5/1/2048 <sup>(a)</sup>  | USD175 | $168 |
| Freddie Mac Pool #Q56590 3.50% 6/1/2048 <sup>(a)</sup>  | 464 | 434 |
| Freddie Mac Pool #Q56589 3.50% 6/1/2048 <sup>(a)</sup>  | 253 | 237 |
| Freddie Mac Pool #Q56591 3.50% 6/1/2048 <sup>(a)</sup>  | 156 | 145 |
| Freddie Mac Pool #Q56599 4.00% 6/1/2048 <sup>(a)</sup>  | 625 | 602 |
| Freddie Mac Pool #Q57242 4.50% 7/1/2048 <sup>(a)</sup>  | 298 | 294 |
| Freddie Mac Pool #G61628 3.50% 9/1/2048 <sup>(a)</sup>  | 105 | 98 |
| Freddie Mac Pool #Q58411 4.50% 9/1/2048 <sup>(a)</sup>  | 2208 | 2186 |
| Freddie Mac Pool #Q58436 4.50% 9/1/2048 <sup>(a)</sup>  | 1081 | 1071 |
| Freddie Mac Pool #Q58378 4.50% 9/1/2048 <sup>(a)</sup>  | 704 | 694 |
| Freddie Mac Pool #Z40273 4.50% 10/1/2048 <sup>(a)</sup>  | 4770 | 4719 |
| Freddie Mac Pool #ZA5889 4.00% 11/1/2048 <sup>(a)</sup>  | 1340 | 1288 |
| Freddie Mac Pool #QA0284 3.50% 6/1/2049 <sup>(a)</sup>  | 2518 | 2355 |
| Freddie Mac Pool #QA1885 3.50% 8/1/2049 <sup>(a)</sup>  | 3658 | 3402 |
| Freddie Mac Pool #QA2748 3.50% 9/1/2049 <sup>(a)</sup>  | 742 | 693 |
| Freddie Mac Pool #SD7508 3.50% 10/1/2049 <sup>(a)</sup>  | 48161 | 45045 |
| Freddie Mac Pool #RA1580 3.50% 10/1/2049 <sup>(a)</sup>  | 6292 | 5899 |
| Freddie Mac Pool #RA1463 3.50% 10/1/2049 <sup>(a)</sup>  | 6054 | 5675 |
| Freddie Mac Pool #QA4692 3.00% 11/1/2049 <sup>(a)</sup>  | 15325 | 13793 |
| Freddie Mac Pool #QA4673 3.00% 11/1/2049 <sup>(a)</sup>  | 6202 | 5589 |
| Freddie Mac Pool #SD0185 3.00% 12/1/2049 <sup>(a)</sup>  | 3756 | 3365 |
| Freddie Mac Pool #QA5125 3.50% 12/1/2049 <sup>(a)</sup>  | 17778 | 16591 |
| Freddie Mac Pool #SD0234 3.00% 1/1/2050 <sup>(a)</sup>  | 22886 | 20488 |
| Freddie Mac Pool #SD0187 3.00% 1/1/2050 <sup>(a)</sup>  | 10209 | 9207 |
| Freddie Mac Pool #RA2319 3.00% 3/1/2050 <sup>(a)</sup>  | 16412 | 14590 |
| Freddie Mac Pool #SD7517 3.00% 5/1/2050 <sup>(a)</sup>  | 23706 | 21263 |
| Freddie Mac Pool #RA3022 2.50% 6/1/2050 <sup>(a)</sup>  | 151 | 128 |
| Freddie Mac Pool #QB1368 2.50% 7/1/2050 <sup>(a)</sup>  | 31720 | 27329 |
| Freddie Mac Pool #RA3055 2.50% 7/1/2050 <sup>(a)</sup>  | 107 | 90 |
| Freddie Mac Pool #SI2046 2.50% 8/1/2050 <sup>(a)</sup>  | 119 | 100 |
| Freddie Mac Pool #RA3384 3.00% 8/1/2050 <sup>(a)</sup>  | 2133 | 1894 |
| Freddie Mac Pool #RA3611 2.50% 9/1/2050 <sup>(a)</sup>  | 118 | 99 |
| Freddie Mac Pool #QB2781 2.50% 9/1/2050 <sup>(a)</sup>  | 16 | 13 |
| Freddie Mac Pool #RA3506 3.00% 9/1/2050 <sup>(a)</sup>  | 9014 | 7995 |
| Freddie Mac Pool #QB3931 2.00% 10/1/2050 <sup>(a)</sup>  | 1429 | 1157 |
| Freddie Mac Pool #RA3726 2.00% 10/1/2050 <sup>(a)</sup>  | 1374 | 1112 |
| Freddie Mac Pool #SD7525 2.50% 10/1/2050 <sup>(a)</sup>  | 19654 | 16956 |
| Freddie Mac Pool #QB4847 2.50% 10/1/2050 <sup>(a)</sup>  | 591 | 499 |
| Freddie Mac Pool #QB5184 2.50% 10/1/2050 <sup>(a)</sup>  | 35 | 29 |
| Freddie Mac Pool #SD8106 2.00% 11/1/2050 <sup>(a)</sup>  | 13809 | 11247 |
| Freddie Mac Pool #QB5275 2.00% 11/1/2050 <sup>(a)</sup>  | 7007 | 5668 |
| Freddie Mac Pool #SD0477 2.00% 11/1/2050 <sup>(a)</sup>  | 6983 | 5649 |
| Freddie Mac Pool #RA3952 2.00% 11/1/2050 <sup>(a)</sup>  | 6914 | 5594 |
| Freddie Mac Pool #RA4070 2.50% 11/1/2050 <sup>(a)</sup>  | 25170 | 21441 |
| Freddie Mac Pool #RA3987 2.50% 11/1/2050 <sup>(a)</sup>  | 8874 | 7548 |
| Freddie Mac Pool #RA3932 2.50% 11/1/2050 <sup>(a)</sup>  | 1170 | 1003 |
| Freddie Mac Pool #RA3934 2.50% 11/1/2050 <sup>(a)</sup>  | 555 | 472 |
| Freddie Mac Pool #QB5608 2.50% 11/1/2050 <sup>(a)</sup>  | 442 | 377 |
| Freddie Mac Pool #QB5838 2.50% 11/1/2050 <sup>(a)</sup>  | 124 | 105 |
| Freddie Mac Pool #QB5799 2.50% 11/1/2050 <sup>(a)</sup>  | 91 | 77 |
| Freddie Mac Pool #QB5200 2.50% 11/1/2050 <sup>(a)</sup>  | 51 | 43 |
| Freddie Mac Pool #QB6579 2.00% 12/1/2050 <sup>(a)</sup>  | 1993 | 1608 |
| Freddie Mac Pool #QB7061 2.00% 12/1/2050 <sup>(a)</sup>  | 914 | 744 |
| Freddie Mac Pool #QB7053 2.00% 12/1/2050 <sup>(a)</sup>  | 699 | 564 |

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The Bond Fund of America — Page 23 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Freddie Mac Pool #QB6480 2.00% 12/1/2050 <sup>(a)</sup>  | USD360 | $291 |
| Freddie Mac Pool #RA4206 2.50% 12/1/2050 <sup>(a)</sup>  | 21644 | 18284 |
| Freddie Mac Pool #RA4179 2.50% 12/1/2050 <sup>(a)</sup>  | 40 | 34 |
| Freddie Mac Pool #RA4223 3.00% 12/1/2050 <sup>(a)</sup>  | 5605 | 4930 |
| Freddie Mac Pool #QB8132 2.00% 1/1/2051 <sup>(a)</sup>  | 4091 | 3311 |
| Freddie Mac Pool #QB7858 2.00% 1/1/2051 <sup>(a)</sup>  | 3084 | 2489 |
| Freddie Mac Pool #RA4352 2.00% 1/1/2051 <sup>(a)</sup>  | 1597 | 1304 |
| Freddie Mac Pool #QB7230 2.00% 1/1/2051 <sup>(a)</sup>  | 851 | 687 |
| Freddie Mac Pool #QB7396 2.00% 1/1/2051 <sup>(a)</sup>  | 145 | 117 |
| Freddie Mac Pool #RA4410 2.50% 1/1/2051 <sup>(a)</sup>  | 1697 | 1445 |
| Freddie Mac Pool #QB7147 2.50% 1/1/2051 <sup>(a)</sup>  | 816 | 694 |
| Freddie Mac Pool #QB7854 2.50% 1/1/2051 <sup>(a)</sup>  | 292 | 248 |
| Freddie Mac Pool #RA4351 2.50% 1/1/2051 <sup>(a)</sup>  | 88 | 75 |
| Freddie Mac Pool #QB8605 2.00% 2/1/2051 <sup>(a)</sup>  | 3013 | 2467 |
| Freddie Mac Pool #SD8128 2.00% 2/1/2051 <sup>(a)</sup>  | 662 | 539 |
| Freddie Mac Pool #QB9090 2.00% 2/1/2051 <sup>(a)</sup>  | 152 | 123 |
| Freddie Mac Pool #SD0776 2.00% 2/1/2051 <sup>(a)</sup>  | 44 | 35 |
| Freddie Mac Pool #SD7535 2.50% 2/1/2051 <sup>(a)</sup>  | 3584 | 3087 |
| Freddie Mac Pool #RA4530 2.50% 2/1/2051 <sup>(a)</sup>  | 960 | 810 |
| Freddie Mac Pool #RA4561 2.50% 2/1/2051 <sup>(a)</sup>  | 908 | 766 |
| Freddie Mac Pool #QB8934 2.50% 2/1/2051 <sup>(a)</sup>  | 157 | 133 |
| Freddie Mac Pool #SD8129 2.50% 2/1/2051 <sup>(a)</sup>  | 143 | 122 |
| Freddie Mac Pool #RA4658 3.00% 2/1/2051 <sup>(a)</sup>  | 32124 | 28743 |
| Freddie Mac Pool #SD8134 2.00% 3/1/2051 <sup>(a)</sup>  | 56813 | 46202 |
| Freddie Mac Pool #SD0552 2.00% 3/1/2051 <sup>(a)</sup>  | 524 | 424 |
| Freddie Mac Pool #SD0554 2.50% 3/1/2051 <sup>(a)</sup>  | 1905 | 1607 |
| Freddie Mac Pool #QB9901 2.50% 3/1/2051 <sup>(a)</sup>  | 1143 | 964 |
| Freddie Mac Pool #SI2108 2.50% 4/1/2051 <sup>(a)</sup>  | 103062 | 86938 |
| Freddie Mac Pool #QC1187 2.50% 4/1/2051 <sup>(a)</sup>  | 1907 | 1612 |
| Freddie Mac Pool #QC0416 2.50% 4/1/2051 <sup>(a)</sup>  | 486 | 410 |
| Freddie Mac Pool #SD0566 2.50% 4/1/2051 <sup>(a)</sup>  | 290 | 245 |
| Freddie Mac Pool #SD0975 2.50% 4/1/2051 <sup>(a)</sup>  | 201 | 169 |
| Freddie Mac Pool #QC1084 2.50% 4/1/2051 <sup>(a)</sup>  | 75 | 64 |
| Freddie Mac Pool #RA5288 2.00% 5/1/2051 <sup>(a)</sup>  | 21757 | 17807 |
| Freddie Mac Pool #QC2407 2.00% 5/1/2051 <sup>(a)</sup>  | 7722 | 6232 |
| Freddie Mac Pool #RA5155 2.00% 5/1/2051 <sup>(a)</sup>  | 2949 | 2380 |
| Freddie Mac Pool #RA5258 2.00% 5/1/2051 <sup>(a)</sup>  | 367 | 299 |
| Freddie Mac Pool #RA5259 2.50% 5/1/2051 <sup>(a)</sup>  | 4195 | 3573 |
| Freddie Mac Pool #RA5275 2.50% 5/1/2051 <sup>(a)</sup>  | 782 | 660 |
| Freddie Mac Pool #QC1292 2.50% 5/1/2051 <sup>(a)</sup>  | 495 | 420 |
| Freddie Mac Pool #RA5286 2.50% 5/1/2051 <sup>(a)</sup>  | 20 | 17 |
| Freddie Mac Pool #RA5267 3.00% 5/1/2051 <sup>(a)</sup>  | 5563 | 4932 |
| Freddie Mac Pool #QC2817 2.50% 6/1/2051 <sup>(a)</sup>  | 13839 | 11864 |
| Freddie Mac Pool #RA5435 2.50% 6/1/2051 <sup>(a)</sup>  | 11018 | 9295 |
| Freddie Mac Pool #QC3428 2.50% 6/1/2051 <sup>(a)</sup>  | 126 | 106 |
| Freddie Mac Pool #QC2992 2.50% 6/1/2051 <sup>(a)</sup>  | 58 | 49 |
| Freddie Mac Pool #QC4006 2.50% 6/1/2051 <sup>(a)</sup>  | 40 | 33 |
| Freddie Mac Pool #RA5559 2.50% 7/1/2051 <sup>(a)</sup>  | 37093 | 31290 |
| Freddie Mac Pool #SD4075 2.50% 7/1/2051 <sup>(a)</sup>  | 13853 | 11686 |
| Freddie Mac Pool #SD0644 2.50% 7/1/2051 <sup>(a)</sup>  | 13353 | 11376 |
| Freddie Mac Pool #SD0926 2.50% 7/1/2051 <sup>(a)</sup>  | 781 | 662 |
| Freddie Mac Pool #QC3654 2.50% 7/1/2051 <sup>(a)</sup>  | 171 | 145 |
| Freddie Mac Pool #SD7544 3.00% 7/1/2051 <sup>(a)</sup>  | 70080 | 62955 |
| Freddie Mac Pool #SD8160 2.00% 8/1/2051 <sup>(a)</sup>  | 765 | 621 |

---

The Bond Fund of America — Page 24 of 118

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---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Freddie Mac Pool #QC5125 2.00% 8/1/2051 <sup>(a)</sup>  | USD227 | $185 |
| Freddie Mac Pool #QC5206 2.50% 8/1/2051 <sup>(a)</sup>  | 217 | 183 |
| Freddie Mac Pool #QC5857 3.00% 8/1/2051 <sup>(a)</sup>  | 324 | 285 |
| Freddie Mac Pool #QC9779 2.00% 9/1/2051 <sup>(a)</sup>  | 714 | 576 |
| Freddie Mac Pool #RA5836 2.50% 9/1/2051 <sup>(a)</sup>  | 65575 | 56067 |
| Freddie Mac Pool #SD7545 2.50% 9/1/2051 <sup>(a)</sup>  | 56155 | 48369 |
| Freddie Mac Pool #RA5759 2.50% 9/1/2051 <sup>(a)</sup>  | 19764 | 16672 |
| Freddie Mac Pool #SD2963 2.50% 9/1/2051 <sup>(a)</sup>  | 2434 | 2053 |
| Freddie Mac Pool #RA5767 2.50% 9/1/2051 <sup>(a)</sup>  | 851 | 718 |
| Freddie Mac Pool #QC6516 2.50% 9/1/2051 <sup>(a)</sup>  | 801 | 675 |
| Freddie Mac Pool #QC6597 2.50% 9/1/2051 <sup>(a)</sup>  | 560 | 473 |
| Freddie Mac Pool #SD5485 2.50% 9/1/2051 <sup>(a)</sup>  | 403 | 341 |
| Freddie Mac Pool #QC6821 2.50% 9/1/2051 <sup>(a)</sup>  | 374 | 316 |
| Freddie Mac Pool #QC6761 2.50% 9/1/2051 <sup>(a)</sup>  | 177 | 149 |
| Freddie Mac Pool #RA5841 3.00% 9/1/2051 <sup>(a)</sup>  | 7904 | 6951 |
| Freddie Mac Pool #RA5901 3.00% 9/1/2051 <sup>(a)</sup>  | 5447 | 4831 |
| Freddie Mac Pool #QC6456 3.00% 9/1/2051 <sup>(a)</sup>  | 3651 | 3213 |
| Freddie Mac Pool #RA5971 3.00% 9/1/2051 <sup>(a)</sup>  | 3550 | 3175 |
| Freddie Mac Pool #QC7626 3.00% 9/1/2051 <sup>(a)</sup>  | 644 | 571 |
| Freddie Mac Pool #SD8172 2.00% 10/1/2051 <sup>(a)</sup>  | 730 | 592 |
| Freddie Mac Pool #QC8300 2.00% 10/1/2051 <sup>(a)</sup>  | 708 | 575 |
| Freddie Mac Pool #RA5715 2.00% 10/1/2051 <sup>(a)</sup>  | 394 | 320 |
| Freddie Mac Pool #SD6078 2.50% 10/1/2051 <sup>(a)</sup>  | 31596 | 26699 |
| Freddie Mac Pool #SD1345 2.50% 10/1/2051 <sup>(a)</sup>  | 26922 | 22738 |
| Freddie Mac Pool #QC8196 2.50% 10/1/2051 <sup>(a)</sup>  | 2545 | 2147 |
| Freddie Mac Pool #RA6132 2.50% 10/1/2051 <sup>(a)</sup>  | 977 | 829 |
| Freddie Mac Pool #QC9156 2.50% 10/1/2051 <sup>(a)</sup>  | 147 | 124 |
| Freddie Mac Pool #SD0734 3.00% 10/1/2051 <sup>(a)</sup>  | 22312 | 19938 |
| Freddie Mac Pool #SD2880 3.00% 10/1/2051 <sup>(a)</sup>  | 15360 | 13618 |
| Freddie Mac Pool #RA6406 2.00% 11/1/2051 <sup>(a)</sup>  | 8592 | 6977 |
| Freddie Mac Pool #QD1841 2.00% 11/1/2051 <sup>(a)</sup>  | 4127 | 3341 |
| Freddie Mac Pool #QD2129 2.00% 11/1/2051 <sup>(a)</sup>  | 522 | 424 |
| Freddie Mac Pool #SD8177 2.00% 11/1/2051 <sup>(a)</sup>  | 303 | 246 |
| Freddie Mac Pool #SD7548 2.50% 11/1/2051 <sup>(a)</sup>  | 12010 | 10345 |
| Freddie Mac Pool #SD1385 2.50% 11/1/2051 <sup>(a)</sup>  | 9349 | 8031 |
| Freddie Mac Pool #QD2128 2.50% 11/1/2051 <sup>(a)</sup>  | 38 | 32 |
| Freddie Mac Pool #QD1684 3.00% 11/1/2051 <sup>(a)</sup>  | 6815 | 6004 |
| Freddie Mac Pool #RA6347 3.00% 11/1/2051 <sup>(a)</sup>  | 6045 | 5361 |
| Freddie Mac Pool #QD0981 3.00% 11/1/2051 <sup>(a)</sup>  | 1192 | 1050 |
| Freddie Mac Pool #SL1735 2.00% 12/1/2051 <sup>(a)</sup>  | 27841 | 22571 |
| Freddie Mac Pool #SD8182 2.00% 12/1/2051 <sup>(a)</sup>  | 1990 | 1614 |
| Freddie Mac Pool #QD3473 2.00% 12/1/2051 <sup>(a)</sup>  | 967 | 781 |
| Freddie Mac Pool #QD2074 2.00% 12/1/2051 <sup>(a)</sup>  | 160 | 129 |
| Freddie Mac Pool #RA6483 2.50% 12/1/2051 <sup>(a)</sup>  | 7155 | 6127 |
| Freddie Mac Pool #SD3729 2.50% 12/1/2051 <sup>(a)</sup>  | 584 | 493 |
| Freddie Mac Pool #SD0778 2.50% 12/1/2051 <sup>(a)</sup>  | 375 | 317 |
| Freddie Mac Pool #SD1605 2.50% 12/1/2051 <sup>(a)</sup>  | 332 | 280 |
| Freddie Mac Pool #SD2101 2.50% 12/1/2051 <sup>(a)</sup>  | 233 | 198 |
| Freddie Mac Pool #SD8183 2.50% 12/1/2051 <sup>(a)</sup>  | 122 | 103 |
| Freddie Mac Pool #QD3310 3.00% 12/1/2051 <sup>(a)</sup>  | 4059 | 3579 |
| Freddie Mac Pool #SD4121 3.00% 12/1/2051 <sup>(a)</sup>  | 665 | 585 |
| Freddie Mac Pool #QD5035 2.00% 1/1/2052 <sup>(a)</sup>  | 18006 | 14531 |
| Freddie Mac Pool #QD6009 2.00% 1/1/2052 <sup>(a)</sup>  | 876 | 707 |
| Freddie Mac Pool #SD1403 2.00% 1/1/2052 <sup>(a)</sup>  | 792 | 639 |

---

The Bond Fund of America — Page 25 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Freddie Mac Pool #RA6694 2.00% 1/1/2052 <sup>(a)</sup>  | USD403 | $327 |
| Freddie Mac Pool #QD3751 2.00% 1/1/2052 <sup>(a)</sup>  | 383 | 309 |
| Freddie Mac Pool #SD8188 2.00% 1/1/2052 <sup>(a)</sup>  | 309 | 250 |
| Freddie Mac Pool #SD0855 2.50% 1/1/2052 <sup>(a)</sup>  | 19760 | 16767 |
| Freddie Mac Pool #QD5941 2.50% 1/1/2052 <sup>(a)</sup>  | 1362 | 1167 |
| Freddie Mac Pool #SD2629 2.50% 1/1/2052 <sup>(a)</sup>  | 975 | 824 |
| Freddie Mac Pool #SD8189 2.50% 1/1/2052 <sup>(a)</sup>  | 393 | 332 |
| Freddie Mac Pool #RA6614 2.50% 1/1/2052 <sup>(a)</sup>  | 91 | 77 |
| Freddie Mac Pool #RA7263 2.50% 1/1/2052 <sup>(a)</sup>  | 61 | 52 |
| Freddie Mac Pool #QD5570 2.50% 1/1/2052 <sup>(a)</sup>  | 51 | 43 |
| Freddie Mac Pool #SD0813 3.00% 1/1/2052 <sup>(a)</sup>  | 36233 | 32364 |
| Freddie Mac Pool #QD5189 3.00% 1/1/2052 <sup>(a)</sup>  | 13444 | 11843 |
| Freddie Mac Pool #QD3812 3.00% 1/1/2052 <sup>(a)</sup>  | 5942 | 5231 |
| Freddie Mac Pool #SD0803 3.00% 1/1/2052 <sup>(a)</sup>  | 1499 | 1329 |
| Freddie Mac Pool #RA6605 3.00% 1/1/2052 <sup>(a)</sup>  | 295 | 259 |
| Freddie Mac Pool #QD7321 3.50% 1/1/2052 <sup>(a)</sup>  | 149 | 137 |
| Freddie Mac Pool #QD6951 2.00% 2/1/2052 <sup>(a)</sup>  | 23249 | 18762 |
| Freddie Mac Pool #RA6816 2.00% 2/1/2052 <sup>(a)</sup>  | 15292 | 12340 |
| Freddie Mac Pool #RA6771 2.00% 2/1/2052 <sup>(a)</sup>  | 7730 | 6238 |
| Freddie Mac Pool #QD9124 2.00% 2/1/2052 <sup>(a)</sup>  | 6769 | 5462 |
| Freddie Mac Pool #QD6139 2.00% 2/1/2052 <sup>(a)</sup>  | 5016 | 4048 |
| Freddie Mac Pool #QD7191 2.00% 2/1/2052 <sup>(a)</sup>  | 3917 | 3169 |
| Freddie Mac Pool #RA6913 2.00% 2/1/2052 <sup>(a)</sup>  | 3581 | 2900 |
| Freddie Mac Pool #QD8041 2.00% 2/1/2052 <sup>(a)</sup>  | 3281 | 2656 |
| Freddie Mac Pool #QD7087 2.00% 2/1/2052 <sup>(a)</sup>  | 2088 | 1685 |
| Freddie Mac Pool #SD8193 2.00% 2/1/2052 <sup>(a)</sup>  | 1993 | 1615 |
| Freddie Mac Pool #RA7467 2.00% 2/1/2052 <sup>(a)</sup>  | 654 | 530 |
| Freddie Mac Pool #SD0933 2.00% 2/1/2052 <sup>(a)</sup>  | 596 | 481 |
| Freddie Mac Pool #QD7967 2.00% 2/1/2052 <sup>(a)</sup>  | 462 | 374 |
| Freddie Mac Pool #RA6114 2.00% 2/1/2052 <sup>(a)</sup>  | 455 | 368 |
| Freddie Mac Pool #RA6774 2.00% 2/1/2052 <sup>(a)</sup>  | 53 | 43 |
| Freddie Mac Pool #SD0881 2.50% 2/1/2052 <sup>(a)</sup>  | 12548 | 10725 |
| Freddie Mac Pool #RA6900 2.50% 2/1/2052 <sup>(a)</sup>  | 874 | 741 |
| Freddie Mac Pool #SD0847 2.50% 2/1/2052 <sup>(a)</sup>  | 725 | 612 |
| Freddie Mac Pool #SI2095 2.50% 2/1/2052 <sup>(a)</sup>  | 37 | 31 |
| Freddie Mac Pool #RA6806 3.00% 2/1/2052 <sup>(a)</sup>  | 8198 | 7210 |
| Freddie Mac Pool #RA6702 3.00% 2/1/2052 <sup>(a)</sup>  | 382 | 336 |
| Freddie Mac Pool #SD0873 3.50% 2/1/2052 <sup>(a)</sup>  | 21042 | 19588 |
| Freddie Mac Pool #QD7089 3.50% 2/1/2052 <sup>(a)</sup>  | 4228 | 3894 |
| Freddie Mac Pool #SD8199 2.00% 3/1/2052 <sup>(a)</sup>  | 254815 | 206513 |
| Freddie Mac Pool #SD4526 2.00% 3/1/2052 <sup>(a)</sup>  | 24363 | 19714 |
| Freddie Mac Pool #QD8711 2.00% 3/1/2052 <sup>(a)</sup>  | 11984 | 9671 |
| Freddie Mac Pool #SD5343 2.00% 3/1/2052 <sup>(a)</sup>  | 3813 | 3089 |
| Freddie Mac Pool #QD8103 2.00% 3/1/2052 <sup>(a)</sup>  | 974 | 788 |
| Freddie Mac Pool #RA6973 2.00% 3/1/2052 <sup>(a)</sup>  | 945 | 766 |
| Freddie Mac Pool #QD8010 2.00% 3/1/2052 <sup>(a)</sup>  | 911 | 737 |
| Freddie Mac Pool #QD8408 2.00% 3/1/2052 <sup>(a)</sup>  | 843 | 682 |
| Freddie Mac Pool #QD8820 2.00% 3/1/2052 <sup>(a)</sup>  | 507 | 410 |
| Freddie Mac Pool #QE2318 2.00% 3/1/2052 <sup>(a)</sup>  | 101 | 82 |
| Freddie Mac Pool #SD1450 2.50% 3/1/2052 <sup>(a)</sup>  | 2372 | 2037 |
| Freddie Mac Pool #QD8966 2.50% 3/1/2052 <sup>(a)</sup>  | 816 | 691 |
| Freddie Mac Pool #QE0615 2.50% 3/1/2052 <sup>(a)</sup>  | 117 | 99 |
| Freddie Mac Pool #SD1660 2.50% 3/1/2052 <sup>(a)</sup>  | 96 | 81 |
| Freddie Mac Pool #RA7021 2.50% 3/1/2052 <sup>(a)</sup>  | 89 | 75 |

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The Bond Fund of America — Page 26 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Freddie Mac Pool #RA7020 2.50% 3/1/2052 <sup>(a)</sup>  | USD70 | $60 |
| Freddie Mac Pool #SD7553 3.00% 3/1/2052 <sup>(a)</sup>  | 27600 | 24689 |
| Freddie Mac Pool #QD8337 3.00% 3/1/2052 <sup>(a)</sup>  | 4030 | 3550 |
| Freddie Mac Pool #QD9030 3.50% 3/1/2052 <sup>(a)</sup>  | 646 | 593 |
| Freddie Mac Pool #QD8208 3.50% 3/1/2052 <sup>(a)</sup>  | 34 | 31 |
| Freddie Mac Pool #QD9527 4.00% 3/1/2052 <sup>(a)</sup>  | 11 | 11 |
| Freddie Mac Pool #SD8204 2.00% 4/1/2052 <sup>(a)</sup>  | 3159 | 2554 |
| Freddie Mac Pool #QE0312 2.00% 4/1/2052 <sup>(a)</sup>  | 1157 | 936 |
| Freddie Mac Pool #QE1586 2.00% 4/1/2052 <sup>(a)</sup>  | 1024 | 829 |
| Freddie Mac Pool #QE4412 2.00% 4/1/2052 <sup>(a)</sup>  | 94 | 76 |
| Freddie Mac Pool #QE0024 2.00% 4/1/2052 <sup>(a)</sup>  | 61 | 50 |
| Freddie Mac Pool #SD7554 2.50% 4/1/2052 <sup>(a)</sup>  | 23880 | 20528 |
| Freddie Mac Pool #SD6089 2.50% 4/1/2052 <sup>(a)</sup>  | 6305 | 5347 |
| Freddie Mac Pool #SD8205 2.50% 4/1/2052 <sup>(a)</sup>  | 6010 | 5092 |
| Freddie Mac Pool #SD6081 2.50% 4/1/2052 <sup>(a)</sup>  | 4512 | 3812 |
| Freddie Mac Pool #QD9578 2.50% 4/1/2052 <sup>(a)</sup>  | 3372 | 2858 |
| Freddie Mac Pool #QE0374 2.50% 4/1/2052 <sup>(a)</sup>  | 2277 | 1929 |
| Freddie Mac Pool #QE0799 2.50% 4/1/2052 <sup>(a)</sup>  | 1665 | 1406 |
| Freddie Mac Pool #QE2317 2.50% 4/1/2052 <sup>(a)</sup>  | 1563 | 1323 |
| Freddie Mac Pool #QE0322 2.50% 4/1/2052 <sup>(a)</sup>  | 1320 | 1115 |
| Freddie Mac Pool #QD9765 2.50% 4/1/2052 <sup>(a)</sup>  | 1069 | 903 |
| Freddie Mac Pool #QE5290 2.50% 4/1/2052 <sup>(a)</sup>  | 925 | 780 |
| Freddie Mac Pool #SD3478 2.50% 4/1/2052 <sup>(a)</sup>  | 923 | 778 |
| Freddie Mac Pool #QE2310 2.50% 4/1/2052 <sup>(a)</sup>  | 594 | 505 |
| Freddie Mac Pool #QD9911 2.50% 4/1/2052 <sup>(a)</sup>  | 161 | 136 |
| Freddie Mac Pool #QD9587 3.00% 4/1/2052 <sup>(a)</sup>  | 2150 | 1892 |
| Freddie Mac Pool #QE0660 3.00% 4/1/2052 <sup>(a)</sup>  | 998 | 879 |
| Freddie Mac Pool #QE0764 3.00% 4/1/2052 <sup>(a)</sup>  | 212 | 187 |
| Freddie Mac Pool #QD9838 3.50% 4/1/2052 <sup>(a)</sup>  | 424 | 388 |
| Freddie Mac Pool #SD8212 2.50% 5/1/2052 <sup>(a)</sup>  | 4835 | 4083 |
| Freddie Mac Pool #QE2352 2.50% 5/1/2052 <sup>(a)</sup>  | 2071 | 1749 |
| Freddie Mac Pool #QE2112 2.50% 5/1/2052 <sup>(a)</sup>  | 418 | 353 |
| Freddie Mac Pool #RA7139 2.50% 5/1/2052 <sup>(a)</sup>  | 45 | 38 |
| Freddie Mac Pool #8D0226 2.545% 5/1/2052 <sup>(a)(c)</sup>  | 7962 | 7309 |
| Freddie Mac Pool #SD8213 3.00% 5/1/2052 <sup>(a)</sup>  | 393717 | 346852 |
| Freddie Mac Pool #QE5296 3.00% 5/1/2052 <sup>(a)</sup>  | 166 | 146 |
| Freddie Mac Pool #QE5589 3.50% 5/1/2052 <sup>(a)</sup>  | 648 | 593 |
| Freddie Mac Pool #QE5301 3.50% 5/1/2052 <sup>(a)</sup>  | 536 | 490 |
| Freddie Mac Pool #SD6496 2.00% 6/1/2052 <sup>(a)</sup>  | 25429 | 20628 |
| Freddie Mac Pool #SD5109 2.00% 6/1/2052 <sup>(a)</sup>  | 4694 | 3802 |
| Freddie Mac Pool #QE4044 2.50% 6/1/2052 <sup>(a)</sup>  | 826 | 697 |
| Freddie Mac Pool #SD8219 2.50% 6/1/2052 <sup>(a)</sup>  | 323 | 274 |
| Freddie Mac Pool #SD8220 3.00% 6/1/2052 <sup>(a)</sup>  | 185058 | 162852 |
| Freddie Mac Pool #SD6203 3.00% 6/1/2052 <sup>(a)</sup>  | 31261 | 27492 |
| Freddie Mac Pool #SD1844 3.00% 6/1/2052 <sup>(a)</sup>  | 102 | 91 |
| Freddie Mac Pool #SL1564 3.00% 6/1/2052 <sup>(a)</sup>  | 49 | 44 |
| Freddie Mac Pool #SD3245 4.00% 6/1/2052 <sup>(a)</sup>  | 37094 | 35631 |
| Freddie Mac Pool #RA7556 4.50% 6/1/2052 <sup>(a)</sup>  | 21213 | 20683 |
| Freddie Mac Pool #RA7502 5.00% 6/1/2052 <sup>(a)</sup>  | 112 | 112 |
| Freddie Mac Pool #SD8240 2.00% 7/1/2052 <sup>(a)</sup>  | 428 | 346 |
| Freddie Mac Pool #SD2600 2.50% 7/1/2052 <sup>(a)</sup>  | 848 | 715 |
| Freddie Mac Pool #SD8224 2.50% 7/1/2052 <sup>(a)</sup>  | 804 | 680 |
| Freddie Mac Pool #SD3416 2.50% 7/1/2052 <sup>(a)</sup>  | 365 | 308 |
| Freddie Mac Pool #SD3632 2.50% 7/1/2052 <sup>(a)</sup>  | 46 | 39 |

---

The Bond Fund of America — Page 27 of 118

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---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Freddie Mac Pool #SD8225 3.00% 7/1/2052 <sup>(a)</sup>  | USD7,188 | $6322 |
| Freddie Mac Pool #QE8121 3.00% 7/1/2052 <sup>(a)</sup>  | 6207 | 5462 |
| Freddie Mac Pool #SD4673 3.00% 7/1/2052 <sup>(a)</sup>  | 1559 | 1372 |
| Freddie Mac Pool #SD1502 4.00% 7/1/2052 <sup>(a)</sup>  | 4902 | 4634 |
| Freddie Mac Pool #QE8533 4.00% 7/1/2052 <sup>(a)</sup>  | 197 | 186 |
| Freddie Mac Pool #QE5750 5.00% 7/1/2052 <sup>(a)</sup>  | 26588 | 26520 |
| Freddie Mac Pool #QE6185 5.00% 7/1/2052 <sup>(a)</sup>  | 685 | 683 |
| Freddie Mac Pool #RA7618 5.00% 7/1/2052 <sup>(a)</sup>  | 333 | 333 |
| Freddie Mac Pool #SD1406 2.00% 8/1/2052 <sup>(a)</sup>  | 421 | 341 |
| Freddie Mac Pool #SD8234 2.50% 8/1/2052 <sup>(a)</sup>  | 1714 | 1448 |
| Freddie Mac Pool #SD7556 3.00% 8/1/2052 <sup>(a)</sup>  | 25810 | 22951 |
| Freddie Mac Pool #SL1039 3.00% 8/1/2052 <sup>(a)</sup>  | 12960 | 11398 |
| Freddie Mac Pool #SD8235 3.00% 8/1/2052 <sup>(a)</sup>  | 571 | 502 |
| Freddie Mac Pool #SD7346 3.00% 8/1/2052 <sup>(a)</sup>  | 106 | 93 |
| Freddie Mac Pool #SD8237 4.00% 8/1/2052 <sup>(a)</sup>  | 741 | 701 |
| Freddie Mac Pool #QE9260 4.00% 8/1/2052 <sup>(a)</sup>  | 241 | 228 |
| Freddie Mac Pool #RA7772 4.00% 8/1/2052 <sup>(a)</sup>  | 152 | 144 |
| Freddie Mac Pool #QE7412 4.00% 8/1/2052 <sup>(a)</sup>  | 92 | 87 |
| Freddie Mac Pool #QE7539 4.50% 8/1/2052 <sup>(a)</sup>  | 5923 | 5774 |
| Freddie Mac Pool #QE8579 4.50% 8/1/2052 <sup>(a)</sup>  | 504 | 494 |
| Freddie Mac Pool #QE8282 5.00% 8/1/2052 <sup>(a)</sup>  | 27 | 27 |
| Freddie Mac Pool #QE7987 5.50% 8/1/2052 <sup>(a)</sup>  | 189 | 192 |
| Freddie Mac Pool #QF0977 2.00% 9/1/2052 <sup>(a)</sup>  | 246 | 199 |
| Freddie Mac Pool #SD7060 2.00% 9/1/2052 <sup>(a)</sup>  | 96 | 78 |
| Freddie Mac Pool #SD8262 2.50% 9/1/2052 <sup>(a)</sup>  | 99 | 84 |
| Freddie Mac Pool #SD8242 3.00% 9/1/2052 <sup>(a)</sup>  | 9970 | 8774 |
| Freddie Mac Pool #QF0925 3.00% 9/1/2052 <sup>(a)</sup>  | 646 | 569 |
| Freddie Mac Pool #QE9349 4.00% 9/1/2052 <sup>(a)</sup>  | 289 | 274 |
| Freddie Mac Pool #RA7918 4.00% 9/1/2052 <sup>(a)</sup>  | 289 | 273 |
| Freddie Mac Pool #QF0666 4.00% 9/1/2052 <sup>(a)</sup>  | 220 | 208 |
| Freddie Mac Pool #QF0212 4.50% 9/1/2052 <sup>(a)</sup>  | 2261 | 2205 |
| Freddie Mac Pool #QE9497 4.50% 9/1/2052 <sup>(a)</sup>  | 557 | 545 |
| Freddie Mac Pool #SD1608 4.50% 9/1/2052 <sup>(a)</sup>  | 334 | 325 |
| Freddie Mac Pool #RA7938 5.00% 9/1/2052 <sup>(a)</sup>  | 8119 | 8107 |
| Freddie Mac Pool #QF2693 2.00% 10/1/2052 <sup>(a)</sup>  | 951 | 767 |
| Freddie Mac Pool #SD8271 2.50% 10/1/2052 <sup>(a)</sup>  | 847 | 716 |
| Freddie Mac Pool #SD2079 4.00% 10/1/2052 <sup>(a)</sup>  | 5263 | 4975 |
| Freddie Mac Pool #QF2221 4.00% 10/1/2052 <sup>(a)</sup>  | 3868 | 3653 |
| Freddie Mac Pool #QF1560 4.00% 10/1/2052 <sup>(a)</sup>  | 448 | 423 |
| Freddie Mac Pool #QF2223 4.00% 10/1/2052 <sup>(a)</sup>  | 236 | 223 |
| Freddie Mac Pool #QF1254 4.50% 10/1/2052 <sup>(a)</sup>  | 8842 | 8621 |
| Freddie Mac Pool #QF1236 4.50% 10/1/2052 <sup>(a)</sup>  | 3286 | 3204 |
| Freddie Mac Pool #SD8257 4.50% 10/1/2052 <sup>(a)</sup>  | 3000 | 2925 |
| Freddie Mac Pool #QF2368 4.50% 10/1/2052 <sup>(a)</sup>  | 2472 | 2413 |
| Freddie Mac Pool #SD2465 4.50% 10/1/2052 <sup>(a)</sup>  | 225 | 219 |
| Freddie Mac Pool #QF2009 4.50% 10/1/2052 <sup>(a)</sup>  | 182 | 177 |
| Freddie Mac Pool #QF1352 5.00% 10/1/2052 <sup>(a)</sup>  | 22042 | 21977 |
| Freddie Mac Pool #RA8059 5.50% 10/1/2052 <sup>(a)</sup>  | 40474 | 41142 |
| Freddie Mac Pool #SD8291 2.50% 11/1/2052 <sup>(a)</sup>  | 674 | 569 |
| Freddie Mac Pool #SD7486 2.50% 11/1/2052 <sup>(a)</sup>  | 202 | 171 |
| Freddie Mac Pool #SD1896 4.00% 11/1/2052 <sup>(a)</sup>  | 82144 | 78775 |
| Freddie Mac Pool #SD1894 4.00% 11/1/2052 <sup>(a)</sup>  | 28451 | 27385 |
| Freddie Mac Pool #SD8266 4.50% 11/1/2052 <sup>(a)</sup>  | 4000 | 3900 |
| Freddie Mac Pool #QF2960 4.50% 11/1/2052 <sup>(a)</sup>  | 2717 | 2646 |

---

The Bond Fund of America — Page 28 of 118

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---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Freddie Mac Pool #SD2948 5.50% 11/1/2052 <sup>(a)</sup>  | USD50,852 | $51517 |
| Freddie Mac Pool #SD2602 3.00% 12/1/2052 <sup>(a)</sup>  | 2509 | 2208 |
| Freddie Mac Pool #SD8272 3.00% 12/1/2052 <sup>(a)</sup>  | 848 | 746 |
| Freddie Mac Pool #QF5344 3.00% 12/1/2052 <sup>(a)</sup>  | 450 | 396 |
| Freddie Mac Pool #SD2066 4.00% 12/1/2052 <sup>(a)</sup>  | 1822 | 1721 |
| Freddie Mac Pool #SD8276 5.00% 12/1/2052 <sup>(a)</sup>  | 78001 | 77771 |
| Freddie Mac Pool #QF4623 5.00% 12/1/2052 <sup>(a)</sup>  | 75592 | 75365 |
| Freddie Mac Pool #SD1961 5.50% 12/1/2052 <sup>(a)</sup>  | 9292 | 9397 |
| Freddie Mac Pool #RA8309 6.00% 12/1/2052 <sup>(a)</sup>  | 9138 | 9425 |
| Freddie Mac Pool #SD8284 3.00% 1/1/2053 <sup>(a)</sup>  | 363 | 319 |
| Freddie Mac Pool #SD8286 4.00% 1/1/2053 <sup>(a)</sup>  | 10565 | 9985 |
| Freddie Mac Pool #SD8287 4.50% 1/1/2053 <sup>(a)</sup>  | 19308 | 18819 |
| Freddie Mac Pool #SD8288 5.00% 1/1/2053 <sup>(a)</sup>  | 1361 | 1357 |
| Freddie Mac Pool #SD8290 6.00% 1/1/2053 <sup>(a)</sup>  | 34246 | 35166 |
| Freddie Mac Pool #RA8423 6.00% 1/1/2053 <sup>(a)</sup>  | 21933 | 22630 |
| Freddie Mac Pool #QF6121 6.00% 1/1/2053 <sup>(a)</sup>  | 347 | 358 |
| Freddie Mac Pool #SD2246 6.00% 1/1/2053 <sup>(a)</sup>  | 54 | 56 |
| Freddie Mac Pool #SD8320 3.00% 2/1/2053 <sup>(a)</sup>  | 971 | 854 |
| Freddie Mac Pool #QF7852 4.00% 2/1/2053 <sup>(a)</sup>  | 1710 | 1615 |
| Freddie Mac Pool #SD8299 5.00% 2/1/2053 <sup>(a)</sup>  | 18115 | 18060 |
| Freddie Mac Pool #RA8544 5.50% 2/1/2053 <sup>(a)</sup>  | 69273 | 70273 |
| Freddie Mac Pool #QF7144 5.50% 2/1/2053 <sup>(a)</sup>  | 4903 | 4965 |
| Freddie Mac Pool #QF7774 5.50% 2/1/2053 <sup>(a)</sup>  | 4053 | 4107 |
| Freddie Mac Pool #QF7483 5.50% 2/1/2053 <sup>(a)</sup>  | 751 | 760 |
| Freddie Mac Pool #QF8331 5.50% 2/1/2053 <sup>(a)</sup>  | 442 | 448 |
| Freddie Mac Pool #SD8301 6.00% 2/1/2053 <sup>(a)</sup>  | 14629 | 15020 |
| Freddie Mac Pool #SD2618 6.00% 2/1/2053 <sup>(a)</sup>  | 13 | 13 |
| Freddie Mac Pool #QF9463 4.00% 3/1/2053 <sup>(a)</sup>  | 146 | 138 |
| Freddie Mac Pool #SD8306 4.50% 3/1/2053 <sup>(a)</sup>  | 350 | 340 |
| Freddie Mac Pool #QF8462 5.50% 3/1/2053 <sup>(a)</sup>  | 18999 | 19237 |
| Freddie Mac Pool #QF9076 5.50% 3/1/2053 <sup>(a)</sup>  | 7513 | 7606 |
| Freddie Mac Pool #QG0719 4.00% 4/1/2053 <sup>(a)</sup>  | 2623 | 2475 |
| Freddie Mac Pool #QG2329 4.00% 4/1/2053 <sup>(a)</sup>  | 143 | 135 |
| Freddie Mac Pool #SD2716 5.00% 4/1/2053 <sup>(a)</sup>  | 16098 | 16099 |
| Freddie Mac Pool #SD8315 5.00% 4/1/2053 <sup>(a)</sup>  | 3168 | 3148 |
| Freddie Mac Pool #QG0749 5.00% 4/1/2053 <sup>(a)</sup>  | 2344 | 2330 |
| Freddie Mac Pool #QG1829 5.00% 4/1/2053 <sup>(a)</sup>  | 268 | 266 |
| Freddie Mac Pool #SD8316 5.50% 4/1/2053 <sup>(a)</sup>  | 29224 | 29598 |
| Freddie Mac Pool #QG1266 5.50% 4/1/2053 <sup>(a)</sup>  | 116 | 117 |
| Freddie Mac Pool #SD8321 4.00% 5/1/2053 <sup>(a)</sup>  | 408 | 385 |
| Freddie Mac Pool #RA8647 4.50% 5/1/2053 <sup>(a)</sup>  | 226 | 220 |
| Freddie Mac Pool #SD8323 5.00% 5/1/2053 <sup>(a)</sup>  | 28479 | 28312 |
| Freddie Mac Pool #QG3743 5.00% 5/1/2053 <sup>(a)</sup>  | 4373 | 4356 |
| Freddie Mac Pool #SD8324 5.50% 5/1/2053 <sup>(a)</sup>  | 99349 | 100635 |
| Freddie Mac Pool #SD3369 5.50% 5/1/2053 <sup>(a)</sup>  | 51223 | 51886 |
| Freddie Mac Pool #QG3382 5.50% 5/1/2053 <sup>(a)</sup>  | 5816 | 5895 |
| Freddie Mac Pool #QG3365 5.50% 5/1/2053 <sup>(a)</sup>  | 3325 | 3378 |
| Freddie Mac Pool #QG1719 5.50% 5/1/2053 <sup>(a)</sup>  | 45 | 46 |
| Freddie Mac Pool #SD8325 6.00% 5/1/2053 <sup>(a)</sup>  | 98930 | 101535 |
| Freddie Mac Pool #SD2861 6.00% 5/1/2053 <sup>(a)</sup>  | 16153 | 16593 |
| Freddie Mac Pool #SD3214 4.00% 6/1/2053 <sup>(a)</sup>  | 18204 | 17198 |
| Freddie Mac Pool #SD8338 4.00% 6/1/2053 <sup>(a)</sup>  | 11251 | 10616 |
| Freddie Mac Pool #SD8328 4.50% 6/1/2053 <sup>(a)</sup>  | 11138 | 10851 |
| Freddie Mac Pool #SD8329 5.00% 6/1/2053 <sup>(a)</sup>  | 8790 | 8761 |

---

The Bond Fund of America — Page 29 of 118

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---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Freddie Mac Pool #QG4778 5.00% 6/1/2053 <sup>(a)</sup>  | USD270 | $269 |
| Freddie Mac Pool #SD8331 5.50% 6/1/2053 <sup>(a)</sup>  | 111167 | 112518 |
| Freddie Mac Pool #QG4632 5.50% 6/1/2053 <sup>(a)</sup>  | 13358 | 13525 |
| Freddie Mac Pool #QG5097 5.50% 6/1/2053 <sup>(a)</sup>  | 7156 | 7246 |
| Freddie Mac Pool #QG5136 5.50% 6/1/2053 <sup>(a)</sup>  | 6982 | 7104 |
| Freddie Mac Pool #QG4732 5.50% 6/1/2053 <sup>(a)</sup>  | 30 | 30 |
| Freddie Mac Pool #QG3775 5.50% 6/1/2053 <sup>(a)</sup>  | 19 | 19 |
| Freddie Mac Pool #SD8332 6.00% 6/1/2053 <sup>(a)</sup>  | 57160 | 58652 |
| Freddie Mac Pool #SD3177 6.00% 6/1/2053 <sup>(a)</sup>  | 45840 | 47058 |
| Freddie Mac Pool #SD3083 6.00% 6/1/2053 <sup>(a)</sup>  | 20402 | 20928 |
| Freddie Mac Pool #RA9279 6.00% 6/1/2053 <sup>(a)</sup>  | 16431 | 16952 |
| Freddie Mac Pool #RA9283 6.00% 6/1/2053 <sup>(a)</sup>  | 14370 | 14730 |
| Freddie Mac Pool #RA9281 6.00% 6/1/2053 <sup>(a)</sup>  | 9786 | 10097 |
| Freddie Mac Pool #RA9284 6.00% 6/1/2053 <sup>(a)</sup>  | 8011 | 8330 |
| Freddie Mac Pool #SD3240 6.00% 6/1/2053 <sup>(a)</sup>  | 2872 | 2947 |
| Freddie Mac Pool #QG4096 6.00% 6/1/2053 <sup>(a)</sup>  | 461 | 473 |
| Freddie Mac Pool #RA9294 6.50% 6/1/2053 <sup>(a)</sup>  | 6487 | 6758 |
| Freddie Mac Pool #RA9292 6.50% 6/1/2053 <sup>(a)</sup>  | 5771 | 6011 |
| Freddie Mac Pool #RA9289 6.50% 6/1/2053 <sup>(a)</sup>  | 5409 | 5686 |
| Freddie Mac Pool #RA9288 6.50% 6/1/2053 <sup>(a)</sup>  | 5304 | 5579 |
| Freddie Mac Pool #RA9287 6.50% 6/1/2053 <sup>(a)</sup>  | 3726 | 3923 |
| Freddie Mac Pool #RA9290 6.50% 6/1/2053 <sup>(a)</sup>  | 2896 | 3037 |
| Freddie Mac Pool #RA9291 6.50% 6/1/2053 <sup>(a)</sup>  | 1806 | 1873 |
| Freddie Mac Pool #RA9295 6.50% 6/1/2053 <sup>(a)</sup>  | 1586 | 1688 |
| Freddie Mac Pool #QG9079 5.00% 7/1/2053 <sup>(a)</sup>  | 2301 | 2294 |
| Freddie Mac Pool #QG7072 5.00% 7/1/2053 <sup>(a)</sup>  | 1558 | 1550 |
| Freddie Mac Pool #SD8341 5.00% 7/1/2053 <sup>(a)</sup>  | 389 | 388 |
| Freddie Mac Pool #QG6394 5.00% 7/1/2053 <sup>(a)</sup>  | 209 | 207 |
| Freddie Mac Pool #SD8342 5.50% 7/1/2053 <sup>(a)</sup>  | 45426 | 45940 |
| Freddie Mac Pool #SD3386 5.50% 7/1/2053 <sup>(a)</sup>  | 8195 | 8310 |
| Freddie Mac Pool #SD3434 6.00% 7/1/2053 <sup>(a)</sup>  | 21206 | 21768 |
| Freddie Mac Pool #SD3356 6.00% 7/1/2053 <sup>(a)</sup>  | 16274 | 16684 |
| Freddie Mac Pool #RA9474 6.00% 7/1/2053 <sup>(a)</sup>  | 4757 | 4900 |
| Freddie Mac Pool #SD3432 6.00% 7/1/2053 <sup>(a)</sup>  | 595 | 616 |
| Freddie Mac Pool #SD8357 4.00% 8/1/2053 <sup>(a)</sup>  | 4675 | 4413 |
| Freddie Mac Pool #SD4999 5.00% 8/1/2053 <sup>(a)</sup>  | 5557 | 5538 |
| Freddie Mac Pool #QG9140 5.00% 8/1/2053 <sup>(a)</sup>  | 267 | 266 |
| Freddie Mac Pool #SD3559 5.50% 8/1/2053 <sup>(a)</sup>  | 4710 | 4787 |
| Freddie Mac Pool #SD3639 6.00% 8/1/2053 <sup>(a)</sup>  | 75106 | 77180 |
| Freddie Mac Pool #SD3512 6.00% 8/1/2053 <sup>(a)</sup>  | 526 | 540 |
| Freddie Mac Pool #SD8362 5.50% 9/1/2053 <sup>(a)</sup>  | 58733 | 59362 |
| Freddie Mac Pool #RA9854 6.00% 9/1/2053 <sup>(a)</sup>  | 30446 | 31465 |
| Freddie Mac Pool #SD3916 6.00% 9/1/2053 <sup>(a)</sup>  | 11227 | 11549 |
| Freddie Mac Pool #SD8363 6.00% 9/1/2053 <sup>(a)</sup>  | 3352 | 3436 |
| Freddie Mac Pool #SD3859 6.50% 9/1/2053 <sup>(a)</sup>  | 15405 | 16068 |
| Freddie Mac Pool #SL1562 3.00% 10/1/2053 <sup>(a)</sup>  | 81226 | 71558 |
| Freddie Mac Pool #SL0419 3.00% 10/1/2053 <sup>(a)</sup>  | 8822 | 7772 |
| Freddie Mac Pool #SL1763 3.00% 10/1/2053 <sup>(a)</sup>  | 58 | 51 |
| Freddie Mac Pool #SD4997 5.00% 10/1/2053 <sup>(a)</sup>  | 5887 | 5867 |
| Freddie Mac Pool #SD8367 5.50% 10/1/2053 <sup>(a)</sup>  | 24877 | 25172 |
| Freddie Mac Pool #SD8368 6.00% 10/1/2053 <sup>(a)</sup>  | 76192 | 78071 |
| Freddie Mac Pool #SD4053 6.00% 10/1/2053 <sup>(a)</sup>  | 6616 | 6787 |
| Freddie Mac Pool #SD8369 6.50% 10/1/2053 <sup>(a)</sup>  | 7040 | 7288 |
| Freddie Mac Pool #SD8390 4.00% 11/1/2053 <sup>(a)</sup>  | 291 | 274 |

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The Bond Fund of America — Page 30 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Freddie Mac Pool #SD8370 4.50% 11/1/2053 <sup>(a)</sup>  | USD5,565 | $5407 |
| Freddie Mac Pool #SD4977 5.00% 11/1/2053 <sup>(a)</sup>  | 93452 | 93090 |
| Freddie Mac Pool #SD8372 5.50% 11/1/2053 <sup>(a)</sup>  | 7906 | 8001 |
| Freddie Mac Pool #SD8373 6.00% 11/1/2053 <sup>(a)</sup>  | 19150 | 19634 |
| Freddie Mac Pool #RJ0326 6.50% 11/1/2053 <sup>(a)</sup>  | 9751 | 10127 |
| Freddie Mac Pool #SD8392 4.00% 12/1/2053 <sup>(a)</sup>  | 1112 | 1050 |
| Freddie Mac Pool #SD4842 6.00% 12/1/2053 <sup>(a)</sup>  | 78120 | 80127 |
| Freddie Mac Pool #RJ0440 6.00% 12/1/2053 <sup>(a)</sup>  | 10835 | 11124 |
| Freddie Mac Pool #QH5936 6.00% 12/1/2053 <sup>(a)</sup>  | 8528 | 8799 |
| Freddie Mac Pool #QH5945 6.50% 12/1/2053 <sup>(a)</sup>  | 22540 | 23394 |
| Freddie Mac Pool #QH7176 6.50% 12/1/2053 <sup>(a)</sup>  | 44 | 45 |
| Freddie Mac Pool #SD6284 2.00% 1/1/2054 <sup>(a)</sup>  | 5212 | 4219 |
| Freddie Mac Pool #SD5500 2.00% 1/1/2054 <sup>(a)</sup>  | 178 | 144 |
| Freddie Mac Pool #SD4816 2.50% 1/1/2054 <sup>(a)</sup>  | 2283 | 1928 |
| Freddie Mac Pool #SD6706 4.50% 1/1/2054 <sup>(a)</sup>  | 48434 | 47139 |
| Freddie Mac Pool #SD4795 6.00% 1/1/2054 <sup>(a)</sup>  | 51963 | 53362 |
| Freddie Mac Pool #SD8396 6.00% 1/1/2054 <sup>(a)</sup>  | 27163 | 27836 |
| Freddie Mac Pool #SD4693 6.50% 1/1/2054 <sup>(a)</sup>  | 4730 | 4904 |
| Freddie Mac Pool #SD4614 6.50% 1/1/2054 <sup>(a)</sup>  | 1122 | 1169 |
| Freddie Mac Pool #RJ0854 6.50% 1/1/2054 <sup>(a)</sup>  | 522 | 541 |
| Freddie Mac Pool #QI0001 4.00% 2/1/2054 <sup>(a)</sup>  | 1345 | 1269 |
| Freddie Mac Pool #SD8401 5.50% 2/1/2054 <sup>(a)</sup>  | 10511 | 10623 |
| Freddie Mac Pool #SD4897 6.00% 2/1/2054 <sup>(a)</sup>  | 26105 | 26788 |
| Freddie Mac Pool #SD4896 6.00% 2/1/2054 <sup>(a)</sup>  | 15628 | 16040 |
| Freddie Mac Pool #SD8402 6.00% 2/1/2054 <sup>(a)</sup>  | 11809 | 12085 |
| Freddie Mac Pool #SD4964 6.00% 2/1/2054 <sup>(a)</sup>  | 6810 | 7016 |
| Freddie Mac Pool #QI0006 6.00% 2/1/2054 <sup>(a)</sup>  | 4612 | 4725 |
| Freddie Mac Pool #SD4966 6.50% 2/1/2054 <sup>(a)</sup>  | 34339 | 35780 |
| Freddie Mac Pool #RJ0856 6.50% 2/1/2054 <sup>(a)</sup>  | 14624 | 15171 |
| Freddie Mac Pool #SD8408 5.50% 3/1/2054 <sup>(a)</sup>  | 59114 | 59725 |
| Freddie Mac Pool #RJ1066 5.50% 3/1/2054 <sup>(a)</sup>  | 28826 | 29252 |
| Freddie Mac Pool #SD5117 6.00% 3/1/2054 <sup>(a)</sup>  | 47006 | 48440 |
| Freddie Mac Pool #RJ1076 6.00% 3/1/2054 <sup>(a)</sup>  | 6072 | 6220 |
| Freddie Mac Pool #RJ1015 6.50% 3/1/2054 <sup>(a)</sup>  | 4931 | 5109 |
| Freddie Mac Pool #RJ1216 5.50% 4/1/2054 <sup>(a)</sup>  | 18674 | 18982 |
| Freddie Mac Pool #RJ1215 5.50% 4/1/2054 <sup>(a)</sup>  | 5588 | 5645 |
| Freddie Mac Pool #SD5303 6.00% 4/1/2054 <sup>(a)</sup>  | 40806 | 42031 |
| Freddie Mac Pool #RJ1346 6.00% 4/1/2054 <sup>(a)</sup>  | 26731 | 27580 |
| Freddie Mac Pool #RJ1348 6.00% 4/1/2054 <sup>(a)</sup>  | 17693 | 18231 |
| Freddie Mac Pool #RJ1435 6.00% 4/1/2054 <sup>(a)</sup>  | 12848 | 13220 |
| Freddie Mac Pool #QI3333 6.00% 4/1/2054 <sup>(a)</sup>  | 362 | 373 |
| Freddie Mac Pool #RJ1879 6.00% 4/1/2054 <sup>(a)</sup>  | 207 | 212 |
| Freddie Mac Pool #SD5221 6.50% 4/1/2054 <sup>(a)</sup>  | 9627 | 10072 |
| Freddie Mac Pool #QI2664 6.50% 4/1/2054 <sup>(a)</sup>  | 6510 | 6747 |
| Freddie Mac Pool #QI4365 6.50% 4/1/2054 <sup>(a)</sup>  | 2057 | 2133 |
| Freddie Mac Pool #RJ1512 5.50% 5/1/2054 <sup>(a)</sup>  | 34634 | 35247 |
| Freddie Mac Pool #RJ1415 5.50% 5/1/2054 <sup>(a)</sup>  | 16023 | 16297 |
| Freddie Mac Pool #QI5369 5.50% 5/1/2054 <sup>(a)</sup>  | 10972 | 11082 |
| Freddie Mac Pool #RJ1448 5.50% 5/1/2054 <sup>(a)</sup>  | 5696 | 5757 |
| Freddie Mac Pool #RJ1429 6.00% 5/1/2054 <sup>(a)</sup>  | 63232 | 64988 |
| Freddie Mac Pool #RJ1431 6.00% 5/1/2054 <sup>(a)</sup>  | 10381 | 10658 |
| Freddie Mac Pool #SD8432 6.00% 5/1/2054 <sup>(a)</sup>  | 6806 | 6965 |
| Freddie Mac Pool #SD5692 6.00% 5/1/2054 <sup>(a)</sup>  | 439 | 453 |
| Freddie Mac Pool #SD5404 6.50% 5/1/2054 <sup>(a)</sup>  | 58423 | 60712 |

---

The Bond Fund of America — Page 31 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Freddie Mac Pool #RJ1447 6.50% 5/1/2054 <sup>(a)</sup>  | USD16,764 | $17459 |
| Freddie Mac Pool #RJ1535 6.50% 5/1/2054 <sup>(a)</sup>  | 14771 | 15403 |
| Freddie Mac Pool #RJ1441 6.50% 5/1/2054 <sup>(a)</sup>  | 5634 | 5871 |
| Freddie Mac Pool #QI5490 6.50% 5/1/2054 <sup>(a)</sup>  | 3981 | 4118 |
| Freddie Mac Pool #RJ1855 5.00% 6/1/2054 <sup>(a)</sup>  | 4418 | 4397 |
| Freddie Mac Pool #RJ1857 5.50% 6/1/2054 <sup>(a)</sup>  | 53009 | 53811 |
| Freddie Mac Pool #RJ1768 5.50% 6/1/2054 <sup>(a)</sup>  | 7886 | 8014 |
| Freddie Mac Pool #RJ1785 6.00% 6/1/2054 <sup>(a)</sup>  | 37221 | 38331 |
| Freddie Mac Pool #RJ1859 6.00% 6/1/2054 <sup>(a)</sup>  | 30754 | 31582 |
| Freddie Mac Pool #RJ1779 6.00% 6/1/2054 <sup>(a)</sup>  | 26280 | 27140 |
| Freddie Mac Pool #SD8439 6.00% 6/1/2054 <sup>(a)</sup>  | 327 | 335 |
| Freddie Mac Pool #SD5691 6.00% 6/1/2054 <sup>(a)</sup>  | 286 | 293 |
| Freddie Mac Pool #RJ1797 6.50% 6/1/2054 <sup>(a)</sup>  | 69946 | 72473 |
| Freddie Mac Pool #RJ1792 6.50% 6/1/2054 <sup>(a)</sup>  | 33767 | 35288 |
| Freddie Mac Pool #RJ1726 6.50% 6/1/2054 <sup>(a)</sup>  | 24996 | 25976 |
| Freddie Mac Pool #SD5701 6.50% 6/1/2054 <sup>(a)</sup>  | 4518 | 4707 |
| Freddie Mac Pool #RJ1725 6.50% 6/1/2054 <sup>(a)</sup>  | 619 | 647 |
| Freddie Mac Pool #SD8446 5.50% 7/1/2054 <sup>(a)</sup>  | 38619 | 38997 |
| Freddie Mac Pool #QI8872 5.50% 7/1/2054 <sup>(a)</sup>  | 16614 | 16824 |
| Freddie Mac Pool #RJ1963 5.50% 7/1/2054 <sup>(a)</sup>  | 11387 | 11519 |
| Freddie Mac Pool #RJ1975 6.00% 7/1/2054 <sup>(a)</sup>  | 63972 | 65684 |
| Freddie Mac Pool #RJ1964 6.00% 7/1/2054 <sup>(a)</sup>  | 49081 | 50860 |
| Freddie Mac Pool #SD5949 6.00% 7/1/2054 <sup>(a)</sup>  | 22691 | 23249 |
| Freddie Mac Pool #SD8447 6.00% 7/1/2054 <sup>(a)</sup>  | 15104 | 15453 |
| Freddie Mac Pool #QI8874 6.00% 7/1/2054 <sup>(a)</sup>  | 9707 | 9955 |
| Freddie Mac Pool #SD5873 6.00% 7/1/2054 <sup>(a)</sup>  | 6561 | 6720 |
| Freddie Mac Pool #SD5813 6.00% 7/1/2054 <sup>(a)</sup>  | 4130 | 4259 |
| Freddie Mac Pool #SD5896 6.00% 7/1/2054 <sup>(a)</sup>  | 634 | 650 |
| Freddie Mac Pool #SD6143 6.00% 7/1/2054 <sup>(a)</sup>  | 572 | 585 |
| Freddie Mac Pool #SD8448 6.50% 7/1/2054 <sup>(a)</sup>  | 38854 | 40177 |
| Freddie Mac Pool #QI9151 6.50% 7/1/2054 <sup>(a)</sup>  | 18834 | 19629 |
| Freddie Mac Pool #RJ1986 6.50% 7/1/2054 <sup>(a)</sup>  | 9462 | 9804 |
| Freddie Mac Pool #SD5905 6.50% 7/1/2054 <sup>(a)</sup>  | 2594 | 2703 |
| Freddie Mac Pool #QJ0141 6.50% 7/1/2054 <sup>(a)</sup>  | 1644 | 1708 |
| Freddie Mac Pool #QJ0143 6.50% 7/1/2054 <sup>(a)</sup>  | 19 | 20 |
| Freddie Mac Pool #RJ2193 5.00% 8/1/2054 <sup>(a)</sup>  | 15616 | 15564 |
| Freddie Mac Pool #RJ2194 5.00% 8/1/2054 <sup>(a)</sup>  | 13537 | 13524 |
| Freddie Mac Pool #RJ2195 5.00% 8/1/2054 <sup>(a)</sup>  | 9991 | 9930 |
| Freddie Mac Pool #RJ2241 5.00% 8/1/2054 <sup>(a)</sup>  | 6429 | 6402 |
| Freddie Mac Pool #RJ2200 5.50% 8/1/2054 <sup>(a)</sup>  | 47597 | 48173 |
| Freddie Mac Pool #RJ2206 5.50% 8/1/2054 <sup>(a)</sup>  | 29980 | 30311 |
| Freddie Mac Pool #RJ2243 5.50% 8/1/2054 <sup>(a)</sup>  | 27457 | 27777 |
| Freddie Mac Pool #SD6286 5.50% 8/1/2054 <sup>(a)</sup>  | 10627 | 10802 |
| Freddie Mac Pool #RJ2203 5.50% 8/1/2054 <sup>(a)</sup>  | 4853 | 4914 |
| Freddie Mac Pool #RJ2210 6.00% 8/1/2054 <sup>(a)</sup>  | 37641 | 38596 |
| Freddie Mac Pool #RJ2216 6.00% 8/1/2054 <sup>(a)</sup>  | 17953 | 18395 |
| Freddie Mac Pool #SD8454 6.00% 8/1/2054 <sup>(a)</sup>  | 12877 | 13170 |
| Freddie Mac Pool #QJ3296 6.00% 8/1/2054 <sup>(a)</sup>  | 5279 | 5403 |
| Freddie Mac Pool #RJ2212 6.00% 8/1/2054 <sup>(a)</sup>  | 3777 | 3897 |
| Freddie Mac Pool #SD6029 6.00% 8/1/2054 <sup>(a)</sup>  | 2420 | 2489 |
| Freddie Mac Pool #QJ1440 6.00% 8/1/2054 <sup>(a)</sup>  | 471 | 483 |
| Freddie Mac Pool #QJ1787 6.00% 8/1/2054 <sup>(a)</sup>  | 63 | 65 |
| Freddie Mac Pool #RJ2702 6.00% 8/1/2054 <sup>(a)</sup>  | 42 | 43 |
| Freddie Mac Pool #SD8455 6.50% 8/1/2054 <sup>(a)</sup>  | 44643 | 46131 |

---

The Bond Fund of America — Page 32 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Freddie Mac Pool #RJ2222 6.50% 8/1/2054 <sup>(a)</sup>  | USD39,168 | $40829 |
| Freddie Mac Pool #SD6034 6.50% 8/1/2054 <sup>(a)</sup>  | 19781 | 20620 |
| Freddie Mac Pool #RJ2247 6.50% 8/1/2054 <sup>(a)</sup>  | 14249 | 14828 |
| Freddie Mac Pool #RJ2228 6.50% 8/1/2054 <sup>(a)</sup>  | 8169 | 8463 |
| Freddie Mac Pool #SD6047 6.50% 8/1/2054 <sup>(a)</sup>  | 7181 | 7517 |
| Freddie Mac Pool #SD6035 6.50% 8/1/2054 <sup>(a)</sup>  | 2504 | 2609 |
| Freddie Mac Pool #QJ1576 6.50% 8/1/2054 <sup>(a)</sup>  | 996 | 1032 |
| Freddie Mac Pool #RJ2422 5.50% 9/1/2054 <sup>(a)</sup>  | 57873 | 58570 |
| Freddie Mac Pool #SD8462 5.50% 9/1/2054 <sup>(a)</sup>  | 51503 | 52002 |
| Freddie Mac Pool #RJ2415 5.50% 9/1/2054 <sup>(a)</sup>  | 41605 | 42341 |
| Freddie Mac Pool #RJ2408 5.50% 9/1/2054 <sup>(a)</sup>  | 37729 | 38162 |
| Freddie Mac Pool #RJ2298 5.50% 9/1/2054 <sup>(a)</sup>  | 12355 | 12488 |
| Freddie Mac Pool #QJ3044 5.50% 9/1/2054 <sup>(a)</sup>  | 11233 | 11348 |
| Freddie Mac Pool #SD6328 5.50% 9/1/2054 <sup>(a)</sup>  | 8157 | 8294 |
| Freddie Mac Pool #SD6578 6.00% 9/1/2054 <sup>(a)</sup>  | 35621 | 36738 |
| Freddie Mac Pool #RJ2314 6.00% 9/1/2054 <sup>(a)</sup>  | 8471 | 8687 |
| Freddie Mac Pool #RJ2312 6.00% 9/1/2054 <sup>(a)</sup>  | 4611 | 4746 |
| Freddie Mac Pool #RJ2308 6.00% 9/1/2054 <sup>(a)</sup>  | 4278 | 4414 |
| Freddie Mac Pool #RJ2306 6.00% 9/1/2054 <sup>(a)</sup>  | 4072 | 4211 |
| Freddie Mac Pool #RJ2309 6.00% 9/1/2054 <sup>(a)</sup>  | 2611 | 2676 |
| Freddie Mac Pool #QJ3870 6.00% 9/1/2054 <sup>(a)</sup>  | 1967 | 2013 |
| Freddie Mac Pool #SD8463 6.00% 9/1/2054 <sup>(a)</sup>  | 1589 | 1625 |
| Freddie Mac Pool #QJ3734 6.00% 9/1/2054 <sup>(a)</sup>  | 995 | 1019 |
| Freddie Mac Pool #QJ3295 6.00% 9/1/2054 <sup>(a)</sup>  | 303 | 310 |
| Freddie Mac Pool #SD6531 6.50% 9/1/2054 <sup>(a)</sup>  | 22930 | 23937 |
| Freddie Mac Pool #RJ2474 6.50% 9/1/2054 <sup>(a)</sup>  | 17478 | 18123 |
| Freddie Mac Pool #SD6271 6.50% 9/1/2054 <sup>(a)</sup>  | 17189 | 17838 |
| Freddie Mac Pool #SD6404 6.50% 9/1/2054 <sup>(a)</sup>  | 9446 | 9785 |
| Freddie Mac Pool #RJ2411 6.50% 9/1/2054 <sup>(a)</sup>  | 8484 | 8815 |
| Freddie Mac Pool #QJ4693 6.50% 9/1/2054 <sup>(a)</sup>  | 7119 | 7420 |
| Freddie Mac Pool #RJ2470 6.50% 9/1/2054 <sup>(a)</sup>  | 6017 | 6233 |
| Freddie Mac Pool #QJ3251 6.50% 9/1/2054 <sup>(a)</sup>  | 5131 | 5313 |
| Freddie Mac Pool #RJ2325 6.50% 9/1/2054 <sup>(a)</sup>  | 3487 | 3623 |
| Freddie Mac Pool #RJ2320 6.50% 9/1/2054 <sup>(a)</sup>  | 3266 | 3403 |
| Freddie Mac Pool #QJ3540 6.50% 9/1/2054 <sup>(a)</sup>  | 1243 | 1289 |
| Freddie Mac Pool #QJ6847 4.00% 10/1/2054 <sup>(a)</sup>  | 2785 | 2628 |
| Freddie Mac Pool #RJ2664 5.00% 10/1/2054 <sup>(a)</sup>  | 180 | 179 |
| Freddie Mac Pool #RJ2625 5.50% 10/1/2054 <sup>(a)</sup>  | 53764 | 54402 |
| Freddie Mac Pool #SD8469 5.50% 10/1/2054 <sup>(a)</sup>  | 38317 | 38681 |
| Freddie Mac Pool #RJ2622 5.50% 10/1/2054 <sup>(a)</sup>  | 59 | 60 |
| Freddie Mac Pool #QJ5370 6.00% 10/1/2054 <sup>(a)</sup>  | 8468 | 8712 |
| Freddie Mac Pool #QJ6718 6.00% 10/1/2054 <sup>(a)</sup>  | 983 | 1006 |
| Freddie Mac Pool #RJ3187 6.00% 10/1/2054 <sup>(a)</sup>  | 380 | 388 |
| Freddie Mac Pool #QJ5733 6.00% 10/1/2054 <sup>(a)</sup>  | 26 | 26 |
| Freddie Mac Pool #SD6733 6.50% 10/1/2054 <sup>(a)</sup>  | 42435 | 44000 |
| Freddie Mac Pool #QJ7032 6.50% 10/1/2054 <sup>(a)</sup>  | 7399 | 7655 |
| Freddie Mac Pool #QJ6336 6.50% 10/1/2054 <sup>(a)</sup>  | 250 | 260 |
| Freddie Mac Pool #RJ2850 4.50% 11/1/2054 <sup>(a)</sup>  | 21922 | 21331 |
| Freddie Mac Pool #RJ2851 4.50% 11/1/2054 <sup>(a)</sup>  | 12556 | 12194 |
| Freddie Mac Pool #RJ2860 5.00% 11/1/2054 <sup>(a)</sup>  | 19127 | 18992 |
| Freddie Mac Pool #RJ2836 5.00% 11/1/2054 <sup>(a)</sup>  | 99 | 98 |
| Freddie Mac Pool #SD8475 5.50% 11/1/2054 <sup>(a)</sup>  | 124072 | 125249 |
| Freddie Mac Pool #RJ2913 5.50% 11/1/2054 <sup>(a)</sup>  | 27315 | 27596 |
| Freddie Mac Pool #RJ2917 5.50% 11/1/2054 <sup>(a)</sup>  | 4262 | 4309 |

---

The Bond Fund of America — Page 33 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Freddie Mac Pool #QJ8904 5.50% 11/1/2054 <sup>(a)</sup>  | USD277 | $279 |
| Freddie Mac Pool #QJ8523 5.50% 11/1/2054 <sup>(a)</sup>  | 40 | 41 |
| Freddie Mac Pool #RJ2922 6.00% 11/1/2054 <sup>(a)</sup>  | 9799 | 10023 |
| Freddie Mac Pool #QJ9527 6.00% 11/1/2054 <sup>(a)</sup>  | 2157 | 2206 |
| Freddie Mac Pool #SD8476 6.00% 11/1/2054 <sup>(a)</sup>  | 34 | 35 |
| Freddie Mac Pool #RJ3163 5.00% 12/1/2054 <sup>(a)</sup>  | 50739 | 50527 |
| Freddie Mac Pool #RJ3017 5.00% 12/1/2054 <sup>(a)</sup>  | 39995 | 39747 |
| Freddie Mac Pool #RJ3012 5.00% 12/1/2054 <sup>(a)</sup>  | 18396 | 18341 |
| Freddie Mac Pool #SD8491 5.00% 12/1/2054 <sup>(a)</sup>  | 13283 | 13187 |
| Freddie Mac Pool #QX1743 5.00% 12/1/2054 <sup>(a)</sup>  | 12486 | 12425 |
| Freddie Mac Pool #QX2834 5.00% 12/1/2054 <sup>(a)</sup>  | 4130 | 4109 |
| Freddie Mac Pool #QX1754 5.50% 12/1/2054 <sup>(a)</sup>  | 21887 | 22156 |
| Freddie Mac Pool #RJ3078 5.50% 12/1/2054 <sup>(a)</sup>  | 13218 | 13434 |
| Freddie Mac Pool #SD8493 5.50% 12/1/2054 <sup>(a)</sup>  | 6591 | 6651 |
| Freddie Mac Pool #QX0376 5.50% 12/1/2054 <sup>(a)</sup>  | 898 | 909 |
| Freddie Mac Pool #QJ9949 6.00% 12/1/2054 <sup>(a)</sup>  | 2822 | 2887 |
| Freddie Mac Pool #QX0553 6.00% 12/1/2054 <sup>(a)</sup>  | 2284 | 2335 |
| Freddie Mac Pool #QX1881 6.00% 12/1/2054 <sup>(a)</sup>  | 2274 | 2333 |
| Freddie Mac Pool #QX2195 6.00% 12/1/2054 <sup>(a)</sup>  | 987 | 1010 |
| Freddie Mac Pool #QX1463 6.00% 12/1/2054 <sup>(a)</sup>  | 511 | 522 |
| Freddie Mac Pool #RJ3291 5.50% 1/1/2055 <sup>(a)</sup>  | 28912 | 29275 |
| Freddie Mac Pool #SD8494 5.50% 1/1/2055 <sup>(a)</sup>  | 19838 | 20020 |
| Freddie Mac Pool #QX2812 5.50% 1/1/2055 <sup>(a)</sup>  | 9141 | 9256 |
| Freddie Mac Pool #RJ3240 6.00% 1/1/2055 <sup>(a)</sup>  | 43554 | 44857 |
| Freddie Mac Pool #SD8496 6.00% 1/1/2055 <sup>(a)</sup>  | 26360 | 26959 |
| Freddie Mac Pool #RJ3301 6.00% 1/1/2055 <sup>(a)</sup>  | 18368 | 18951 |
| Freddie Mac Pool #RJ3305 6.00% 1/1/2055 <sup>(a)</sup>  | 13056 | 13442 |
| Freddie Mac Pool #QX4065 6.00% 1/1/2055 <sup>(a)</sup>  | 4998 | 5112 |
| Freddie Mac Pool #QX2593 6.00% 1/1/2055 <sup>(a)</sup>  | 2849 | 2915 |
| Freddie Mac Pool #QX3511 6.00% 1/1/2055 <sup>(a)</sup>  | 2464 | 2519 |
| Freddie Mac Pool #SD8503 4.00% 2/1/2055 <sup>(a)</sup>  | 3630 | 3424 |
| Freddie Mac Pool #RJ3264 4.50% 2/1/2055 <sup>(a)</sup>  | 19060 | 18503 |
| Freddie Mac Pool #SD8505 5.00% 2/1/2055 <sup>(a)</sup>  | 12436 | 12346 |
| Freddie Mac Pool #SD8506 5.50% 2/1/2055 <sup>(a)</sup>  | 50796 | 51262 |
| Freddie Mac Pool #SD8507 6.00% 2/1/2055 <sup>(a)</sup>  | 46596 | 47674 |
| Freddie Mac Pool #SL0797 6.00% 2/1/2055 <sup>(a)</sup>  | 14632 | 15097 |
| Freddie Mac Pool #RJ4076 6.00% 2/1/2055 <sup>(a)</sup>  | 701 | 717 |
| Freddie Mac Pool #QX5000 6.00% 2/1/2055 <sup>(a)</sup>  | 673 | 688 |
| Freddie Mac Pool #QX6204 6.00% 2/1/2055 <sup>(a)</sup>  | 503 | 515 |
| Freddie Mac Pool #QX5276 6.00% 2/1/2055 <sup>(a)</sup>  | 175 | 179 |
| Freddie Mac Pool #QX6717 6.00% 2/1/2055 <sup>(a)</sup>  | 37 | 38 |
| Freddie Mac Pool #QX6698 6.50% 2/1/2055 <sup>(a)</sup>  | 2968 | 3085 |
| Freddie Mac Pool #SD8512 4.00% 3/1/2055 <sup>(a)</sup>  | 1670 | 1575 |
| Freddie Mac Pool #SD8515 5.50% 3/1/2055 <sup>(a)</sup>  | 1300 | 1312 |
| Freddie Mac Pool #SD8516 6.00% 3/1/2055 <sup>(a)</sup>  | 39968 | 40877 |
| Freddie Mac Pool #QX8129 6.00% 3/1/2055 <sup>(a)</sup>  | 1298 | 1328 |
| Freddie Mac Pool #QX9923 6.00% 3/1/2055 <sup>(a)</sup>  | 997 | 1031 |
| Freddie Mac Pool #QX9674 6.00% 3/1/2055 <sup>(a)</sup>  | 921 | 942 |
| Freddie Mac Pool #SL0924 6.00% 3/1/2055 <sup>(a)</sup>  | 494 | 506 |
| Freddie Mac Pool #QX8824 6.00% 3/1/2055 <sup>(a)</sup>  | 32 | 33 |
| Freddie Mac Pool #SD8517 6.50% 3/1/2055 <sup>(a)</sup>  | 51700 | 53477 |
| Freddie Mac Pool #QX8778 6.50% 3/1/2055 <sup>(a)</sup>  | 3495 | 3653 |
| Freddie Mac Pool #QX9148 6.50% 3/1/2055 <sup>(a)</sup>  | 2910 | 3035 |
| Freddie Mac Pool #QX9677 6.50% 3/1/2055 <sup>(a)</sup>  | 1229 | 1272 |

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The Bond Fund of America — Page 34 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Freddie Mac Pool #QX8785 6.50% 3/1/2055 <sup>(a)</sup>  | USD590 | $614 |
| Freddie Mac Pool #SD8521 4.00% 4/1/2055 <sup>(a)</sup>  | 26871 | 25342 |
| Freddie Mac Pool #QY0231 4.00% 4/1/2055 <sup>(a)</sup>  | 715 | 674 |
| Freddie Mac Pool #SL1094 5.00% 4/1/2055 <sup>(a)</sup>  | 6869 | 6826 |
| Freddie Mac Pool #SD8525 6.00% 4/1/2055 <sup>(a)</sup>  | 65765 | 67245 |
| Freddie Mac Pool #SL0796 6.00% 4/1/2055 <sup>(a)</sup>  | 14265 | 14592 |
| Freddie Mac Pool #QY0860 6.00% 4/1/2055 <sup>(a)</sup>  | 10941 | 11191 |
| Freddie Mac Pool #SL1416 6.00% 4/1/2055 <sup>(a)</sup>  | 4716 | 4825 |
| Freddie Mac Pool #SL1413 6.00% 4/1/2055 <sup>(a)</sup>  | 3049 | 3121 |
| Freddie Mac Pool #QY3388 6.00% 4/1/2055 <sup>(a)</sup>  | 1938 | 1987 |
| Freddie Mac Pool #QY1235 6.00% 4/1/2055 <sup>(a)</sup>  | 1267 | 1296 |
| Freddie Mac Pool #QY0320 6.00% 4/1/2055 <sup>(a)</sup>  | 776 | 802 |
| Freddie Mac Pool #QY0962 6.00% 4/1/2055 <sup>(a)</sup>  | 649 | 664 |
| Freddie Mac Pool #QY1065 6.00% 4/1/2055 <sup>(a)</sup>  | 595 | 609 |
| Freddie Mac Pool #QY1233 6.00% 4/1/2055 <sup>(a)</sup>  | 556 | 569 |
| Freddie Mac Pool #QY1288 6.00% 4/1/2055 <sup>(a)</sup>  | 540 | 552 |
| Freddie Mac Pool #QY0266 6.00% 4/1/2055 <sup>(a)</sup>  | 88 | 90 |
| Freddie Mac Pool #QX9257 6.00% 4/1/2055 <sup>(a)</sup>  | 48 | 49 |
| Freddie Mac Pool #QY2903 4.00% 5/1/2055 <sup>(a)</sup>  | 2924 | 2758 |
| Freddie Mac Pool #SD8532 5.00% 5/1/2055 <sup>(a)</sup>  | 6485 | 6436 |
| Freddie Mac Pool #SD8533 5.50% 5/1/2055 <sup>(a)</sup>  | 88239 | 89027 |
| Freddie Mac Pool #RQ0022 5.50% 5/1/2055 <sup>(a)</sup>  | 11278 | 11378 |
| Freddie Mac Pool #SD8534 6.00% 5/1/2055 <sup>(a)</sup>  | 34014 | 34772 |
| Freddie Mac Pool #RJ4529 6.00% 5/1/2055 <sup>(a)</sup>  | 5810 | 5943 |
| Freddie Mac Pool #QY5512 6.00% 5/1/2055 <sup>(a)</sup>  | 1996 | 2042 |
| Freddie Mac Pool #SL1138 6.00% 5/1/2055 <sup>(a)</sup>  | 1523 | 1557 |
| Freddie Mac Pool #SL1137 6.00% 5/1/2055 <sup>(a)</sup>  | 1384 | 1415 |
| Freddie Mac Pool #QY3449 6.00% 5/1/2055 <sup>(a)</sup>  | 1053 | 1077 |
| Freddie Mac Pool #QY3446 6.00% 5/1/2055 <sup>(a)</sup>  | 998 | 1021 |
| Freddie Mac Pool #QY1975 6.00% 5/1/2055 <sup>(a)</sup>  | 715 | 733 |
| Freddie Mac Pool #RQ0012 5.00% 6/1/2055 <sup>(a)</sup>  | 7924 | 7865 |
| Freddie Mac Pool #RQ0013 5.50% 6/1/2055 <sup>(a)</sup>  | 90665 | 91474 |
| Freddie Mac Pool #QY6174 6.00% 6/1/2055 <sup>(a)</sup>  | 2993 | 3062 |
| Freddie Mac Pool #RQ0026 5.00% 7/1/2055 <sup>(a)</sup>  | 2707 | 2687 |
| Freddie Mac Pool #RQ0027 5.50% 7/1/2055 <sup>(a)</sup>  | 89098 | 89893 |
| Freddie Mac Pool #RQ0028 6.00% 7/1/2055 <sup>(a)</sup>  | 424238 | 433693 |
| Freddie Mac Pool #QY8509 6.00% 7/1/2055 <sup>(a)</sup>  | 13941 | 14261 |
| Freddie Mac Pool #QY7483 6.00% 7/1/2055 <sup>(a)</sup>  | 11691 | 11966 |
| Freddie Mac Pool #QY7784 6.00% 7/1/2055 <sup>(a)</sup>  | 9774 | 9998 |
| Freddie Mac Pool #QY8512 6.00% 7/1/2055 <sup>(a)</sup>  | 456 | 467 |
| Freddie Mac Pool #QY8178 6.00% 7/1/2055 <sup>(a)</sup>  | 26 | 26 |
| Freddie Mac Pool #RQ0040 5.50% 8/1/2055 <sup>(a)</sup>  | 4970 | 5014 |
| Freddie Mac Pool #RQ0041 6.00% 8/1/2055 <sup>(a)</sup>  | 80910 | 82713 |
| Freddie Mac Pool #RQ0050 6.00% 9/1/2055 <sup>(a)</sup>  | 33825 | 34579 |
| Freddie Mac Pool #RQ0056 5.50% 10/1/2055 <sup>(a)</sup>  | 16468 | 16615 |
| Freddie Mac, Series K-517, Class A2, 5.355% 1/25/2029 <sup>(a)(c)</sup>  | 9918 | 10321 |
| Freddie Mac, Series 2122, Class QM, 6.25% 2/15/2029 <sup>(a)</sup>  | 91 | 92 |
| Freddie Mac, Series K749, Class AM, 2.12% 6/25/2029 <sup>(a)</sup>  | 2069 | 1940 |
| Freddie Mac, Series K127, Class A2, 2.108% 1/25/2031 <sup>(a)</sup>  | 1000 | 906 |
| Freddie Mac, Series K142, Class A2, 2.40% 3/25/2032 <sup>(a)</sup>  | 7924 | 7128 |
| Freddie Mac, Series 3257, Class PA, 5.50% 12/15/2036 <sup>(a)</sup>  | 1561 | 1626 |
| Freddie Mac, Series 3286, Class JN, 5.50% 2/15/2037 <sup>(a)</sup>  | 1106 | 1148 |
| Freddie Mac, Series 3318, Class JT, 5.50% 5/15/2037 <sup>(a)</sup>  | 664 | 689 |
| Freddie Mac, Series K060, Class A2, Multi Family, 3.30% 10/25/2026 <sup>(a)</sup>  | 400 | 397 |

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The Bond Fund of America — Page 35 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Freddie Mac, Series K742, Class A2, Multi Family, 1.76% 3/25/2028 <sup>(a)</sup>  | USD3,000 | $2855 |
| Freddie Mac, Series K079, Class A2, Multi Family, 3.926% 6/25/2028 <sup>(a)</sup>  | 172 | 172 |
| Freddie Mac, Series K082, Class A2, Multi Family, 3.92% 9/25/2028 <sup>(a)(c)</sup>  | 1680 | 1680 |
| Freddie Mac, Series K516, Class A2, Multi Family, 5.477% 1/25/2029 <sup>(a)</sup>  | 14962 | 15563 |
| Freddie Mac, Series K749, Class A2, Multi Family, 2.12% 6/25/2029 <sup>(a)</sup>  | 2113 | 1995 |
| Freddie Mac, Series K101, Class A2, Multi Family, 2.524% 10/25/2029 <sup>(a)</sup>  | 62 | 59 |
| Freddie Mac, Series K105, Class A2, Multi Family, 1.872% 1/25/2030 <sup>(a)</sup>  | 23 | 21 |
| Freddie Mac, Series K751, Class A2, Multi Family, 4.412% 3/25/2030 <sup>(a)</sup>  | 116127 | 117701 |
| Freddie Mac, Series K144, Class A2, Multi Family, 2.45% 4/25/2032 <sup>(a)</sup>  | 7501 | 6749 |
| Freddie Mac, Series K143, Class A2, Multi Family, 2.35% 6/25/2032 <sup>(a)</sup>  | 7984 | 7155 |
| Freddie Mac, Series K144, Class AM, Multi Family, 2.45% 7/25/2032 <sup>(a)</sup>  | 5000 | 4479 |
| Freddie Mac, Series K144, Class A2, Multi Family, 2.45% 7/25/2032 <sup>(a)</sup>  | 3551 | 3195 |
| Freddie Mac, Series K156, Class A2, Multi Family, 4.43% 2/25/2033 <sup>(a)(c)</sup>  | 24842 | 25043 |
| Freddie Mac, Series 3147, Class OD, principal only, 0% 4/15/2036 <sup>(a)</sup>  | 175 | 160 |
| Freddie Mac, Series 3136, Class OP, principal only, 0% 4/15/2036 <sup>(a)</sup>  | 173 | 141 |
| Freddie Mac, Series 3156, Class PO, principal only, 0% 5/15/2036 <sup>(a)</sup>  | 584 | 514 |
| Freddie Mac, Series 3149, Class MO, principal only, 0% 5/15/2036 <sup>(a)</sup>  | 51 | 46 |
| Freddie Mac, Series 3149, Class AO, principal only, 0% 5/15/2036 <sup>(a)</sup>  | 45 | 39 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-1, Class HA, 3.00% 1/25/2056 <sup>(a)</sup>  | 18903 | 17815 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-1, Class MA, 3.00% 1/25/2056 <sup>(a)</sup>  | 2763 | 2598 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-3, Class MT, 3.00% 7/25/2056 <sup>(a)</sup>  | 4909 | 4305 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-3, Class HA, 3.25% 7/25/2056 <sup>(a)(c)</sup>  | 7776 | 7404 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-3, Class HT, 3.25% 7/25/2056 <sup>(a)</sup>  | 984 | 874 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-2, Class MA, 3.00% 8/25/2056 <sup>(a)</sup>  | 23461 | 22138 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-2, Class HA, 3.00% 8/25/2056 <sup>(a)(c)</sup>  | 22037 | 20691 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2018-1, Class HT, 3.00% 5/25/2057 <sup>(a)</sup>  | 5161 | 4427 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-4, Class HT, 3.25% 6/25/2057 <sup>(a)(c)</sup>  | 7290 | 6607 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-4, Class MT, 3.50% 6/25/2057 <sup>(a)</sup>  | 4527 | 4129 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2017-4, Class M45T, 4.50% 6/25/2057 <sup>(a)</sup>  | 3807 | 3681 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2018-3, Class MA, 3.50% 8/25/2057 <sup>(a)(c)</sup>  | 32790 | 31965 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2018-2, Class MT, 3.50% 11/25/2057 <sup>(a)</sup>  | 7509 | 6744 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-1, Class MT, 3.50% 7/25/2058 <sup>(a)</sup>  | 2541 | 2281 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-1, Class MA, 3.50% 7/25/2058 <sup>(a)</sup>  | 938 | 911 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-2, Class MT, 3.50% 8/25/2058 <sup>(a)</sup>  | 2136 | 1909 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-2, Class MA, 3.50% 8/26/2058 <sup>(a)</sup>  | 15876 | 15349 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-3, Class MT, 3.50% 10/25/2058 <sup>(a)</sup>  | 1305 | 1171 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-3, Class MA, 3.50% 10/25/2058 <sup>(a)</sup>  | 378 | 368 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2019-4, Class MA, 3.00% 2/25/2059 <sup>(a)</sup>  | 70329 | 65210 |
| Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2024-2, Class MT, 3.50% 5/25/2064 <sup>(a)</sup>  | 35528 | 31161 |
| Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2018-1, Class A1, 3.50% 6/25/2028 <sup>(a)</sup>  | 13673 | 13387 |
| Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2018-2, Class A1, 3.50% 11/25/2028 <sup>(a)</sup>  | 10861 | 10640 |
| Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2019-2, Class A1C, 2.75% 9/25/2029 <sup>(a)</sup>  | 38805 | 37101 |
| Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2019-3, Class A1C, 2.75% 11/25/2029 <sup>(a)</sup>  | 19225 | 18358 |
| Freddie Mac Seasoned Loan Structured Transaction Trust, Series 2022-1, Class A1, 3.50% 5/25/2032 <sup>(a)</sup>  | 27199 | 26390 |
| Government National Mortgage Assn. 2.50% 10/1/2055 <sup>(a)(e)</sup>  | 20156 | 17356 |
| Government National Mortgage Assn. 3.50% 10/1/2055 <sup>(a)(e)</sup>  | 16712 | 15240 |
| Government National Mortgage Assn. 5.50% 10/1/2055 <sup>(a)(e)</sup>  | 28458 | 28674 |
| Government National Mortgage Assn. Pool #MA0908 2.50% 4/20/2028 <sup>(a)</sup>  | 172 | 169 |
| Government National Mortgage Assn. Pool #AB3820 5.00% 12/20/2035 <sup>(a)</sup>  | 143 | 143 |
| Government National Mortgage Assn. Pool #AB3819 5.00% 12/20/2039 <sup>(a)</sup>  | 247 | 247 |
| Government National Mortgage Assn. Pool #004636 4.50% 2/20/2040 <sup>(a)</sup>  | 621 | 625 |
| Government National Mortgage Assn. Pool #783689 5.50% 2/20/2040 <sup>(a)</sup>  | 993 | 1027 |
| Government National Mortgage Assn. Pool #AB3818 4.50% 6/20/2041 <sup>(a)</sup>  | 58 | 57 |
| Government National Mortgage Assn. Pool #783688 5.00% 6/20/2041 <sup>(a)</sup>  | 903 | 920 |

---

The Bond Fund of America — Page 36 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Government National Mortgage Assn. Pool #AC2886 4.50% 8/20/2041 <sup>(a)</sup>  | USD434 | $426 |
| Government National Mortgage Assn. Pool #AB3664 4.50% 8/20/2041 <sup>(a)</sup>  | 96 | 94 |
| Government National Mortgage Assn. Pool #783687 4.50% 12/20/2041 <sup>(a)</sup>  | 2895 | 2852 |
| Government National Mortgage Assn. Pool #754353 3.50% 4/20/2042 <sup>(a)</sup>  | 226 | 207 |
| Government National Mortgage Assn. Pool #AD7620 3.50% 3/20/2043 <sup>(a)</sup>  | 732 | 668 |
| Government National Mortgage Assn. Pool #BC1530 3.00% 8/20/2047 <sup>(a)</sup>  | 2802 | 2518 |
| Government National Mortgage Assn. Pool #BC1565 3.00% 8/20/2047 <sup>(a)</sup>  | 1065 | 957 |
| Government National Mortgage Assn. Pool #MA5019 3.50% 2/20/2048 <sup>(a)</sup>  | 189 | 175 |
| Government National Mortgage Assn. Pool #MA5263 3.50% 6/20/2048 <sup>(a)</sup>  | 1493 | 1387 |
| Government National Mortgage Assn. Pool #MA5332 5.00% 7/20/2048 <sup>(a)</sup>  | 28 | 29 |
| Government National Mortgage Assn. Pool #MA5527 3.50% 10/20/2048 <sup>(a)</sup>  | 1175 | 1089 |
| Government National Mortgage Assn. Pool #MA5594 3.50% 11/20/2048 <sup>(a)</sup>  | 1857 | 1720 |
| Government National Mortgage Assn. Pool #MA5652 4.50% 12/20/2048 <sup>(a)</sup>  | 1623 | 1603 |
| Government National Mortgage Assn. Pool #MA5754 4.50% 2/20/2049 <sup>(a)</sup>  | 25 | 24 |
| Government National Mortgage Assn. Pool #MA5755 5.00% 2/20/2049 <sup>(a)</sup>  | 115 | 114 |
| Government National Mortgage Assn. Pool #MA5817 4.00% 3/20/2049 <sup>(a)</sup>  | 8211 | 7842 |
| Government National Mortgage Assn. Pool #MA5818 4.50% 3/20/2049 <sup>(a)</sup>  | 1422 | 1409 |
| Government National Mortgage Assn. Pool #MA6041 4.50% 7/20/2049 <sup>(a)</sup>  | 232 | 229 |
| Government National Mortgage Assn. Pool #MA6042 5.00% 7/20/2049 <sup>(a)</sup>  | 56 | 56 |
| Government National Mortgage Assn. Pool #MA6156 4.50% 9/20/2049 <sup>(a)</sup>  | 1392 | 1370 |
| Government National Mortgage Assn. Pool #MA6600 3.50% 4/20/2050 <sup>(a)</sup>  | 52926 | 48737 |
| Government National Mortgage Assn. Pool #MA6602 4.50% 4/20/2050 <sup>(a)</sup>  | 349 | 344 |
| Government National Mortgage Assn. Pool #MA6994 2.00% 11/20/2050 <sup>(a)</sup>  | 13696 | 11337 |
| Government National Mortgage Assn. Pool #BZ3978 2.50% 11/20/2050 <sup>(a)</sup>  | 1280 | 1100 |
| Government National Mortgage Assn. Pool #MA7051 2.00% 12/20/2050 <sup>(a)</sup>  | 19547 | 16175 |
| Government National Mortgage Assn. Pool #MA7259 4.50% 3/20/2051 <sup>(a)</sup>  | 16316 | 16150 |
| Government National Mortgage Assn. Pool #785607 2.50% 8/20/2051 <sup>(a)</sup>  | 41695 | 35630 |
| Government National Mortgage Assn. Pool #785575 2.50% 8/20/2051 <sup>(a)</sup>  | 26808 | 22851 |
| Government National Mortgage Assn. Pool #785659 2.50% 10/20/2051 <sup>(a)</sup>  | 30919 | 26421 |
| Government National Mortgage Assn. Pool #786706 2.50% 12/20/2051 <sup>(a)</sup>  | 8364 | 7132 |
| Government National Mortgage Assn. Pool #785847 2.50% 1/20/2052 <sup>(a)</sup>  | 29637 | 25326 |
| Government National Mortgage Assn. Pool #MA7827 2.50% 1/20/2052 <sup>(a)</sup>  | 8552 | 7371 |
| Government National Mortgage Assn. Pool #MA7881 2.50% 2/20/2052 <sup>(a)</sup>  | 9890 | 8535 |
| Government National Mortgage Assn. Pool #786502 2.50% 2/20/2052 <sup>(a)</sup>  | 1548 | 1331 |
| Government National Mortgage Assn. Pool #MA7936 2.50% 3/20/2052 <sup>(a)</sup>  | 6100 | 5258 |
| Government National Mortgage Assn. Pool #785998 2.50% 3/20/2052 <sup>(a)</sup>  | 2746 | 2350 |
| Government National Mortgage Assn. Pool #786701 2.50% 3/20/2052 <sup>(a)</sup>  | 486 | 419 |
| Government National Mortgage Assn. Pool #786647 2.50% 3/20/2052 <sup>(a)</sup>  | 86 | 74 |
| Government National Mortgage Assn. Pool #MA7937 3.00% 3/20/2052 <sup>(a)</sup>  | 17852 | 15954 |
| Government National Mortgage Assn. Pool #MA7987 2.50% 4/20/2052 <sup>(a)</sup>  | 987 | 850 |
| Government National Mortgage Assn. Pool #MA7988 3.00% 4/20/2052 <sup>(a)</sup>  | 13508 | 12072 |
| Government National Mortgage Assn. Pool #MA8044 3.50% 5/20/2052 <sup>(a)</sup>  | 33097 | 30464 |
| Government National Mortgage Assn. Pool #MA8099 3.50% 6/20/2052 <sup>(a)</sup>  | 5062 | 4639 |
| Government National Mortgage Assn. Pool #MA8147 2.50% 7/20/2052 <sup>(a)</sup>  | 699 | 603 |
| Government National Mortgage Assn. Pool #MA8148 3.00% 7/20/2052 <sup>(a)</sup>  | 34509 | 30876 |
| Government National Mortgage Assn. Pool #MA8199 3.50% 8/20/2052 <sup>(a)</sup>  | 6392 | 5854 |
| Government National Mortgage Assn. Pool #MA8266 3.50% 9/20/2052 <sup>(a)</sup>  | 137266 | 125737 |
| Government National Mortgage Assn. Pool #MA8267 4.00% 9/20/2052 <sup>(a)</sup>  | 43726 | 41451 |
| Government National Mortgage Assn. Pool #MA8346 4.00% 10/20/2052 <sup>(a)</sup>  | 54289 | 51542 |
| Government National Mortgage Assn. Pool #MA8425 3.50% 11/20/2052 <sup>(a)</sup>  | 3466 | 3174 |
| Government National Mortgage Assn. Pool #MA8426 4.00% 11/20/2052 <sup>(a)</sup>  | 1706 | 1623 |
| Government National Mortgage Assn. Pool #MA8487 3.50% 12/20/2052 <sup>(a)</sup>  | 28 | 26 |
| Government National Mortgage Assn. Pool #MA8488 4.00% 12/20/2052 <sup>(a)</sup>  | 1044 | 990 |
| Government National Mortgage Assn. Pool #MA8567 4.00% 1/20/2053 <sup>(a)</sup>  | 27154 | 25800 |

---

The Bond Fund of America — Page 37 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Government National Mortgage Assn. Pool #MA8723 4.00% 3/20/2053 <sup>(a)</sup>  | USD17,665 | $16762 |
| Government National Mortgage Assn. Pool #MA8799 4.50% 4/20/2053 <sup>(a)</sup>  | 170924 | 166669 |
| Government National Mortgage Assn. Pool #MA8800 5.00% 4/20/2053 <sup>(a)</sup>  | 3574 | 3573 |
| Government National Mortgage Assn. Pool #MA8878 5.00% 5/20/2053 <sup>(a)</sup>  | 8481 | 8471 |
| Government National Mortgage Assn. Pool #MA8947 5.00% 6/20/2053 <sup>(a)</sup>  | 2754 | 2754 |
| Government National Mortgage Assn. Pool #MA9015 4.50% 7/20/2053 <sup>(a)</sup>  | 139764 | 136219 |
| Government National Mortgage Assn. Pool #MA9016 5.00% 7/20/2053 <sup>(a)</sup>  | 28707 | 28647 |
| Government National Mortgage Assn. Pool #MA9104 4.50% 8/20/2053 <sup>(a)</sup>  | 48533 | 47235 |
| Government National Mortgage Assn. Pool #MA9169 4.50% 9/20/2053 <sup>(a)</sup>  | 74133 | 72116 |
| Government National Mortgage Assn. Pool #MA9170 5.00% 9/20/2053 <sup>(a)</sup>  | 40185 | 40068 |
| Government National Mortgage Assn. Pool #MA9240 5.00% 10/20/2053 <sup>(a)</sup>  | 2432 | 2431 |
| Government National Mortgage Assn. Pool #MA9776 4.00% 7/20/2054 <sup>(a)</sup>  | 14254 | 13486 |
| Government National Mortgage Assn. Pool #MA9961 3.50% 10/20/2054 <sup>(a)</sup>  | 561 | 512 |
| Government National Mortgage Assn. Pool #MB0024 4.50% 11/20/2054 <sup>(a)</sup>  | 168611 | 163709 |
| Government National Mortgage Assn. Pool #MB0147 5.50% 1/20/2055 <sup>(a)</sup>  | 23778 | 23981 |
| Government National Mortgage Assn. Pool #MB0205 5.50% 2/20/2055 <sup>(a)</sup>  | 2581 | 2603 |
| Government National Mortgage Assn. Pool #MB0424 5.50% 6/20/2055 <sup>(a)</sup>  | 29917 | 30172 |
| Government National Mortgage Assn. Pool #MB0485 5.50% 7/20/2055 <sup>(a)</sup>  | 17200 | 17352 |
| Government National Mortgage Assn. Pool #694836 5.683% 9/20/2059 <sup>(a)</sup>  | —<br> <sup>(b)</sup><br>| — <br><sup>(b)</sup><br>|
| Government National Mortgage Assn. Pool #721648 5.05% 4/20/2061 <sup>(a)</sup>  | 3 | 3 |
| Government National Mortgage Assn. Pool #725876 4.882% 9/20/2061 <sup>(a)</sup>  | —<br> <sup>(b)</sup><br>| — <br><sup>(b)</sup><br>|
| Government National Mortgage Assn. Pool #710085 4.94% 9/20/2061 <sup>(a)</sup>  | 2 | 2 |
| Government National Mortgage Assn. Pool #725879 4.888% 10/20/2061 <sup>(a)</sup>  | 1 | 1 |
| Government National Mortgage Assn. Pool #AC1008 4.694% 10/20/2063 <sup>(a)</sup>  | —<br> <sup>(b)</sup><br>| — <br><sup>(b)</sup><br>|
| Government National Mortgage Assn. Pool #776095 4.737% 2/20/2064 <sup>(a)</sup>  | —<br> <sup>(b)</sup><br>| — <br><sup>(b)</sup><br>|
| Government National Mortgage Assn. Pool #725893 5.20% 9/20/2064 <sup>(a)</sup>  | —<br> <sup>(b)</sup><br>| — <br><sup>(b)</sup><br>|
| Government National Mortgage Assn. Pool #AG8238 4.887% 12/20/2064 <sup>(a)</sup>  | 2 | 2 |
| Government National Mortgage Assn. Pool #AE9612 4.738% 1/20/2065 <sup>(a)</sup>  | 1 | 1 |
| Government National Mortgage Assn., Series 2021-2, Class AH, 1.50% 6/16/2063 <sup>(a)</sup>  | 11383 | 8477 |
| Uniform Mortgage-Backed Security 2.00% 10/1/2040 <sup>(a)(e)</sup>  | 35735 | 32851 |
| Uniform Mortgage-Backed Security 2.50% 10/1/2040 <sup>(a)(e)</sup>  | 17785 | 16732 |
| Uniform Mortgage-Backed Security 3.50% 10/1/2040 <sup>(a)(e)</sup>  | 37000 | 35851 |
| Uniform Mortgage-Backed Security 4.00% 10/1/2040 <sup>(a)(e)</sup>  | 13141 | 12925 |
| Uniform Mortgage-Backed Security 2.00% 11/1/2040 <sup>(a)(e)</sup>  | 6265 | 5764 |
| Uniform Mortgage-Backed Security 2.50% 11/1/2040 <sup>(a)(e)</sup>  | 4644 | 4371 |
| Uniform Mortgage-Backed Security 4.00% 11/1/2040 <sup>(a)(e)</sup>  | 15859 | 15594 |
| Uniform Mortgage-Backed Security 2.00% 10/1/2055 <sup>(a)(e)</sup>  | 28971 | 23357 |
| Uniform Mortgage-Backed Security 2.50% 10/1/2055 <sup>(a)(e)</sup>  | 145087 | 122258 |
| Uniform Mortgage-Backed Security 3.50% 10/1/2055 <sup>(a)(e)</sup>  | 297382 | 271735 |
| Uniform Mortgage-Backed Security 4.00% 10/1/2055 <sup>(a)(e)</sup>  | 67776 | 63886 |
| Uniform Mortgage-Backed Security 4.50% 10/1/2055 <sup>(a)(e)</sup>  | 227469 | 220666 |
| Uniform Mortgage-Backed Security 5.50% 10/1/2055 <sup>(a)(e)</sup>  | 126074 | 127132 |
| Uniform Mortgage-Backed Security 6.00% 10/1/2055 <sup>(a)(e)</sup>  | 136281 | 139244 |
| Uniform Mortgage-Backed Security 6.50% 10/1/2055 <sup>(a)(e)</sup>  | 179416 | 185434 |
| Uniform Mortgage-Backed Security 7.00% 10/1/2055 <sup>(a)(e)</sup>  | 447600 | 468237 |
| Uniform Mortgage-Backed Security 2.00% 11/1/2055 <sup>(a)(e)</sup>  | 311287 | 250982 |
| Uniform Mortgage-Backed Security 2.50% 11/1/2055 <sup>(a)(e)</sup>  | 1206988 | 1017259 |
| Uniform Mortgage-Backed Security 3.00% 11/1/2055 <sup>(a)(e)</sup>  | 117000 | 102791 |
| Uniform Mortgage-Backed Security 3.50% 11/1/2055 <sup>(a)(e)</sup>  | 477091 | 435814 |
| Uniform Mortgage-Backed Security 4.00% 11/1/2055 <sup>(a)(e)</sup>  | 170127 | 160321 |
| Uniform Mortgage-Backed Security 5.50% 11/1/2055 <sup>(a)(e)</sup>  | 142759 | 143851 |

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The Bond Fund of America — Page 38 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Federal agency mortgage-backed obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Uniform Mortgage-Backed Security 6.00% 11/1/2055 <sup>(a)(e)</sup>  | USD42,898 | $43819 |
| Uniform Mortgage-Backed Security 6.50% 11/1/2055 <sup>(a)(e)</sup>  | 756755 | 782580 |
|  |  | 26630419 |
| **Commercial mortgage-backed securities 2.69%** |  |  |
| ALA Trust, Series 2025-OANA, Class A, (1-month USD CME Term SOFR + 1.743%) 5.894% 6/15/2040 <sup>(a)(c)(d)</sup>  | 39600 | 39864 |
| AMSR Trust, Series 2025-SFR2, Class A, 4.357% 11/17/2030 (4.275% on 12/1/2025) <sup>(a)(d)(f)</sup>  | 27116 | 26788 |
| AMSR Trust, Series 2021-SFR3, Class A, 1.476% 10/17/2038 <sup>(a)(d)</sup>  | 3963 | 3847 |
| AMSR Trust, Series 2023-SFR2, Class A, 3.95% 6/17/2040 <sup>(a)(d)</sup>  | 914 | 904 |
| AMSR Trust, Series 2025-SFR1, Class A, 3.655% 6/17/2042 <sup>(a)(d)</sup>  | 22113 | 21279 |
| AMSR Trust, Series 2025-SFR1, Class C, 3.655% 6/17/2042 <sup>(a)(d)</sup>  | 3803 | 3585 |
| AMSR Trust, Series 2025-SFR1, Class D, 3.655% 6/17/2042 <sup>(a)(d)</sup>  | 3833 | 3583 |
| AMSR Trust, Series 2025-SFR1, Class B, 3.655% 6/17/2042 <sup>(a)(d)</sup>  | 3366 | 3206 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ARES Commercial Mortgage Trust, Series 24-IND, Class A, (1-month USD CME Term SOFR + 1.69%) 5.842% <br> 7/15/2041 <sup>(a)(c)(d)</sup>  | 5594 | 5616 |
| Atrium Hotel Portfolio Trust, Series 2024-ATRM, Class A, 5.409% 11/10/2029 <sup>(a)(c)(d)</sup>  | 11688 | 11927 |
| Atrium Hotel Portfolio Trust, Series 2024-ATRM, Class B, 5.894% 11/10/2029 <sup>(a)(c)(d)</sup>  | 21250 | 21720 |
| Atrium Hotel Portfolio Trust, Series 2024-ATRM, Class C, 6.377% 11/10/2029 <sup>(a)(c)(d)</sup>  | 20000 | 20277 |
| Atrium Hotel Portfolio Trust, Series 2024-ATRM, Class D, 7.679% 11/10/2029 <sup>(a)(c)(d)</sup>  | 26562 | 27082 |
| Banc of America Commercial Mortgage, Inc., Series 2015-UBS7, Class A4, 3.705% 9/15/2048 <sup>(a)</sup>  | 176 | 176 |
| Banc of America Commercial Mortgage, Inc., Series 2017-BNK3, Class A4, 3.574% 2/15/2050 <sup>(a)</sup>  | 115 | 114 |
| Bank Commercial Mortgage Trust, Series 2024-BNK48, Class AS, 5.355% 10/15/2034 <sup>(a)(c)</sup>  | 9574 | 9696 |
| Bank Commercial Mortgage Trust, Series 2017-BNK4, Class A3, 3.362% 5/15/2050 <sup>(a)</sup>  | 1639 | 1622 |
| Bank Commercial Mortgage Trust, Series 2017-BNK4, Class A4, 3.625% 5/15/2050 <sup>(a)</sup>  | 1660 | 1642 |
| Bank Commercial Mortgage Trust, Series 2019-BN16, Class A4, 4.005% 2/15/2052 <sup>(a)</sup>  | 3920 | 3874 |
| Bank Commercial Mortgage Trust, Series 2019-BN17, Class A4, 3.714% 4/15/2052 <sup>(a)</sup>  | 255 | 250 |
| Bank Commercial Mortgage Trust, Series 2017-BNK9, Class A4, 3.538% 11/15/2054 <sup>(a)</sup>  | 135 | 132 |
| Bank Commercial Mortgage Trust, Series 2022-BNK43, Class A5, 4.399% 8/15/2055 <sup>(a)</sup>  | 450 | 442 |
| Bank Commercial Mortgage Trust, Series 2023-BNK45, Class A5, 5.203% 2/15/2056 <sup>(a)</sup>  | 230 | 236 |
| Bank Commercial Mortgage Trust, Series 2023-5YR1, Class A3, 6.26% 4/15/2056 <sup>(a)(c)</sup>  | 5777 | 6008 |
| Bank Commercial Mortgage Trust, Series 2023-5YR2, Class AS, 7.379% 7/15/2056 <sup>(a)(c)</sup>  | 1940 | 2057 |
| Bank Commercial Mortgage Trust, Series 2023-5YR3, Class AS, 7.315% 9/15/2056 <sup>(a)(c)</sup>  | 4984 | 5354 |
| Bank Commercial Mortgage Trust, Series 2023-5YR4, Class AS, 7.274% 12/15/2056 <sup>(a)(c)</sup>  | 3632 | 3886 |
| Bank Commercial Mortgage Trust, Series 2024-5YR9, Class A3, 5.614% 8/15/2057 <sup>(a)</sup>  | 8275 | 8618 |
| Bank Commercial Mortgage Trust, Series 2024-5YR8, Class A3, 5.884% 8/15/2057 <sup>(a)</sup>  | 5110 | 5367 |
| Bank Commercial Mortgage Trust, Series 2024-5YR11, Class A3, 5.893% 11/15/2057 <sup>(a)</sup>  | 6927 | 7291 |
| Bank Commercial Mortgage Trust, Series 2024-5YR11, Class AS, 6.139% 11/15/2057 <sup>(a)</sup>  | 3763 | 3927 |
| Bank Commercial Mortgage Trust, Series 2024-5YR12, Class A3, 5.902% 12/15/2057 <sup>(a)(c)</sup>  | 5258 | 5540 |
| Bank Commercial Mortgage Trust, Series 2024-5YR12, Class AS, 6.122% 12/15/2057 <sup>(a)(c)</sup>  | 7094 | 7404 |
| Bank Commercial Mortgage Trust, Series 2025-5YR14, Class AS, 6.072% 4/15/2058 <sup>(a)(c)</sup>  | 13090 | 13668 |
| Bank Commercial Mortgage Trust, Series 2025-5YR14, Class C, 6.463% 4/15/2058 <sup>(a)(c)</sup>  | 2300 | 2366 |
| Bank Commercial Mortgage Trust, Series 2017-BNK7, Class A5, 3.435% 9/15/2060 <sup>(a)</sup>  | 3750 | 3691 |
| Bank Commercial Mortgage Trust, Series 2018-BN10, Class A5, 3.688% 2/15/2061 <sup>(a)</sup>  | 510 | 504 |
| Bank Commercial Mortgage Trust, Series 2018-BN10, Class A4, 3.428% 2/17/2061 <sup>(a)</sup>  | 312 | 306 |
| Bank Commercial Mortgage Trust, Series 2019-BN12, Class A3, 3.99% 5/15/2061 <sup>(a)</sup>  | 500 | 496 |
| Bank Commercial Mortgage Trust, Series 2018-BN12, Class A4, 4.255% 5/15/2061 <sup>(a)(c)</sup>  | 6116 | 6100 |
| Bank Commercial Mortgage Trust, Series 2019-BN19, Class A3, 3.183% 8/15/2061 <sup>(a)</sup>  | 9039 | 8548 |
| Bank Commercial Mortgage Trust, Series 2018-BN13, Class A5, 4.217% 8/15/2061 <sup>(a)(c)</sup>  | 250 | 249 |
| Bank Commercial Mortgage Trust, Series 2018-BN15, Class A3, 4.138% 11/15/2061 <sup>(a)</sup>  | 477 | 474 |
| Bank Commercial Mortgage Trust, Series 2019-BN18, Class A4, 3.584% 5/15/2062 <sup>(a)</sup>  | 5000 | 4793 |
| Bank Commercial Mortgage Trust, Series 2019-BN24, Class A3, 2.96% 11/15/2062 <sup>(a)</sup>  | 2000 | 1885 |
| Bank Commercial Mortgage Trust, Series 2020-BN26, Class A4, 2.403% 3/15/2063 <sup>(a)</sup>  | 1654 | 1509 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Barclays Commercial Mortgage Securities, LLC, Series 2018-TALL, Class A, ((1-month USD CME Term SOFR + <br> 0.047%) + 0.872%) 5.069% 3/15/2037 <sup>(a)(c)(d)</sup>  | 1574 | 1494 |

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The Bond Fund of America — Page 39 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Commercial mortgage-backed securities (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Barclays Commercial Mortgage Securities, LLC, Series 2022-C16, Class A5, 4.60% 6/15/2055 <sup>(a)(c)</sup>  | USD160 | $159 |
| Barclays Commercial Mortgage Securities, LLC, Series 2023-C19, Class A5, 5.451% 4/15/2056 <sup>(a)</sup>  | 1087 | 1134 |
| Barclays Commercial Mortgage Securities, LLC, Series 2023-C21, Class A5, 6.00% 9/15/2056 <sup>(a)(c)</sup>  | 600 | 646 |
| Barclays Commercial Mortgage Securities, LLC, Series 23-5C23, Class AS, 7.703% 12/15/2056 <sup>(a)(c)</sup>  | 796 | 855 |
| Barclays Commercial Mortgage Securities, LLC, Series 2024-5C31, Class AS, 5.852% 12/15/2057 <sup>(a)</sup>  | 6782 | 7021 |
| Barclays Commercial Mortgage Securities, LLC, Series 2025-5C34, Class B, 6.542% 5/15/2058 <sup>(a)(c)</sup>  | 394 | 415 |
| Benchmark Mortgage Trust, Series 2018-B2, Class A4, 3.615% 2/15/2051 <sup>(a)</sup>  | 3475 | 3429 |
| Benchmark Mortgage Trust, Series 2018-B2, Class A5, 3.882% 2/15/2051 <sup>(a)(c)</sup>  | 1906 | 1883 |
| Benchmark Mortgage Trust, Series 2018-B4, Class A5, 4.121% 7/15/2051 <sup>(a)(c)</sup>  | 90 | 89 |
| Benchmark Mortgage Trust, Series 2018-B8, Class A5, 4.232% 1/15/2052 <sup>(a)</sup>  | 6351 | 6275 |
| Benchmark Mortgage Trust, Series 2019-B9, Class A5, 4.016% 3/15/2052 <sup>(a)</sup>  | 5135 | 5040 |
| Benchmark Mortgage Trust, Series 2020-B17, Class A5, 2.289% 3/15/2053 <sup>(a)</sup>  | 944 | 848 |
| Benchmark Mortgage Trust, Series 2018-B7, Class A3, 4.241% 5/15/2053 <sup>(a)</sup>  | 1000 | 998 |
| Benchmark Mortgage Trust, Series 2018-B7, Class A4, 4.51% 5/15/2053 <sup>(a)(c)</sup>  | 13158 | 13198 |
| Benchmark Mortgage Trust, Series 2020-B19, Class A5, 1.85% 9/15/2053 <sup>(a)</sup>  | 18592 | 16377 |
| Benchmark Mortgage Trust, Series 2020-B20, Class A5, 2.034% 10/15/2053 <sup>(a)</sup>  | 9000 | 7933 |
| Benchmark Mortgage Trust, Series 2020-B20, Class AS, 2.375% 10/15/2053 <sup>(a)</sup>  | 1450 | 1248 |
| Benchmark Mortgage Trust, Series 2020-B21, Class AS, 2.254% 12/17/2053 <sup>(a)</sup>  | 1600 | 1395 |
| Benchmark Mortgage Trust, Series 2021-B24, Class A4, 2.264% 3/15/2054 <sup>(a)</sup>  | 6750 | 6123 |
| Benchmark Mortgage Trust, Series 2021-B25, Class A5, 2.577% 4/15/2054 <sup>(a)</sup>  | 24661 | 22100 |
| Benchmark Mortgage Trust, Series 2021-B27, Class A5, 2.39% 7/15/2054 <sup>(a)</sup>  | 3785 | 3351 |
| Benchmark Mortgage Trust, Series 2021-B31, Class A5, 2.669% 12/15/2054 <sup>(a)</sup>  | 5000 | 4457 |
| Benchmark Mortgage Trust, Series 2022-B33, Class A5, 3.458% 3/15/2055 <sup>(a)</sup>  | 3000 | 2781 |
| Benchmark Mortgage Trust, Series 2022-B34, Class A5, 3.786% 4/15/2055 <sup>(a)(c)</sup>  | 1822 | 1702 |
| Benchmark Mortgage Trust, Series 2024-V7, Class A3, 6.228% 5/15/2056 <sup>(a)(c)</sup>  | 15869 | 16789 |
| Benchmark Mortgage Trust, Series 2024-V5, Class AM, 6.417% 1/10/2057 <sup>(a)</sup>  | 1681 | 1759 |
| Benchmark Mortgage Trust, Series 2025-V14, Class A4, 5.66% 4/15/2057 <sup>(a)</sup>  | 35114 | 36797 |
| Benchmark Mortgage Trust, Series 2024-V8, Class A3, 6.189% 7/15/2057 <sup>(a)</sup>  | 4967 | 5251 |
| Benchmark Mortgage Trust, Series 2019-B13, Class A4, 2.952% 8/15/2057 <sup>(a)</sup>  | 730 | 690 |
| Benchmark Mortgage Trust, Series 2024-V9, Class A3, 5.602% 8/15/2057 <sup>(a)</sup>  | 6702 | 6966 |
| Benchmark Mortgage Trust, Series 2024-V9, Class AS, 6.064% 8/15/2057 <sup>(a)(c)</sup>  | 2180 | 2271 |
| Benchmark Mortgage Trust, Series 2024-V10, Class A3, 5.277% 9/15/2057 <sup>(a)</sup>  | 2293 | 2362 |
| Benchmark Mortgage Trust, Series 2024-V11, Class A3, 5.909% 11/15/2057 <sup>(a)(c)</sup>  | 25295 | 26639 |
| Benchmark Mortgage Trust, Series 2024-V11, Class AM, 6.201% 11/15/2057 <sup>(a)</sup>  | 14669 | 15385 |
| Benchmark Mortgage Trust, Series 2025-V14, Class AM, 6.09% 4/15/2057 <sup>(a)</sup>  | 16299 | 17072 |
| Benchmark Mortgage Trust, Series 2019-B10, Class A3, 3.455% 3/15/2062 <sup>(a)</sup>  | 493 | 479 |
| Benchmark Mortgage Trust, Series 2019-B14, Class AS, 3.049% 12/15/2062 <sup>(a)</sup>  | 5000 | 4722 |
| BFLD Trust, Series 2024-WRHS, Class A, (1-month USD CME Term SOFR + 1.492%) 5.642% 8/15/2026 <sup>(a)(c)(d)</sup>  | 34299 | 34344 |
| BFLD Trust, Series 24-WRHS, Class B, (1-month USD CME Term SOFR + 1.99%) 6.20% 8/15/2026 <sup>(a)(c)(d)</sup>  | 9118 | 9134 |
| BMO Mortgage Trust, Series 2022-C2, Class A5, 4.974% 7/15/2054 <sup>(a)(c)</sup>  | 400 | 405 |
| BMO Mortgage Trust, Series 2023-C5, Class A5, 5.765% 6/15/2056 <sup>(a)</sup>  | 404 | 426 |
| BMO Mortgage Trust, Series 2023-5C1, Class A3, 6.534% 8/15/2056 <sup>(a)(c)</sup>  | 3833 | 4027 |
| BMO Mortgage Trust, Series 2023-5C1, Class AS, 7.117% 8/15/2056 <sup>(a)(c)</sup>  | 2661 | 2822 |
| BMO Mortgage Trust, Series 2023-C6, Class A5, 5.956% 9/15/2056 <sup>(a)(c)</sup>  | 2710 | 2892 |
| BMO Mortgage Trust, Series 2023-C6, Class AS, 6.55% 9/15/2056 <sup>(a)(c)</sup>  | 6880 | 7429 |
| BMO Mortgage Trust, Series 2024-5C5, Class AS, 6.364% 2/15/2057 <sup>(a)(c)</sup>  | 2955 | 3108 |
| BMO Mortgage Trust, Series 2024-5C6, Class A3, 5.316% 9/15/2057 <sup>(a)</sup>  | 6231 | 6423 |
| BMO Mortgage Trust, Series 2024-5C8, Class A3, 5.625% 12/15/2057 <sup>(a)(c)</sup>  | 25940 | 27054 |
| BMO Mortgage Trust, Series 2024-5C8, Class AS, 5.94% 12/15/2057 <sup>(a)(c)</sup>  | 10710 | 11149 |
| BMO Mortgage Trust, Series 2025-5C9, Class A3, 5.779% 4/15/2058 <sup>(a)</sup>  | 25292 | 26555 |
| BMO Mortgage Trust, Series 2025-5C9, Class AS, 6.165% 4/15/2058 <sup>(a)(c)</sup>  | 10769 | 11329 |
| BMP Trust, Series 2024-MF23, Class A, (1-month USD CME Term SOFR + 1.372%) 5.522% 6/15/2041 <sup>(a)(c)(d)</sup>  | 4990 | 5002 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Boca Commercial Mortgage Trust, Series 2024-BOCA, Class A, (1-month USD CME Term SOFR + 1.921%) <br> 6.071% 8/15/2041 <sup>(a)(c)(d)</sup>  | 30500 | 30681 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Commercial mortgage-backed securities (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust, Series 2022-CSMO, Class A, (1-month USD CME Term SOFR + 2.115%) 6.265% <br> 6/15/2027 <sup>(a)(c)(d)</sup>  | USD53,930 | $54288 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust, Series 2021-VOLT, Class A, (1-month USD CME Term SOFR + 0.814%) 4.965% <br> 9/15/2036 <sup>(a)(c)(d)</sup>  | 100420 | 100135 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust, Series 2021-SOAR, Class A, (1-month USD CME Term SOFR + 0.784%) 4.935% <br> 6/15/2038 <sup>(a)(c)(d)</sup>  | 34420 | 34404 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust, Series 2024-GPA3, Class A, (1-month USD CME Term SOFR + 1.293%) 5.444% <br> 12/15/2039 <sup>(a)(c)(d)</sup>  | 27201 | 27301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust, Series 2024-GPA3, Class B, (1-month USD CME Term SOFR + 1.642%) 5.793% <br> 12/15/2039 <sup>(a)(c)(d)</sup>  | 5911 | 5937 |
| BX Trust, Series 2024-KING, Class A, (1-month USD CME Term SOFR + 1.541%) 5.691% 5/15/2034 <sup>(a)(c)(d)</sup>  | 26199 | 26240 |
| BX Trust, Series 2021-ARIA, Class A, (1-month USD CME Term SOFR + 1.014%) 5.164% 10/15/2036 <sup>(a)(c)(d)</sup>  | 26561 | 26543 |
| BX Trust, Series 2021-RISE, Class A, (1-month USD CME Term SOFR + 0.862%) 5.012% 11/15/2036 <sup>(a)(c)(d)</sup>  | 63396 | 63334 |
| BX Trust, Series 2022-IND, Class A, (1-month USD CME Term SOFR + 1.491%) 5.641% 4/15/2037 <sup>(a)(c)(d)</sup>  | 18979 | 19001 |
| BX Trust, Series 2021-ACNT, Class A, (1-month USD CME Term SOFR + 0.964%) 5.115% 11/15/2038 <sup>(a)(c)(d)</sup>  | 51718 | 51700 |
| BX Trust, Series 2024-AIRC, Class A, (1-month USD CME Term SOFR + 1.691%) 5.842% 8/15/2039 <sup>(a)(c)(d)</sup>  | 49530 | 49694 |
| BX Trust, Series 2024-VLT4, Class A, (1-month USD CME Term SOFR + 1.491%) 5.642% 6/15/2041 <sup>(a)(c)(d)</sup>  | 2500 | 2505 |
| BX Trust, Series 2024-BIO2, Class A, 5.594% 8/13/2041 <sup>(a)(c)(d)</sup>  | 12836 | 13063 |
| BX Trust, Series 2024-FNX, Class A, (1-month USD CME Term SOFR + 1.442%) 5.592% 11/15/2041 <sup>(a)(c)(d)</sup>  | 47843 | 47966 |
| BX Trust, Series 2024-GPA2, Class A, (1-month USD CME Term SOFR + 1.542%) 5.693% 11/15/2041 <sup>(a)(c)(d)</sup>  | 42027 | 42164 |
| BX Trust, Series 2024-FNX, Class B, (1-month USD CME Term SOFR + 1.742%) 5.892% 11/15/2041 <sup>(a)(c)(d)</sup>  | 10568 | 10598 |
| BX Trust, Series 2024-GPA2, Class B, (1-month USD CME Term SOFR + 1.892%) 6.042% 11/15/2041 <sup>(a)(c)(d)</sup>  | 19741 | 19812 |
| BX Trust, Series 2025-BIO3, Class A, 6.138% 2/10/2042 <sup>(a)(d)</sup>  | 18146 | 18745 |
| BX Trust, Series 2025-BIO3, Class D, 7.193% 2/10/2042 <sup>(a)(c)(d)</sup>  | 960 | 957 |
| BXP Trust, Series 2017-GM, Class A, 3.379% 6/13/2039 <sup>(a)(d)</sup>  | 5963 | 5828 |
| CALI Mortgage Trust, Series 24-SUN, Class A, (1-month USD CME Term SOFR + 1.89%) 6.041% 7/15/2041 <sup>(a)(c)(d)</sup>  | 8629 | 8661 |
| CALI Mortgage Trust, Series 24-SUN, Class B, (1-month USD CME Term SOFR + 2.34%) 6.491% 7/15/2041 <sup>(a)(c)(d)</sup>  | 7911 | 7948 |
| CART, Series 2024-DFW1, Class A, (1-month USD CME Term SOFR + 1.642%) 5.792% 8/15/2041 <sup>(a)(c)(d)</sup>  | 12291 | 12299 |
| CART, Series 2024-DFW1, Class D, (1-month USD CME Term SOFR + 3.04%) 7.403% 8/15/2041 <sup>(a)(c)(d)</sup>  | 4807 | 4815 |
| CD Commercial Mortgage Trust, Series 2017-CD3, Class A4, 3.631% 2/10/2050 <sup>(a)</sup>  | 1000 | 971 |
| CD Commercial Mortgage Trust, Series 2017-CD6, Class A5, 3.456% 11/13/2050 <sup>(a)</sup>  | 5888 | 5777 |
| Citigroup Commercial Mortgage Trust, Series 2023-PRM3, Class A, 6.36% 7/10/2028 <sup>(a)(c)(d)</sup>  | 5000 | 5220 |
| Citigroup Commercial Mortgage Trust, Series 2023-SMRT, Class A, 6.015% 10/12/2040 <sup>(a)(c)(d)</sup>  | 140201 | 144598 |
| Citigroup Commercial Mortgage Trust, Series 2016-GC36, Class A5, 3.616% 2/10/2049 <sup>(a)</sup>  | 1525 | 1515 |
| Citigroup Commercial Mortgage Trust, Series 2016-GC37, Class A4, 3.314% 4/10/2049 <sup>(a)</sup>  | 2740 | 2728 |
| Citigroup Commercial Mortgage Trust, Series 2016-C1, Class AS, 3.514% 5/10/2049 <sup>(a)</sup>  | 500 | 494 |
| Citigroup Commercial Mortgage Trust, Series 2017-B1, Class A3, 3.197% 8/15/2050 <sup>(a)</sup>  | 5947 | 5840 |
| Citigroup Commercial Mortgage Trust, Series 2017-C4, Class A4, 3.471% 10/12/2050 <sup>(a)</sup>  | 2930 | 2882 |
| Citigroup Commercial Mortgage Trust, Series 2019-GC41, Class AA, 2.62% 8/10/2056 <sup>(a)</sup>  | 200 | 188 |
| Commercial Mortgage Trust, Series 2016-COR1, Class A4, 3.091% 10/10/2049 <sup>(a)</sup>  | 4000 | 3939 |
| Commercial Mortgage Trust, Series 2017-COR2, Class A2, 3.239% 9/10/2050 <sup>(a)</sup>  | 825 | 810 |
| Commercial Mortgage Trust, Series 2017-COR2, Class A3, 3.51% 9/10/2050 <sup>(a)</sup>  | 2261 | 2216 |
| Commercial Mortgage Trust, Series 2019-GC44, Class AM, 3.263% 8/15/2057 <sup>(a)</sup>  | 805 | 750 |
| CSAIL Commercial Mortgage Trust, Series 2015-C4, Class AS, 4.174% 11/15/2048 <sup>(a)(c)</sup>  | 784 | 782 |
| CSAIL Commercial Mortgage Trust, Series 2015-C1, Class B, 4.044% 4/15/2050 <sup>(a)(c)</sup>  | 600 | 575 |
| CSAIL Commercial Mortgage Trust, Series 2017-CX9, Class A4, 3.176% 9/15/2050 <sup>(a)</sup>  | 2330 | 2285 |
| CSAIL Commercial Mortgage Trust, Series 2017-CX10, Class A4, 3.191% 11/15/2050 <sup>(a)</sup>  | 56 | 55 |
| CSAIL Commercial Mortgage Trust, Series 2019-C17, Class A5, 3.016% 9/15/2052 <sup>(a)</sup>  | 2000 | 1880 |
| DATA 2023-CNTR Mortgage Trust, Series 2023-CNTR, Class A, 5.728% 8/12/2043 <sup>(a)(c)(d)</sup>  | 68864 | 71353 |
| DC Commercial Mortgage Trust, Series 2023-DC, Class A, 6.314% 9/12/2040 <sup>(a)(d)</sup>  | 6865 | 7115 |
| DC Commercial Mortgage Trust, Series 2023-DC, Class B, 6.804% 9/12/2040 <sup>(a)(d)</sup>  | 7957 | 8268 |
| DC Commercial Mortgage Trust, Series 2023-DC, Class C, 7.14% 9/12/2040 <sup>(a)(c)(d)</sup>  | 6119 | 6358 |
| Deutsche Bank Commercial Mortgage Trust, Series 2016-C1, Class AM, 3.539% 5/10/2049 <sup>(a)</sup>  | 500 | 493 |
| Durst Commercial Mortgage Trust, Series 2025-151, Class A, 5.145% 8/10/2042 <sup>(a)(c)(d)</sup>  | 27401 | 27940 |

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The Bond Fund of America — Page 41 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Commercial mortgage-backed securities (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| ELM Trust 2024, Series 2024-ELM, Class A15, 5.801% 6/10/2039 <sup>(a)(c)(d)</sup>  | USD10,124 | $10195 |
| ELM Trust 2024, Series 2024-ELM, Class A10, 5.801% 6/10/2039 <sup>(a)(c)(d)</sup>  | 7008 | 7084 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Extended Stay America Trust, Series 2021-ESH, Class A, (1-month USD CME Term SOFR + 1.194%) 5.345% <br> 7/15/2038 <sup>(a)(c)(d)</sup>  | 15409 | 15421 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Extended Stay America Trust, Series 2021-ESH, Class B, (1-month USD CME Term SOFR + 1.494%) 5.645% <br> 7/15/2038 <sup>(a)(c)(d)</sup>  | 3070 | 3072 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Extended Stay America Trust, Series 2021-ESH, Class C, (1-month USD CME Term SOFR + 1.814%) 5.965% <br> 7/15/2038 <sup>(a)(c)(d)</sup>  | 3037 | 3041 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Extended Stay America Trust, Series 2021-ESH, Class D, (1-month USD CME Term SOFR + 2.364%) 6.515% <br> 7/15/2038 <sup>(a)(c)(d)</sup>  | 3183 | 3187 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Extended Stay America Trust, Series 2025-ESH, Class A, (1-month USD CME Term SOFR + 1.30%) 5.45% <br> 10/15/2042 <sup>(a)(c)(d)</sup>  | 22890 | 22919 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Extended Stay America Trust, Series 2025-ESH, Class B, (1-month USD CME Term SOFR + 1.60%) 5.75% <br> 10/15/2042 <sup>(a)(c)(d)</sup>  | 5070 | 5083 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Extended Stay America Trust, Series 2025-ESH, Class C, (1-month USD CME Term SOFR + 1.85%) 6.00% <br> 10/15/2042 <sup>(a)(c)(d)</sup>  | 3520 | 3529 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Extended Stay America Trust, Series 2025-ESH, Class D, (1-month USD CME Term SOFR + 2.60%) 6.75% <br> 10/15/2042 <sup>(a)(c)(d)</sup>  | 6120 | 6135 |
| FirstKey Homes Trust, Series 2020-SFR2, Class A, 1.266% 10/19/2037 <sup>(a)(d)</sup>  | 17104 | 17024 |
| FirstKey Homes Trust, Series 2022-SFR2, Class A, 4.145% 5/19/2039 <sup>(a)(d)</sup>  | 8461 | 8430 |
| FIVE Mortgage Trust, Series 2023-V1, Class A3, 5.668% 2/10/2056 <sup>(a)</sup>  | 1520 | 1559 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fontainebleau Miami Beach Trust, Series 2024-FBLU, Class A, (1-month USD CME Term SOFR + 1.45%) 5.60% <br> 12/15/2039 <sup>(a)(c)(d)</sup>  | 3468 | 3474 |
| FS Commercial Trust, Series 2023-4SZN, Class A, 7.066% 11/10/2039 <sup>(a)(d)</sup>  | 16156 | 16532 |
| FS Trust, Series 2024-HULA, Class A, (1-month USD CME Term SOFR + 1.811%) 5.961% 8/15/2039 <sup>(a)(c)(d)</sup>  | 29925 | 30018 |
| Grace Mortgage Trust, Series 2020-GRCE, Class A, 2.347% 12/10/2040 <sup>(a)(d)</sup>  | 6073 | 5404 |
| Great Wolf Trust, Series 2024-WLF2, Class A, (1-month USD CME Term SOFR + 1.691%) 5.841% 5/15/2041 <sup>(a)(c)(d)</sup>  | 16268 | 16320 |
| GS Mortgage Securities Trust, Series 2024-70P, Class A, 5.487% 3/10/2041 <sup>(a)(c)(d)</sup>  | 15326 | 15386 |
| GS Mortgage Securities Trust, Series 2016-GS4, Class A3, 3.178% 11/10/2049 <sup>(a)</sup>  | 1893 | 1872 |
| GS Mortgage Securities Trust, Series 2016-GS4, Class A4, 3.442% 11/10/2049 <sup>(a)(c)</sup>  | 2654 | 2627 |
| GS Mortgage Securities Trust, Series 2017-GS6, Class A3, 3.433% 5/10/2050 <sup>(a)</sup>  | 378 | 372 |
| GS Mortgage Securities Trust, Series 2017-GS7, Class A3, 3.167% 8/10/2050 <sup>(a)</sup>  | 855 | 841 |
| GS Mortgage Securities Trust, Series 2017-GS7, Class A4, 3.43% 8/10/2050 <sup>(a)</sup>  | 3000 | 2939 |
| GS Mortgage Securities Trust, Series 2018-GS10, Class AS, 4.384% 7/10/2051 <sup>(a)(c)</sup>  | 1526 | 1472 |
| GS Mortgage Securities Trust, Series 2019-GC38, Class A4, 3.968% 2/10/2052 <sup>(a)</sup>  | 255 | 250 |
| GS Mortgage Securities Trust, Series 2020-GC45, Class A5, 2.911% 2/13/2053 <sup>(a)</sup>  | 174 | 163 |
| GS Mortgage Securities Trust, Series 2020-GC47, Class A5, 2.377% 5/12/2053 <sup>(a)</sup>  | 7483 | 6853 |
| GS Mortgage Securities Trust, Series 2020-GSA2, Class A5, 2.012% 12/12/2053 <sup>(a)</sup>  | 1556 | 1373 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hawaii Hotel Trust, Series 2025-MAUI, Class A, (1-month USD CME Term SOFR + 1.393%) 5.543% <br>3/15/2042 <sup>(a)(c)(d)</sup>  | 55153 | 55262 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hawaii Hotel Trust, Series 2025-MAUI, Class B, (1-month USD CME Term SOFR + 1.742%) 5.893% <br>3/15/2042 <sup>(a)(c)(d)</sup>  | 7392 | 7409 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hawaii Hotel Trust, Series 2025-MAUI, Class C, (1-month USD CME Term SOFR + 2.042%) 6.192% <br>3/15/2042 <sup>(a)(c)(d)</sup>  | 1408 | 1412 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hawaii Hotel Trust, Series 2025-MAUI, Class D, (1-month USD CME Term SOFR + 2.591%) 6.741% <br>3/15/2042 <sup>(a)(c)(d)</sup>  | 5975 | 6000 |
| Houston Galleria Mall Trust, Series 2025-HGLR, Class A, 5.644% 2/5/2045 <sup>(a)(c)(d)</sup>  | 12107 | 12542 |
| HTL Commercial Mortgage Trust, Series 2024-T53, Class A, 6.072% 5/10/2039 <sup>(a)(c)(d)</sup>  | 1404 | 1425 |
| Hudson Yards Mortgage Trust, Series 2025-SPRL, Class A, 5.649% 1/13/2040 <sup>(a)(c)(d)</sup>  | 89186 | 92251 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; INTOWN Mortgage Trust, Series 2025-STAY, Class A, (1-month USD CME Term SOFR + 1.35%) 5.50% <br>3/15/2042 <sup>(a)(c)(d)</sup>  | 34939 | 34985 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; INTOWN Mortgage Trust, Series 2025-STAY, Class B, (1-month USD CME Term SOFR + 1.75%) 5.90% <br>3/15/2042 <sup>(a)(c)(d)</sup>  | 10000 | 9999 |
| Invitation Homes Trust, Series 2024-SFR1, Class B, 4.00% 9/17/2041 <sup>(a)(d)</sup>  | 9183 | 8918 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Commercial mortgage-backed securities (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Invitation Homes Trust, Series 24-SFR1, Class A, 4.00% 9/17/2041 <sup>(a)(d)</sup>  | USD1,802 | $1771 |
| JPMBB Commercial Mortgage Securities Trust, Series 2014-C23, Class B, 4.537% 9/15/2047 <sup>(a)(c)</sup>  | 100 | 97 |
| JPMBB Commercial Mortgage Securities Trust, Series 2014-C26, Class B, 3.951% 1/15/2048 <sup>(a)</sup>  | 1435 | 1383 |
| JPMDB Commercial Mortgage Securities Trust, Series 2017-C5, Class A5, 3.694% 3/15/2050 <sup>(a)</sup>  | 1600 | 1577 |
| JPMDB Commercial Mortgage Securities Trust, Series 2017-C7, Class A5, 3.409% 10/15/2050 <sup>(a)</sup>  | 1683 | 1646 |
| JPMDB Commercial Mortgage Securities Trust, Series 2019-COR6, Class A4, 3.057% 11/13/2052 <sup>(a)</sup>  | 975 | 885 |
| JPMorgan Chase Commercial Mortgage Securities Trust, Series 2022-OPO, Class A, 3.024% 1/5/2039 <sup>(a)(d)</sup>  | 23980 | 21622 |
| JPMorgan Chase Commercial Mortgage Securities Trust, Series 2016-JP4, Class A4, 3.648% 12/15/2049 <sup>(a)(c)</sup>  | 5095 | 5043 |
| JPMorgan Chase Commercial Mortgage Securities Trust, Series 2017-JP5, Class AS, 3.723% 3/15/2050 <sup>(a)</sup>  | 1000 | 991 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JW Commercial Mortgage Trust 2024-MRCO, Series 2024-BERY, Class A, (1-month USD CME Term SOFR + <br> 1.593%) 5.743% 11/15/2039 <sup>(a)(c)(d)</sup>  | 4950 | 4965 |
| LV Trust, Series 2024-SHOW, Class A, 5.274% 10/10/2041 <sup>(a)(c)(d)</sup>  | 1912 | 1941 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MHC Commercial Mortgage Trust, CMO, Series 2021-MHC, Class A, (1-month USD CME Term SOFR + 0.915%) <br> 5.066% 4/15/2038 <sup>(a)(c)(d)</sup>  | 2639 | 2640 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C27, Class A4, 3.753% 12/15/2047 <sup>(a)</sup>  | 221 | 220 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C22, Class A-4, 3.306% 4/15/2048 <sup>(a)</sup>  | 274 | 270 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C30, Class A4, 2.60% 9/15/2049 <sup>(a)</sup>  | 191 | 189 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C31, Class A-S, 3.102% 11/15/2049 <sup>(a)</sup>  | 3000 | 2956 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C32, Class A-4, 3.72% 12/15/2049 <sup>(a)</sup>  | 5280 | 5240 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-5C1, Class AS, 6.011% 3/15/2058 <sup>(a)</sup>  | 2530 | 2632 |
| Morgan Stanley Capital I Trust, Series 2015-UBS8, Class AS, 4.114% 12/15/2048 <sup>(a)</sup>  | 1730 | 1712 |
| Morgan Stanley Capital I Trust, Series 2022-L8, Class A5, 3.792% 4/15/2055 <sup>(a)(c)</sup>  | 120 | 113 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Multifamily Connecticut Avenue Securities, Series 2023-01, Class M7, (30-day Average USD-SOFR + 4.00%) <br> 8.356% 11/25/2053 <sup>(a)(c)(d)</sup>  | 2738 | 2858 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Multifamily Connecticut Avenue Securities, Series 2024-01, Class M7, (30-day Average USD-SOFR + 2.75%) <br> 7.106% 7/25/2054 <sup>(a)(c)(d)</sup>  | 3929 | 3987 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Multifamily Connecticut Avenue Securities, Series 2024-01, Class M10, (30-day Average USD-SOFR + 3.85%) <br> 8.206% 7/25/2054 <sup>(a)(c)(d)</sup>  | 4044 | 4215 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Multifamily Connecticut Avenue Securities, Series 2025-01, Class M1, (30-day Average USD-SOFR + 2.40%) <br> 6.756% 5/25/2055 <sup>(a)(c)(d)</sup>  | 6309 | 6349 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Multifamily Connecticut Avenue Securities, Series 2025-01, Class M2, (30-day Average USD-SOFR + 3.10%) <br> 7.456% 5/25/2055 <sup>(a)(c)(d)</sup>  | 6296 | 6345 |
| NY Commercial Mortgage Trust, Series 2025-299P, Class A, 5.853% 2/10/2047 <sup>(a)(c)(d)</sup>  | 6497 | 6833 |
| NY Commercial Mortgage Trust, Series 2025-299P, Class B, 6.125% 2/10/2047 <sup>(a)(c)(d)</sup>  | 1848 | 1927 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NYC Commercial Mortgage Trust, Series 2025-3BP, Class B, (1-month USD CME Term SOFR + 1.692%) 5.842% <br> 2/15/2042 <sup>(a)(c)(d)</sup>  | 11881 | 11878 |
| One Market Plaza Trust, Series 2017-1MKT, Class A, 3.614% 2/10/2032 <sup>(a)(d)</sup>  | 4543 | 4406 |
| One Market Plaza Trust, Series 2017-1MKT, Class C, 4.016% 2/10/2032 <sup>(a)(d)</sup>  | 1000 | 958 |
| SCG Hotel Issuer, Inc, Series 2025-SNIP, Class A, 5.75% 9/15/2030 <sup>(a)(c)(d)</sup>  | 20568 | 20658 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SDR Commercial Mortgage Trust, Series 2024-DSNY, Class A, (1-month USD CME Term SOFR + 1.392%) 5.542% <br> 5/15/2039 <sup>(a)(c)(d)</sup>  | 7079 | 7070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SDR Commercial Mortgage Trust, Series 2024-DSNY, Class B, (1-month USD CME Term SOFR + 1.741%) 5.891% <br> 5/15/2039 <sup>(a)(c)(d)</sup>  | 486 | 486 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SFO Commerical Mortgage Trust, Series 2021-555, Class A, (1-month USD CME Term SOFR + 1.264%) 5.415% <br> 5/15/2038 (1-month USD CME Term SOFR + 1.514% on 5/15/2026) <sup>(a)(d)(f)</sup>  | 14100 | 14010 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SFO Commerical Mortgage Trust, Series 2021-555, Class B, (1-month USD CME Term SOFR + 1.614%) 5.765% <br> 5/15/2038 <sup>(a)(c)(d)</sup>  | 1500 | 1488 |
| SG Commercial Mortgage Securities Trust, Series 2016-C5, Class A3, 2.779% 10/10/2048 <sup>(a)</sup>  | 10104 | 10033 |
| SLG Office Trust, Series 2021-OVA, Class A, 2.585% 7/15/2041 <sup>(a)(d)</sup>  | 23334 | 20767 |
| SREIT Trust, Series 2021-MFP, Class A, (1-month USD CME Term SOFR + 0.845%) 4.995% 11/15/2038 <sup>(a)(c)(d)</sup>  | 43155 | 43126 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; StorageMart Commercial Mortgage Trust, Series 2022-MINI, Class A, (1-month USD CME Term SOFR + 1.00%) <br> 5.15% 1/15/2039 <sup>(a)(c)(d)</sup>  | 55785 | 55734 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SWCH Commercial Mortgage Trust, Series 2025-DATA, Class A, (1-month USD CME Term SOFR + 1.443%) <br> 5.593% 2/15/2042 <sup>(a)(c)(d)</sup>  | 21716 | 21634 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Commercial mortgage-backed securities (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SWCH Commercial Mortgage Trust, Series 2025-DATA, Class B, (1-month USD CME Term SOFR + 1.842%) <br> 5.593% 2/15/2042 <sup>(a)(c)(d)</sup>  | USD9,804 | $9780 |
| UBS Commercial Mortgage Trust, Series 2017-C2, Class A4, 3.487% 8/15/2050 <sup>(a)</sup>  | 250 | 246 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; WCORE Commercial Mortgage Trust, Series 2024-CORE, Class A, (1-month USD CME Term SOFR + 1.492%) <br> 5.642% 11/15/2041 <sup>(a)(c)(d)</sup>  | 40000 | 40092 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; WCORE Commercial Mortgage Trust, Series 2024-CORE, Class B, (1-month USD CME Term SOFR + 1.842%) <br> 5.992% 11/15/2041 <sup>(a)(c)(d)</sup>  | 9796 | 9828 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; WCORE Commercial Mortgage Trust, Series 2024-CORE, Class C, (1-month USD CME Term SOFR + 2.241%) <br> 6.391% 11/15/2041 <sup>(a)(c)(d)</sup>  | 2400 | 2411 |
| Wells Fargo Commercial Mortgage Trust, Series 2025-1918, Class A, 5.575% 9/15/2040 <sup>(a)(c)(d)</sup>  | 4144 | 4176 |
| Wells Fargo Commercial Mortgage Trust, Series 2015-C31, Class A4, 3.695% 11/15/2048 <sup>(a)</sup>  | 448 | 447 |
| Wells Fargo Commercial Mortgage Trust, Series 2015-P2, Class A4, 3.809% 12/15/2048 <sup>(a)</sup>  | 657 | 656 |
| Wells Fargo Commercial Mortgage Trust, Series 2016-C34, Class A4, 3.096% 6/15/2049 <sup>(a)</sup>  | 6190 | 6121 |
| Wells Fargo Commercial Mortgage Trust, Series 2016-C34, Class AS, 3.484% 6/15/2049 <sup>(a)</sup>  | 380 | 373 |
| Wells Fargo Commercial Mortgage Trust, Series 2016-C37, Class A5, 3.794% 12/15/2049 <sup>(a)</sup>  | 6370 | 6324 |
| Wells Fargo Commercial Mortgage Trust, Series 2017-C39, Class A5, 3.418% 9/15/2050 <sup>(a)</sup>  | 421 | 412 |
| Wells Fargo Commercial Mortgage Trust, Series 2017-C40, Class A4, 3.581% 10/15/2050 <sup>(a)</sup>  | 1154 | 1138 |
| Wells Fargo Commercial Mortgage Trust, Series 2017-C40, Class AS, 3.854% 10/15/2050 <sup>(a)(c)</sup>  | 2000 | 1942 |
| Wells Fargo Commercial Mortgage Trust, Series 2018-C46, Class A3, 3.888% 8/15/2051 <sup>(a)</sup>  | 6500 | 6461 |
| Wells Fargo Commercial Mortgage Trust, Series 2019-C54, Class A4, 3.146% 12/15/2052 <sup>(a)</sup>  | 3898 | 3707 |
| Wells Fargo Commercial Mortgage Trust, Series 2022-C62, Class A4, 4.00% 4/15/2055 <sup>(a)(c)</sup>  | 2520 | 2414 |
| Wells Fargo Commercial Mortgage Trust, Series 2024-5C1, Class AS, 6.52% 7/15/2057 <sup>(a)</sup>  | 1610 | 1692 |
| Wells Fargo Commercial Mortgage Trust, Series 2015-NXS3, Class D, 3.153% 9/15/2057 <sup>(a)(d)</sup>  | 475 | 472 |
| Wells Fargo Commercial Mortgage Trust, Series 2024-5C2, Class A3, 5.92% 11/15/2057 <sup>(a)</sup>  | 19224 | 20258 |
| Wells Fargo Commercial Mortgage Trust, Series 2024-5C2, Class AS, 6.145% 11/15/2057 <sup>(a)(c)</sup>  | 22375 | 23512 |
| Wells Fargo Commercial Mortgage Trust, Series 2015-LC22, Class C, 4.708% 9/15/2058 <sup>(a)(c)</sup>  | 1000 | 942 |
| Wells Fargo Commercial Mortgage Trust, Series 2016-C33, Class A4, 3.426% 3/15/2059 <sup>(a)</sup>  | 1320 | 1314 |
| Wells Fargo Commercial Mortgage Trust, Series 2016-C36, Class A4, 3.065% 11/15/2059 <sup>(a)</sup>  | 3853 | 3798 |
| Wells Fargo Commercial Mortgage Trust, Series 2017-RC1, Class A4, 3.631% 1/15/2060 <sup>(a)</sup>  | 510 | 506 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; WMRK Commercial Mortgage Trust, Series 2022-WMRK, Class A, (1-month USD CME Term SOFR + 2.789%) <br> 6.939% 11/15/2027 <sup>(a)(c)(d)</sup>  | 15228 | 15296 |
|  |  | 2607537 |
| **Collateralized mortgage-backed obligations (privately originated) 2.32%** |  |  |
| Angel Oak Mortgage Trust, Series 2023-6, Class A1, 6.50% 12/25/2067 (7.50% on 8/1/2027) <sup>(a)(d)(f)</sup>  | 5517 | 5577 |
| Angel Oak Mortgage Trust, Series 2024-2, Class A1, 5.985% 1/25/2069 (6.985% on 1/1/2028) <sup>(a)(d)(f)</sup>  | 7390 | 7470 |
| Angel Oak Mortgage Trust, Series 2024-7, Class A1, 5.621% 5/25/2069 (6.621% on 7/1/2028) <sup>(a)(d)(f)</sup>  | 29426 | 29644 |
| Angel Oak Mortgage Trust, Series 2024-8, Class A1, 5.338% 5/27/2069 (6.338% on 8/1/2028) <sup>(a)(d)(f)</sup>  | 6864 | 6899 |
| Arroyo Mortgage Trust, Series 2021-1R, Class A1, 1.175% 10/25/2048 <sup>(a)(c)(d)</sup>  | 7789 | 7061 |
| Arroyo Mortgage Trust, Series 2020-1, Class A1A, 1.662% 3/25/2055 <sup>(a)(d)</sup>  | 199 | 191 |
| Arroyo Mortgage Trust, Series 2022-1, Class A1A, 2.495% 12/25/2056 (3.495% on 2/25/2026) <sup>(a)(d)(f)</sup>  | 30018 | 28997 |
| Atlas SP, Series 2024-RPL1, Class A1, 3.85% 4/25/2064 (4.85% on 8/1/2028) <sup>(a)(d)(f)</sup>  | 20875 | 20276 |
| BRAVO Residential Funding Trust, Series 2020-RPL2, Class A1, 2.00% 5/25/2059 <sup>(a)(c)(d)</sup>  | 1545 | 1459 |
| BRAVO Residential Funding Trust, Series 2020-RPL1, Class A1, 2.50% 5/26/2059 <sup>(a)(c)(d)</sup>  | 538 | 530 |
| BRAVO Residential Funding Trust, Series 2022-RPL1, Class A1, 2.75% 9/25/2061 <sup>(a)(d)</sup>  | 2323 | 2135 |
| BRAVO Residential Funding Trust, Series 2022-NQM2, Class A1, 4.272% 11/25/2061 (5.272% on 5/1/2026) <sup>(a)(d)(f)</sup>  | 1334 | 1330 |
| BRAVO Residential Funding Trust, Series 2022-NQM3, Class A1, 5.108% 7/25/2062 (6.108% on 9/1/2026) <sup>(a)(d)(f)</sup>  | 2413 | 2412 |
| BRAVO Residential Funding Trust, Series 2023-NQM4, Class A1, 6.435% 5/25/2063 (7.435% on 6/1/2027) <sup>(a)(d)(f)</sup>  | 3114 | 3136 |
| BRAVO Residential Funding Trust, Series 2023-NQM7, Class A2, 7.383% 9/25/2063 (8.383% on 10/1/2027) <sup>(a)(d)(f)</sup>  | 4444 | 4514 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BRAVO Residential Funding Trust, Series 2023-NQM8, Class A1, 6.394% 10/25/2063 (7.394% on <br>11/1/2027) <sup>(a)(d)(f)</sup>  | 32780 | 33164 |
| BRAVO Residential Funding Trust, Series 2024-NQM1, Class A1, 5.943% 12/1/2063 (6.943% on 1/1/2028) <sup>(a)(d)(f)</sup>  | 10874 | 10972 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BRAVO Residential Funding Trust, Series 2024-NQM7, Class A1, 5.554% 10/27/2064 (6.554% on <br>10/1/2028) <sup>(a)(d)(f)</sup>  | 32474 | 32735 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Collateralized mortgage-backed obligations (privately originated) (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| BRAVO Residential Funding Trust, Series 2025-NQM1, Class A1, 5.604% 12/25/2064 <sup>(a)(d)(f)</sup>  | USD17,174 | $17335 |
| BRAVO Residential Funding Trust, Series 2025-NQM5, Class A1, 5.496% 2/25/2065 (6.496% on 5/1/2027) <sup>(a)(d)(f)</sup>  | 8795 | 8871 |
| Cantor Commercial Real Estate Lending, Series 2019-CF1, Class AS, 4.027% 5/15/2052 <sup>(a)</sup>  | 1255 | 1198 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cascade Funding Mortgage Trust, Series 2024-NR1, Class A1, 6.405% 11/25/2029 (9.405% on <br>11/25/2027) <sup>(a)(d)(f)</sup>  | 6337 | 6400 |
| Cascade Funding Mortgage Trust, Series 2023-HB12, Class A, 4.25% 4/25/2033 <sup>(a)(c)(d)</sup>  | 81 | 81 |
| Cascade Funding Mortgage Trust, Series 2024-HB15, Class A, 4.00% 8/25/2034 <sup>(a)(c)(d)</sup>  | 1872 | 1866 |
| Cascade Funding Mortgage Trust, Series 2024-HB15, Class M1, 4.00% 8/25/2034 <sup>(a)(c)(d)</sup>  | 969 | 954 |
| Cascade Funding Mortgage Trust, Series 2024-RM5, Class A, 4.00% 10/25/2054 <sup>(a)(c)(d)</sup>  | 47237 | 46436 |
| Cascade Funding Mortgage Trust, Series 2024-R1, Class A1, 4.00% 10/25/2054 (5.00% on 10/25/2028) <sup>(a)(d)(f)</sup>  | 14822 | 14635 |
| Cascade Funding Mortgage Trust, Series 2024-R1, Class A2, 4.00% 10/25/2054 (5.00% on 10/25/2028) <sup>(a)(d)(f)</sup>  | 2800 | 2722 |
| CFCRE Commercial Mortgage Trust, Series 2016-C7, Class A2, 3.585% 12/10/2054 <sup>(a)</sup>  | 1760 | 1738 |
| Chase Mortgage Finance Corp., Series 2024-RPL2, Class A1B, 3.25% 8/25/2064 <sup>(a)(c)(d)</sup>  | 13193 | 11661 |
| Chase Mortgage Finance Corp., Series 2024-RPL2, Class A1A, 3.25% 8/25/2064 <sup>(a)(c)(d)</sup>  | 11960 | 10732 |
| Chase Mortgage Finance Corp., Series 2024-RPL4, Class A1B, 3.375% 12/25/2064 <sup>(a)(c)(d)</sup>  | 4403 | 3943 |
| Chase Mortgage Finance Corp., Series 2024-RPL4, Class A1A, 3.375% 12/25/2064 <sup>(a)(c)(d)</sup>  | 1456 | 1321 |
| CIM Trust, Series 2018-R3, Class A1, 5.00% 12/25/2057 <sup>(a)(c)(d)</sup>  | 352 | 351 |
| CIM Trust, Series 2020-R3, Class A1B, 4.00% 1/26/2060 <sup>(a)(c)(d)</sup>  | 3657 | 3337 |
| CIM Trust, Series 2020-R3, Class A1A, 4.00% 1/26/2060 <sup>(a)(c)(d)</sup>  | 3346 | 3242 |
| CIM Trust, Series 2022-R2, Class A1, 3.75% 12/25/2061 <sup>(a)(c)(d)</sup>  | 28290 | 27040 |
| CIM Trust, Series 2020-R7, Class A1B, 2.25% 12/27/2061 <sup>(a)(c)(d)</sup>  | 7556 | 6039 |
| CIM Trust, Series 2023-R1, Class A1A, 5.40% 4/25/2062 <sup>(a)(c)(d)</sup>  | 6065 | 6051 |
| CIM Trust, Series 2024-R1, Class A1, 4.75% 6/25/2064 <sup>(a)(c)(d)</sup>  | 6736 | 6695 |
| CIM Trust, Series 2025-R1, Class A1, 5.00% 2/25/2099 (8.00% on 3/1/2028) <sup>(a)(d)(f)</sup>  | 14084 | 14017 |
| Citigroup Mortgage Loan Trust, Series 2020-EXP1, Class A1A, 1.804% 5/25/2060 <sup>(a)(c)(d)</sup>  | 336 | 316 |
| Citigroup Mortgage Loan Trust, Series 2018-RP1, Class M1, 3.00% 9/25/2064 <sup>(a)(c)(d)</sup>  | 3731 | 3552 |
| Citigroup Mortgage Loan Trust, Inc., Series 2018-RP1, Class M3, 3.00% 9/25/2064 <sup>(a)(c)(d)</sup>  | 1500 | 1278 |
| COLT Funding, LLC, Series 2022-5, Class M1, 4.724% 3/25/2067 <sup>(a)(c)(d)</sup>  | 10000 | 9792 |
| COLT Funding, LLC, Series 2023-1, Class A1, 6.048% 4/25/2068 (7.048% on 4/1/2027) <sup>(a)(d)(f)</sup>  | 1783 | 1790 |
| COLT Funding, LLC, Series 2023-3, Class A1, 7.18% 9/25/2068 (8.18% on 9/1/2027) <sup>(a)(d)(f)</sup>  | 10721 | 10888 |
| COLT Funding, LLC, Series 2023-3, Class A2, 7.432% 9/25/2068 (8.432% on 9/1/2027) <sup>(a)(d)(f)</sup>  | 2224 | 2257 |
| COLT Funding, LLC, Series 2023-4, Class A1, 7.163% 10/25/2068 (8.163% on 10/1/2027) <sup>(a)(d)(f)</sup>  | 1277 | 1299 |
| COLT Funding, LLC, Series 2024-INV3, Class A1, 5.443% 9/25/2069 (6.443% on 8/1/2028) <sup>(a)(d)(f)</sup>  | 10657 | 10728 |
| COLT Mortgage Loan Trust, Series 2021-5, Class A1, 1.726% 11/26/2066 <sup>(a)(c)(d)</sup>  | 4003 | 3621 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities, Series 2025-R01, Class 1A1, (30-day Average USD-SOFR + 0.95%) 5.306% <br> 1/25/2045 <sup>(a)(c)(d)</sup>  | 7263 | 7271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 18-C03, Class 1B1, (30-day Average USD-SOFR + 3.86%) 8.221% <br> 10/25/2030 <sup>(a)(c)</sup>  | 8385 | 9013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2022-R06, Class 1M1, (30-day Average USD-SOFR + 2.75%) 7.106% <br> 5/25/2042 <sup>(a)(c)(d)</sup>  | 1334 | 1366 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2023-R01, Class 1M1, (30-day Average USD-SOFR + 2.40%) 6.756% <br> 12/25/2042 <sup>(a)(c)(d)</sup>  | 9417 | 9640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2023-R02, Class 1M1, (30-day Average USD-SOFR + 2.30%) 6.656% <br> 1/25/2043 <sup>(a)(c)(d)</sup>  | 728 | 742 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2023-R04, Class 1M1, (30-day Average USD-SOFR + 2.30%) 6.656% <br> 5/25/2043 <sup>(a)(c)(d)</sup>  | 5015 | 5121 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2023-R05, Class 1M1, (30-day Average USD-SOFR + 1.90%) 6.256% <br> 6/25/2043 <sup>(a)(c)(d)</sup>  | 2473 | 2492 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2023-R06, Class 1M1, (30-day Average USD-SOFR + 1.70%) 6.056% <br> 7/25/2043 <sup>(a)(c)(d)</sup>  | 13447 | 13493 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2023-R08, Class 1M1, (30-day Average USD-SOFR + 1.50%) 5.856% <br> 10/25/2043 <sup>(a)(c)(d)</sup>  | 7977 | 7987 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2024-R01, Class 1M1, (30-day Average USD-SOFR + 1.05%) 5.406% <br> 1/25/2044 <sup>(a)(c)(d)</sup>  | 5738 | 5740 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Collateralized mortgage-backed obligations (privately originated) (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2024-R01, Class 1M2, (30-day Average USD-SOFR + 1.80%) 6.156% <br> 1/25/2044 <sup>(a)(c)(d)</sup>  | USD6,726 | $6791 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2024-R01, Class 1B1, (30-day Average USD-SOFR + 2.70%) 7.056% <br> 1/25/2044 <sup>(a)(c)(d)</sup>  | 6632 | 6803 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M1, (30-day Average USD-SOFR + 1.10%) 5.456% <br> 2/25/2044 <sup>(a)(c)(d)</sup>  | 2341 | 2340 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M2, (30-day Average USD-SOFR + 1.80%) 6.156% <br> 2/25/2044 <sup>(a)(c)(d)</sup>  | 7873 | 7949 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2024-R04, Class 1M1, (30-day Average USD-SOFR + 1.10%) 5.456% <br> 5/25/2044 <sup>(a)(c)(d)</sup>  | 2482 | 2484 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2024-R04, Class 1M2, (30-day Average USD-SOFR + 1.65%) 6.006% <br> 5/25/2044 <sup>(a)(c)(d)</sup>  | 4184 | 4198 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2024-R04, Class 1B1, (30-day Average USD-SOFR + 2.20%) 6.556% <br> 5/25/2044 <sup>(a)(c)(d)</sup>  | 2222 | 2245 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2024-R06, Class 1A1, (30-day Average USD-SOFR + 1.15%) 5.506% <br> 9/25/2044 <sup>(a)(c)(d)</sup>  | 6594 | 6618 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2024-R06, Class 1M2, (30-day Average USD-SOFR + 1.60%) 5.956% <br> 9/25/2044 <sup>(a)(c)(d)</sup>  | 6313 | 6328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2025-R02, Class 1A1, (30-day Average USD-SOFR + 1.00%) 5.356% <br> 2/25/2045 <sup>(a)(c)(d)</sup>  | 2309 | 2313 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2025-R02, Class 1M1, (30-day Average USD-SOFR + 1.15%) 5.506% <br> 2/25/2045 <sup>(a)(c)(d)</sup>  | 8075 | 8080 |
| Credit Suisse Mortgage Trust, Series 2019-RPL1, Class A1A, 3.65% 7/25/2058 <sup>(a)(c)(d)</sup>  | 392 | 386 |
| Credit Suisse Mortgage Trust, Series 2022-ATH3, Class A1, 4.991% 8/25/2067 <sup>(a)(c)(d)</sup>  | 1773 | 1769 |
| CS First Boston Mortgage Securities Corp., Series 2002-30, Class IA1, 7.50% 11/25/2032 <sup>(a)</sup>  | 83 | 86 |
| CS First Boston Mortgage Securities Corp., Series 2002-34, Class IA1, 7.50% 12/25/2032 <sup>(a)</sup>  | 44 | 45 |
| CS First Boston Mortgage Securities Corp., Series 2003-21, Class VA1, 6.50% 7/25/2033 <sup>(a)</sup>  | 433 | 446 |
| CS First Boston Mortgage Securities Corp., Series 2003-29, Class VA1, 7.00% 12/25/2033 <sup>(a)</sup>  | 59 | 62 |
| FARM Mortgage Trust, Series 2024-1, Class A1, 4.702% 10/1/2053 <sup>(a)(c)(d)</sup>  | 6605 | 6568 |
| Farmer Mac Agricultural Real Estate Trust, Series 2024-2, Class A1, 5.195% 8/1/2054 <sup>(a)(c)(d)</sup>  | 18242 | 18266 |
| Farmer Mac Agricultural Real Estate Trust, Series 2024-2, Class A, 5.195% 8/1/2054 <sup>(a)(c)(d)</sup>  | 15765 | 15652 |
| Farmer Mac Agricultural Real Estate Trust, Series 2025-1, Class A1, 5.22% 8/1/2055 <sup>(a)(c)(d)</sup>  | 2893 | 2922 |
| Finance of America Structured Securities Trust, Series 2025-PC1, Class A1, 4.50% 5/25/2075 <sup>(a)(d)</sup>  | 41677 | 40307 |
| Flagstar Mortgage Trust, Series 2021-8INV, Class A3, 2.50% 9/25/2051 <sup>(a)(c)(d)</sup>  | 12454 | 10323 |
| Flagstar Mortgage Trust, Series 2021-11INV, Class A4, 2.50% 11/25/2051 <sup>(a)(c)(d)</sup>  | 13075 | 10879 |
| Flagstar Mortgage Trust, Series 2021-11INV, Class A2, 3.00% 11/25/2051 <sup>(a)(c)(d)</sup>  | 2212 | 1920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2016-DNA1, Class M3, (30-day Average <br> USD-SOFR + 5.664%) 10.021% 7/25/2028 <sup>(a)(c)</sup>  | 1123 | 1139 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2018-DNA1, Class M2B, (30-day Average <br> USD-SOFR + 1.914%) 6.271% 7/25/2030 <sup>(a)(c)</sup>  | 2268 | 2298 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2021-DNA2, Class B1, (30-day Average <br> USD-SOFR + 3.40%) 7.756% 8/25/2033 <sup>(a)(c)(d)</sup>  | 5000 | 5546 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2022-DNA5, Class M1A, (30-day Average <br> USD-SOFR + 2.95%) 7.306% 6/25/2042 <sup>(a)(c)(d)</sup>  | 7593 | 7746 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2022-DNA6, Class M1A, (30-day Average <br> USD-SOFR + 2.15%) 6.506% 9/25/2042 <sup>(a)(c)(d)</sup>  | 1561 | 1570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2022-DNA6, Class M1B, (30-day Average <br> USD-SOFR + 3.70%) 8.056% 9/25/2042 <sup>(a)(c)(d)</sup>  | 7561 | 7951 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2024-DNA1, Class A1, (30-day Average <br> USD-SOFR + 1.35%) 5.706% 2/25/2044 <sup>(a)(c)(d)</sup>  | 9201 | 9252 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2024-DNA2, Class M1, (30-day Average <br> USD-SOFR + 1.20%) 5.556% 5/25/2044 <sup>(a)(c)(d)</sup>  | 6230 | 6234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2024-DNA2, Class A1, (30-day Average <br> USD-SOFR + 1.25%) 5.606% 5/25/2044 <sup>(a)(c)(d)</sup>  | 21524 | 21645 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Collateralized mortgage-backed obligations (privately originated) (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2024-DNA3, Class M1, (30-day Average <br> USD-SOFR + 1.00%) 5.356% 10/25/2044 <sup>(a)(c)(d)</sup>  | USD6,161 | $6161 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2024-DNA3, Class A1, (30-day Average <br> USD-SOFR + 1.05%) 5.406% 10/25/2044 <sup>(a)(c)(d)</sup>  | 7119 | 7137 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2024-DNA3, Class M2, (30-day Average <br> USD-SOFR + 1.45%) 5.806% 10/25/2044 <sup>(a)(c)(d)</sup>  | 4427 | 4433 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2025-DNA2, Class A1, (30-day Average <br> USD-SOFR + 1.10%) 5.456% 5/25/2045 <sup>(a)(c)(d)</sup>  | 5706 | 5723 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2025-DNA2, Class M1, (30-day Average <br> USD-SOFR + 1.20%) 5.556% 5/25/2045 <sup>(a)(c)(d)</sup>  | 5855 | 5866 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2025-DNA3, Class A1, (30-day Average <br> USD-SOFR + 0.95%) 5.32% 9/25/2045 <sup>(a)(c)(d)</sup>  | 4138 | 4151 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-HQA5, Class B1, (30-day Average <br> USD-SOFR + 4.00%) 8.356% 11/25/2050 <sup>(a)(c)(d)</sup>  | 9000 | 9967 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-DNA6, Class B1, (30-day Average <br> USD-SOFR + 3.00%) 7.356% 12/25/2050 <sup>(a)(c)(d)</sup>  | 4475 | 4786 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2021-DNA1, Class B1, (30-day Average <br> USD-SOFR + 2.65%) 7.006% 1/25/2051 <sup>(a)(c)(d)</sup>  | 6500 | 6793 |
| GCAT Trust, Series 2024-NQM1, Class A1, 6.007% 1/25/2059 (7.007% on 1/1/2028) <sup>(a)(d)(f)</sup>  | 4085 | 4125 |
| GCAT Trust, Series 2024-NQM2, Class A1, 6.085% 6/25/2059 (7.359% on 5/1/2028) <sup>(a)(d)(f)</sup>  | 20437 | 20693 |
| GCAT Trust, Series 2021-NQM6, Class A1, 1.855% 8/25/2066 <sup>(a)(c)(d)</sup>  | 9467 | 8668 |
| GCAT Trust, Series 2025-NQM4, Class A1, 0% 6/25/2070 <sup>(a)(d)(f)</sup>  | 20836 | 21032 |
| GS Mortgage-Backed Securities Trust, Series 2023-PJ5, Class A22, 6.50% 2/25/2054 <sup>(a)(c)(d)</sup>  | 7500 | 7750 |
| GS Mortgage-Backed Securities Trust, Series 2024-RPL2, Class A1, 3.75% 7/25/2061 (4.75% on 2/1/2028) <sup>(a)(d)(f)</sup>  | 5637 | 5520 |
| GS Mortgage-Backed Securities Trust, Series 2025-RPL3, Class A1, 4.10% 7/25/2065 (5.10% on 6/1/2029) <sup>(a)(d)(f)</sup>  | 4781 | 4660 |
| Home Partners of America Trust, Series 2021-2, Class A, 1.901% 12/17/2026 <sup>(a)(d)</sup>  | 22642 | 21997 |
| Home Partners of America Trust, Series 2022-1, Class A, 3.93% 4/17/2039 <sup>(a)(d)</sup>  | 813 | 808 |
| HOMES Trust, Series 2024-NQM1, Class A1, 5.915% 7/25/2069 (6.915% on 7/1/2028) <sup>(a)(d)(f)</sup>  | 12132 | 12267 |
| HOMES Trust, Series 2024-NQM1, Class A2, 6.27% 7/25/2069 (7.27% on 7/1/2028) <sup>(a)(d)(f)</sup>  | 4093 | 4135 |
| Imperial Fund Mortgage Trust, Series 2022-NQM7, Class A1, 7.369% 11/25/2067 (8.369% on 11/1/2026) <sup>(a)(d)(f)</sup>  | 20214 | 20332 |
| Imperial Fund Mortgage Trust, Series 2023-NQM1, Class A1, 5.941% 2/25/2068 (6.941% on 1/1/2027) <sup>(a)(d)(f)</sup>  | 13736 | 13742 |
| IRV Trust, Series 2025-200P, Class A, 5.471% 3/14/2047 <sup>(a)(c)(d)</sup>  | 17106 | 17518 |
| IRV Trust, Series 2025-200P, Class C, 5.921% 3/14/2047 <sup>(a)(c)(d)</sup>  | 2182 | 2174 |
| JP Morgan Mortgage Trust, Series 2019-6, Class B3, 4.261% 12/25/2049 <sup>(a)(c)(d)</sup>  | 1041 | 979 |
| JP Morgan Mortgage Trust, Series 2024-INV1, Class A4, 6.00% 4/25/2055 <sup>(a)(c)(d)</sup>  | 6378 | 6473 |
| JP Morgan Mortgage Trust, Series 2024-INV1, Class A2, 6.00% 4/25/2055 <sup>(a)(c)(d)</sup>  | 2437 | 2472 |
| Legacy Mortgage Asset Trust, Series 2021-GS2, Class A1, 5.75% 4/25/2061 <sup>(a)(d)</sup>  | 10509 | 10509 |
| Legacy Mortgage Asset Trust, Series 2021-GS3, Class A1, 5.75% 7/25/2061 <sup>(a)(d)</sup>  | 3974 | 3977 |
| Legacy Mortgage Asset Trust, Series 2021-GS1, Class A1, 5.892% 10/25/2066 <sup>(a)(d)</sup>  | 7379 | 7385 |
| Legacy Mortgage Asset Trust, Series 2021-GS5, Class A1, 2.25% 7/25/2067 (6.25% on 11/25/2025) <sup>(a)(d)(f)</sup>  | 10397 | 10404 |
| MFRA Trust, Series 2021-RPL1, Class A1, 1.131% 7/25/2060 <sup>(a)(c)(d)</sup>  | 17399 | 15974 |
| MFRA Trust, Series 2024-NQM3, Class A1, 5.722% 12/25/2069 (6.722% on 12/1/2028) <sup>(a)(d)(f)</sup>  | 18679 | 18853 |
| MFRA Trust, Series 2025-NQM3, Class A1, 5.261% 8/25/2070 (6.261% on 7/1/2029) <sup>(a)(d)(f)</sup>  | 16459 | 16526 |
| Mill City Mortgage Trust, Series 2016-1, Class M3, 3.35% 4/25/2057 <sup>(a)(c)(d)</sup>  | 2867 | 2832 |
| Mill City Mortgage Trust, Series 2019-GS2, Class A1, 2.75% 8/25/2059 <sup>(a)(c)(d)</sup>  | 2290 | 2230 |
| Mill City Mortgage Trust, Series 2018-1, Class A1, 3.25% 5/25/2062 <sup>(a)(c)(d)</sup>  | 28 | 28 |
| Morgan Stanley Residential Mortgage Loan Trust, Series 2024-INV2, Class A1, 6.50% 2/25/2054 <sup>(a)(c)(d)</sup>  | 10880 | 11074 |
| Morgan Stanley Residential Mortgage Loan Trust, Series 2024-INV3, Class A1, 6.50% 6/25/2054 <sup>(a)(c)(d)</sup>  | 8598 | 8785 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley Residential Mortgage Loan Trust, Series 2024-NQM2, Class A1, 6.386% 5/25/2069 (7.386% on <br> 5/1/2028) <sup>(a)(d)(f)</sup>  | 9958 | 10098 |
| Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM1, Class A1, 5.738% 11/25/2069 <sup>(a)(c)(d)</sup>  | 4748 | 4789 |
| New Residential Mortgage Loan Trust, Series 2019-2A, Class A1, 4.25% 12/25/2057 <sup>(a)(c)(d)</sup>  | 1330 | 1309 |
| New Residential Mortgage Loan Trust, Series 2020-RPL1, Class A1, 2.75% 11/25/2059 <sup>(a)(c)(d)</sup>  | 6158 | 5933 |
| New Residential Mortgage Loan Trust, Series 2025-NQM2, Class A1, 5.566% 4/25/2065 <sup>(a)(d)(f)</sup>  | 3636 | 3676 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Collateralized mortgage-backed obligations (privately originated) (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| New York Mortgage Trust, Series 2024-CP1, Class A1, 3.75% 2/25/2068 <sup>(a)(c)(d)</sup>  | USD5,095 | $4737 |
| Onslow Bay Financial Mortgage Loan Trust, Series 2024-HYB1, Class A1, 3.632% 3/25/2053 <sup>(a)(c)(d)</sup>  | 8272 | 8147 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Onslow Bay Financial Mortgage Loan Trust, Series 2022-NQM9, Class A1A, 6.45% 9/25/2062 (7.45% on <br> 11/1/2026) <sup>(a)(d)(f)</sup>  | 2174 | 2170 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Onslow Bay Financial Mortgage Loan Trust, Series 2023-NQM1, Class A1, 6.12% 11/25/2062 (7.12% on <br> 12/1/2026) <sup>(a)(d)(f)</sup>  | 3261 | 3259 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Onslow Bay Financial Mortgage Loan Trust, Series 2023-NQM4, Class A1, 6.113% 3/25/2063 (7.113% on <br> 5/1/2027) <sup>(a)(d)(f)</sup>  | 5228 | 5251 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Onslow Bay Financial Mortgage Loan Trust, Series 2025-NQM8, Class A1, 5.472% 3/25/2065 (6.472% on <br> 5/1/2029) <sup>(a)(d)(f)</sup>  | 5071 | 5118 |
| Onslow Bay Financial, LLC, Series 2024-HYB2, Class A1, 3.687% 4/25/2053 <sup>(a)(c)(d)</sup>  | 13678 | 13478 |
| Onslow Bay Financial, LLC, Series 2022-NQM5, Class A1, 4.31% 5/25/2062 (5.31% on 5/1/2026) <sup>(a)(d)(f)</sup>  | 44246 | 43884 |
| Onslow Bay Financial, LLC, Series 2022-NQM6, Class A1, 4.70% 7/25/2062 (5.70% on 6/1/2026) <sup>(a)(d)(f)</sup>  | 33996 | 33971 |
| Onslow Bay Financial, LLC, Series 2023-NQM7, Class A1, 6.844% 4/25/2063 (7.844% on 9/1/2027) <sup>(a)(d)(f)</sup>  | 3840 | 3893 |
| Onslow Bay Financial, LLC, Series 2023-NQM5, Class A1A, 6.567% 6/25/2063 (7.567% on 6/1/2027) <sup>(a)(d)(f)</sup>  | 11952 | 12048 |
| Onslow Bay Financial, LLC, Series 2023-NQM6, Class A1, 6.52% 7/25/2063 (7.52% on 7/1/2027) <sup>(a)(d)(f)</sup>  | 4550 | 4592 |
| Onslow Bay Financial, LLC, Series 2023-NQM10, Class A1, 6.465% 10/25/2063 (7.465% on 11/1/2027) <sup>(a)(d)(f)</sup>  | 2434 | 2464 |
| Onslow Bay Financial, LLC, Series 2024-NQM1, Class A1, 5.928% 11/25/2063 (6.928% on 12/1/2027) <sup>(a)(d)(f)</sup>  | 5720 | 5771 |
| Onslow Bay Financial, LLC, Series 2024-NQM5, Class A1, 5.988% 1/25/2064 (6.988% on 3/1/2028) <sup>(a)(d)(f)</sup>  | 16768 | 16946 |
| Onslow Bay Financial, LLC, Series 2024-NQM4, Class A1, 6.067% 1/25/2064 (7.067% on 2/1/2028) <sup>(a)(d)(f)</sup>  | 32558 | 32923 |
| Onslow Bay Financial, LLC, Series 2024-NQM6, Class A1, 6.447% 2/25/2064 (7.447% on 4/1/2028) <sup>(a)(d)(f)</sup>  | 7292 | 7412 |
| Onslow Bay Financial, LLC, Series 2024-NQM7, Class A1, 6.243% 3/25/2064 (7.243% on 4/1/2028) <sup>(a)(d)(f)</sup>  | 21890 | 22197 |
| Onslow Bay Financial, LLC, Series 2024-NQM10, Class A1, 6.18% 5/25/2064 (7.18% on 6/1/2028) <sup>(a)(d)(f)</sup>  | 32395 | 32837 |
| Onslow Bay Financial, LLC, Series 2024-NQM8, Class A1, 6.233% 5/25/2064 (7.233% on 5/1/2028) <sup>(a)(d)(f)</sup>  | 18848 | 19126 |
| Onslow Bay Financial, LLC, Series 2024-NQM13, Class A1, 5.116% 6/25/2064 (6.116% on 8/1/2028) <sup>(a)(d)(f)</sup>  | 37423 | 37515 |
| Onslow Bay Financial, LLC, Series 2024-NQM11, Class A1, 5.875% 6/25/2064 (6.825% on 7/1/2028) <sup>(a)(d)(f)</sup>  | 7296 | 7377 |
| Onslow Bay Financial, LLC, Series 2024-NQM17, Class A1, 5.61% 11/25/2064 (6.61% on 11/1/2028) <sup>(a)(d)(f)</sup>  | 15516 | 15663 |
| Onslow Bay Financial, LLC, Series 2025-NQM3, Class A1, 5.648% 12/1/2064 (6.648% on 2/1/2029) <sup>(a)(d)(f)</sup>  | 31565 | 31912 |
| Onslow Bay Financial, LLC, Series 2025-NQM1, Class A1, 5.547% 12/25/2064 (6.547% on 12/1/2028) <sup>(a)(d)(f)</sup>  | 5323 | 5372 |
| Onslow Bay Financial, LLC, Series 2025-NQM14, Class A1A, 5.162% 7/25/2065 (6.162% on 7/1/2029) <sup>(a)(d)(f)</sup>  | 12074 | 12182 |
| Onslow Bay Financial, LLC, Series 2025-NQM16, Class A1A, 4.905% 8/25/2065 (5.905% on 9/1/2029) <sup>(a)(d)(f)</sup>  | 30968 | 30980 |
| Onslow Bay Financial, LLC, Series 2025-NQM18, Class A1A, 5.057% 9/25/2065 (6.057% on 9/1/2029) <sup>(a)(d)(f)</sup>  | 15030 | 15062 |
| PMT Loan Trust, Series 2024-INV1, Class A2, 6.00% 10/25/2059 <sup>(a)(c)(d)</sup>  | 7616 | 7755 |
| PRKCM Trust, Series 2021-AFC2, Class A1, 2.071% 11/25/2056 <sup>(a)(c)(d)</sup>  | 6817 | 6086 |
| PRKCM Trust, Series 23-AFC4, Class A1, 7.225% 11/25/2058 (8.225% on 10/1/2027) <sup>(a)(d)(f)</sup>  | 3271 | 3327 |
| Progress Residential Trust, Series 2024-SFR5, Class A, 3.00% 8/9/2029 <sup>(a)(d)</sup>  | 8547 | 8101 |
| Progress Residential Trust, Series 2024-SFR5, Class B, 3.25% 8/9/2029 <sup>(a)(d)</sup>  | 12534 | 11853 |
| Progress Residential Trust, Series 2021-SFR6, Class A, 1.524% 7/17/2038 <sup>(a)(d)</sup>  | 4885 | 4810 |
| Progress Residential Trust, Series 2022-SFR3, Class A, 3.20% 4/17/2039 <sup>(a)(d)</sup>  | 6937 | 6812 |
| Progress Residential Trust, Series 22-SFR1, Class A, 2.709% 2/17/2041 <sup>(a)(d)</sup>  | 2471 | 2345 |
| Progress Residential Trust, Series 2024-SFR1, Class A, 3.35% 2/17/2041 <sup>(a)(d)</sup>  | 17169 | 16584 |
| Progress Residential Trust, Series 2024-SFR2, Class A, 3.30% 4/17/2041 <sup>(a)(d)</sup>  | 15340 | 14759 |
| Progress Residential Trust, Series 2024-SFR2, Class D, 3.40% 4/17/2041 <sup>(a)(c)(d)</sup>  | 6434 | 6059 |
| Progress Residential Trust, Series 2024-SFR2, Class B, 3.40% 4/17/2041 <sup>(a)(c)(d)</sup>  | 3969 | 3795 |
| Progress Residential Trust, Series 2024-SFR3, Class A, 3.00% 6/17/2041 <sup>(a)(d)</sup>  | 7004 | 6675 |
| Progress Residential Trust, Series 2025-SFR2, Class A, 3.305% 4/17/2042 <sup>(a)(d)</sup>  | 9119 | 8660 |
| Progress Residential Trust, Series 2025-SFR3, Class A, 3.39% 7/17/2042 <sup>(a)(d)</sup>  | 15589 | 14782 |
| PRP Advisors, LLC, Series 2025-RPL3, Class A1, 3.25% 4/25/2055 (4.25% on 4/1/2028) <sup>(a)(d)(f)</sup>  | 1801 | 1738 |
| Sequoia Mortgage Trust, Series 2025-HYB1, Class A1A, 5.069% 10/25/2055 <sup>(a)(c)(d)</sup>  | 16959 | 17051 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Starwood Mortgage Residential Trust, Series 2024-SFR4, Class A, (1-month USD CME Term SOFR + 1.75%) 5.90% <br> 10/17/2041 <sup>(a)(c)(d)</sup>  | 22518 | 22610 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Starwood Mortgage Residential Trust, Series 2025-SFR5, Class A, (1-month USD CME Term SOFR + 1.45%) <br> 5.601% 2/17/2042 <sup>(a)(c)(d)</sup>  | 1377 | 1382 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Collateralized mortgage-backed obligations (privately originated) (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBW Mortgage-Backed Trust, Series 2007-2, Class A4B, (1-month USD CME Term SOFR + 0.955%) 5.112% <br> 7/25/2037 <sup>(a)(c)</sup>  | USD6,863 | $5205 |
| Towd Point Mortgage Trust, Series 2015-3, Class M2, 4.00% 3/25/2054 <sup>(a)(c)(d)</sup>  | 610 | 608 |
| Towd Point Mortgage Trust, Series 2015-3, Class B1, 4.223% 3/25/2054 <sup>(a)(c)(d)</sup>  | 1500 | 1490 |
| Towd Point Mortgage Trust, Series 2016-1, Class B1, 4.428% 2/25/2055 <sup>(a)(c)(d)</sup>  | 4000 | 3960 |
| Towd Point Mortgage Trust, Series 2015-5, Class B1, 3.995% 5/25/2055 <sup>(a)(c)(d)</sup>  | 13290 | 13135 |
| Towd Point Mortgage Trust, Series 2016-2, Class M1, 3.00% 8/25/2055 <sup>(a)(c)(d)</sup>  | 3530 | 3489 |
| Towd Point Mortgage Trust, Series 2016-2, Class B2, 3.547% 8/25/2055 <sup>(a)(c)(d)</sup>  | 3200 | 2925 |
| Towd Point Mortgage Trust, Series 2016-3, Class M2, 4.00% 4/25/2056 <sup>(a)(c)(d)</sup>  | 3453 | 3437 |
| Towd Point Mortgage Trust, Series 2016-3, Class B4, 4.083% 4/25/2056 <sup>(a)(c)(d)</sup>  | 4497 | 4078 |
| Towd Point Mortgage Trust, Series 2016-3, Class B1, 4.087% 4/25/2056 <sup>(a)(c)(d)</sup>  | 3460 | 3418 |
| Towd Point Mortgage Trust, Series 2017-1, Class A2, 3.50% 10/25/2056 <sup>(a)(c)(d)</sup>  | 700 | 697 |
| Towd Point Mortgage Trust, Series 2017-2, Class A2, 3.25% 4/25/2057 <sup>(a)(c)(d)</sup>  | 213 | 213 |
| Towd Point Mortgage Trust, Series 2017-2, Class M2, 3.75% 4/25/2057 <sup>(a)(c)(d)</sup>  | 1000 | 972 |
| Towd Point Mortgage Trust, Series 2017-4, Class A1, 2.75% 6/25/2057 <sup>(a)(c)(d)</sup>  | 262 | 257 |
| Towd Point Mortgage Trust, Series 2017-4, Class M1, 3.25% 6/25/2057 <sup>(a)(c)(d)</sup>  | 1575 | 1456 |
| Towd Point Mortgage Trust, Series 2017-6, Class A1, 2.75% 10/25/2057 <sup>(a)(c)(d)</sup>  | 404 | 398 |
| Towd Point Mortgage Trust, Series 2017-6, Class A2, 3.00% 10/25/2057 <sup>(a)(c)(d)</sup>  | 5500 | 5286 |
| Towd Point Mortgage Trust, Series 2018-1, Class A2, 3.25% 1/25/2058 <sup>(a)(c)(d)</sup>  | 10000 | 9780 |
| Towd Point Mortgage Trust, Series 2018-2, Class A1, 3.25% 3/25/2058 <sup>(a)(c)(d)</sup>  | 2957 | 2932 |
| Towd Point Mortgage Trust, Series 2018-2, Class A2, 3.50% 03/25/2058 <sup>(a)(c)(d)</sup>  | 10000 | 9755 |
| Towd Point Mortgage Trust, Series 2018-3, Class M2, 3.875% 5/25/2058 <sup>(a)(c)(d)</sup>  | 4000 | 3515 |
| Towd Point Mortgage Trust, Series 2018-5, Class A1A, 3.25% 7/25/2058 <sup>(a)(c)(d)</sup>  | 93 | 92 |
| Towd Point Mortgage Trust, Series 2019-2, Class A1, 3.75% 12/25/2058 <sup>(a)(c)(d)</sup>  | 5094 | 4952 |
| Towd Point Mortgage Trust, Series 2019-A2, Class A2, 3.75% 12/25/2058 <sup>(a)(c)(d)</sup>  | 3615 | 3290 |
| Towd Point Mortgage Trust, Series 2019-4, Class M1B, 3.00% 10/25/2059 <sup>(a)(c)(d)</sup>  | 3000 | 2544 |
| Towd Point Mortgage Trust, Series 2019-4, Class A2, 3.25% 10/25/2059 <sup>(a)(c)(d)</sup>  | 3090 | 2818 |
| Towd Point Mortgage Trust, Series 2020-4, Class A1, 1.75% 10/25/2060 <sup>(a)(d)</sup>  | 15598 | 14239 |
| Towd Point Mortgage Trust, Series 15-2, Class 1B2, 3.718% 11/25/2060 <sup>(a)(c)(d)</sup>  | 11896 | 11607 |
| Towd Point Mortgage Trust, Series 2023-1, Class A1, 3.75% 1/25/2063 <sup>(a)(d)</sup>  | 1493 | 1451 |
| Towd Point Mortgage Trust, Series 2024-3, Class A1A, 5.027% 7/25/2065 <sup>(a)(c)(d)</sup>  | 10792 | 10921 |
| Towd Point Mortgage Trust, Series 2024-3, Class A1B, 5.027% 7/25/2065 <sup>(a)(c)(d)</sup>  | 3496 | 3524 |
| Treehouse Park Improvement Association No.1 9.75% 12/1/2033 <sup>(d)(g)</sup>  | 8591 | 8591 |
| Tricon Residential Trust, Series 2021-SFR1, Class A, 1.943% 7/17/2038 <sup>(a)(d)</sup>  | 27249 | 26711 |
| Tricon Residential Trust, Series 2022-SFR1, Class A, 3.856% 4/17/2039 <sup>(a)(d)</sup>  | 19933 | 19786 |
| Tricon Residential Trust, Series 2024-SFR2, Class A, 4.75% 6/17/2040 <sup>(a)(d)</sup>  | 3428 | 3441 |
| Tricon Residential Trust, Series 2023-SFR1, Class B, 5.10% 7/17/2040 <sup>(a)(d)</sup>  | 7963 | 8003 |
| Tricon Residential Trust, Series 2023-SFR1, Class C, 5.10% 7/17/2040 <sup>(a)(d)</sup>  | 1536 | 1535 |
| Tricon Residential Trust, Series 2023-SFR2, Class A, 5.00% 12/17/2040 <sup>(a)(d)</sup>  | 7396 | 7436 |
| Tricon Residential Trust, Series 2024-SFR1, Class A, 4.65% 4/17/2041 <sup>(a)(d)</sup>  | 6425 | 6416 |
| Tricon Residential Trust, Series 2024-SFR1, Class B, 4.75% 4/17/2041 <sup>(a)(d)</sup>  | 2116 | 2110 |
| Tricon Residential Trust, Series 2024-SFR3, Class A, 4.50% 8/17/2041 <sup>(a)(d)</sup>  | 20885 | 20867 |
| Tricon Residential Trust, Series 2024-SFR3, Class B, 5.00% 8/17/2041 <sup>(a)(d)</sup>  | 10438 | 10428 |
| Tricon Residential Trust, Series 2024-SFR4, Class A, 4.30% 11/17/2041 <sup>(a)(d)</sup>  | 28769 | 28550 |
| Verus Securitization Trust, Series 2025-R1, Class A1, 5.402% 5/25/2065 (6.402% on 7/1/2029) <sup>(a)(d)(f)</sup>  | 17867 | 18031 |
| Verus Securitization Trust, Series 2023-1, Class A1, 5.85% 12/25/2067 (6.85% on 1/1/2027) <sup>(a)(d)(f)</sup>  | 4092 | 4092 |
| Verus Securitization Trust, Series 2023-3, Class A1, 5.93% 3/25/2068 (6.93% on 4/1/2027) <sup>(a)(d)(f)</sup>  | 15656 | 15696 |
| Verus Securitization Trust, Series 2023-4, Class A1, 5.811% 5/25/2068 (6.811% on 5/1/2027) <sup>(a)(d)(f)</sup>  | 4402 | 4418 |
| Verus Securitization Trust, Series 2023-5, Class A5, 6.476% 6/25/2068 (7.476% on 6/1/2027) <sup>(a)(d)(f)</sup>  | 673 | 678 |
| Verus Securitization Trust, Series 2023-6, Class A1, 6.665% 9/25/2068 (7.665% on 9/1/2027) <sup>(a)(d)(f)</sup>  | 2449 | 2479 |
| Verus Securitization Trust, Series 2023-7, Class A1, 7.07% 10/25/2068 (8.07% on 10/1/2027) <sup>(a)(d)(f)</sup>  | 1224 | 1245 |
| Verus Securitization Trust, Series 2023-8, Class M1, 7.454% 12/25/2068 <sup>(a)(c)(d)</sup>  | 1700 | 1735 |
| Verus Securitization Trust, Series 2024-2, Class A1, 6.095% 2/25/2069 (7.095% on 2/1/2028) <sup>(a)(d)(f)</sup>  | 10628 | 10747 |
| Verus Securitization Trust, Series 2024-3, Class A1, 6.338% 4/25/2069 (7.338% on 4/1/2028) <sup>(a)(d)(f)</sup>  | 30625 | 31074 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mortgage-backed obligations (continued)**<br> **Collateralized mortgage-backed obligations (privately originated) (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Verus Securitization Trust, Series 2024-5, Class A1, 6.192% 6/25/2069 (7.192% on 6/1/2028) <sup>(a)(d)(f)</sup>  | USD1,698 | $1722 |
| Verus Securitization Trust, Series 2024-4, Class A1, 6.218% 6/25/2069 (7.218% on 5/1/2028) <sup>(a)(d)(f)</sup>  | 32052 | 32510 |
| Verus Securitization Trust, Series 2024-5, Class A2, 6.446% 6/25/2069 (7.446% on 6/1/2028) <sup>(a)(d)(f)</sup>  | 3194 | 3240 |
| Verus Securitization Trust, Series 2024-4, Class A2, 6.572% 6/25/2069 (7.572% on 5/1/2028) <sup>(a)(d)(f)</sup>  | 3960 | 4020 |
| Verus Securitization Trust, Series 2024-6, Class A1, 5.799% 7/25/2069 (6.799% on 7/1/2028) <sup>(a)(d)(f)</sup>  | 16566 | 16740 |
| Verus Securitization Trust, Series 2024-6, Class A2, 6.053% 7/25/2069 (7.053% on 7/1/2028) <sup>(a)(d)(f)</sup>  | 3977 | 4018 |
| Verus Securitization Trust, Series 2024-INV2, Class A1, 5.332% 8/26/2069 (6.332% on 8/1/2028) <sup>(a)(d)(f)</sup>  | 15697 | 15785 |
| Verus Securitization Trust, Series 2024-7, Class A1, 5.095% 9/25/2069 <sup>(a)(c)(d)</sup>  | 5241 | 5253 |
| Verus Securitization Trust, Series 2024-R1, Class A1, 5.218% 9/25/2069 (6.218% on 10/1/2028) <sup>(a)(d)(f)</sup>  | 10241 | 10252 |
| Verus Securitization Trust, Series 2024-8, Class A1, 5.364% 10/25/2069 <sup>(a)(c)(d)</sup>  | 28051 | 28222 |
| Verus Securitization Trust, Series 2024-8, Class A2, 5.618% 10/25/2069 (6.618% on 10/1/2028) <sup>(a)(d)(f)</sup>  | 5952 | 5987 |
| Verus Securitization Trust, Series 2024-9, Class A1, 5.438% 11/25/2069 <sup>(a)(c)(d)</sup>  | 12991 | 13088 |
| Verus Securitization Trust, Series 2025-1, Class A1, 5.62% 1/25/2070 <sup>(a)(c)(d)</sup>  | 4517 | 4562 |
| Verus Securitization Trust, Series 2025-3, Class A1, 5.623% 5/25/2070 (6.623% on 4/1/2029) <sup>(a)(d)(f)</sup>  | 3499 | 3537 |
| Verus Securitization Trust, Series 2025-5, Class A1, 5.427% 6/25/2070 (6.427% on 6/1/2029) <sup>(a)(d)(f)</sup>  | 2348 | 2368 |
| Verus Securitization Trust, Series 2025-7, Class A1, 5.129% 8/25/2070 (6.129% on 8/1/2029) <sup>(a)(d)(f)</sup>  | 3024 | 3040 |
| Verus Securitization Trust, Series 2025-8, Class A1A, 4.869% 9/25/2070 (5.869% on 9/1/2029) <sup>(a)(d)(f)</sup>  | 22032 | 22023 |
|  |  | 2241809 |
| **Total mortgage-backed obligations** |  | 31479765 |
| **U.S. Treasury bonds & notes 27.52%**<br> **U.S. Treasury 26.73%**<br>|  |  |
| U.S. Treasury 4.25% 10/15/2025  | 150000 | 150012 |
| U.S. Treasury 0.25% 10/31/2025  | 12000 | 11962 |
| U.S. Treasury 3.00% 10/31/2025  | 1058 | 1057 |
| U.S. Treasury 2.25% 11/15/2025  | 20000 | 19959 |
| U.S. Treasury 4.50% 11/15/2025  | 44751 | 44775 |
| U.S. Treasury 0.375% 11/30/2025  | 277042 | 275397 |
| U.S. Treasury 4.00% 12/15/2025  | 100014 | 100038 |
| U.S. Treasury 0.375% 1/31/2026  | 74267 | 73399 |
| U.S. Treasury 4.25% 1/31/2026  | 62596 | 62647 |
| U.S. Treasury 0.50% 2/28/2026  | 150 | 148 |
| U.S. Treasury 4.625% 2/28/2026  | 7898 | 7920 |
| U.S. Treasury 4.50% 3/31/2026  | 135000 | 135443 |
| U.S. Treasury 3.75% 4/15/2026  | 355 | 355 |
| U.S. Treasury 4.875% 4/30/2026  | 68000 | 68416 |
| U.S. Treasury 0.75% 5/31/2026  | 1245 | 1220 |
| U.S. Treasury 0.875% 6/30/2026  | 82180 | 80443 |
| U.S. Treasury 4.375% 7/31/2026 <sup>(h)</sup>  | 1221000 | 1227033 |
| U.S. Treasury 3.75% 8/31/2026  | 200000 | 200016 |
| U.S. Treasury 0.875% 9/30/2026  | 530757 | 516140 |
| U.S. Treasury 3.50% 9/30/2026  | 420000 | 419171 |
| U.S. Treasury 1.125% 10/31/2026  | 99997 | 97276 |
| U.S. Treasury 4.125% 10/31/2026  | 45479 | 45681 |
| U.S. Treasury 2.00% 11/15/2026  | 55600 | 54557 |
| U.S. Treasury 4.625% 11/15/2026  | 58916 | 59495 |
| U.S. Treasury 1.625% 11/30/2026  | —<br> <sup>(b)</sup><br>| — <br><sup>(b)</sup><br>|
| U.S. Treasury 4.25% 11/30/2026  | 297064 | 298857 |
| U.S. Treasury 4.375% 12/15/2026  | 6657 | 6709 |
| U.S. Treasury 4.25% 12/31/2026  | 50000 | 50326 |
| U.S. Treasury 4.125% 1/31/2027  | 69000 | 69376 |
| U.S. Treasury 2.25% 2/15/2027  | 3000 | 2943 |
| U.S. Treasury 4.125% 2/15/2027  | 164330 | 165300 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. Treasury bonds & notes (continued)**<br> **U.S. Treasury (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| U.S. Treasury 1.875% 2/28/2027  | USD107,551 | $104908 |
| U.S. Treasury 4.125% 2/28/2027  | 267040 | 268656 |
| U.S. Treasury 4.25% 3/15/2027  | 72000 | 72596 |
| U.S. Treasury 0.50% 4/30/2027  | 15000 | 14283 |
| U.S. Treasury 3.75% 4/30/2027  | 279020 | 279429 |
| U.S. Treasury 2.375% 5/15/2027  | 41700 | 40867 |
| U.S. Treasury 4.50% 5/15/2027  | 34759 | 35218 |
| U.S. Treasury 0.50% 5/31/2027  | 125000 | 118713 |
| U.S. Treasury 2.625% 5/31/2027  | 350150 | 344375 |
| U.S. Treasury 3.875% 5/31/2027  | 134539 | 135022 |
| U.S. Treasury 0.50% 6/30/2027  | 6000 | 5685 |
| U.S. Treasury 3.75% 6/30/2027  | 888202 | 889902 |
| U.S. Treasury 4.375% 7/15/2027  | 11054 | 11194 |
| U.S. Treasury 3.875% 7/31/2027  | 1762362 | 1769679 |
| U.S. Treasury 2.25% 8/15/2027  | 17500 | 17068 |
| U.S. Treasury 3.75% 8/15/2027  | 425000 | 425902 |
| U.S. Treasury 0.50% 8/31/2027  | 26084 | 24589 |
| U.S. Treasury 3.625% 8/31/2027  | 209449 | 209457 |
| U.S. Treasury 3.375% 9/15/2027  | 250000 | 248896 |
| U.S. Treasury 3.50% 9/30/2027  | 48714 | 48613 |
| U.S. Treasury 3.875% 10/15/2027  | 43166 | 43386 |
| U.S. Treasury 0.50% 10/31/2027  | 35000 | 32836 |
| U.S. Treasury 4.125% 10/31/2027  | 22500 | 22730 |
| U.S. Treasury 4.125% 11/15/2027  | 4974 | 5026 |
| U.S. Treasury 3.875% 12/31/2027  | 112100 | 112728 |
| U.S. Treasury 4.25% 1/15/2028  | 10000 | 10137 |
| U.S. Treasury 3.50% 1/31/2028  | 11709 | 11679 |
| U.S. Treasury 2.75% 2/15/2028  | 15156 | 14859 |
| U.S. Treasury 4.25% 2/15/2028  | 18000 | 18258 |
| U.S. Treasury 1.125% 2/29/2028  | 23306 | 21979 |
| U.S. Treasury 4.00% 2/29/2028  | 3875 | 3910 |
| U.S. Treasury 1.25% 3/31/2028  | 25580 | 24147 |
| U.S. Treasury 3.75% 4/15/2028  | 311 | 312 |
| U.S. Treasury 2.875% 5/15/2028  | 41927 | 41146 |
| U.S. Treasury 3.75% 5/15/2028  | 3764 | 3776 |
| U.S. Treasury 1.25% 5/31/2028  | 10702 | 10061 |
| U.S. Treasury 3.625% 5/31/2028  | 3400 | 3401 |
| U.S. Treasury 1.25% 6/30/2028  | 42000 | 39412 |
| U.S. Treasury 3.875% 7/15/2028  | 4516 | 4546 |
| U.S. Treasury 1.00% 7/31/2028  | 70000 | 65082 |
| U.S. Treasury 4.125% 7/31/2028  | 132534 | 134293 |
| U.S. Treasury 2.875% 8/15/2028  | 3276 | 3209 |
| U.S. Treasury 3.625% 8/15/2028  | 11695 | 11695 |
| U.S. Treasury 3.375% 9/15/2028  | 459231 | 456091 |
| U.S. Treasury 1.25% 9/30/2028  | 14100 | 13152 |
| U.S. Treasury 1.50% 11/30/2028  | 35000 | 32775 |
| U.S. Treasury 4.375% 11/30/2028  | 103137 | 105379 |
| U.S. Treasury 1.75% 1/31/2029  | 51932 | 48863 |
| U.S. Treasury 4.00% 1/31/2029  | 21384 | 21618 |
| U.S. Treasury 4.25% 2/28/2029  | 191037 | 194698 |
| U.S. Treasury 2.875% 4/30/2029  | 204760 | 199362 |
| U.S. Treasury 4.625% 4/30/2029  | 28005 | 28900 |
| U.S. Treasury 2.375% 5/15/2029  | 5000 | 4783 |
| U.S. Treasury 4.50% 5/31/2029  | 181704 | 186826 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. Treasury bonds & notes (continued)**<br> **U.S. Treasury (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| U.S. Treasury 3.25% 6/30/2029  | USD18,000 | $17733 |
| U.S. Treasury 4.25% 6/30/2029  | 58000 | 59158 |
| U.S. Treasury 3.625% 8/31/2029  | 180000 | 179574 |
| U.S. Treasury 3.50% 9/30/2029  | 61600 | 61176 |
| U.S. Treasury 3.875% 9/30/2029  | 65000 | 65457 |
| U.S. Treasury 4.125% 10/31/2029  | 286293 | 290890 |
| U.S. Treasury 4.125% 11/30/2029  | 150330 | 152761 |
| U.S. Treasury 3.875% 12/31/2029  | 169618 | 170723 |
| U.S. Treasury 4.375% 12/31/2029  | 253000 | 259577 |
| U.S. Treasury 3.50% 1/31/2030  | 152870 | 151589 |
| U.S. Treasury 4.25% 1/31/2030  | 2996 | 3060 |
| U.S. Treasury 1.50% 2/15/2030  | 60500 | 55180 |
| U.S. Treasury 4.00% 2/28/2030  | 78711 | 79630 |
| U.S. Treasury 3.875% 4/30/2030  | 429436 | 432180 |
| U.S. Treasury 3.75% 5/31/2030  | 30000 | 30022 |
| U.S. Treasury 4.00% 5/31/2030  | 8790 | 8894 |
| U.S. Treasury 3.875% 6/30/2030  | 23620 | 23767 |
| U.S. Treasury 3.875% 7/31/2030 <sup>(h)</sup>  | 2280969 | 2294958 |
| U.S. Treasury 4.00% 7/31/2030  | 15360 | 15534 |
| U.S. Treasury 3.625% 8/31/2030  | 121038 | 120437 |
| U.S. Treasury 3.625% 9/30/2030  | 6900 | 6865 |
| U.S. Treasury 4.625% 9/30/2030 <sup>(h)</sup>  | 586330 | 609508 |
| U.S. Treasury 4.875% 10/31/2030  | 539814 | 567522 |
| U.S. Treasury 0.875% 11/15/2030  | 110000 | 95395 |
| U.S. Treasury 3.75% 12/31/2030  | 60152 | 60100 |
| U.S. Treasury 4.00% 1/31/2031  | 100000 | 101064 |
| U.S. Treasury 1.625% 5/15/2031  | 20450 | 18212 |
| U.S. Treasury 4.25% 6/30/2031  | 200000 | 204415 |
| U.S. Treasury 4.125% 7/31/2031 <sup>(h)</sup>  | 247529 | 251339 |
| U.S. Treasury 1.25% 8/15/2031  | 18563 | 16059 |
| U.S. Treasury 3.75% 8/31/2031  | 66500 | 66202 |
| U.S. Treasury 3.625% 9/30/2031  | 47870 | 47312 |
| U.S. Treasury 4.125% 10/31/2031  | 69534 | 70566 |
| U.S. Treasury 1.375% 11/15/2031  | 95000 | 82242 |
| U.S. Treasury 4.125% 11/30/2031  | 8000 | 8115 |
| U.S. Treasury 4.375% 1/31/2032  | 41000 | 42140 |
| U.S. Treasury 1.875% 2/15/2032  | 25000 | 22187 |
| U.S. Treasury 4.125% 2/29/2032  | 154346 | 156460 |
| U.S. Treasury 4.00% 4/30/2032  | 285000 | 286726 |
| U.S. Treasury 2.875% 5/15/2032  | 529 | 497 |
| U.S. Treasury 4.125% 5/31/2032  | 175000 | 177242 |
| U.S. Treasury 4.00% 6/30/2032  | 406926 | 409120 |
| U.S. Treasury 4.00% 7/31/2032  | 504366 | 506848 |
| U.S. Treasury 2.75% 8/15/2032  | 27904 | 25945 |
| U.S. Treasury 3.875% 8/31/2032  | 5002 | 4988 |
| U.S. Treasury 4.125% 11/15/2032  | 7500 | 7588 |
| U.S. Treasury 4.375% 5/15/2034  | 23600 | 24148 |
| U.S. Treasury 3.875% 8/15/2034  | 315559 | 310785 |
| U.S. Treasury 4.25% 11/15/2034  | 70206 | 71007 |
| U.S. Treasury 4.625% 2/15/2035  | 286119 | 297397 |
| U.S. Treasury 4.25% 5/15/2035  | 67536 | 68159 |
| U.S. Treasury 4.25% 8/15/2035  | 824749 | 831386 |
| U.S. Treasury 4.50% 8/15/2039  | 92710 | 93413 |
| U.S. Treasury 4.625% 2/15/2040  | 600 | 611 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. Treasury bonds & notes (continued)**<br> **U.S. Treasury (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| U.S. Treasury 4.375% 5/15/2040  | USD20,000 | $19789 |
| U.S. Treasury 1.375% 11/15/2040  | 91100 | 59471 |
| U.S. Treasury 1.875% 2/15/2041 <sup>(h)</sup>  | 186596 | 131251 |
| U.S. Treasury 4.75% 2/15/2041  | 61385 | 63021 |
| U.S. Treasury 2.25% 5/15/2041  | 15174 | 11251 |
| U.S. Treasury 1.75% 8/15/2041  | 111952 | 75993 |
| U.S. Treasury 2.00% 11/15/2041  | 685 | 481 |
| U.S. Treasury 3.125% 11/15/2041  | 300 | 250 |
| U.S. Treasury 2.375% 2/15/2042  | 89955 | 66677 |
| U.S. Treasury 3.25% 5/15/2042  | 122319 | 102805 |
| U.S. Treasury 2.75% 8/15/2042  | 3811 | 2967 |
| U.S. Treasury 3.375% 8/15/2042  | 6700 | 5710 |
| U.S. Treasury 2.75% 11/15/2042  | 1735 | 1345 |
| U.S. Treasury 4.00% 11/15/2042  | 10583 | 9791 |
| U.S. Treasury 3.875% 2/15/2043  | 4000 | 3631 |
| U.S. Treasury 2.875% 5/15/2043  | 62268 | 48796 |
| U.S. Treasury 3.875% 5/15/2043  | 29009 | 26281 |
| U.S. Treasury 3.625% 8/15/2043 <sup>(h)</sup>  | 74259 | 64814 |
| U.S. Treasury 4.75% 11/15/2043  | 6349 | 6418 |
| U.S. Treasury 4.50% 2/15/2044  | 223630 | 218738 |
| U.S. Treasury 3.375% 5/15/2044  | 38700 | 32296 |
| U.S. Treasury 4.625% 5/15/2044  | 63000 | 62552 |
| U.S. Treasury 4.125% 8/15/2044  | 14933 | 13866 |
| U.S. Treasury 3.00% 11/15/2044  | 45000 | 35219 |
| U.S. Treasury 2.50% 2/15/2045  | 37361 | 26772 |
| U.S. Treasury 4.75% 2/15/2045  | 200842 | 202129 |
| U.S. Treasury 3.00% 5/15/2045  | 1460 | 1136 |
| U.S. Treasury 5.00% 5/15/2045  | 388486 | 403446 |
| U.S. Treasury 2.875% 8/15/2045  | 15000 | 11400 |
| U.S. Treasury 4.875% 8/15/2045  | 167002 | 170707 |
| U.S. Treasury 2.50% 2/15/2046  | 32377 | 22850 |
| U.S. Treasury 2.50% 5/15/2046  | 25000 | 17580 |
| U.S. Treasury 2.25% 8/15/2046  | 65440 | 43650 |
| U.S. Treasury 2.875% 11/15/2046  | 4 | 3 |
| U.S. Treasury 3.00% 5/15/2047  | 26000 | 19801 |
| U.S. Treasury 2.75% 8/15/2047  | 11687 | 8473 |
| U.S. Treasury 2.75% 11/15/2047  | 5300 | 3830 |
| U.S. Treasury 3.00% 2/15/2048  | 101999 | 77010 |
| U.S. Treasury 3.125% 5/15/2048  | 1150 | 887 |
| U.S. Treasury 3.00% 8/15/2048  | 80295 | 60366 |
| U.S. Treasury 3.375% 11/15/2048  | 3958 | 3179 |
| U.S. Treasury 3.00% 2/15/2049  | 1866 | 1397 |
| U.S. Treasury 2.875% 5/15/2049  | 44876 | 32739 |
| U.S. Treasury 2.25% 8/15/2049  | 116760 | 74514 |
| U.S. Treasury 2.375% 11/15/2049  | 36677 | 23994 |
| U.S. Treasury 2.00% 2/15/2050  | 60397 | 36115 |
| U.S. Treasury 1.25% 5/15/2050 <sup>(h)</sup>  | 124788 | 61222 |
| U.S. Treasury 1.375% 8/15/2050 <sup>(h)</sup>  | 352055 | 176971 |
| U.S. Treasury 1.625% 11/15/2050  | 42400 | 22749 |
| U.S. Treasury 1.875% 2/15/2051  | 57065 | 32584 |
| U.S. Treasury 2.375% 5/15/2051  | 46632 | 30001 |
| U.S. Treasury 2.00% 8/15/2051  | 95568 | 55988 |
| U.S. Treasury 1.875% 11/15/2051  | 30977 | 17529 |
| U.S. Treasury 2.25% 2/15/2052  | 33579 | 20829 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. Treasury bonds & notes (continued)**<br> **U.S. Treasury (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| U.S. Treasury 2.875% 5/15/2052  | USD122,323 | $87308 |
| U.S. Treasury 4.00% 11/15/2052  | 24179 | 21389 |
| U.S. Treasury 3.625% 2/15/2053  | 39701 | 32824 |
| U.S. Treasury 4.125% 8/15/2053  | 14957 | 13522 |
| U.S. Treasury 4.75% 11/15/2053  | 105286 | 105475 |
| U.S. Treasury 4.25% 2/15/2054  | 29331 | 27072 |
| U.S. Treasury 4.625% 5/15/2054  | 42895 | 42140 |
| U.S. Treasury 4.25% 8/15/2054  | 35578 | 32856 |
| U.S. Treasury 4.625% 2/15/2055 <sup>(h)</sup>  | 260698 | 256218 |
| U.S. Treasury 4.75% 5/15/2055  | 241465 | 242197 |
| U.S. Treasury 4.75% 8/15/2055 <sup>(h)</sup>  | 1025150 | 1028674 |
| U.S. Treasury, interest only, 0% 8/15/2028  | 25000 | 22510 |
|  |  | 25891490 |
| **U.S. Treasury inflation-protected securities 0.79%** |  |  |
| U.S. Treasury Inflation-Protected Security 0.125% 10/15/2025 <sup>(i)</sup>  | 7066 | 7065 |
| U.S. Treasury Inflation-Protected Security 0.625% 1/15/2026 <sup>(i)</sup>  | —<br> <sup>(b)</sup><br>| — <br><sup>(b)</sup><br>|
| U.S. Treasury Inflation-Protected Security 0.125% 4/15/2026 <sup>(i)</sup>  | 95136 | 94658 |
| U.S. Treasury Inflation-Protected Security 0.125% 10/15/2026 <sup>(i)</sup>  | —<br> <sup>(b)</sup><br>| — <br><sup>(b)</sup><br>|
| U.S. Treasury Inflation-Protected Security 0.125% 1/15/2030 <sup>(i)</sup>  | 103815 | 99144 |
| U.S. Treasury Inflation-Protected Security 1.875% 7/15/2035 <sup>(i)</sup>  | 269613 | 271870 |
| U.S. Treasury Inflation-Protected Security 0.125% 2/15/2051 <sup>(i)</sup>  | —<br> <sup>(b)</sup><br>| — <br><sup>(b)</sup><br>|
| U.S. Treasury Inflation-Protected Security 1.50% 2/15/2053 <sup>(i)</sup>  | 56623 | 45338 |
| U.S. Treasury Inflation-Protected Security 2.125% 2/15/2054 <sup>(i)</sup>  | 16941 | 15644 |
| U.S. Treasury Inflation-Protected Security 2.375% 2/15/2055 <sup>(i)</sup>  | 240282 | 234690 |
|  |  | 768409 |
| **Total U.S. Treasury bonds & notes** |  | 26659899 |
| **Corporate bonds, notes & loans 27.41%**<br> **Financials 7.61%**<br>|  |  |
| 200 Park Funding Trust 5.74% 2/15/2055 <sup>(d)</sup>  | 4500 | 4563 |
| AerCap Ireland Capital DAC 2.45% 10/29/2026  | 19534 | 19197 |
| Aero Capital Solutions, Inc., Term Loan, (1-month USD CME Term SOFR + 3.00%) 7.61% 11/17/2029 <sup>(c)(d)(g)(j)</sup>  | 56751 | 56326 |
| AIA Group, Ltd. 0.88% 9/9/2033 (5-year EUR Mid-Swap + 1.10% on 9/9/2028) <sup>(f)</sup>  | EUR9,525 | 10527 |
| AIB Group PLC 6.608% 9/13/2029 (USD-SOFR + 2.33% on 9/13/2028) <sup>(d)(f)</sup>  | USD34,534 | 36670 |
| AIB Group PLC 5.871% 3/28/2035 (USD-SOFR + 1.91% on 3/28/2034) <sup>(d)(f)</sup>  | 12575 | 13235 |
| Ally Financial, Inc. 8.00% 11/1/2031  | 22786 | 25935 |
| Ally Financial, Inc. 6.184% 7/26/2035 (USD-SOFR + 2.29% on 7/26/2034) <sup>(f)</sup>  | 2500 | 2580 |
| Alpha Bank SA 7.50% 6/16/2027 (1-year EUR Mid-Swap + 5.084% on 6/16/2026) <sup>(f)</sup>  | EUR4,540 | 5529 |
| Alpha Bank SA 6.875% 6/27/2029 (1-year EUR-ICE Swap EURIBOR + 3.793% on 6/27/2028) <sup>(f)</sup>  | 38656 | 50217 |
| Alpha Bank SA 5.00% 5/12/2030 (1-year EUR-ICE Swap EURIBOR + 2.432% on 5/12/2029) <sup>(f)</sup>  | 27109 | 34002 |
| American Express Co. 6.338% 10/30/2026 (USD-SOFR + 1.33% on 10/30/2025) <sup>(f)</sup>  | USD4,374 | 4382 |
| American Express Co. 4.731% 4/25/2029 (USD-SOFR + 1.26% on 4/25/2028) <sup>(f)</sup>  | 10000 | 10161 |
| American Express Co. 5.532% 4/25/2030 (USD-SOFR + 1.09% on 4/25/2029) <sup>(f)</sup>  | 4000 | 4181 |
| American Express Co. 5.016% 4/25/2031 (USD-SOFR + 1.44% on 4/25/2030) <sup>(f)</sup>  | 15933 | 16387 |
| American Express Co. 6.489% 10/30/2031 (USD-SOFR + 1.94% on 10/30/2030) <sup>(f)</sup>  | 8649 | 9482 |
| American Express Co. 5.043% 5/1/2034 (USD-SOFR + 1.835% on 5/1/2033) <sup>(f)</sup>  | 14179 | 14568 |
| American Express Co. 5.442% 1/30/2036 (USD-SOFR + 1.32% on 1/30/2035) <sup>(f)</sup>  | 13388 | 13930 |
| American Express Co. 5.667% 4/25/2036 (USD-SOFR + 1.79% on 4/25/2035) <sup>(f)</sup>  | 44992 | 47558 |
| American International Group, Inc. 4.85% 5/7/2030  | 5078 | 5198 |
| American International Group, Inc. 5.125% 3/27/2033  | 21129 | 21750 |
| American International Group, Inc. 5.45% 5/7/2035  | 9483 | 9885 |
| American International Group, Inc. 4.375% 6/30/2050  | 6730 | 5718 |

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The Bond Fund of America — Page 54 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Financials (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| AmWINS Group, Inc. 6.375% 2/15/2029 <sup>(d)</sup>  | USD11,890 | $12139 |
| Aon Corp. 2.60% 12/2/2031  | 750 | 677 |
| Aon Corp. 5.35% 2/28/2033  | 6206 | 6493 |
| Aon Corp. 3.90% 2/28/2052  | 2000 | 1517 |
| Aon North America, Inc. 5.15% 3/1/2029  | 22500 | 23160 |
| Aon North America, Inc. 5.30% 3/1/2031  | 4500 | 4692 |
| Aon North America, Inc. 5.45% 3/1/2034  | 24101 | 25116 |
| Aon North America, Inc. 5.75% 3/1/2054  | 10789 | 10874 |
| Arthur J. Gallagher & Co. 4.85% 12/15/2029  | 25500 | 26042 |
| Arthur J. Gallagher & Co. 5.00% 2/15/2032  | 2000 | 2042 |
| Arthur J. Gallagher & Co. 5.15% 2/15/2035  | 31000 | 31389 |
| Arthur J. Gallagher & Co. 5.55% 2/15/2055  | 18461 | 18061 |
| Athene Global Funding 4.83% 5/9/2028 <sup>(d)</sup>  | 20000 | 20245 |
| Athene Global Funding 5.033% 7/17/2030 <sup>(d)</sup>  | 15000 | 15248 |
| Athene Global Funding 5.543% 8/22/2035 <sup>(d)</sup>  | 2721 | 2759 |
| Athene Holding, Ltd. 6.625% 5/19/2055  | 14536 | 15570 |
| Australia and New Zealand Banking Group, Ltd. 6.742% 12/8/2032 <sup>(d)</sup>  | 1518 | 1680 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banco de Credito Social Cooperativo SA 7.50% 9/14/2029 (1-year EUR-ICE Swap EURIBOR + 4.269% on <br> 9/14/2028) <sup>(f)</sup>  | EUR6,200 | 8232 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banco de Credito Social Cooperativo SA 4.125% 9/3/2030 (1-year EUR-ICE Swap EURIBOR + 1.70% on <br> 9/3/2029) <sup>(f)</sup>  | 23800 | 28897 |
| Banco de Sabadell SA 5.25% 2/7/2029 (1-year EUR Mid-Swap + 2.40% on 2/7/2028) <sup>(f)</sup>  | 10000 | 12426 |
| Banco de Sabadell SA 5.50% 9/8/2029 (1-year EUR-ICE Swap EURIBOR + 2.40% on 9/8/2028) <sup>(f)</sup>  | 10000 | 12637 |
| Banco Santander SA 5.294% 8/18/2027  | USD9,800 | 9990 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banco Santander SA 1.722% 9/14/2027 (1-year UST Yield Curve Rate T Note Constant Maturity + 0.90% on <br> 9/14/2026) <sup>(f)</sup>  | 7800 | 7613 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bangkok Bank Public Co., Ltd. 3.733% 9/25/2034 (5-year UST Yield Curve Rate T Note Constant Maturity + 1.90% <br> on 9/25/2029) <sup>(f)</sup>  | 19965 | 18905 |
| Bank of America Corp. 5.08% 1/20/2027 (USD-SOFR + 1.29% on 1/20/2026) <sup>(f)</sup>  | 3343 | 3349 |
| Bank of America Corp. 1.658% 3/11/2027 (USD-SOFR + 0.91% on 3/11/2026) <sup>(f)</sup>  | 29913 | 29571 |
| Bank of America Corp. 2.551% 2/4/2028 (USD-SOFR + 1.05% on 2/4/2027) <sup>(f)</sup>  | 35000 | 34284 |
| Bank of America Corp. 4.376% 4/27/2028 (USD-SOFR + 1.58% on 4/27/2027) <sup>(f)</sup>  | 314 | 315 |
| Bank of America Corp. 3.419% 12/20/2028 (3-month USD CME Term SOFR + 1.302% on 12/20/2027) <sup>(f)</sup>  | 17490 | 17226 |
| Bank of America Corp. 2.087% 6/14/2029 (USD-SOFR + 1.06% on 6/14/2028) <sup>(f)</sup>  | 30222 | 28632 |
| Bank of America Corp. 2.884% 10/22/2030 (3-month USD CME Term SOFR + 1.19% on 10/22/2029) <sup>(f)</sup>  | 9150 | 8687 |
| Bank of America Corp. 5.162% 1/24/2031 (USD-SOFR + 1.00% on 1/24/2030) <sup>(f)</sup>  | 16841 | 17387 |
| Bank of America Corp. 1.898% 7/23/2031 (USD-SOFR + 1.53% on 7/23/2030) <sup>(f)</sup>  | 7682 | 6864 |
| Bank of America Corp. 1.922% 10/24/2031 (USD-SOFR + 1.37% on 10/24/2030) <sup>(f)</sup>  | 22229 | 19749 |
| Bank of America Corp. 2.299% 7/21/2032 (USD-SOFR + 1.22% on 7/21/2031) <sup>(f)</sup>  | 70926 | 62934 |
| Bank of America Corp. 5.872% 9/15/2034 (USD-SOFR + 1.84% on 9/15/2033) <sup>(f)</sup>  | 9128 | 9785 |
| Bank of America Corp. 5.464% 5/9/2036 (USD-SOFR + 1.64% on 5/9/2035) <sup>(f)</sup>  | 12474 | 13011 |
| Bank of America Corp. 2.676% 6/19/2041 (USD-SOFR + 1.93% on 6/19/2040) <sup>(f)</sup>  | 530 | 391 |
| Bank of America Corp. 2.972% 7/21/2052 (USD-SOFR + 1.56% on 7/21/2051) <sup>(f)</sup>  | 410 | 273 |
| Bank of America Corp., 3.824% 1/20/2028 (3-month USD CME Term SOFR + 1.837% on 1/20/2027) <sup>(f)</sup>  | 26930 | 26809 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of East Asia, Ltd. 4.875% 4/22/2032 (5-year UST Yield Curve Rate T Note Constant Maturity + 2.30% on <br> 4/22/2027) <sup>(f)</sup>  | 12000 | 11978 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of Ireland Group PLC 2.029% 9/30/2027 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.10% on <br> 9/30/2026) <sup>(d)(f)</sup>  | 9200 | 8994 |
| Bank of Montreal 5.30% 6/5/2026  | 10000 | 10088 |
| Bank of Montreal 5.203% 2/1/2028  | 2000 | 2049 |
| Bank of Montreal (USD-SOFR Index + 0.75% on 9/22/2027) 4.062% 9/22/2028 <sup>(f)</sup>  | 903 | 902 |
| Bank of Montreal 4.35% 9/22/2031 (USD-SOFR + 0.75% on 9/22/2030) <sup>(f)</sup>  | 31492 | 31351 |
| Bank of New York Mellon Corp. 4.947% 4/26/2027 (USD-SOFR + 1.026% on 4/26/2026) <sup>(f)</sup>  | 15000 | 15075 |
| Bank of New York Mellon Corp. 4.441% 6/9/2028 (USD-SOFR + 0.68% on 6/9/2027) <sup>(f)</sup>  | 4000 | 4029 |

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The Bond Fund of America — Page 55 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Financials (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Bank of New York Mellon Corp. 5.802% 10/25/2028 (USD-SOFR + 1.802% on 10/25/2027) <sup>(f)</sup>  | USD10,000 | $10355 |
| Bank of New York Mellon Corp. 4.975% 3/14/2030 (USD-SOFR + 1.085% on 3/14/2029) <sup>(f)</sup>  | 20345 | 20910 |
| Bank of New York Mellon Corp. 4.942% 2/11/2031 (USD-SOFR + 0.887% on 2/11/2030) <sup>(f)</sup>  | 77296 | 79419 |
| Bank of New York Mellon Corp. 5.06% 7/22/2032 (USD-SOFR + 1.23% on 7/22/2031) <sup>(f)</sup>  | 16601 | 17161 |
| Bank of New York Mellon Corp. 5.225% 11/20/2035 (USD-SOFR + 1.253% on 11/20/2034) <sup>(f)</sup>  | 13351 | 13807 |
| Bank of New York Mellon Corp. 5.316% 6/6/2036 (USD-SOFR + 1.35% on 6/6/2035) <sup>(f)</sup>  | 14000 | 14491 |
| Bank of Nova Scotia (The) 5.40% 6/4/2027  | 15000 | 15351 |
| Bank of Nova Scotia (The) 5.25% 6/12/2028  | 10000 | 10319 |
| Banque Federative du Credit Mutuel 0.82% 10/16/2026  | JPY2,100,000 | 14134 |
| Banque Federative du Credit Mutuel 5.088% 1/23/2027 <sup>(d)</sup>  | USD30,000 | 30379 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Barclays Bank PLC 7.437% 11/2/2033 (1-year UST Yield Curve Rate T Note Constant Maturity + 3.50% on <br> 11/2/2032) <sup>(f)</sup>  | 20000 | 22955 |
| Barclays PLC 5.829% 5/9/2027 (USD-SOFR + 2.21% on 5/9/2026) <sup>(f)</sup>  | 15000 | 15134 |
| Barclays PLC 4.837% 9/10/2028 (USD-SOFR + 1.34% on 9/10/2027) <sup>(f)</sup>  | 20000 | 20209 |
| Barclays PLC 6.49% 9/13/2029 (USD-SOFR + 2.22% on 9/13/2028) <sup>(f)</sup>  | 7000 | 7415 |
| Barclays PLC 5.86% 8/11/2046 (USD-SOFR + 1.83% on 8/11/2045) <sup>(f)</sup>  | 3300 | 3393 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BBVA Bancomer SA 7.625% 2/11/2035 (5-year UST Yield Curve Rate T Note Constant Maturity + 3.375% on <br> 2/11/2030) <sup>(d)(f)</sup>  | 4290 | 4524 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BBVA Bancomer SA 8.45% 6/29/2038 (5-year UST Yield Curve Rate T Note Constant Maturity + 4.661% on <br> 6/29/2033) <sup>(d)(f)</sup>  | 14100 | 15656 |
| Berkshire Hathaway Finance Corp. 4.20% 8/15/2048  | 7829 | 6694 |
| Blackstone Holdings Finance Co., LLC 5.90% 11/3/2027 <sup>(d)</sup>  | 5375 | 5562 |
| Blackstone Holdings Finance Co., LLC 6.20% 4/22/2033 <sup>(d)</sup>  | 1020 | 1113 |
| Blackstone, Inc. 5.00% 12/6/2034  | 3065 | 3099 |
| Block, Inc. 2.75% 6/1/2026  | 8000 | 7901 |
| Block, Inc. 5.625% 8/15/2030 <sup>(d)</sup>  | 9080 | 9206 |
| Block, Inc. 6.00% 8/15/2033 <sup>(d)</sup>  | 5815 | 5959 |
| BNP Paribas SA 2.591% 1/20/2028 (USD-SOFR + 1.228% on 1/20/2027) <sup>(d)(f)</sup>  | 2500 | 2446 |
| BNP Paribas SA 2.159% 9/15/2029 (USD-SOFR + 1.218% on 9/15/2028) <sup>(d)(f)</sup>  | 25187 | 23627 |
| BNP Paribas SA 5.497% 5/20/2030 (USD-SOFR + 1.59% on 5/20/2029) <sup>(d)(f)</sup>  | 88800 | 91867 |
| BNP Paribas SA 5.283% 11/19/2030 (USD-SOFR + 1.28% on 11/19/2029) <sup>(d)(f)</sup>  | 15115 | 15532 |
| BNP Paribas SA 2.871% 4/19/2032 (USD-SOFR + 1.387% on 4/19/2031) <sup>(d)(f)</sup>  | 214 | 195 |
| Boost Newco Borrower, LLC 7.50% 1/15/2031 <sup>(d)</sup>  | 3350 | 3556 |
| BPCE SA 1.652% 10/6/2026 (USD-SOFR + 1.52% on 10/6/2025) <sup>(d)(f)</sup>  | 20094 | 20086 |
| BPCE SA 0.895% 12/14/2026  | JPY500,000 | 3363 |
| BPCE SA 5.975% 1/18/2027 (USD-SOFR + 2.10% on 1/18/2026) <sup>(d)(f)</sup>  | USD15,000 | 15057 |
| BPCE SA 2.045% 10/19/2027 (USD-SOFR + 1.087% on 10/19/2026) <sup>(d)(f)</sup>  | 5000 | 4881 |
| BPCE SA 6.714% 10/19/2029 (USD-SOFR + 2.27% on 10/19/2028) <sup>(d)(f)</sup>  | 56713 | 60233 |
| BPCE SA 5.716% 1/18/2030 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.959% on 1/18/2029) <sup>(d)(f)</sup>  | 26614 | 27533 |
| BPCE SA 5.876% 1/14/2031 (USD-SOFR + 1.68% on 1/14/2030) <sup>(d)(f)</sup>  | 33000 | 34475 |
| BPCE SA 5.389% 5/28/2031 (USD-SOFR + 1.581% on 5/28/2030) <sup>(d)(f)</sup>  | 23408 | 24026 |
| BPCE SA 5.936% 5/30/2035 (USD-SOFR + 1.85% on 5/30/2034) <sup>(d)(f)</sup>  | 6657 | 6976 |
| BPCE SA 6.293% 1/14/2036 (USD-SOFR + 2.04% on 1/14/2035) <sup>(d)(f)</sup>  | 59829 | 64055 |
| BPCE SA 6.027% 5/28/2036 (USD-SOFR + 1.956% on 5/28/2035) <sup>(d)(f)</sup>  | 28521 | 30052 |
| Brown & Brown, Inc. 4.90% 6/23/2030  | 13746 | 13942 |
| Brown & Brown, Inc. 5.25% 6/23/2032  | 5133 | 5267 |
| Brown & Brown, Inc. 5.55% 6/23/2035  | 44786 | 46106 |
| Brown & Brown, Inc. 6.25% 6/23/2055  | 24803 | 26120 |
| CaixaBank SA 6.208% 1/18/2029 (USD-SOFR + 2.70% on 1/18/2028) <sup>(d)(f)</sup>  | 13150 | 13679 |
| CaixaBank SA 4.634% 7/3/2029 (USD-SOFR + 1.14% on 7/3/2028) <sup>(d)(f)</sup>  | 15000 | 15109 |
| CaixaBank SA 5.673% 3/15/2030 (USD-SOFR + 1.78% on 3/15/2029) <sup>(d)(f)</sup>  | 73421 | 76180 |
| CaixaBank SA 4.885% 7/3/2031 (USD-SOFR + 1.36% on 7/3/2030) <sup>(d)(f)</sup>  | 14000 | 14149 |
| CaixaBank SA 6.84% 9/13/2034 (USD-SOFR + 2.77% on 9/13/2033) <sup>(d)(f)</sup>  | 11653 | 12991 |
| CaixaBank SA 6.037% 6/15/2035 (USD-SOFR + 2.26% on 9/15/2034) <sup>(d)(f)</sup>  | 20574 | 21875 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Financials (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| CaixaBank SA 5.581% 7/3/2036 (USD-SOFR + 1.79% on 7/3/2035) <sup>(d)(f)</sup>  | USD34,181 | $35029 |
| Canadian Imperial Bank of Commerce 5.237% 6/28/2027  | 20000 | 20405 |
| Canadian Imperial Bank of Commerce 5.26% 4/8/2029  | 12000 | 12427 |
| Canadian Imperial Bank of Commerce 4.631% 9/11/2030 (USD-SOFR + 1.335% on 9/11/2029) <sup>(f)</sup>  | 13112 | 13269 |
| Canadian Imperial Bank of Commerce 5.245% 1/13/2031 (USD-SOFR + 1.105% on 1/13/2030) <sup>(f)</sup>  | 22812 | 23565 |
| Canadian Imperial Bank of Commerce 3.60% 4/7/2032  | 197 | 187 |
| Capital One Financial Corp. 5.468% 2/1/2029 (USD-SOFR + 2.08% on 2/1/2028) <sup>(f)</sup>  | 628 | 644 |
| Capital One Financial Corp. 5.70% 2/1/2030 (USD-SOFR + 1.905% on 2/1/2029) <sup>(f)</sup>  | 2510 | 2607 |
| Capital One Financial Corp. 6.051% 2/1/2035 (USD-SOFR + 2.26% on 2/1/2034) <sup>(f)</sup>  | 4196 | 4456 |
| Capital One, NA 3.45% 7/27/2026  | 2343 | 2329 |
| Charles Schwab Corp. (The) 5.643% 5/19/2029 (USD-SOFR + 2.21% on 5/19/2028) <sup>(f)</sup>  | 15000 | 15581 |
| Charles Schwab Corp. (The) 6.196% 11/17/2029 (USD-SOFR + 1.878% on 11/17/2028) <sup>(f)</sup>  | 5000 | 5311 |
| China Ping An Insurance Overseas (Holdings), Ltd. 2.85% 8/12/2031  | 200 | 183 |
| Chubb INA Holdings, LLC 3.35% 5/3/2026  | 100 | 100 |
| Chubb INA Holdings, LLC 5.00% 3/15/2034  | 42263 | 43356 |
| Chubb INA Holdings, LLC 4.90% 8/15/2035  | 12000 | 12076 |
| Chubb INA Holdings, LLC 4.35% 11/3/2045  | 100 | 88 |
| Citibank, NA 4.914% 5/29/2030  | 30375 | 31216 |
| Citigroup, Inc. 1.122% 1/28/2027 (USD-SOFR + 0.765% on 1/28/2026) <sup>(f)</sup>  | 5000 | 4949 |
| Citigroup, Inc. 3.07% 2/24/2028 (USD-SOFR + 1.28% on 2/24/2027) <sup>(f)</sup>  | 15570 | 15334 |
| Citigroup, Inc. 4.786% 3/4/2029 (USD-SOFR + 0.87% on 3/4/2028) <sup>(f)</sup>  | 30000 | 30392 |
| Citigroup, Inc. 5.174% 2/13/2030 (USD-SOFR + 1.364% on 2/13/2029) <sup>(f)</sup>  | 4380 | 4494 |
| Citigroup, Inc. 4.542% 9/19/2030 (USD-SOFR + 1.338% on 9/19/2029) <sup>(f)</sup>  | 14228 | 14299 |
| Citigroup, Inc. 2.976% 11/5/2030 (USD-SOFR + 1.422% on 11/5/2029) <sup>(f)</sup>  | 6424 | 6083 |
| Citigroup, Inc. 2.666% 1/29/2031 (USD-SOFR + 1.146% on 1/29/2030) <sup>(f)</sup>  | 12520 | 11641 |
| Citigroup, Inc., 4.952% 5/7/2031 (USD-SOFR + 1.463% on 5/7/2030) <sup>(f)</sup>  | 22024 | 22449 |
| Citigroup, Inc. 2.572% 6/3/2031 (USD-SOFR + 2.107% on 6/3/2030) <sup>(f)</sup>  | 49396 | 45459 |
| Citigroup, Inc. 4.503% 9/11/2031 (USD-SOFR + 1.171% on 9/11/2030) <sup>(f)</sup>  | 25975 | 25995 |
| Citigroup, Inc. 2.52% 11/3/2032 (USD-SOFR + 1.177% on 11/3/2031) <sup>(f)</sup>  | 14613 | 12985 |
| Citigroup, Inc. 3.785% 3/17/2033 (USD-SOFR + 1.939% on 3/17/2032) <sup>(f)</sup>  | 1810 | 1720 |
| Citigroup, Inc. 4.91% 5/24/2033 (USD-SOFR + 2.086% on 5/24/2032) <sup>(f)</sup>  | 1490 | 1508 |
| Citigroup, Inc. 6.27% 11/17/2033 (USD-SOFR + 2.338% on 11/17/2032) <sup>(f)</sup>  | 39666 | 43303 |
| Citigroup, Inc. 6.02% 1/24/2036 (USD-SOFR + 1.83% on 1/24/2035) <sup>(f)</sup>  | 3315 | 3474 |
| Citigroup, Inc. 5.333% 3/27/2036 (USD-SOFR + 1.465% on 3/27/2035) <sup>(f)</sup>  | 6613 | 6762 |
| Citigroup, Inc. 5.174% 9/11/2036 (USD-SOFR + 1.488% on 9/11/2035) <sup>(f)</sup>  | 15789 | 15955 |
| Citizens Financial Group, Inc. 5.841% 1/23/2030 (USD-SOFR + 2.01% on 1/23/2029) <sup>(f)</sup>  | 65428 | 68212 |
| Citizens Financial Group, Inc. 5.718% 7/23/2032 (USD-SOFR + 1.91% on 7/23/2031) <sup>(f)</sup>  | 27931 | 29173 |
| Coinbase Global, Inc. 3.625% 10/1/2031 <sup>(d)</sup>  | 5000 | 4466 |
| Commonwealth Bank of Australia 2.688% 3/11/2031 <sup>(d)</sup>  | 17450 | 15796 |
| Corebridge Financial, Inc. 3.85% 4/5/2029  | 17379 | 17122 |
| Corebridge Financial, Inc. 3.90% 4/5/2032  | 18411 | 17592 |
| Corebridge Financial, Inc. 4.35% 4/5/2042  | 208 | 180 |
| Corebridge Financial, Inc. 4.40% 4/5/2052  | 739 | 612 |
| Corebridge Global Funding 4.65% 8/20/2027 <sup>(d)</sup>  | 9280 | 9387 |
| Corebridge Global Funding 4.90% 1/7/2028 <sup>(d)</sup>  | 10570 | 10753 |
| Corebridge Global Funding 5.20% 6/24/2029 <sup>(d)</sup>  | 15000 | 15412 |
| Corebridge Global Funding 4.90% 12/3/2029 <sup>(d)</sup>  | 15000 | 15318 |
| Credit Agricole SA 1.247% 1/26/2027 (USD-SOFR + 0.892% on 1/26/2026) <sup>(d)(f)</sup>  | 9050 | 8956 |
| Credit Agricole SA 5.335% 1/10/2030 (USD-SOFR + 1.69% on 1/10/2029) <sup>(d)(f)</sup>  | 15000 | 15440 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dai-ichi Life Insurance Co., Ltd. (The) 6.20% (5-year UST Yield Curve Rate T Note Constant Maturity + 2.515% on <br> 1/16/2035) <sup>(d)(f)</sup>  | 6500 | 6761 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Danske Bank AS 4.298% 4/1/2028 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.75% on <br>4/1/2027) <sup>(d)(f)</sup>  | 8300 | 8310 |
| Deutsche Bank AG 4.10% 1/13/2026  | 16415 | 16398 |

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The Bond Fund of America — Page 57 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Financials (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Deutsche Bank AG 4.10% 1/13/2026  | USD4,936 | $4931 |
| Deutsche Bank AG 2.129% 11/24/2026 (USD-SOFR + 1.87% on 11/24/2025) <sup>(f)</sup>  | 11265 | 11224 |
| Deutsche Bank AG 7.146% 7/13/2027 (USD-SOFR + 2.52% on 7/13/2026) <sup>(f)</sup>  | 7493 | 7654 |
| Deutsche Bank AG 2.311% 11/16/2027 (USD-SOFR + 1.219% on 11/16/2026) <sup>(f)</sup>  | 76884 | 75211 |
| Deutsche Bank AG 2.552% 1/7/2028 (USD-SOFR + 1.318% on 1/7/2027) <sup>(f)</sup>  | 66634 | 65184 |
| Deutsche Bank AG 5.706% 2/8/2028 (USD-SOFR + 1.594% on 2/8/2027) <sup>(f)</sup>  | 17768 | 18093 |
| Deutsche Bank AG 6.72% 1/18/2029 (USD-SOFR + 3.18% on 1/18/2028) <sup>(f)</sup>  | 29053 | 30526 |
| Deutsche Bank AG 6.819% 11/20/2029 (USD-SOFR + 2.51% on 11/20/2028) <sup>(f)</sup>  | 18638 | 19940 |
| Deutsche Bank AG 4.999% 9/11/2030 (USD-SOFR + 1.70% on 9/11/2029) <sup>(f)</sup>  | 15497 | 15723 |
| Deutsche Bank AG 3.547% 9/18/2031 (USD-SOFR + 3.043% on 9/18/2030) <sup>(f)</sup>  | 52185 | 49482 |
| Deutsche Bank AG 5.403% 9/11/2035 (USD-SOFR + 2.05% on 9/11/2034) <sup>(f)</sup>  | 15825 | 16143 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DNB Bank ASA 1.535% 5/25/2027 (5-year UST Yield Curve Rate T Note Constant Maturity + 0.72% on <br>5/25/2026) <sup>(d)(f)</sup>  | 8037 | 7898 |
| Eurobank SA 2.00% 5/5/2027 (1-year EUR Mid-Swap + 2.398% on 5/5/2026) <sup>(f)</sup>  | EUR10,715 | 12536 |
| Eurobank SA 2.25% 3/14/2028 (1-year EUR Mid-Swap + 2.634% on 3/14/2027) <sup>(f)</sup>  | 21171 | 24733 |
| Eurobank SA 7.00% 1/26/2029 (1-year EUR Mid-Swap + 4.418% on 1/26/2028) <sup>(f)</sup>  | 25825 | 33210 |
| Eurobank SA 5.875% 11/28/2029 (1-year EUR Mid-Swap + 2.83% on 11/28/2028) <sup>(f)</sup>  | 73505 | 93813 |
| Eurobank SA 4.00% 9/24/2030 (1-year EUR Mid-Swap + 2.127% on 9/24/2029) <sup>(f)</sup>  | 6720 | 8146 |
| Eurobank SA 4.875% 4/30/2031 (5-year EUR Mid-Swap + 2.165% on 4/30/2030) <sup>(f)</sup>  | 4490 | 5634 |
| Fidelity National Information Services, Inc. 1.15% 3/1/2026  | USD22,429 | 22146 |
| Fifth Third Bancorp 6.339% 7/27/2029 (USD-SOFR + 2.34% on 7/27/2028) <sup>(f)</sup>  | 1285 | 1354 |
| Fifth Third Bancorp 4.895% 9/6/2030 (USD-SOFR + 1.486% on 9/6/2029) <sup>(f)</sup>  | 4024 | 4090 |
| First Citizens BancShares, Inc. 5.231% 3/12/2031 (USD-SOFR + 1.41% on 3/12/2030) <sup>(f)</sup>  | 24904 | 25299 |
| Fiserv, Inc. 3.50% 7/1/2029  | 406 | 395 |
| Fiserv, Inc. 2.65% 6/1/2030  | 900 | 834 |
| Five Corners Funding Trust II 2.85% 5/15/2030 <sup>(d)</sup>  | 300 | 281 |
| Five Corners Funding Trust III 5.791% 2/15/2033 <sup>(d)</sup>  | 11060 | 11704 |
| GA Global Funding Trust 4.50% 9/18/2030 <sup>(d)</sup>  | 15000 | 14889 |
| GA Global Funding Trust 5.50% 4/1/2032 <sup>(d)</sup>  | 22500 | 23126 |
| Global Payments, Inc. 2.90% 5/15/2030  | 631 | 584 |
| Goldman Sachs Group, Inc. 1.542% 9/10/2027 (USD-SOFR + 0.818% on 9/10/2026) <sup>(f)</sup>  | 25000 | 24385 |
| Goldman Sachs Group, Inc. 1.948% 10/21/2027 (USD-SOFR + 0.913% on 10/21/2026) <sup>(f)</sup>  | 1010 | 986 |
| Goldman Sachs Group, Inc. 3.615% 3/15/2028 (USD-SOFR + 1.846% on 3/15/2027) <sup>(f)</sup>  | 10000 | 9926 |
| Goldman Sachs Group, Inc. 4.937% 4/23/2028 (USD-SOFR + 1.319% on 4/23/2027) <sup>(f)</sup>  | 18000 | 18215 |
| Goldman Sachs Group, Inc. 3.814% 4/23/2029 (3-month USD CME Term SOFR + 1.42% on 4/23/2028) <sup>(f)</sup>  | 5000 | 4958 |
| Goldman Sachs Group, Inc. 2.60% 2/7/2030  | 3284 | 3077 |
| Goldman Sachs Group, Inc. 3.80% 3/15/2030  | 9419 | 9273 |
| Goldman Sachs Group, Inc. 5.727% 4/25/2030 (USD-SOFR + 1.265% on 4/25/2029) <sup>(f)</sup>  | 63741 | 66703 |
| Goldman Sachs Group, Inc. 5.049% 7/23/2030 (USD-SOFR + 1.21% on 7/23/2029) <sup>(f)</sup>  | 53926 | 55287 |
| Goldman Sachs Group, Inc. 4.692% 10/23/2030 (USD-SOFR + 1.135% on 10/23/2029) <sup>(f)</sup>  | 7229 | 7323 |
| Goldman Sachs Group, Inc. 5.207% 1/28/2031 (USD-SOFR + 1.078% on 1/28/2030) <sup>(f)</sup>  | 8100 | 8363 |
| Goldman Sachs Group, Inc. 5.218% 4/23/2031 (USD-SOFR + 1.58% on 4/23/2030) <sup>(f)</sup>  | 19495 | 20164 |
| Goldman Sachs Group, Inc. 3.102% 2/24/2033 (USD-SOFR + 1.41% on 2/24/2032) <sup>(f)</sup>  | 1478 | 1356 |
| Goldman Sachs Group, Inc. 5.33% 7/23/2035 (USD-SOFR + 1.55% on 7/23/2034) <sup>(f)</sup>  | 42375 | 43638 |
| Goldman Sachs Group, Inc. 5.016% 10/23/2035 (USD-SOFR + 1.42% on 10/23/2034) <sup>(f)</sup>  | 1289 | 1298 |
| Goldman Sachs Group, Inc. 5.536% 1/28/2036 (USD-SOFR + 1.38% on 1/28/2035) <sup>(f)</sup>  | 22550 | 23550 |
| Goldman Sachs Group, Inc. 2.908% 7/21/2042 (USD-SOFR + 1.40% on 7/21/2041) <sup>(f)</sup>  | 15674 | 11572 |
| Goldman Sachs Group, Inc. 5.734% 1/28/2056 (USD-SOFR + 1.696% on 1/28/2055) <sup>(f)</sup>  | 20174 | 20931 |
| Hongkong Land Finance (Cayman Islands) Co., Ltd. (The) 4.50% 10/7/2025  | 3760 | 3760 |
| HSBC Holdings PLC (USD-SOFR + 1.57%) 4.33% 8/14/2027 <sup>(c)</sup>  | 13000 | 13114 |
| HSBC Holdings PLC 5.597% 5/17/2028 (USD-SOFR + 1.06% on 5/17/2027) <sup>(f)</sup>  | 17790 | 18168 |
| HSBC Holdings PLC 4.755% 6/9/2028 (USD-SOFR + 2.11% on 6/9/2027) <sup>(f)</sup>  | 14472 | 14597 |
| HSBC Holdings PLC 7.39% 11/3/2028 (USD-SOFR + 7.39% on 11/3/2027) <sup>(f)</sup>  | 3357 | 3566 |
| HSBC Holdings PLC 2.206% 8/17/2029 (USD-SOFR + 1.285% on 8/17/2028) <sup>(f)</sup>  | 60285 | 56913 |

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The Bond Fund of America — Page 58 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Financials (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| HSBC Holdings PLC 4.95% 3/31/2030  | USD3,150 | $3231 |
| HSBC Holdings PLC 5.286% 11/19/2030 (USD-SOFR + 1.29% on 11/19/2029) <sup>(f)</sup>  | 5278 | 5446 |
| HSBC Holdings PLC (USD-SOFR + 1.57%) 4.24% 5/13/2031 <sup>(c)</sup>  | 7250 | 7397 |
| HSBC Holdings PLC 5.24% 5/13/2031 (USD-SOFR + 1.57% on 5/13/2030) <sup>(f)</sup>  | 2500 | 2573 |
| HSBC Holdings PLC 2.804% 5/24/2032 (USD-SOFR + 1.187% on 5/24/2031) <sup>(f)</sup>  | 40267 | 36507 |
| HSBC Holdings PLC 2.871% 11/22/2032 (USD-SOFR + 1.41% on 11/22/2031) <sup>(f)</sup>  | 648 | 584 |
| HSBC Holdings PLC 8.113% 11/3/2033 (USD-SOFR + 4.25% on 11/3/2032) <sup>(f)</sup>  | 6963 | 8169 |
| HSBC Holdings PLC 7.399% 11/13/2034 (USD-SOFR + 3.02% on 11/13/2033) <sup>(f)</sup>  | 26937 | 30668 |
| HSBC Holdings PLC 8.201% 11/16/2034 (5-year GBP-GILT + 4.55% on 11/16/2029) <sup>(f)</sup>  | GBP5,190 | 7695 |
| HSBC Holdings PLC 5.45% 3/3/2036 (USD-SOFR + 1.56% on 3/3/2035) <sup>(f)</sup>  | USD31,448 | 32465 |
| HSBC Holdings PLC 5.79% 5/13/2036 (USD-SOFR + 1.88% on 5/13/2035) <sup>(f)</sup>  | 3089 | 3260 |
| Huntington Bancshares, Inc. 5.272% 1/15/2031 (USD-SOFR + 1.276% on 1/15/2030) <sup>(f)</sup>  | 15000 | 15464 |
| ING Groep NV 6.083% 9/11/2027 (USD-SOFR + 1.56% on 9/11/2026) <sup>(f)</sup>  | 12000 | 12207 |
| Insurance Australia Group, Ltd. (3-month AUD-BBSW + 2.45%) 6.03% 12/15/2036 <sup>(c)</sup>  | AUD10,280 | 6901 |
| Intercontinental Exchange, Inc. 5.25% 6/15/2031  | USD11,768 | 12301 |
| Intercontinental Exchange, Inc. 4.60% 3/15/2033  | 2800 | 2818 |
| Intercontinental Exchange, Inc. 4.95% 6/15/2052  | 683 | 633 |
| Intercontinental Exchange, Inc. 3.00% 9/15/2060  | 134 | 83 |
| Intesa Sanpaolo SpA 7.00% 11/21/2025 <sup>(d)</sup>  | 20450 | 20525 |
| Intesa Sanpaolo SpA 5.71% 1/15/2026 <sup>(d)</sup>  | 24105 | 24159 |
| Intesa Sanpaolo SpA 3.875% 7/14/2027 <sup>(d)</sup>  | 10275 | 10215 |
| Intesa Sanpaolo SpA 3.875% 1/12/2028 <sup>(d)</sup>  | 4974 | 4907 |
| Intesa Sanpaolo SpA 4.00% 9/23/2029 <sup>(d)</sup>  | 3000 | 2943 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Intesa Sanpaolo SpA 8.248% 11/21/2033 (1-year UST Yield Curve Rate T Note Constant Maturity + 4.40% on <br> 11/21/2032) <sup>(d)(f)</sup>  | 10025 | 11835 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Intesa Sanpaolo SpA 7.778% 6/20/2054 (1-year UST Yield Curve Rate T Note Constant Maturity + 3.90% on <br> 6/20/2053) <sup>(d)(f)</sup>  | 24119 | 28992 |
| Jackson National Life Global Funding 4.55% 9/9/2030 <sup>(d)</sup>  | 20000 | 20036 |
| Jane Street Group, LLC 6.125% 11/1/2032 <sup>(d)</sup>  | 10000 | 10143 |
| JPMorgan Chase & Co. 1.045% 11/19/2026 (USD-SOFR + 0.80% on 11/19/2025) <sup>(f)</sup>  | 355 | 353 |
| JPMorgan Chase & Co. 1.04% 2/4/2027 (USD-SOFR + 0.695% on 2/4/2026) <sup>(f)</sup>  | 7980 | 7893 |
| JPMorgan Chase & Co. 6.07% 10/22/2027 (USD-SOFR + 1.33% on 10/22/2026) <sup>(f)</sup>  | 10000 | 10201 |
| JPMorgan Chase & Co. 5.04% 1/23/2028 (USD-SOFR + 1.19% on 1/23/2027) <sup>(f)</sup>  | 34937 | 35339 |
| JPMorgan Chase & Co. 3.782% 2/1/2028 (3-month USD CME Term SOFR + 1.599% on 2/1/2027) <sup>(f)</sup>  | 17500 | 17426 |
| JPMorgan Chase & Co. 2.947% 2/24/2028 (USD-SOFR + 1.17% on 2/24/2027) <sup>(f)</sup>  | 14275 | 14054 |
| JPMorgan Chase & Co. 5.571% 4/22/2028 (USD-SOFR + 0.93% on 4/22/2027) <sup>(f)</sup>  | 23168 | 23680 |
| JPMorgan Chase & Co. 4.979% 7/22/2028 (USD-SOFR + 0.93% on 7/22/2027) <sup>(f)</sup>  | 14106 | 14324 |
| JPMorgan Chase & Co. 4.851% 7/25/2028 (USD-SOFR + 1.99% on 7/25/2027) <sup>(f)</sup>  | 13250 | 13428 |
| JPMorgan Chase & Co. 4.505% 10/22/2028 (USD-SOFR + 0.86% on 10/22/2027) <sup>(f)</sup>  | 27736 | 27981 |
| JPMorgan Chase & Co. 4.203% 7/23/2029 (3-month USD CME Term SOFR + 1.522% on 7/23/2028) <sup>(f)</sup>  | 875 | 877 |
| JPMorgan Chase & Co. 5.299% 7/24/2029 (USD-SOFR + 1.45% on 7/24/2028) <sup>(f)</sup>  | 5016 | 5169 |
| JPMorgan Chase & Co. 5.581% 4/22/2030 (USD-SOFR + 1.16% on 4/22/2029) <sup>(f)</sup>  | 7203 | 7526 |
| JPMorgan Chase & Co. 4.995% 7/22/2030 (USD-SOFR + 1.125% on 7/22/2029) <sup>(f)</sup>  | 7120 | 7305 |
| JPMorgan Chase & Co. 4.603% 10/22/2030 (USD-SOFR + 1.04% on 10/22/2029) <sup>(f)</sup>  | 40175 | 40656 |
| JPMorgan Chase & Co. 5.14% 1/24/2031 (USD-SOFR + 0.90% on 1/24/2030) <sup>(f)</sup>  | 8331 | 8606 |
| JPMorgan Chase & Co. 5.103% 4/22/2031 (USD-SOFR + 1.435% on 4/22/2030) <sup>(f)</sup>  | 5956 | 6155 |
| JPMorgan Chase & Co. 1.764% 11/19/2031 (3-month USD CME Term SOFR + 1.105% on 11/19/2030) <sup>(f)</sup>  | 10624 | 9383 |
| JPMorgan Chase & Co. 1.953% 2/4/2032 (USD-SOFR + 1.065% on 2/4/2031) <sup>(f)</sup>  | 17591 | 15555 |
| JPMorgan Chase & Co. 2.545% 11/8/2032 (USD-SOFR + 1.18% on 11/8/2031) <sup>(f)</sup>  | 22866 | 20516 |
| JPMorgan Chase & Co. 5.294% 7/22/2035 (USD-SOFR + 1.46% on 7/22/2034) <sup>(f)</sup>  | 5729 | 5919 |
| JPMorgan Chase & Co. 5.502% 1/24/2036 (USD-SOFR + 1.315% on 1/24/2035) <sup>(f)</sup>  | 24264 | 25398 |
| JPMorgan Chase & Co. 5.572% 4/22/2036 (USD-SOFR + 1.68% on 4/22/2035) <sup>(f)</sup>  | 49624 | 52332 |
| JPMorgan Chase & Co. 5.534% 11/29/2045 (USD-SOFR + 1.55% on 11/29/2044) <sup>(f)</sup>  | 15060 | 15497 |
| JPMorgan Chase & Co. 3.109% 4/22/2051 (USD-SOFR + 2.44% on 4/22/2050) <sup>(f)</sup>  | 4273 | 2957 |

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The Bond Fund of America — Page 59 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Financials (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kasikornbank PCL (Hong Kong Branch) 3.343% 10/2/2031 (5-year UST Yield Curve Rate T Note Constant Maturity <br> + 1.70% on 10/2/2026) <sup>(f)</sup>  | USD19,035 | $18659 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; KBC Groep NV 5.796% 1/19/2029 (1-year UST Yield Curve Rate T Note Constant Maturity + 2.10% on <br>1/19/2028) <sup>(d)(f)</sup>  | 14200 | 14673 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; KBC Groep NV 4.932% 10/16/2030 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.07% on <br> 10/16/2029) <sup>(d)(f)</sup>  | 4550 | 4630 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; KBC Groep NV 6.324% 9/21/2034 (1-year UST Yield Curve Rate T Note Constant Maturity + 2.05% on <br>9/21/2033) <sup>(d)(f)</sup>  | 2318 | 2537 |
| Kookmin Bank 5.375% 5/8/2027 <sup>(d)</sup>  | 3270 | 3337 |
| Legend Fortune, Ltd., Series EMTN, (USD-SOFR Index + 0.60%) 4.964% 8/26/2028 <sup>(c)</sup>  | 1160 | 1162 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lloyds Banking Group PLC 1.627% 5/11/2027 (1-year UST Yield Curve Rate T Note Constant Maturity + 0.85% on <br> 5/11/2026) <sup>(f)</sup>  | 312 | 307 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lloyds Banking Group PLC 5.871% 3/6/2029 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.70% on <br> 3/6/2028) <sup>(f)</sup>  | 8100 | 8406 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lloyds Banking Group PLC 5.721% 6/5/2030 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.07% on <br> 6/5/2029) <sup>(f)</sup>  | 13659 | 14291 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lloyds Banking Group PLC 5.679% 1/5/2035 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.75% on <br> 1/5/2034) <sup>(f)</sup>  | 13132 | 13771 |
| M&T Bank Corp. 7.413% 10/30/2029 (USD-SOFR + 2.80% on 10/30/2028) <sup>(f)</sup>  | 62268 | 67657 |
| M&T Bank Corp. 6.082% 3/13/2032 (USD-SOFR + 2.26% on 3/13/2031) <sup>(f)</sup>  | 7154 | 7607 |
| Marsh & McLennan Cos., Inc. 2.25% 11/15/2030  | 221 | 200 |
| Marsh & McLennan Cos., Inc. 4.85% 11/15/2031  | 15000 | 15355 |
| Marsh & McLennan Cos., Inc. 5.00% 3/15/2035  | 29004 | 29376 |
| Marsh & McLennan Cos., Inc. 2.90% 12/15/2051  | 875 | 564 |
| Marsh & McLennan Cos., Inc. 5.45% 3/15/2054  | 950 | 942 |
| Marsh & McLennan Cos., Inc. 5.40% 3/15/2055  | 18947 | 18596 |
| Mastercard, Inc. 4.95% 3/15/2032  | 5545 | 5748 |
| Mastercard, Inc. 4.875% 5/9/2034  | 6040 | 6187 |
| Mastercard, Inc. 4.55% 1/15/2035  | 14992 | 14969 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Meiji Yasuda Life Insurance Co. 5.80% 9/11/2054 (5-year UST Yield Curve Rate T Note Constant Maturity + <br> 3.033% on 9/11/2034) <sup>(d)(f)</sup>  | 6000 | 6134 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Meiji Yasuda Life Insurance Co. 6.10% 6/11/2055 (5-year UST Yield Curve Rate T Note Constant Maturity + <br> 2.911% on 6/11/2035) <sup>(d)(f)</sup>  | 2500 | 2603 |
| Met Tower Global Funding 5.40% 6/20/2026 <sup>(d)</sup>  | 10000 | 10095 |
| Met Tower Global Funding 5.25% 4/12/2029 <sup>(d)</sup>  | 12000 | 12425 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MetLife Capital Trust IV, junior subordinated, 7.875% 12/15/2067 (3-month USD CME Term SOFR + 4.222% on <br> 12/15/2037) <sup>(d)(f)</sup>  | 100 | 112 |
| MetLife, Inc. 3.60% 11/13/2025  | 100 | 100 |
| MetLife, Inc. 4.55% 3/23/2030  | 417 | 424 |
| MetLife, Inc. 5.375% 7/15/2033  | 8398 | 8850 |
| MetLife, Inc. 5.30% 12/15/2034  | 4000 | 4163 |
| MetLife, Inc. 4.60% 5/13/2046  | 800 | 732 |
| Metropolitan Life Global Funding I 3.45% 12/18/2026 <sup>(d)</sup>  | 2315 | 2301 |
| Metropolitan Life Global Funding I 5.05% 1/6/2028 <sup>(d)</sup>  | 1418 | 1449 |
| Metropolitan Life Global Funding I 5.40% 9/12/2028 <sup>(d)</sup>  | 6000 | 6222 |
| Metropolitan Life Global Funding I 4.85% 1/8/2029 <sup>(d)</sup>  | 15000 | 15323 |
| Metropolitan Life Global Funding I 4.30% 8/25/2029 <sup>(d)</sup>  | 884 | 888 |
| Metropolitan Life Global Funding I 4.90% 1/9/2030 <sup>(d)</sup>  | 5000 | 5131 |
| Metropolitan Life Global Funding I 2.95% 4/9/2030 <sup>(d)</sup>  | 980 | 927 |
| Metropolitan Life Global Funding I 5.15% 3/28/2033 <sup>(d)</sup>  | 1868 | 1936 |
| Metropolitan Life Global Funding I 5.05% 1/8/2034 <sup>(d)</sup>  | 2000 | 2045 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi UFJ Financial Group, Inc. 5.422% 2/22/2029 (1-year UST Yield Curve Rate T Note Constant Maturity + <br> 1.38% on 2/22/2028) <sup>(f)</sup>  | 10000 | 10289 |

---

The Bond Fund of America — Page 60 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Financials (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi UFJ Financial Group, Inc. 5.258% 4/17/2030 (1-year UST Yield Curve Rate T Note Constant Maturity + <br> 0.82% on 4/17/2029) <sup>(f)</sup>  | USD10,000 | $10319 |
| Mitsubishi UFJ Financial Group, Inc. (USD-SOFR + 1.13%) 4.12% 9/12/2031 <sup>(c)</sup>  | 6000 | 6023 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi UFJ Financial Group, Inc. 4.527% 9/12/2031 (1-year UST Yield Curve Rate T Note Constant Maturity + <br> 1.13% on 9/12/2030) <sup>(f)</sup>  | 8000 | 8035 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi UFJ Financial Group, Inc. 5.133% 7/20/2033 (1-year UST Yield Curve Rate T Note Constant Maturity + <br> 2.125% on 7/20/2032) <sup>(f)</sup>  | 631 | 649 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mizuho Financial Group, Inc. 1.234% 5/22/2027 (1-year UST Yield Curve Rate T Note Constant Maturity + 0.67% <br> on 5/22/2026) <sup>(f)</sup>  | 10000 | 9811 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mizuho Financial Group, Inc. 5.376% 5/26/2030 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.12% <br> on 5/26/2029) <sup>(f)</sup>  | 15000 | 15508 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mizuho Financial Group, Inc. 5.594% 7/10/2035 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.30% <br> on 7/10/2034) <sup>(f)</sup>  | 11000 | 11524 |
| Morgan Stanley 4.754% 4/21/2026  | 25000 | 25072 |
| Morgan Stanley 1.512% 7/20/2027 (USD-SOFR + 0.858% on 7/20/2026) <sup>(f)</sup>  | 2884 | 2823 |
| Morgan Stanley 5.652% 4/13/2028 (USD-SOFR + 1.01% on 4/13/2027) <sup>(f)</sup>  | 2594 | 2653 |
| Morgan Stanley 4.968% 7/14/2028 (USD-SOFR + 0.93% on 7/14/2027) <sup>(f)</sup>  | 3500 | 3552 |
| Morgan Stanley 4.994% 4/12/2029 (USD-SOFR + 1.38% on 4/12/2028) <sup>(f)</sup>  | 5750 | 5866 |
| Morgan Stanley 6.407% 11/1/2029 (USD-SOFR + 1.83% on 11/1/2028) <sup>(f)</sup>  | 4220 | 4486 |
| Morgan Stanley 5.173% 1/16/2030 (USD-SOFR + 1.45% on 1/16/2029) <sup>(f)</sup>  | 38200 | 39269 |
| Morgan Stanley 5.656% 4/18/2030 (USD-SOFR + 1.26% on 4/18/2029) <sup>(f)</sup>  | 31689 | 33098 |
| Morgan Stanley 4.654% 10/18/2030 (USD-SOFR + 1.10% on 10/18/2029) <sup>(f)</sup>  | 42304 | 42779 |
| Morgan Stanley 5.23% 1/15/2031 (USD-SOFR + 1.108% on 1/15/2030) <sup>(f)</sup>  | 26562 | 27421 |
| Morgan Stanley 5.192% 4/17/2031 (USD-SOFR + 1.51% on 4/17/2030) <sup>(f)</sup>  | 34859 | 36007 |
| Morgan Stanley 1.794% 2/13/2032 (USD-SOFR + 1.034% on 2/13/2031) <sup>(f)</sup>  | 9592 | 8368 |
| Morgan Stanley 5.831% 4/19/2035 (USD-SOFR + 1.58% on 4/19/2034) <sup>(f)</sup>  | 12622 | 13460 |
| Morgan Stanley 5.32% 7/19/2035 (USD-SOFR + 1.555% on 7/19/2034) <sup>(f)</sup>  | 16861 | 17404 |
| Morgan Stanley 5.664% 4/17/2036 (USD-SOFR + 1.757% on 4/17/2035) <sup>(f)</sup>  | 31639 | 33396 |
| Morgan Stanley 5.297% 4/20/2037 (USD-SOFR + 2.62% on 4/20/2032) <sup>(f)</sup>  | 13453 | 13652 |
| Morgan Stanley 5.516% 11/19/2055 (USD-SOFR + 1.71% on 11/19/2054) <sup>(f)</sup>  | 22207 | 22464 |
| Nasdaq, Inc. 5.35% 6/28/2028  | 1356 | 1398 |
| National Australia Bank, Ltd. 5.087% 6/11/2027  | 10000 | 10200 |
| National Australia Bank, Ltd. 4.90% 6/13/2028  | 5000 | 5123 |
| National Australia Bank, Ltd. 4.787% 1/10/2029  | 12000 | 12260 |
| National Australia Bank, Ltd. 5.181% 6/11/2034 <sup>(d)</sup>  | 1243 | 1303 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NatWest Group PLC 5.847% 3/2/2027 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.35% on <br> 3/2/2026) <sup>(f)</sup>  | 20000 | 20122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NatWest Group PLC 5.583% 3/1/2028 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.10% on <br> 3/1/2027) <sup>(f)</sup>  | 20000 | 20379 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NatWest Group PLC 3.073% 5/22/2028 (1-year UST Yield Curve Rate T Note Constant Maturity + 2.55% on <br> 5/22/2027) <sup>(f)</sup>  | 7500 | 7370 |
| NatWest Group PLC 4.445% 5/8/2030 (3-month EUR-EURIBOR + 1.871% on 5/8/2029) <sup>(f)</sup>  | 9464 | 9491 |
| Navient Corp. 5.00% 3/15/2027  | 6250 | 6227 |
| Navient Corp. 5.50% 3/15/2029  | 8000 | 7849 |
| Navient Corp. 5.625% 8/1/2033  | 3000 | 2739 |
| New York Life Global Funding 0.85% 1/15/2026 <sup>(d)</sup>  | 3803 | 3767 |
| New York Life Global Funding 3.25% 4/7/2027 <sup>(d)</sup>  | 2164 | 2146 |
| New York Life Global Funding 4.90% 6/13/2028 <sup>(d)</sup>  | 7500 | 7676 |
| New York Life Global Funding 4.60% 6/3/2030 <sup>(d)</sup>  | 3000 | 3049 |
| New York Life Global Funding 1.20% 8/7/2030 <sup>(d)</sup>  | 4913 | 4262 |
| New York Life Global Funding 4.55% 1/28/2033 <sup>(d)</sup>  | 3067 | 3065 |
| New York Life Global Funding 5.35% 1/23/2035 <sup>(d)</sup>  | 15000 | 15659 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nippon Life Insurance Co. 6.50% 4/30/2055 (5-year UST Yield Curve Rate T Note Constant Maturity + 3.189% on <br> 4/30/2035) <sup>(d)(f)</sup>  | 18201 | 19615 |

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The Bond Fund of America — Page 61 of 118

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**unaudited**

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Financials (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Nomura Holdings, Inc. (USD-SOFR + 1.25%) 4.12% 7/2/2027 <sup>(c)</sup>  | USD5,000 | $5042 |
| Nomura Holdings, Inc. 5.594% 7/2/2027  | 15000 | 15337 |
| Nomura Holdings, Inc. 5.783% 7/3/2034  | 17188 | 18217 |
| NongHyup Bank 4.875% 7/3/2028 <sup>(d)</sup>  | 13213 | 13483 |
| Northwestern Mutual Global Funding 0.80% 1/14/2026 <sup>(d)</sup>  | 2062 | 2042 |
| Northwestern Mutual Life Insurance Co. (The) 4.90% 6/12/2028 <sup>(d)</sup>  | 12000 | 12293 |
| OneMain Finance Corp. 7.875% 3/15/2030  | 9120 | 9658 |
| OneMain Finance Corp. 6.50% 3/15/2033  | 2035 | 2041 |
| PayPal Holdings, Inc. 3.90% 6/1/2027  | 5603 | 5605 |
| PayPal Holdings, Inc. 4.40% 6/1/2032  | 4268 | 4274 |
| PayPal Holdings, Inc. 5.05% 6/1/2052  | 2799 | 2629 |
| Piraeus Bank SA 7.25% 7/13/2028 (1-year EUR Mid-Swap + 3.692% on 7/13/2027) <sup>(f)</sup>  | EUR2,565 | 3255 |
| Piraeus Bank SA 4.625% 7/17/2029 (1-year EUR Mid-Swap + 1.723% on 7/17/2028) <sup>(f)</sup>  | 1285 | 1580 |
| Piraeus Bank SA 6.75% 12/5/2029 (1-year EUR Mid-Swap + 3.837% on 12/5/2028) <sup>(f)</sup>  | 14520 | 18948 |
| Piraeus Bank SA 5.00% 4/16/2030 (1-year EUR-ICE Swap EURIBOR + 2.245% on 4/16/2029) <sup>(f)</sup>  | 73825 | 92296 |
| PNC Bank, NA 4.543% 5/13/2027 (USD-SOFR + 0.63% on 5/13/2026) <sup>(f)</sup>  | USD12,617 | 12639 |
| PNC Bank, NA 5.373% 7/21/2036 (USD-SOFR + 1.417% on 7/21/2035) <sup>(f)</sup>  | 4783 | 4924 |
| PNC Financial Services Group, Inc. 5.102% 7/23/2027 (USD-SOFR + 0.796% on 7/23/2026) <sup>(f)</sup>  | 21750 | 21899 |
| PNC Financial Services Group, Inc. 5.354% 12/2/2028 (USD-SOFR + 1.62% on 12/2/2027) <sup>(f)</sup>  | 10000 | 10257 |
| PNC Financial Services Group, Inc. 5.582% 6/12/2029 (USD-SOFR + 1.841% on 6/12/2028) <sup>(f)</sup>  | 39255 | 40684 |
| PNC Financial Services Group, Inc. 5.492% 5/14/2030 (USD-SOFR + 1.198% on 5/14/2029) <sup>(f)</sup>  | 18392 | 19148 |
| PNC Financial Services Group, Inc. 5.222% 1/29/2031 (USD-SOFR + 1.072% on 1/29/2030) <sup>(f)</sup>  | 12312 | 12725 |
| PNC Financial Services Group, Inc. 4.812% 10/21/2032 (USD-SOFR + 1.289% on 10/21/2031) <sup>(f)</sup>  | 10000 | 10142 |
| PNC Financial Services Group, Inc. 6.037% 10/28/2033 (USD-SOFR + 2.14% on 10/28/2032) <sup>(f)</sup>  | 1046 | 1130 |
| PNC Financial Services Group, Inc. 5.939% 8/18/2034 (USD-SOFR + 1.946% on 8/18/2033) <sup>(f)</sup>  | 1174 | 1260 |
| PNC Financial Services Group, Inc. 6.875% 10/20/2034 (USD-SOFR + 2.284% on 10/20/2033) <sup>(f)</sup>  | 21075 | 23884 |
| PNC Financial Services Group, Inc. 5.676% 1/22/2035 (USD-SOFR + 1.902% on 1/22/2034) <sup>(f)</sup>  | 3375 | 3560 |
| PNC Financial Services Group, Inc. 5.575% 1/29/2036 (USD-SOFR + 1.394% on 1/29/2035) <sup>(f)</sup>  | 29650 | 30948 |
| Power Finance Corp., Ltd. 3.95% 4/23/2030  | 27000 | 26340 |
| Prudential Financial, Inc. 3.905% 12/7/2047  | 700 | 562 |
| Prudential Financial, Inc. 4.418% 3/27/2048  | 1000 | 863 |
| Prudential Financial, Inc. 3.70% 3/13/2051  | 5583 | 4228 |
| PT Bank Negara Indonesia (Persero) Tbk 5.28% 4/5/2029  | 10000 | 10262 |
| QBE Insurance Group, Ltd. (3-month AUD-BBSW + 2.75%) 6.305% 8/25/2036 <sup>(c)</sup>  | AUD12,200 | 8178 |
| QBE Insurance Group, Ltd. 2.50% 9/13/2038 (5-year GBP-GILT + 2.061% on 9/13/2028) <sup>(f)</sup>  | GBP5,690 | 7129 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; QBE Insurance Group, Ltd. 5.875% 6/17/2046 (10-year USD-ICE SOFR Spread-Adjusted Swap + 4.395% on <br> 6/17/2026) <sup>(f)</sup>  | USD4,000 | 4029 |
| RGA Global Funding 5.25% 1/9/2030 <sup>(d)</sup>  | 15000 | 15524 |
| Royal Bank of Canada 3.625% 5/4/2027  | 748 | 745 |
| Royal Bank of Canada 4.90% 1/12/2028  | 1650 | 1684 |
| Royal Bank of Canada 4.65% 10/18/2030 (USD-SOFR + 1.08% on 10/18/2029) <sup>(f)</sup>  | 43788 | 44314 |
| Royal Bank of Canada 5.153% 2/4/2031 (USD-SOFR + 1.03% on 2/4/2030) <sup>(f)</sup>  | 29212 | 30108 |
| Royal Bank of Canada 4.971% 5/2/2031 (USD-SOFR + 1.13% on 5/2/2030) <sup>(f)</sup>  | 38750 | 39699 |
| Royal Bank of Canada 4.696% 8/6/2031 (USD-SOFR + 1.06% on 8/6/2030) <sup>(f)</sup>  | 22818 | 23129 |
| Royal Bank of Canada 5.00% 2/1/2033  | 7246 | 7487 |
| Santander Holdings USA, Inc. 6.124% 5/31/2027 (USD-SOFR + 1.232% on 5/31/2026) <sup>(f)</sup>  | 9300 | 9400 |
| Santander Holdings USA, Inc. 2.49% 1/6/2028 (USD-SOFR + 1.249% on 1/6/2027) <sup>(f)</sup>  | 10775 | 10516 |
| Santander Holdings USA, Inc. 5.473% 3/20/2029 (USD-SOFR + 1.61% on 3/20/2028) <sup>(f)</sup>  | 13107 | 13362 |
| Santander Holdings USA, Inc. 6.565% 6/12/2029 (USD-SOFR + 2.70% on 6/12/2028) <sup>(f)</sup>  | 3644 | 3821 |
| Santander UK Group Holdings PLC 2.469% 1/11/2028 (USD-SOFR + 1.22% on 1/11/2027) <sup>(f)</sup>  | 7500 | 7327 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Santander UK Group Holdings PLC 3.823% 11/3/2028 (3-month USD CME Term SOFR + 1.662% on <br>11/3/2027) <sup>(f)</sup>  | 7500 | 7427 |
| SMBC Aviation Capital Finance DAC 5.45% 5/3/2028 <sup>(d)</sup>  | 10000 | 10255 |

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The Bond Fund of America — Page 62 of 118

------

**unaudited**

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Financials (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Standard Chartered PLC 2.608% 1/12/2028 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.18% on <br> 1/12/2027) <sup>(d)(f)</sup>  | USD9,200 | $9001 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Standard Chartered PLC 7.018% 2/8/2030 (1-year UST Yield Curve Rate T Note Constant Maturity + 2.20% on <br> 2/8/2029) <sup>(d)(f)</sup>  | 4930 | 5321 |
| Standard Chartered PLC 4.866% 3/15/2033 (5-year USD-ICE Swap + 1.97% on 3/15/2028) <sup>(d)(f)</sup>  | 7000 | 7022 |
| Standard Chartered PLC 4.866% 3/15/2033 (5-year USD-ICE Swap + 1.97% on 3/15/2028) <sup>(f)</sup>  | 5200 | 5216 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Standard Chartered PLC 5.905% 5/14/2035 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.45% on <br> 5/14/2034) <sup>(d)(f)</sup>  | 17360 | 18340 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Standard Chartered PLC 3.265% 2/18/2036 (5-year UST Yield Curve Rate T Note Constant Maturity + 2.30% on <br> 2/18/2031) <sup>(d)(f)</sup>  | 2554 | 2345 |
| State Street Corp. 4.543% 4/24/2028 (USD-SOFR + 0.95% on 4/24/2027) <sup>(f)</sup>  | 5452 | 5498 |
| State Street Corp. 5.82% 11/4/2028 (USD-SOFR + 1.715% on 11/4/2027) <sup>(f)</sup>  | 430 | 445 |
| State Street Corp. 4.729% 2/28/2030  | 25000 | 25561 |
| State Street Corp. 4.821% 1/26/2034 (USD-SOFR + 1.567% on 1/26/2033) <sup>(f)</sup>  | 254 | 257 |
| State Street Corp. 5.159% 5/18/2034 (USD-SOFR + 1.89% on 5/18/2033) <sup>(f)</sup>  | 35398 | 36685 |
| State Street Corp. 5.146% 2/28/2036 (USD-SOFR + 1.217% on 2/28/2035) <sup>(f)</sup>  | 6895 | 7059 |
| Sumitomo Mitsui Financial Group, Inc. 5.88% 7/13/2026  | 10264 | 10411 |
| Sumitomo Mitsui Financial Group, Inc. 5.80% 7/13/2028  | 7500 | 7842 |
| Sumitomo Mitsui Financial Group, Inc. 5.316% 7/9/2029  | 30000 | 31114 |
| Sumitomo Mitsui Financial Group, Inc. 5.766% 1/13/2033  | 427 | 457 |
| Sumitomo Mitsui Trust Bank, Ltd. 5.55% 9/14/2028 <sup>(d)</sup>  | 10000 | 10392 |
| Suncorp Group, Ltd. (3-month AUD-BBSW + 2.30%) 5.863% 6/1/2037 <sup>(c)</sup>  | AUD7,500 | 5050 |
| Suncorp Group, Ltd. (3-month AUD-BBSW + 2.65%) 6.213% 12/1/2038 <sup>(c)</sup>  | 50 | 34 |
| Svenska Handelsbanken AB 5.50% 6/15/2028 <sup>(d)</sup>  | USD5,000 | 5182 |
| Swedbank AB 6.136% 9/12/2026 <sup>(d)</sup>  | 12825 | 13069 |
| Synchrony Bank 5.625% 8/23/2027  | 17000 | 17364 |
| Synchrony Financial 5.019% 7/29/2029 (USD-SOFR + 1.395% on 7/29/2028) <sup>(f)</sup>  | 6762 | 6822 |
| The Bank of Nova Scotia 4.932% 2/14/2029 (USD-SOFR + 0.89% on 2/14/2028) <sup>(f)</sup>  | 20000 | 20342 |
| Toronto-Dominion Bank (The) 4.568% 12/17/2026  | 8891 | 8942 |
| Toronto-Dominion Bank (The) 5.156% 1/10/2028  | 8213 | 8410 |
| Toronto-Dominion Bank (The) 4.861% 1/31/2028  | 20000 | 20355 |
| Toronto-Dominion Bank (The) 4.783% 12/17/2029  | 2317 | 2370 |
| Toronto-Dominion Bank (The) 4.808% 6/3/2030  | 34000 | 34761 |
| Travelers Cos., Inc. 5.05% 7/24/2035  | 2819 | 2871 |
| Travelers Cos., Inc. 2.55% 4/27/2050  | 1601 | 989 |
| Travelers Cos., Inc. 5.45% 5/25/2053  | 1773 | 1776 |
| Truist Bank 4.671% 5/20/2027 (USD-SOFR + 0.59% on 5/20/2026) <sup>(f)</sup>  | 10000 | 10023 |
| Truist Financial Corp. 7.161% 10/30/2029 (USD-SOFR + 2.446% on 10/30/2028) <sup>(f)</sup>  | 6099 | 6607 |
| Truist Financial Corp. 5.435% 1/24/2030 (USD-SOFR + 1.62% on 1/24/2029) <sup>(f)</sup>  | 4343 | 4495 |
| Truist Financial Corp. 5.071% 5/20/2031 (USD-SOFR + 1.309% on 5/20/2030) <sup>(f)</sup>  | 8394 | 8608 |
| Truist Financial Corp. 5.153% 8/5/2032 (USD-SOFR + 1.571% on 8/5/2031) <sup>(f)</sup>  | 24833 | 25564 |
| Truist Financial Corp. 5.867% 6/8/2034 (USD-SOFR + 2.361% on 6/8/2033) <sup>(f)</sup>  | 5000 | 5299 |
| U.S. Bancorp 3.10% 4/27/2026  | 7000 | 6963 |
| U.S. Bancorp 4.653% 2/1/2029 (USD-SOFR + 1.23% on 2/1/2028) <sup>(f)</sup>  | 31436 | 31789 |
| U.S. Bancorp 5.775% 6/12/2029 (USD-SOFR + 2.02% on 6/12/2028) <sup>(f)</sup>  | 1500 | 1561 |
| U.S. Bancorp 5.384% 1/23/2030 (USD-SOFR + 1.56% on 1/23/2029) <sup>(f)</sup>  | 6064 | 6271 |
| U.S. Bancorp 5.046% 2/12/2031 (USD-SOFR + 1.061% on 2/12/2030) <sup>(f)</sup>  | 13200 | 13542 |
| U.S. Bancorp 5.424% 2/12/2036 (USD-SOFR + 1.411% on 2/12/2035) <sup>(f)</sup>  | 20000 | 20716 |
| UBS Group AG 4.55% 4/17/2026  | 7000 | 7020 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG 5.711% 1/12/2027 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.55% on <br>1/12/2026) <sup>(d)(f)</sup>  | 20000 | 20072 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG 1.364% 1/30/2027 (5-year UST Yield Curve Rate T Note Constant Maturity + 1.08% on <br>1/30/2026) <sup>(d)(f)</sup>  | 10300 | 10197 |
| UBS Group AG 1.305% 2/2/2027 (USD-SOFR + 0.98% on 2/2/2026) <sup>(d)(f)</sup>  | 38389 | 38009 |

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The Bond Fund of America — Page 63 of 118

------

**unaudited**

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Financials (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG 4.703% 8/5/2027 (1-year UST Yield Curve Rate T Note Constant Maturity + 2.05% on <br>8/5/2026) <sup>(d)(f)</sup>  | USD50,000 | $50172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG 1.494% 8/10/2027 (1-year UST Yield Curve Rate T Note Constant Maturity + 0.85% on <br>8/10/2026) <sup>(d)(f)</sup>  | 19621 | 19161 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG 4.751% 5/12/2028 (5-year UST Yield Curve Rate T Note Constant Maturity + 1.75% on <br>5/12/2027) <sup>(d)(f)</sup>  | 6750 | 6809 |
| UBS Group AG 6.442% 8/11/2028 (USD-SOFR + 3.70% on 8/11/2027) <sup>(d)(f)</sup>  | 6000 | 6235 |
| UBS Group AG 3.869% 1/12/2029 (3-month USD CME Term SOFR + 1.672% on 1/12/2028) <sup>(d)(f)</sup>  | 5485 | 5440 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG 5.428% 2/8/2030 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.52% on <br>2/8/2029) <sup>(d)(f)</sup>  | 9650 | 9972 |
| UBS Group AG 3.126% 8/13/2030 (3-month USD CME Term SOFR + 1.73% on 8/13/2029) <sup>(d)(f)</sup>  | 2600 | 2484 |
| UBS Group AG 5.617% 9/13/2030 (1-year USD-ICE SOFR Swap + 1.34% on 9/13/2029) <sup>(d)(f)</sup>  | 23125 | 24158 |
| UBS Group AG 4.194% 4/1/2031 (USD-SOFR + 3.73% on 4/1/2030) <sup>(d)(f)</sup>  | 18250 | 18047 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG 2.095% 2/11/2032 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.00% on <br>2/11/2031) <sup>(d)(f)</sup>  | 11788 | 10404 |
| UBS Group AG 3.091% 5/14/2032 (USD-SOFR + 1.73% on 5/14/2031) <sup>(d)(f)</sup>  | 8322 | 7703 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG 2.746% 2/11/2033 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.10% on <br>2/11/2032) <sup>(d)(f)</sup>  | 15694 | 14000 |
| UBS Group AG 9.016% 11/15/2033 (USD-SOFR + 5.02% on 11/15/2032) <sup>(d)(f)</sup>  | 15625 | 19583 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Overseas Bank, Ltd. 2.00% 10/14/2031 (5-year UST Yield Curve Rate T Note Constant Maturity + 1.23% on <br> 10/14/2026) <sup>(d)(f)</sup>  | 8430 | 8225 |
| Vigorous Champion International, Ltd. 4.25% 5/28/2029  | 1708 | 1704 |
| Vnesheconombank Via VEB Finance PLC 6.80% 11/22/2025 <sup>(d)(g)(k)</sup>  | 500<br> <sup>(b)</sup><br>| — <br><sup>(b)</sup><br>|
| Wells Fargo & Co. 5.707% 4/22/2028 (USD-SOFR + 1.07% on 4/22/2027) <sup>(f)</sup>  | 53097 | 54344 |
| Wells Fargo & Co. 2.393% 6/2/2028 (USD-SOFR + 2.10% on 6/2/2027) <sup>(f)</sup>  | 225 | 219 |
| Wells Fargo & Co. 4.808% 7/25/2028 (USD-SOFR + 1.98% on 7/25/2027) <sup>(f)</sup>  | 38248 | 38708 |
| Wells Fargo & Co. 4.97% 4/23/2029 (USD-SOFR + 1.37% on 4/23/2028) <sup>(f)</sup>  | 995 | 1014 |
| Wells Fargo & Co. 5.574% 7/25/2029 (USD-SOFR + 1.74% on 7/25/2028) <sup>(f)</sup>  | 12580 | 13040 |
| Wells Fargo & Co. 6.303% 10/23/2029 (USD-SOFR + 1.79% on 10/23/2028) <sup>(f)</sup>  | 20000 | 21188 |
| Wells Fargo & Co. 5.198% 1/23/2030 (USD-SOFR + 1.50% on 1/23/2029) <sup>(f)</sup>  | 37105 | 38220 |
| Wells Fargo & Co. 5.244% 1/24/2031 (USD-SOFR + 1.11% on 1/24/2030) <sup>(f)</sup>  | 17523 | 18134 |
| Wells Fargo & Co. 5.15% 4/23/2031 (USD-SOFR + 1.50% on 4/23/2030) <sup>(f)</sup>  | 53290 | 54973 |
| Wells Fargo & Co. 3.35% 3/2/2033 (USD-SOFR + 1.50% on 3/2/2032) <sup>(f)</sup>  | 1952 | 1818 |
| Wells Fargo & Co. 5.389% 4/24/2034 (USD-SOFR + 2.02% on 4/24/2033) <sup>(f)</sup>  | 35000 | 36378 |
| Wells Fargo & Co. 5.557% 7/25/2034 (USD-SOFR + 1.99% on 7/25/2033) <sup>(f)</sup>  | 1038 | 1091 |
| Wells Fargo & Co. 6.491% 10/23/2034 (USD-SOFR + 2.06% on 10/23/2033) <sup>(f)</sup>  | 1056 | 1174 |
| Wells Fargo & Co. 5.605% 4/23/2036 (USD-SOFR + 1.74% on 4/23/2035) <sup>(f)</sup>  | 26904 | 28245 |
| Wells Fargo & Co. 4.892% 9/15/2036 (USD-SOFR + 1.34% on 9/15/2035) <sup>(f)</sup>  | 84 | 84 |
| Wells Fargo & Co. 4.611% 4/25/2053 (USD-SOFR + 2.13% on 4/25/2052) <sup>(f)</sup>  | 49366 | 43401 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Westpac Banking Corp. 4.11% 7/24/2034 (5-year UST Yield Curve Rate T Note Constant Maturity + 2.00% on <br> 7/24/2029) <sup>(f)</sup>  | 11339 | 11108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Westpac Banking Corp. 2.668% 11/15/2035 (5-year UST Yield Curve Rate T Note Constant Maturity + 1.75% on <br> 11/15/2030) <sup>(f)</sup>  | 23100 | 20740 |
| Westpac Banking Corp. 2.963% 11/16/2040  | 4500 | 3447 |
| Xiaomi Best Time International, Ltd. 3.375% 4/29/2030  | 2165 | 2082 |
| Xiaomi Best Time International, Ltd. 2.875% 7/14/2031  | 1000 | 923 |
| Xiaomi Best Time International, Ltd. 4.10% 7/14/2051  | 5000 | 4098 |
|  |  | 7368070 |
| **Health care 3.45%** |  |  |
| AbbVie, Inc. 2.95% 11/21/2026  | 16395 | 16212 |
| AbbVie, Inc. 4.80% 3/15/2029  | 7000 | 7160 |
| AbbVie, Inc. 3.20% 11/21/2029  | 3606 | 3480 |
| AbbVie, Inc. 4.95% 3/15/2031  | 14000 | 14474 |

---

The Bond Fund of America — Page 64 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Health care (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| AbbVie, Inc. 5.05% 3/15/2034  | USD110,921 | $114179 |
| AbbVie, Inc. 5.20% 3/15/2035  | 13146 | 13611 |
| AbbVie, Inc. 5.35% 3/15/2044  | 3625 | 3647 |
| AbbVie, Inc. 5.40% 3/15/2054  | 38271 | 38082 |
| AbbVie, Inc. 5.60% 3/15/2055  | 5833 | 5973 |
| Amgen, Inc. 5.15% 3/2/2028  | 45847 | 46924 |
| Amgen, Inc. 3.00% 2/22/2029  | 3098 | 2984 |
| Amgen, Inc. 4.05% 8/18/2029  | 16265 | 16207 |
| Amgen, Inc. 2.45% 2/21/2030  | 12942 | 11992 |
| Amgen, Inc. 5.25% 3/2/2030  | 15000 | 15552 |
| Amgen, Inc. 2.30% 2/25/2031  | 3704 | 3337 |
| Amgen, Inc. 4.20% 3/1/2033  | 19725 | 19191 |
| Amgen, Inc. 5.25% 3/2/2033  | 79335 | 82203 |
| Amgen, Inc. 4.875% 3/1/2053  | 31500 | 28113 |
| Amgen, Inc. 5.65% 3/2/2053  | 25741 | 25693 |
| AstraZeneca Finance, LLC 4.90% 2/26/2031  | 41711 | 43087 |
| AstraZeneca Finance, LLC 2.25% 5/28/2031  | 729 | 660 |
| AstraZeneca Finance, LLC 5.00% 2/26/2034  | 20300 | 20944 |
| AstraZeneca PLC 3.375% 11/16/2025  | 20139 | 20112 |
| AstraZeneca PLC 0.70% 4/8/2026  | 2291 | 2252 |
| AstraZeneca PLC 1.375% 8/6/2030  | 4305 | 3791 |
| AstraZeneca PLC 3.00% 5/28/2051  | 2249 | 1552 |
| Avantor Funding, Inc. 4.625% 7/15/2028 <sup>(d)</sup>  | 6320 | 6223 |
| Baxter International, Inc. 1.915% 2/1/2027  | 11403 | 11056 |
| Baxter International, Inc. 2.272% 12/1/2028  | 414 | 389 |
| Baxter International, Inc. 2.539% 2/1/2032  | 5549 | 4866 |
| Baxter International, Inc. 3.132% 12/1/2051  | 663 | 423 |
| Bayer US Finance II, LLC 4.375% 12/15/2028 <sup>(d)</sup>  | 4250 | 4236 |
| Bayer US Finance, LLC 6.25% 1/21/2029 <sup>(d)</sup>  | 18629 | 19597 |
| Becton, Dickinson and Co. 4.874% 2/8/2029  | 10000 | 10200 |
| Becton, Dickinson and Co. 5.081% 6/7/2029  | 4307 | 4424 |
| Becton, Dickinson and Co. 4.298% 8/22/2032  | 327 | 322 |
| Biocon Biologics Global PLC 6.67% 10/9/2029 <sup>(d)</sup>  | 44000 | 42762 |
| Biocon Biologics Global PLC 6.67% 10/9/2029  | 5000 | 4859 |
| Boston Scientific Corp. 2.65% 6/1/2030  | 3905 | 3654 |
| Bristol-Myers Squibb Co. 3.20% 6/15/2026  | 5594 | 5568 |
| Bristol-Myers Squibb Co. 4.90% 2/22/2029  | 15000 | 15406 |
| Bristol-Myers Squibb Co. 3.40% 7/26/2029  | 1582 | 1543 |
| Bristol-Myers Squibb Co. 5.10% 2/22/2031  | 8299 | 8633 |
| Bristol-Myers Squibb Co. 2.95% 3/15/2032  | 8930 | 8203 |
| Bristol-Myers Squibb Co. 5.20% 2/22/2034  | 87310 | 90573 |
| Bristol-Myers Squibb Co. 2.55% 11/13/2050  | 15075 | 9063 |
| Bristol-Myers Squibb Co. 3.70% 3/15/2052  | 15681 | 11711 |
| Bristol-Myers Squibb Co. 6.25% 11/15/2053  | 7840 | 8567 |
| Bristol-Myers Squibb Co. 5.55% 2/22/2054  | 36405 | 36309 |
| Bristol-Myers Squibb Co. 5.65% 2/22/2064  | 16350 | 16227 |
| Cencora, Inc. 2.70% 3/15/2031  | 2809 | 2577 |
| Centene Corp. 4.25% 12/15/2027  | 58085 | 57087 |
| Centene Corp. 2.45% 7/15/2028  | 65553 | 60966 |
| Centene Corp. 4.625% 12/15/2029  | 41433 | 40200 |
| Centene Corp. 3.375% 2/15/2030  | 41054 | 37793 |
| Centene Corp. 3.00% 10/15/2030  | 12066 | 10789 |
| Centene Corp. 2.50% 3/1/2031  | 48319 | 41653 |
| Centene Corp. 2.625% 8/1/2031  | 30803 | 26481 |

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The Bond Fund of America — Page 65 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Health care (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Charles River Laboratories International, Inc. 3.75% 3/15/2029 <sup>(d)</sup>  | USD4,335 | $4109 |
| Cigna Group (The) 5.25% 1/15/2036  | 40500 | 41032 |
| Cigna Group (The) 6.00% 1/15/2056  | 20442 | 21221 |
| CVS Health Corp. 1.30% 8/21/2027  | 10000 | 9476 |
| CVS Health Corp. 3.25% 8/15/2029  | 10362 | 9936 |
| CVS Health Corp. 5.125% 2/21/2030  | 7000 | 7177 |
| CVS Health Corp. 1.75% 8/21/2030  | 5660 | 4970 |
| CVS Health Corp. 5.25% 1/30/2031  | 7000 | 7207 |
| CVS Health Corp. 1.875% 2/28/2031  | 13185 | 11463 |
| CVS Health Corp. 5.55% 6/1/2031  | 80915 | 84667 |
| CVS Health Corp. 5.00% 9/15/2032  | 46173 | 46756 |
| CVS Health Corp. 5.25% 2/21/2033  | 10737 | 10989 |
| CVS Health Corp. 5.70% 6/1/2034  | 45173 | 47161 |
| CVS Health Corp. 5.45% 9/15/2035  | 53914 | 54888 |
| CVS Health Corp. 6.05% 6/1/2054  | 32405 | 32801 |
| CVS Health Corp. 6.20% 9/15/2055  | 54897 | 56540 |
| CVS Health Corp. 6.00% 6/1/2063  | 7180 | 7079 |
| CVS Health Corp. 6.25% 9/15/2065  | 5085 | 5176 |
| DaVita, Inc. 3.75% 2/15/2031 <sup>(d)</sup>  | 4000 | 3666 |
| Elevance Health, Inc. 4.75% 2/15/2030  | 4178 | 4251 |
| Elevance Health, Inc. 5.20% 2/15/2035  | 10490 | 10696 |
| Elevance Health, Inc. 5.00% 1/15/2036  | 6025 | 5984 |
| Elevance Health, Inc. 4.55% 5/15/2052  | 4934 | 4142 |
| Elevance Health, Inc. 5.125% 2/15/2053  | 1384 | 1265 |
| Elevance Health, Inc. 5.70% 2/15/2055  | 5012 | 4964 |
| Elevance Health, Inc. 5.70% 9/15/2055  | 21500 | 21325 |
| Eli Lilly and Co. 4.70% 2/27/2033  | 9641 | 9841 |
| Eli Lilly and Co. 5.10% 2/12/2035  | 39525 | 40906 |
| Eli Lilly and Co. 4.90% 10/15/2035  | 6014 | 6095 |
| Eli Lilly and Co. 4.875% 2/27/2053  | 15000 | 14000 |
| Eli Lilly and Co. 5.50% 2/12/2055  | 30556 | 31233 |
| Eli Lilly and Co. 5.55% 10/15/2055  | 13192 | 13581 |
| Eli Lilly and Co. 5.65% 10/15/2065  | 8058 | 8327 |
| GE HealthCare Technologies, Inc. 5.65% 11/15/2027  | 25000 | 25771 |
| GE HealthCare Technologies, Inc. 5.857% 3/15/2030  | 1022 | 1083 |
| GE HealthCare Technologies, Inc. 5.905% 11/22/2032  | 2560 | 2756 |
| GE HealthCare Technologies, Inc. 6.377% 11/22/2052  | 157 | 174 |
| Gilead Sciences, Inc. 5.25% 10/15/2033  | 57555 | 60382 |
| Gilead Sciences, Inc. 2.80% 10/1/2050  | 65 | 42 |
| Gilead Sciences, Inc. 5.55% 10/15/2053  | 17921 | 18103 |
| Gilead Sciences, Inc. 5.50% 11/15/2054  | 1500 | 1512 |
| HCA, Inc. 5.20% 6/1/2028  | 12219 | 12516 |
| HCA, Inc. 5.875% 2/1/2029  | 5134 | 5346 |
| HCA, Inc. 4.125% 6/15/2029  | 2034 | 2017 |
| HCA, Inc. 2.375% 7/15/2031  | 2003 | 1777 |
| HCA, Inc. 3.625% 3/15/2032  | 9673 | 9077 |
| HCA, Inc. 5.25% 6/15/2049  | 5977 | 5479 |
| HCA, Inc. 4.625% 3/15/2052  | 323 | 267 |
| Humana, Inc. 3.70% 3/23/2029  | 2424 | 2369 |
| Humana, Inc. 5.375% 4/15/2031  | 20770 | 21370 |
| Humana, Inc. 5.95% 3/15/2034  | 2500 | 2630 |
| Humana, Inc. 5.55% 5/1/2035  | 23265 | 23714 |
| Humana, Inc. 5.75% 4/15/2054  | 5350 | 5110 |
| Humana, Inc. 6.00% 5/1/2055  | 6000 | 5945 |

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The Bond Fund of America — Page 66 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Health care (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| IQVIA, Inc. 5.00% 10/15/2026 <sup>(d)</sup>  | USD5,750 | $5748 |
| Johnson & Johnson 1.30% 9/1/2030  | 22427 | 19834 |
| Johnson & Johnson 4.95% 6/1/2034  | 13000 | 13670 |
| Johnson & Johnson 5.00% 3/1/2035  | 4783 | 4974 |
| Johnson & Johnson 5.25% 6/1/2054  | 2555 | 2606 |
| Kaiser Foundation Hospitals 2.81% 6/1/2041  | 701 | 520 |
| Medline Borrower, LP 6.25% 4/1/2029 <sup>(d)</sup>  | 5194 | 5332 |
| Medtronic Global Holdings S.C.A. 4.25% 3/30/2028  | 4500 | 4533 |
| Merck & Co., Inc. 1.70% 6/10/2027  | 18478 | 17858 |
| Merck & Co., Inc. 1.45% 6/24/2030  | 465 | 412 |
| Merck & Co., Inc. 2.75% 12/10/2051  | 10000 | 6319 |
| Molina Healthcare, Inc. 4.375% 6/15/2028 <sup>(d)</sup>  | 2125 | 2074 |
| Molina Healthcare, Inc. 3.875% 11/15/2030 <sup>(d)</sup>  | 2665 | 2468 |
| Molina Healthcare, Inc. 3.875% 5/15/2032 <sup>(d)</sup>  | 15500 | 14076 |
| Novant Health, Inc. 3.168% 11/1/2051  | 5500 | 3737 |
| Novartis Capital Corp. 2.00% 2/14/2027  | 412 | 402 |
| Novartis Capital Corp. 2.20% 8/14/2030  | 9078 | 8349 |
| Owens & Minor, Inc. 4.50% 3/31/2029 <sup>(d)</sup>  | 4995 | 4014 |
| Owens & Minor, Inc. 6.625% 4/1/2030 <sup>(d)</sup>  | 1110 | 917 |
| Owens & Minor, Inc., Term Loan B-1, (3-month USD CME Term SOFR + 3.75%) 8.013% 3/29/2029 <sup>(c)(j)</sup>  | 4460 | 4458 |
| Pfizer Investment Enterprises Pte., Ltd. 4.45% 5/19/2028  | 140 | 142 |
| Pfizer Investment Enterprises Pte., Ltd. 4.75% 5/19/2033  | 69106 | 69837 |
| Pfizer Investment Enterprises Pte., Ltd. 5.11% 5/19/2043  | 3000 | 2909 |
| Pfizer Investment Enterprises Pte., Ltd. 5.30% 5/19/2053  | 33259 | 32164 |
| Pfizer, Inc. 2.625% 4/1/2030  | 10000 | 9381 |
| Pfizer, Inc. 1.70% 5/28/2030  | 690 | 619 |
| Roche Holdings, Inc. 1.93% 12/13/2028 <sup>(d)</sup>  | 3114 | 2928 |
| Roche Holdings, Inc. 2.076% 12/13/2031 <sup>(d)</sup>  | 28187 | 24747 |
| Roche Holdings, Inc. 4.592% 9/9/2034 <sup>(d)</sup>  | 18067 | 18072 |
| Roche Holdings, Inc. 5.218% 3/8/2054 <sup>(d)</sup>  | 1967 | 1938 |
| Shire Acquisitions Investments Ireland DAC 3.20% 9/23/2026  | 532 | 528 |
| Stryker Corp. 4.85% 2/10/2030  | 5500 | 5639 |
| Stryker Corp. 5.20% 2/10/2035  | 9000 | 9285 |
| Summa Health 3.511% 11/15/2051  | 187 | 152 |
| Takeda Pharmaceutical Co., Ltd. 5.00% 11/26/2028  | 7500 | 7666 |
| Takeda U.S. Financing, Inc. 5.20% 7/7/2035  | 78820 | 80148 |
| Takeda U.S. Financing, Inc. 5.90% 7/7/2055  | 19095 | 19687 |
| Tenet Healthcare Corp. 5.125% 11/1/2027  | 4565 | 4561 |
| Teva Pharmaceutical Finance Netherlands III BV 3.15% 10/1/2026  | 3926 | 3860 |
| Teva Pharmaceutical Finance Netherlands III BV 4.75% 5/9/2027  | 11455 | 11453 |
| Teva Pharmaceutical Finance Netherlands III BV 6.75% 3/1/2028  | 168379 | 174930 |
| Teva Pharmaceutical Finance Netherlands III BV 5.125% 5/9/2029  | 101090 | 101718 |
| Teva Pharmaceutical Finance Netherlands III BV 7.875% 9/15/2029  | 56135 | 61330 |
| Teva Pharmaceutical Finance Netherlands III BV 8.125% 9/15/2031  | 59885 | 68545 |
| Teva Pharmaceutical Finance Netherlands III BV 6.00% 12/1/2032  | 15755 | 16420 |
| Teva Pharmaceutical Finance Netherlands III BV 4.10% 10/1/2046  | 110790 | 82780 |
| Teva Pharmaceutical Finance Netherlands IV BV 5.75% 12/1/2030  | 11240 | 11587 |
| Therrmo Fisher Scientific Inc. 4.794% 10/7/2035  | 13133 | 13133 |
| UnitedHealth Group, Inc. 3.70% 12/15/2025  | 15430 | 15415 |
| UnitedHealth Group, Inc. 4.40% 6/15/2028  | 3000 | 3030 |
| UnitedHealth Group, Inc. 2.875% 8/15/2029  | 1172 | 1120 |
| UnitedHealth Group, Inc. 4.80% 1/15/2030  | 11475 | 11726 |
| UnitedHealth Group, Inc. 2.00% 5/15/2030  | 13538 | 12275 |
| UnitedHealth Group, Inc. 4.65% 1/15/2031  | 17000 | 17235 |

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The Bond Fund of America — Page 67 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Health care (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| UnitedHealth Group, Inc. 4.95% 1/15/2032  | USD21,500 | $22036 |
| UnitedHealth Group, Inc. 4.20% 5/15/2032  | 3161 | 3117 |
| UnitedHealth Group, Inc. 5.35% 2/15/2033  | 33897 | 35439 |
| UnitedHealth Group, Inc. 5.15% 7/15/2034  | 61025 | 62655 |
| UnitedHealth Group, Inc. 5.30% 6/15/2035  | 51253 | 53003 |
| UnitedHealth Group, Inc. 3.05% 5/15/2041  | 7293 | 5551 |
| UnitedHealth Group, Inc. 3.70% 8/15/2049  | 3098 | 2328 |
| UnitedHealth Group, Inc. 2.90% 5/15/2050  | 9116 | 5881 |
| UnitedHealth Group, Inc. 3.25% 5/15/2051  | 4712 | 3216 |
| UnitedHealth Group, Inc. 4.75% 5/15/2052  | 4538 | 4004 |
| UnitedHealth Group, Inc. 5.375% 4/15/2054  | 5950 | 5718 |
| UnitedHealth Group, Inc. 5.625% 7/15/2054  | 32606 | 32452 |
| UnitedHealth Group, Inc. 5.95% 6/15/2055  | 29456 | 30732 |
| UnitedHealth Group, Inc. 5.75% 7/15/2064  | 5300 | 5281 |
| Viatris, Inc. 4.00% 6/22/2050  | 36910 | 25199 |
| Zoetis, Inc. 5.60% 11/16/2032  | 12980 | 13812 |
|  |  | 3343821 |
| **Utilities 3.30%** |  |  |
| Adani Transmission Step-One, Ltd. 4.00% 8/3/2026  | 2000 | 1983 |
| AEP Texas, Inc. 3.45% 5/15/2051  | 1563 | 1081 |
| AEP Transmission Co., LLC 3.10% 12/1/2026  | 1085 | 1073 |
| AEP Transmission Co., LLC 5.15% 4/1/2034  | 11675 | 11931 |
| AEP Transmission Co., LLC 5.375% 6/15/2035  | 1325 | 1372 |
| AES Andes SA 6.30% 3/15/2029 <sup>(d)</sup>  | 7753 | 8116 |
| Alabama Power Co. 3.00% 3/15/2052  | 22980 | 15247 |
| Alfa Transmisora De Energia SA 4.55% 9/27/2051  | 8860 | 7098 |
| Alfa Transmisora De Energia SA 4.55% 9/27/2051 <sup>(d)</sup>  | 5641 | 4519 |
| American Electric Power Co., Inc. 1.00% 11/1/2025  | 317 | 316 |
| American Electric Power Co., Inc. 4.30% 12/1/2028  | 31133 | 31283 |
| American Transmission Systems, Inc. 2.65% 1/15/2032 <sup>(d)</sup>  | 1218 | 1093 |
| Atlantic City Electric Co. 2.30% 3/15/2031  | 2175 | 1955 |
| Berkshire Hathaway Energy Co. 4.50% 2/1/2045  | 200 | 177 |
| Buffalo Energy Mexico Holdings 7.875% 2/15/2039  | 7412 | 8022 |
| Buffalo Energy Mexico Holdings, SA de CV, 7.875% 2/15/2039 <sup>(d)</sup>  | 826 | 894 |
| Calpine Corp. 4.50% 2/15/2028 <sup>(d)</sup>  | 4000 | 3986 |
| CenterPoint Energy, Inc. 2.65% 6/1/2031  | 10996 | 9967 |
| Chile Electricity Lux MPC SARL 6.01% 1/20/2033 <sup>(d)</sup>  | 2954 | 3107 |
| Chile Electricity Lux MPC SARL 6.01% 1/20/2033  | 895 | 942 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China Huaneng Group Co., Ltd. 5.30% perpetual contingent convertible bonds (3-year UST Yield Curve Rate T <br> Note Constant Maturity + 3.775% on 7/5/2027) <sup>(f)</sup>  | 4009 | 4076 |
| Cikarang Listrindo Tbk PT 5.65% 3/12/2035  | 7050 | 7115 |
| Cleveland Electric Illuminating Co. (The) 3.50% 4/1/2028 <sup>(d)</sup>  | 7281 | 7155 |
| CMS Energy Corp. 3.00% 5/15/2026  | 5589 | 5546 |
| Comision Federal de Electricidad 4.688% 5/15/2029 <sup>(d)</sup>  | 30765 | 30335 |
| Comision Federal de Electricidad 4.688% 5/15/2029  | 10000 | 9860 |
| Comision Federal de Electricidad 3.348% 2/9/2031  | 25000 | 22545 |
| Comision Federal de Electricidad 3.875% 7/26/2033  | 21750 | 19230 |
| Comision Federal de Electricidad 6.45% 1/24/2035 <sup>(d)</sup>  | 22000 | 22451 |
| Commonwealth Edison Co. 3.125% 3/15/2051  | 1383 | 933 |
| Commonwealth Edison Co. 2.75% 9/1/2051  | 616 | 385 |
| Connecticut Light and Power Co. (The) 2.05% 7/1/2031  | 8653 | 7655 |
| Consumers Energy Co. 3.80% 11/15/2028  | 593 | 590 |
| Consumers Energy Co. 4.50% 1/15/2031  | 11384 | 11508 |

---

The Bond Fund of America — Page 68 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Utilities (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Consumers Energy Co. 3.60% 8/15/2032  | USD37,600 | $35608 |
| Consumers Energy Co. 4.625% 5/15/2033  | 944 | 945 |
| Consumers Energy Co. 5.05% 5/15/2035  | 17859 | 18179 |
| Consumers Energy Co. 3.10% 8/15/2050  | 1515 | 1046 |
| DTE Electric Co. 4.85% 12/1/2026  | 1350 | 1365 |
| DTE Electric Co. 3.70% 3/15/2045  | 107 | 84 |
| DTE Energy Co. 2.85% 10/1/2026  | 539 | 533 |
| DTE Energy Co. 5.10% 3/1/2029  | 8650 | 8867 |
| DTE Energy Co. 2.25% 3/1/2030  | 1557 | 1438 |
| Duke Energy Carolinas, LLC 2.45% 8/15/2029  | 3530 | 3325 |
| Duke Energy Carolinas, LLC 2.55% 4/15/2031  | 419 | 384 |
| Duke Energy Carolinas, LLC 5.35% 1/15/2053  | 4276 | 4200 |
| Duke Energy Corp. 5.75% 9/15/2033  | 33869 | 36019 |
| Duke Energy Corp. 5.00% 8/15/2052  | 331 | 298 |
| Duke Energy Florida, LLC 1.75% 6/15/2030  | 10577 | 9474 |
| Duke Energy Florida, LLC 5.875% 11/15/2033  | 4052 | 4376 |
| Duke Energy Florida, LLC 3.00% 12/15/2051  | 8566 | 5624 |
| Duke Energy Ohio, Inc. 2.125% 6/1/2030  | 5250 | 4797 |
| Duke Energy Progress, LLC 2.00% 8/15/2031  | 769 | 677 |
| Duke Energy Progress, LLC 2.50% 8/15/2050  | 354 | 213 |
| Edison International 4.125% 3/15/2028  | 8621 | 8465 |
| Edison International 5.25% 11/15/2028  | 21616 | 21794 |
| Edison International 5.45% 6/15/2029  | 44640 | 45004 |
| Edison International 6.95% 11/15/2029  | 26673 | 28322 |
| Edison International 6.25% 3/15/2030  | 50588 | 52628 |
| Edison International 5.25% 3/15/2032  | 53340 | 52873 |
| Electricite de France SA 5.65% 4/22/2029 <sup>(d)</sup>  | 10000 | 10435 |
| Electricite de France SA 6.25% 5/23/2033 <sup>(d)</sup>  | 8275 | 9036 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Electricite de France SA 2.625% junior subordinated perpetual bonds (5-year EUR Mid-Swap + 2.86% on <br> 6/1/2028) <sup>(f)</sup>  | EUR15,000 | 17176 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Electricite de France SA 9.125% junior subordinated perpetual bonds (5-year UST Yield Curve Rate T <br> Note Constant Maturity + 5.411% on 6/15/2033) <sup>(d)(f)</sup>  | USD8,775 | 10181 |
| Emera US Finance, LP 2.639% 6/15/2031  | 6743 | 6024 |
| Emera, Inc. 6.75% 6/15/2076 (3-month USD CME Term SOFR + 5.702% on 6/15/2026) <sup>(f)</sup>  | 319 | 321 |
| Enel Finance International NV 4.125% 9/30/2028 <sup>(d)</sup>  | 11875 | 11846 |
| Enel Finance International NV 5.125% 6/26/2029 <sup>(d)</sup>  | 15000 | 15371 |
| Enel Finance International NV 4.375% 9/30/2030 <sup>(d)</sup>  | 3000 | 2981 |
| Enel Finance International NV 5.00% 9/30/2035 <sup>(d)</sup>  | 3000 | 2958 |
| Enfragen Energia Sur SA 5.375% 12/30/2030  | 6848 | 6381 |
| Enfragen Energia Sur SA 8.499% 6/30/2032 <sup>(d)</sup>  | 2480 | 2612 |
| Engie Energia Chile SA 3.40% 1/28/2030 <sup>(d)</sup>  | 7054 | 6655 |
| ENN Clean Energy International Investment, Ltd. 3.375% 5/12/2026  | 9060 | 8990 |
| ENN Clean Energy International Investment, Ltd. 3.375% 5/12/2026 <sup>(d)</sup>  | 8250 | 8186 |
| ENN Energy Holdings, Ltd. 2.625% 9/17/2030 <sup>(d)</sup>  | 1143 | 1052 |
| Entergy Corp. 1.90% 6/15/2028  | 6531 | 6163 |
| Entergy Corp. 2.40% 6/15/2031  | 16078 | 14380 |
| Entergy Louisiana, LLC 3.12% 9/1/2027  | 4780 | 4714 |
| Entergy Louisiana, LLC 1.60% 12/15/2030  | 1700 | 1493 |
| Entergy Louisiana, LLC 2.35% 6/15/2032  | 395 | 348 |
| Entergy Louisiana, LLC 5.35% 3/15/2034  | 5000 | 5194 |
| Entergy Louisiana, LLC 2.90% 3/15/2051  | 14533 | 9378 |
| Eversource Energy 3.30% 1/15/2028  | 6812 | 6670 |
| Exelon Corp. 4.10% 3/15/2052  | 1725 | 1353 |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple 7.25% 1/31/2041 <sup>(d)</sup>  | 12030 | 12865 |

---

The Bond Fund of America — Page 69 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Utilities (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| FirstEnergy Corp. 1.60% 1/15/2026  | USD54,243 | $53773 |
| FirstEnergy Corp. 2.65% 3/1/2030  | 24041 | 22318 |
| FirstEnergy Corp. 2.25% 9/1/2030  | 41879 | 37655 |
| FirstEnergy Corp., Series B, 3.90% 7/15/2027  | 10000 | 9941 |
| FirstEnergy Transmission, LLC 2.866% 9/15/2028 <sup>(d)</sup>  | 18927 | 18193 |
| Florida Power & Light Co. 4.40% 5/15/2028  | 16905 | 17102 |
| Florida Power & Light Co. 4.80% 5/15/2033  | 4333 | 4411 |
| Florida Power & Light Co. 5.30% 6/15/2034  | 11633 | 12143 |
| Florida Power & Light Co. 2.875% 12/4/2051  | 14003 | 9062 |
| Florida Power & Light Co. 5.30% 4/1/2053  | 209 | 206 |
| Florida Power & Light Co. 5.60% 6/15/2054  | 5331 | 5458 |
| Florida Power & Light Co. 5.70% 3/15/2055  | 7500 | 7784 |
| Georgia Power Co. 4.00% 10/1/2028  | 5000 | 5001 |
| Georgia Power Co. 5.25% 3/15/2034  | 2204 | 2275 |
| Grupo Energia Bogota SA ESP 7.85% 11/9/2033 <sup>(d)</sup>  | 2500 | 2905 |
| Jersey Central Power & Light Co. 2.75% 3/1/2032 <sup>(d)</sup>  | 488 | 437 |
| Jersey Central Power & Light Co. 5.10% 1/15/2035  | 1713 | 1737 |
| Kallpa Generacion SA 5.875% 1/30/2032 <sup>(d)</sup>  | 2500 | 2621 |
| MidAmerican Energy Co. 5.35% 1/15/2034  | 350 | 366 |
| MidAmerican Energy Co. 5.75% 11/1/2035  | 576 | 618 |
| MidAmerican Energy Co. 3.15% 4/15/2050  | 2964 | 2041 |
| Minejesa Capital BV 4.625% 8/10/2030  | 3693 | 3668 |
| Minejesa Capital BV 5.625% 8/10/2037  | 12000 | 11931 |
| NextEra Energy Capital Holdings, Inc. 1.875% 1/15/2027  | 1470 | 1430 |
| NextEra Energy Capital Holdings, Inc. 4.685% 9/1/2027  | 10700 | 10818 |
| Niagara Energy S.A.C. 5.746% 10/3/2034 <sup>(d)</sup>  | 4400 | 4534 |
| Niagara Energy S.A.C. 5.746% 10/3/2034  | 3000 | 3091 |
| NiSource, Inc. 5.40% 6/30/2033  | 1422 | 1475 |
| NiSource, Inc. 5.00% 6/15/2052  | 24 | 22 |
| Northern States Power Co. 2.25% 4/1/2031  | 5199 | 4721 |
| Northern States Power Co. 5.05% 5/15/2035  | 12933 | 13200 |
| Northern States Power Co. 5.10% 5/15/2053  | 944 | 899 |
| Northern States Power Co. 5.40% 3/15/2054  | 10757 | 10683 |
| Northern States Power Co. 5.65% 5/15/2055  | 600 | 617 |
| NRG Energy, Inc. 3.625% 2/15/2031 <sup>(d)</sup>  | 5000 | 4627 |
| Oncor Electric Delivery Co., LLC 0.55% 10/1/2025  | 716 | 716 |
| Oncor Electric Delivery Co., LLC 4.55% 9/15/2032  | 807 | 806 |
| Pacific Gas and Electric Co. 3.15% 1/1/2026  | 107080 | 106747 |
| Pacific Gas and Electric Co. 2.95% 3/1/2026  | 36030 | 35786 |
| Pacific Gas and Electric Co. 2.10% 8/1/2027  | 49141 | 47249 |
| Pacific Gas and Electric Co. 3.30% 12/1/2027  | 21061 | 20617 |
| Pacific Gas and Electric Co. 3.00% 6/15/2028  | 30474 | 29390 |
| Pacific Gas and Electric Co. 3.75% 7/1/2028  | 16189 | 15905 |
| Pacific Gas and Electric Co. 4.65% 8/1/2028  | 22982 | 23052 |
| Pacific Gas and Electric Co. 5.55% 5/15/2029  | 4059 | 4180 |
| Pacific Gas and Electric Co. 4.55% 7/1/2030  | 119978 | 119193 |
| Pacific Gas and Electric Co. 2.50% 2/1/2031  | 118178 | 105335 |
| Pacific Gas and Electric Co. 3.25% 6/1/2031  | 23108 | 21261 |
| Pacific Gas and Electric Co. 4.40% 3/1/2032  | 3690 | 3601 |
| Pacific Gas and Electric Co. 5.90% 6/15/2032  | 22466 | 23504 |
| Pacific Gas and Electric Co. 5.05% 10/15/2032  | 41000 | 40922 |
| Pacific Gas and Electric Co. 6.15% 1/15/2033  | 12489 | 13228 |
| Pacific Gas and Electric Co. 6.40% 6/15/2033  | 113985 | 122581 |
| Pacific Gas and Electric Co. 6.95% 3/15/2034  | 28963 | 32167 |

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The Bond Fund of America — Page 70 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Utilities (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Pacific Gas and Electric Co. 5.80% 5/15/2034  | USD17,000 | $17624 |
| Pacific Gas and Electric Co. 5.70% 3/1/2035  | 69193 | 70929 |
| Pacific Gas and Electric Co. 6.00% 8/15/2035  | 59834 | 62668 |
| Pacific Gas and Electric Co. 3.30% 8/1/2040  | 37542 | 28473 |
| Pacific Gas and Electric Co. 3.75% 8/15/2042  | 23075 | 17629 |
| Pacific Gas and Electric Co. 4.95% 7/1/2050  | 62635 | 53807 |
| Pacific Gas and Electric Co. 3.50% 8/1/2050  | 47771 | 32640 |
| Pacific Gas and Electric Co. 6.15% 3/1/2055  | 3578 | 3602 |
| PacifiCorp 5.10% 2/15/2029  | 22351 | 22935 |
| PacifiCorp 2.70% 9/15/2030  | 2113 | 1951 |
| PacifiCorp 5.45% 2/15/2034  | 45074 | 46195 |
| PacifiCorp 3.30% 3/15/2051  | 25043 | 16530 |
| PacifiCorp 2.90% 6/15/2052  | 54354 | 33201 |
| PacifiCorp 5.35% 12/1/2053  | 10295 | 9506 |
| PacifiCorp 5.50% 5/15/2054  | 22000 | 20795 |
| PacifiCorp 5.80% 1/15/2055  | 43338 | 42516 |
| PECO Energy Co. 4.875% 9/15/2035  | 10915 | 10978 |
| PECO Energy Co. 2.80% 6/15/2050  | 10000 | 6473 |
| PECO Energy Co. 5.65% 9/15/2055  | 6325 | 6471 |
| PG&E Corp. 5.00% 7/1/2028  | 11000 | 10907 |
| PG&E Corp. 5.25% 7/1/2030  | 12000 | 11841 |
| Progress Energy, Inc. 7.00% 10/30/2031  | 2978 | 3354 |
| Public Service Co. of Colorado 5.35% 5/15/2034  | 445 | 460 |
| Public Service Co. of Colorado 2.70% 1/15/2051  | 1887 | 1164 |
| Public Service Electric and Gas Co. 0.95% 3/15/2026  | 12926 | 12734 |
| Public Service Electric and Gas Co. 3.65% 9/1/2028  | 263 | 261 |
| Public Service Electric and Gas Co. 3.20% 5/15/2029  | 5000 | 4849 |
| Public Service Electric and Gas Co. 2.45% 1/15/2030  | 3486 | 3257 |
| Public Service Electric and Gas Co. 1.90% 8/15/2031  | 5222 | 4584 |
| Public Service Electric and Gas Co. 5.20% 8/1/2033  | 2455 | 2551 |
| Public Service Electric and Gas Co. 4.85% 8/1/2034  | 3400 | 3434 |
| Public Service Electric and Gas Co. 5.05% 3/1/2035  | 9800 | 10004 |
| Public Service Electric and Gas Co. 4.90% 8/15/2035  | 24928 | 25135 |
| Public Service Electric and Gas Co. 3.20% 8/1/2049  | 2475 | 1751 |
| Public Service Electric and Gas Co. 3.15% 1/1/2050  | 10801 | 7556 |
| Public Service Electric and Gas Co. 2.70% 5/1/2050  | 3392 | 2151 |
| Public Service Electric and Gas Co. 2.05% 8/1/2050  | 1342 | 729 |
| Public Service Electric and Gas Co. 3.00% 3/1/2051  | 2474 | 1641 |
| Public Service Electric and Gas Co. 5.125% 3/15/2053  | 1054 | 1005 |
| Public Service Electric and Gas Co. 5.30% 8/1/2054  | 2616 | 2570 |
| Public Service Enterprise Group, Inc. 4.90% 3/15/2030  | 18175 | 18593 |
| Public Service Enterprise Group, Inc. 1.60% 8/15/2030  | 425 | 373 |
| San Diego Gas & Electric Co. 4.95% 8/15/2028  | 1934 | 1982 |
| San Diego Gas & Electric Co. 3.32% 4/15/2050  | 2025 | 1422 |
| Southern California Edison Co. 1.20% 2/1/2026  | 10000 | 9885 |
| Southern California Edison Co. 4.90% 6/1/2026  | 10000 | 10034 |
| Southern California Edison Co. 3.65% 3/1/2028  | 12975 | 12754 |
| Southern California Edison Co. 5.65% 10/1/2028  | 2679 | 2765 |
| Southern California Edison Co. 4.20% 3/1/2029  | 2011 | 1986 |
| Southern California Edison Co. 5.15% 6/1/2029  | 8134 | 8278 |
| Southern California Edison Co. 2.85% 8/1/2029  | 66015 | 61867 |
| Southern California Edison Co. 5.25% 3/15/2030  | 104853 | 106953 |
| Southern California Edison Co. 2.25% 6/1/2030  | 19374 | 17377 |
| Southern California Edison Co. 2.50% 6/1/2031  | 24190 | 21469 |

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The Bond Fund of America — Page 71 of 118

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**unaudited**

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Utilities (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Southern California Edison Co. 5.45% 6/1/2031  | USD42,769 | $44076 |
| Southern California Edison Co. 2.75% 2/1/2032  | 5448 | 4794 |
| Southern California Edison Co. 5.95% 11/1/2032  | 2702 | 2850 |
| Southern California Edison Co. 5.20% 6/1/2034  | 12157 | 12093 |
| Southern California Edison Co. 5.45% 3/1/2035  | 43997 | 44556 |
| Southern California Edison Co. 5.75% 4/1/2035  | 3714 | 3835 |
| Southern California Edison Co. 5.35% 7/15/2035  | 40824 | 41033 |
| Southern California Edison Co. 5.625% 2/1/2036  | 6482 | 6548 |
| Southern California Edison Co. 4.50% 9/1/2040  | 15388 | 13627 |
| Southern California Edison Co. 3.65% 2/1/2050  | 20965 | 14674 |
| Southern California Edison Co. 2.95% 2/1/2051  | 34574 | 21180 |
| Southern California Edison Co. 3.65% 6/1/2051  | 1178 | 816 |
| Southern California Edison Co. 3.45% 2/1/2052  | 9748 | 6493 |
| Southern California Edison Co. 5.75% 4/15/2054  | 1638 | 1552 |
| Southern California Edison Co. 5.90% 3/1/2055  | 4743 | 4610 |
| Southern California Edison Co. 6.20% 9/15/2055  | 37104 | 37450 |
| Southwestern Electric Power Co. 1.65% 3/15/2026  | 11375 | 11243 |
| Talen Energy Supply, LLC 8.625% 6/1/2030 <sup>(d)</sup>  | 14808 | 15729 |
| Tampa Electric Co. 5.15% 3/1/2035  | 33500 | 33983 |
| Tierra Mojada Luxembourg II SARL 5.75% 12/1/2040  | 5917 | 5830 |
| TNB Global Ventures Capital Bhd 4.851% 11/1/2028  | 4000 | 4074 |
| Union Electric Co. 5.25% 4/15/2035  | 4884 | 5039 |
| Union Electric Co. 2.625% 3/15/2051  | 132 | 82 |
| Union Electric Co. 3.90% 4/1/2052  | 5303 | 4152 |
| Union Electric Co. 5.125% 3/15/2055  | 441 | 418 |
| Virginia Electric & Power 2.95% 11/15/2026  | 265 | 262 |
| Virginia Electric & Power 2.875% 7/15/2029  | 1425 | 1361 |
| Virginia Electric & Power 2.30% 11/15/2031  | 3000 | 2654 |
| Virginia Electric & Power 2.40% 3/30/2032  | 990 | 875 |
| WEC Energy Group, Inc. 5.15% 10/1/2027  | 8793 | 8963 |
| Wisconsin Electric Power Co. 4.15% 10/15/2030  | 1725 | 1719 |
| Wisconsin Electric Power Co. 4.60% 10/1/2034  | 1867 | 1861 |
| Wisconsin Electric Power Co. 5.05% 10/1/2054  | 192 | 180 |
| Wisconsin Power and Light Co. 1.95% 9/16/2031  | 5316 | 4602 |
| Wisconsin Power and Light Co. 3.95% 9/1/2032  | 1276 | 1226 |
| Wisconsin Power and Light Co. 3.65% 4/1/2050  | 2675 | 1969 |
| Wisconsin Public Service Corp. 2.85% 12/1/2051  | 387 | 245 |
| Xcel Energy, Inc. 3.35% 12/1/2026  | 439 | 435 |
| Xcel Energy, Inc. 2.35% 11/15/2031  | 29892 | 26342 |
| Xcel Energy, Inc. 5.45% 8/15/2033  | 22747 | 23547 |
| Xcel Energy, Inc. 5.50% 3/15/2034  | 6406 | 6615 |
| Xcel Energy, Inc. 5.60% 4/15/2035  | 33584 | 34842 |
| XPLR Infrastructure Operating Partners, LP 3.875% 10/15/2026 <sup>(d)</sup>  | 3535 | 3487 |
|  |  | 3201371 |
| **Consumer discretionary 3.16%** |  |  |
| Advance Auto Parts, Inc. 7.00% 8/1/2030 <sup>(d)</sup>  | 5210 | 5364 |
| Advance Auto Parts, Inc. 7.375% 8/1/2033 <sup>(d)</sup>  | 8205 | 8468 |
| Alibaba Group Holding, Ltd. 2.125% 2/9/2031  | 5000 | 4511 |
| Alibaba Group Holding, Ltd. 5.25% 5/26/2035 <sup>(d)</sup>  | 13830 | 14486 |
| Alibaba Group Holding, Ltd. 4.00% 12/6/2037  | 4000 | 3699 |
| Alibaba Group Holding, Ltd. 2.70% 2/9/2041  | 13406 | 9993 |
| Alibaba Group Holding, Ltd. 4.20% 12/6/2047  | 6300 | 5414 |
| Alibaba Group Holding, Ltd. 5.625% 11/26/2054 <sup>(d)</sup>  | 2690 | 2815 |

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The Bond Fund of America — Page 72 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Consumer discretionary (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Allied Universal Holdco, LLC 4.625% 6/1/2028 <sup>(d)</sup>  | USD2,105 | $2065 |
| Amazon.com, Inc. 1.65% 5/12/2028  | 25000 | 23688 |
| Amazon.com, Inc. 2.10% 5/12/2031  | 25000 | 22503 |
| Arcos Dorados BV 6.375% 1/29/2032 <sup>(d)</sup>  | 3465 | 3659 |
| Atlas LuxCo 4 SARL 4.625% 6/1/2028 <sup>(d)</sup>  | 1610 | 1580 |
| BMW US Capital, LLC 2.55% 4/1/2031 <sup>(d)</sup>  | 5056 | 4569 |
| BMW US Capital, LLC 3.70% 4/1/2032 <sup>(d)</sup>  | 1701 | 1615 |
| Carnival Corp. 4.00% 8/1/2028 <sup>(d)</sup>  | 1000 | 986 |
| Carnival Corp. 5.125% 5/1/2029 <sup>(d)</sup>  | 17725 | 17725 |
| Carnival Corp. 6.00% 5/1/2029 <sup>(d)</sup>  | 8000 | 8125 |
| Carnival Corp. 5.75% 3/15/2030 <sup>(d)</sup>  | 43000 | 43931 |
| Carnival Corp. 5.75% 8/1/2032 <sup>(d)</sup>  | 56125 | 57187 |
| Carnival Corp. 6.125% 2/15/2033 <sup>(d)</sup>  | 23270 | 23867 |
| Daimler Trucks Finance North America, LLC 5.00% 1/15/2027 <sup>(d)</sup>  | 5837 | 5900 |
| Daimler Trucks Finance North America, LLC 4.95% 1/13/2028 <sup>(d)</sup>  | 10000 | 10145 |
| Daimler Trucks Finance North America, LLC 2.375% 12/14/2028 <sup>(d)</sup>  | 9125 | 8602 |
| Daimler Trucks Finance North America, LLC 5.25% 1/13/2030 <sup>(d)</sup>  | 25000 | 25724 |
| Daimler Trucks Finance North America, LLC 2.50% 12/14/2031 <sup>(d)</sup>  | 7312 | 6479 |
| Ford Motor Co. 3.25% 2/12/2032  | 3737 | 3271 |
| Ford Motor Credit Co., LLC 3.375% 11/13/2025  | 1565 | 1562 |
| Ford Motor Credit Co., LLC 6.95% 3/6/2026  | 7984 | 8048 |
| Ford Motor Credit Co., LLC 6.95% 6/10/2026  | 5616 | 5690 |
| Ford Motor Credit Co., LLC 2.70% 8/10/2026  | 1025 | 1009 |
| Ford Motor Credit Co., LLC 5.125% 11/5/2026  | 33000 | 33119 |
| Ford Motor Credit Co., LLC 4.271% 1/9/2027  | 1035 | 1027 |
| Ford Motor Credit Co., LLC 5.80% 3/5/2027  | 23000 | 23240 |
| Ford Motor Credit Co., LLC 5.85% 5/17/2027  | 10000 | 10127 |
| Ford Motor Credit Co., LLC 4.95% 5/28/2027  | 13086 | 13069 |
| Ford Motor Credit Co., LLC 4.125% 8/17/2027  | 4655 | 4580 |
| Ford Motor Credit Co., LLC 3.815% 11/2/2027  | 7305 | 7128 |
| Ford Motor Credit Co., LLC 7.35% 11/4/2027  | 101876 | 106273 |
| Ford Motor Credit Co., LLC 2.90% 2/16/2028  | 34880 | 33167 |
| Ford Motor Credit Co., LLC 6.80% 5/12/2028  | 22310 | 23174 |
| Ford Motor Credit Co., LLC 6.798% 11/7/2028  | 11114 | 11607 |
| Ford Motor Credit Co., LLC 2.90% 2/10/2029  | 63900 | 59220 |
| Ford Motor Credit Co., LLC 5.80% 3/8/2029  | 39924 | 40525 |
| Ford Motor Credit Co., LLC 5.113% 5/3/2029  | 69292 | 68796 |
| Ford Motor Credit Co., LLC 5.303% 9/6/2029  | 41825 | 41733 |
| Ford Motor Credit Co., LLC 5.875% 11/7/2029  | 34300 | 34908 |
| Ford Motor Credit Co., LLC 7.35% 3/6/2030  | 75790 | 81150 |
| Ford Motor Credit Co., LLC 7.20% 6/10/2030  | 9625 | 10294 |
| Ford Motor Credit Co., LLC 5.73% 9/5/2030  | 36306 | 36620 |
| Ford Motor Credit Co., LLC 4.00% 11/13/2030  | 47971 | 44762 |
| Ford Motor Credit Co., LLC 6.05% 3/5/2031  | 107463 | 109984 |
| Ford Motor Credit Co., LLC 3.625% 6/17/2031  | 59171 | 53832 |
| Ford Motor Credit Co., LLC 6.054% 11/5/2031  | 186953 | 191148 |
| Ford Motor Credit Co., LLC 6.532% 3/19/2032  | 23554 | 24520 |
| Ford Motor Credit Co., LLC 7.122% 11/7/2033  | 18000 | 19249 |
| Ford Motor Credit Co., LLC 6.125% 3/8/2034  | 23656 | 23783 |
| Ford Motor Credit Co., LLC 6.50% 2/7/2035  | 80726 | 82977 |
| General Motors Co. 5.625% 4/15/2030  | 12500 | 12965 |
| General Motors Financial Co., Inc. 1.50% 6/10/2026  | 3006 | 2950 |
| General Motors Financial Co., Inc. 4.90% 10/6/2029  | 1876 | 1898 |
| General Motors Financial Co., Inc. 5.625% 4/4/2032  | 2134 | 2204 |

---

The Bond Fund of America — Page 73 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Consumer discretionary (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| General Motors Financial Co., Inc. 5.45% 9/6/2034  | USD4,483 | $4512 |
| General Motors Financial Co., Inc. 5.90% 1/7/2035  | 40668 | 41981 |
| General Motors Financial Co., Inc. 6.15% 7/15/2035  | 6290 | 6582 |
| GENM Capital Labuan, Ltd. 3.882% 4/19/2031  | 16500 | 15196 |
| GOHL Capital, Ltd. 4.25% 1/24/2027  | 29800 | 29718 |
| Hanesbrands, Inc. 9.00% 2/15/2031 <sup>(d)</sup>  | 3681 | 3901 |
| Hilton Domestic Operating Co., Inc. 4.00% 5/1/2031 <sup>(d)</sup>  | 13960 | 13221 |
| Hilton Domestic Operating Co., Inc. 3.625% 2/15/2032 <sup>(d)</sup>  | 11040 | 10114 |
| Home Depot, Inc. 2.95% 6/15/2029  | 11320 | 10922 |
| Home Depot, Inc. 2.70% 4/15/2030  | 25000 | 23556 |
| Home Depot, Inc. 4.85% 6/25/2031  | 16291 | 16821 |
| Home Depot, Inc. 4.95% 6/25/2034  | 62926 | 64464 |
| Home Depot, Inc. 5.30% 6/25/2054  | 33031 | 32351 |
| Hyatt Hotels Corp. 5.05% 3/30/2028  | 8478 | 8618 |
| Hyatt Hotels Corp. 5.75% 3/30/2032  | 8010 | 8358 |
| Hyundai Capital America 1.80% 10/15/2025 <sup>(d)</sup>  | 53247 | 53192 |
| Hyundai Capital America 6.25% 11/3/2025 <sup>(d)</sup>  | 6000 | 6009 |
| Hyundai Capital America 1.30% 1/8/2026 <sup>(d)</sup>  | 17000 | 16863 |
| Hyundai Capital America 5.50% 3/30/2026 <sup>(d)</sup>  | 5000 | 5026 |
| Hyundai Capital America 1.50% 6/15/2026 <sup>(d)</sup>  | 24066 | 23611 |
| Hyundai Capital America 1.65% 9/17/2026 <sup>(d)</sup>  | 36910 | 36020 |
| Hyundai Capital America 3.00% 2/10/2027 <sup>(d)</sup>  | 19717 | 19383 |
| Hyundai Capital America 5.30% 3/19/2027 <sup>(d)</sup>  | 14986 | 15195 |
| Hyundai Capital America 4.85% 3/25/2027 <sup>(d)</sup>  | 43000 | 43345 |
| Hyundai Capital America 4.875% 6/23/2027 <sup>(d)</sup>  | 15567 | 15707 |
| Hyundai Capital America 5.275% 6/24/2027 <sup>(d)</sup>  | 12500 | 12697 |
| Hyundai Capital America 2.375% 10/15/2027 <sup>(d)</sup>  | 14154 | 13626 |
| Hyundai Capital America 5.00% 1/7/2028 <sup>(d)</sup>  | 15000 | 15214 |
| Hyundai Capital America 5.60% 3/30/2028 <sup>(d)</sup>  | 3300 | 3394 |
| Hyundai Capital America 2.00% 6/15/2028 <sup>(d)</sup>  | 13912 | 13086 |
| Hyundai Capital America 4.90% 6/23/2028 <sup>(d)</sup>  | 21844 | 22160 |
| Hyundai Capital America 2.10% 9/15/2028 <sup>(d)</sup>  | 7900 | 7406 |
| Hyundai Capital America 4.25% 9/18/2028 <sup>(d)</sup>  | 13214 | 13189 |
| Hyundai Capital America 6.10% 9/21/2028 <sup>(d)</sup>  | 1000 | 1046 |
| Hyundai Capital America 5.30% 1/8/2029 <sup>(d)</sup>  | 2748 | 2815 |
| Hyundai Capital America 6.50% 1/16/2029 <sup>(d)</sup>  | 5119 | 5428 |
| Hyundai Capital America 4.55% 9/26/2029 <sup>(d)</sup>  | 24606 | 24666 |
| Hyundai Capital America 5.30% 1/8/2030 <sup>(d)</sup>  | 37000 | 38015 |
| Hyundai Capital America 5.15% 3/27/2030 <sup>(d)</sup>  | 3500 | 3574 |
| Hyundai Capital America 5.10% 6/24/2030 <sup>(d)</sup>  | 18350 | 18750 |
| Hyundai Capital America 4.50% 9/18/2030 <sup>(d)</sup>  | 7800 | 7766 |
| Hyundai Capital America 5.40% 6/24/2031 <sup>(d)</sup>  | 4500 | 4637 |
| Hyundai Capital Services, Inc. 1.25% 2/8/2026 <sup>(d)</sup>  | 6570 | 6498 |
| International Game Technology PLC 6.25% 1/15/2027 <sup>(d)</sup>  | 3500 | 3535 |
| KB Home 6.875% 6/15/2027  | 5000 | 5115 |
| Marriott International, Inc. 4.20% 7/15/2027  | 8000 | 8028 |
| Marriott International, Inc. 5.00% 10/15/2027  | 20000 | 20355 |
| Marriott International, Inc. 4.90% 4/15/2029  | 6524 | 6662 |
| Marriott International, Inc. 2.85% 4/15/2031  | 2120 | 1952 |
| Marriott International, Inc. 4.50% 10/15/2031  | 3000 | 2988 |
| Marriott International, Inc. 2.75% 10/15/2033  | 25167 | 21863 |
| Marriott International, Inc. 5.35% 3/15/2035  | 5000 | 5116 |
| McDonald's Corp. 5.00% 5/17/2029  | 7788 | 8022 |
| McDonald's Corp. 4.95% 3/3/2035  | 30043 | 30453 |

---

The Bond Fund of America — Page 74 of 118

------

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---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Consumer discretionary (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| McDonald's Corp. 4.45% 9/1/2048  | USD242 | $209 |
| McDonald's Corp. 3.625% 9/1/2049  | 6857 | 5141 |
| McDonald's Corp. 4.20% 4/1/2050  | 708 | 583 |
| McDonald's Corp. 5.15% 9/9/2052  | 220 | 209 |
| Meituan 3.05% 10/28/2030  | 15000 | 13983 |
| Mercury Aggregator, LP, Term Loan, 19.00% 2/3/2026 <sup>(g)(j)</sup>  | 77 | 29 |
| Mercury Aggregator, LP, Term Loan 2, 19.00% 2/3/2026 <sup>(g)(j)</sup>  | 44 | 17 |
| Morongo Band of Mission Indians (The) 7.00% 10/1/2039 <sup>(d)</sup>  | 11225 | 12139 |
| NIKE, Inc. 3.25% 3/27/2040  | 5469 | 4434 |
| Nissan Motor Acceptance Co., LLC 6.125% 9/30/2030 <sup>(d)</sup>  | 6000 | 6006 |
| Nissan Motor Acceptance Corp. 6.95% 9/15/2026 <sup>(d)</sup>  | 4190 | 4247 |
| Nissan Motor Acceptance Corp. 1.85% 9/16/2026 <sup>(d)</sup>  | 4874 | 4702 |
| Nissan Motor Acceptance Corp. 2.75% 3/9/2028 <sup>(d)</sup>  | 11315 | 10625 |
| Nissan Motor Acceptance Corp. 2.45% 9/15/2028 <sup>(d)</sup>  | 15000 | 13775 |
| Nissan Motor Acceptance Corp. 7.05% 9/15/2028 <sup>(d)</sup>  | 20950 | 21827 |
| Nissan Motor Co., Ltd. 4.345% 9/17/2027 <sup>(d)</sup>  | 23000 | 22583 |
| Nissan Motor Co., Ltd. 7.50% 7/17/2030 <sup>(d)</sup>  | 39000 | 40959 |
| Nissan Motor Co., Ltd. 4.81% 9/17/2030 <sup>(d)</sup>  | 7308 | 6889 |
| Nissan Motor Co., Ltd. 7.75% 7/17/2032 <sup>(d)</sup>  | 29320 | 31050 |
| Nissan Motor Co., Ltd. 8.125% 7/17/2035 <sup>(d)</sup>  | 58195 | 62508 |
| President and Fellows of Harvard College 2.517% 10/15/2050  | 5500 | 3398 |
| Royal Caribbean Cruises, Ltd. 5.50% 4/1/2028 <sup>(d)</sup>  | 28000 | 28551 |
| Royal Caribbean Cruises, Ltd. 5.625% 9/30/2031 <sup>(d)</sup>  | 15115 | 15423 |
| Royal Caribbean Cruises, Ltd. 6.00% 2/1/2033 <sup>(d)</sup>  | 40000 | 41035 |
| Royal Caribbean Cruises, Ltd. 5.375% 1/15/2036  | 44568 | 44845 |
| Sands China, Ltd. 3.80% 1/8/2026  | 13000 | 12974 |
| Sands China, Ltd. 2.30% 3/8/2027  | 8000 | 7774 |
| Sands China, Ltd. 5.40% 8/8/2028  | 71050 | 72736 |
| Sands China, Ltd. 4.375% 6/18/2030  | 12000 | 11807 |
| Sands China, Ltd. 3.25% 8/8/2031  | 19600 | 18079 |
| SMRC Automotive Holdings Netherlands BV 5.625% 7/11/2029  | 7500 | 7676 |
| SMRC Automotive Holdings Netherlands BV 5.625% 7/11/2029 <sup>(d)</sup>  | 5570 | 5701 |
| Starbucks Corp. 4.80% 5/15/2030  | 4330 | 4422 |
| Starbucks Corp. 5.40% 5/15/2035  | 11964 | 12413 |
| Taylor Morrison Communities, Inc. 5.75% 1/15/2028 <sup>(d)</sup>  | 3500 | 3552 |
| Toyota Motor Credit Corp. 3.375% 4/1/2030  | 8330 | 8070 |
| Travel + Leisure Co. 6.625% 7/31/2026 <sup>(d)</sup>  | 4000 | 4032 |
| Volkswagen Group of America Finance, LLC 4.45% 9/11/2027 <sup>(d)</sup>  | 20000 | 20055 |
| Volkswagen Group of America Finance, LLC 4.55% 9/11/2028 <sup>(d)</sup>  | 20000 | 20069 |
| Volkswagen Group of America Finance, LLC 4.95% 8/15/2029 <sup>(d)</sup>  | 11687 | 11811 |
| Volkswagen Group of America Finance, LLC 6.45% 11/16/2030 <sup>(d)</sup>  | 36540 | 39266 |
|  |  | 3061035 |
| **Energy 2.41%** |  |  |
| APA Corp. 4.25% 1/15/2030  | 9050 | 8768 |
| APA Corp. 4.75% 4/15/2043  | 2588 | 1991 |
| Baker Hughes Holdings, LLC 2.061% 12/15/2026  | 397 | 388 |
| Baker Hughes Holdings, LLC 4.486% 5/1/2030  | 2026 | 2046 |
| Baytex Energy Corp. 7.375% 3/15/2032 <sup>(d)</sup>  | 3610 | 3537 |
| Borr IHC, Ltd. 10.375% 11/15/2030 <sup>(d)</sup>  | 3287 | 3295 |
| BP Capital Markets America, Inc. 4.893% 9/11/2033  | 2719 | 2759 |
| BP Capital Markets America, Inc. 2.772% 11/10/2050  | 40 | 25 |
| Canadian Natural Resources, Ltd. 3.85% 6/1/2027  | 2275 | 2261 |
| Canadian Natural Resources, Ltd. 2.95% 7/15/2030  | 206 | 193 |

---

The Bond Fund of America — Page 75 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Energy (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Canadian Natural Resources, Ltd. 5.40% 12/15/2034 <sup>(d)</sup>  | USD3,000 | $3057 |
| Cenovus Energy, Inc. 5.25% 6/15/2037  | 822 | 803 |
| Cenovus Energy, Inc. 5.40% 6/15/2047  | 12727 | 11739 |
| Chevron Corp. 3.078% 5/11/2050  | 8419 | 5848 |
| Chevron USA, Inc. 1.018% 8/12/2027  | 2757 | 2624 |
| Chevron USA, Inc. 4.687% 4/15/2030  | 27000 | 27645 |
| Civitas Resources, Inc. 8.625% 11/1/2030 <sup>(d)</sup>  | 4665 | 4835 |
| CNX Resources Corp. 6.00% 1/15/2029 <sup>(d)</sup>  | 1608 | 1610 |
| CNX Resources Corp. 7.375% 1/15/2031 <sup>(d)</sup>  | 1437 | 1483 |
| CNX Resources Corp. 7.25% 3/1/2032 <sup>(d)</sup>  | 2935 | 3047 |
| Columbia Pipelines Holding Co., LLC 6.544% 11/15/2053 <sup>(d)</sup>  | 8155 | 8755 |
| Columbia Pipelines Operating Co., LLC 5.927% 8/15/2030 <sup>(d)</sup>  | 8000 | 8468 |
| Columbia Pipelines Operating Co., LLC 6.497% 8/15/2043 <sup>(d)</sup>  | 3869 | 4142 |
| ConocoPhillips Co. 4.70% 1/15/2030  | 15000 | 15301 |
| ConocoPhillips Co. 3.80% 3/15/2052  | 12105 | 9106 |
| ConocoPhillips Co. 5.30% 5/15/2053  | 27401 | 26149 |
| ConocoPhillips Co. 5.55% 3/15/2054  | 11488 | 11329 |
| ConocoPhillips Co. 5.50% 1/15/2055  | 5802 | 5688 |
| Crescent Energy Finance, LLC 9.25% 2/15/2028 <sup>(d)</sup>  | 5560 | 5776 |
| Devon Energy Corp. 5.20% 9/15/2034  | 23000 | 22910 |
| Devon Energy Corp. 5.75% 9/15/2054  | 10898 | 10117 |
| Diamondback Energy, Inc. 5.15% 1/30/2030  | 836 | 861 |
| Diamondback Energy, Inc. 5.55% 4/1/2035  | 33155 | 34053 |
| Diamondback Energy, Inc. 5.75% 4/18/2054  | 7500 | 7224 |
| Ecopetrol SA 8.625% 1/19/2029  | 2000 | 2173 |
| Ecopetrol SA 8.875% 1/13/2033  | 132550 | 143765 |
| Ecopetrol SA 8.375% 1/19/2036  | 1305 | 1349 |
| Empresa Nacional del Petroleo 5.95% 7/30/2034 <sup>(d)</sup>  | 4370 | 4608 |
| Energean Israel Finance, Ltd. 5.875% 3/30/2031 <sup>(d)</sup>  | 4000 | 3845 |
| Energy Transfer, LP 5.25% 7/1/2029  | 6493 | 6684 |
| Enterprise Products Operating, LLC 4.95% 2/15/2035  | 5081 | 5126 |
| EOG Resources, Inc. 4.40% 7/15/2028  | 1024 | 1034 |
| EOG Resources, Inc. 3.90% 4/1/2035  | 8000 | 7433 |
| EOG Resources, Inc. 5.35% 1/15/2036  | 2642 | 2714 |
| EOG Resources, Inc. 5.65% 12/1/2054  | 6490 | 6503 |
| EQT Corp. 7.00% 2/1/2030  | 15000 | 16340 |
| Equinor ASA 3.125% 4/6/2030  | 22503 | 21573 |
| Equinor ASA 3.25% 11/18/2049  | 5687 | 4090 |
| Exxon Mobil Corp. 2.61% 10/15/2030  | 27900 | 26046 |
| Exxon Mobil Corp. 4.227% 3/19/2040  | 2000 | 1832 |
| Exxon Mobil Corp. 3.452% 4/15/2051  | 15392 | 11291 |
| GreenSaif Pipelines Bidco SARL 5.853% 2/23/2036 <sup>(d)</sup>  | 33038 | 34723 |
| GreenSaif Pipelines Bidco SARL 6.129% 2/23/2038  | 6980 | 7435 |
| GreenSaif Pipelines Bidco SARL 6.51% 2/23/2042  | 4038 | 4382 |
| GreenSaif Pipelines Bidco SARL 6.103% 8/23/2042 <sup>(d)</sup>  | 8743 | 9203 |
| Harvest Midstream I, LP 7.50% 9/1/2028 <sup>(d)</sup>  | 1988 | 2011 |
| Harvest Midstream I, LP 7.50% 5/15/2032 <sup>(d)</sup>  | 2010 | 2060 |
| Hess Midstream Operations, LP 5.875% 3/1/2028 <sup>(d)</sup>  | 1570 | 1601 |
| Hess Midstream Operations, LP 6.50% 6/1/2029 <sup>(d)</sup>  | 2855 | 2946 |
| Hilcorp Energy I, LP 5.75% 2/1/2029 <sup>(d)</sup>  | 2125 | 2095 |
| Hilcorp Energy I, LP 6.25% 4/15/2032 <sup>(d)</sup>  | 9000 | 8640 |
| Kodiak Gas Services, LLC 6.50% 10/1/2033 <sup>(d)</sup>  | 665 | 678 |
| Kodiak Gas Services, LLC 6.75% 10/1/2035 <sup>(d)</sup>  | 665 | 683 |
| Matador Resources Co. 6.875% 4/15/2028 <sup>(d)</sup>  | 4950 | 5055 |

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The Bond Fund of America — Page 76 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Energy (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Matador Resources Co. 6.25% 4/15/2033 <sup>(d)</sup>  | USD2,000 | $2014 |
| MEG Energy Corp. 5.875% 2/1/2029 <sup>(d)</sup>  | 7000 | 7005 |
| Modec Finance BV 7.84% 7/15/2026 <sup>(g)(l)</sup>  | 5000 | 5063 |
| MPLX, LP 4.00% 3/15/2028  | 3500 | 3484 |
| MPLX, LP 5.40% 9/15/2035  | 4033 | 4044 |
| Murphy Oil Corp. 6.375% 7/15/2028  | 5116 | 5132 |
| Murphy Oil Corp. 5.875% 12/1/2042 <sup>(f)</sup>  | 1395 | 1221 |
| Murphy Oil USA, Inc. 3.75% 2/15/2031 <sup>(d)</sup>  | 10160 | 9464 |
| MV24 Capital BV 6.748% 6/1/2034 <sup>(d)</sup>  | 1454 | 1444 |
| NFE Financing, LLC 12.00% 11/15/2029 <sup>(d)</sup>  | 21386 | 6309 |
| Noble Finance II, LLC 8.00% 4/15/2030 <sup>(d)</sup>  | 2000 | 2072 |
| Occidental Petroleum Corp. 5.20% 8/1/2029  | 27164 | 27583 |
| Occidental Petroleum Corp. 8.875% 7/15/2030  | 34500 | 39885 |
| Occidental Petroleum Corp. 6.625% 9/1/2030  | 80000 | 85775 |
| Occidental Petroleum Corp. 6.125% 1/1/2031  | 5698 | 6006 |
| Occidental Petroleum Corp. 5.375% 1/1/2032  | 98000 | 99742 |
| Occidental Petroleum Corp. 5.55% 10/1/2034  | 81493 | 82735 |
| Occidental Petroleum Corp. 6.45% 9/15/2036  | 10286 | 10939 |
| Occidental Petroleum Corp. 6.60% 3/15/2046  | 5000 | 5232 |
| Oil & Natural Gas Corp., Ltd. 3.375% 12/5/2029  | 5000 | 4797 |
| Oleoducto Central SA 4.00% 7/14/2027  | 8569 | 8432 |
| Oleoducto Central SA 4.00% 7/14/2027 <sup>(d)</sup>  | 4960 | 4880 |
| ONEOK, Inc. 5.85% 1/15/2026  | 432 | 433 |
| ONEOK, Inc. 5.55% 11/1/2026  | 1977 | 2003 |
| ONEOK, Inc. 5.65% 11/1/2028  | 11023 | 11435 |
| Permian Resources Operating, LLC 9.875% 7/15/2031 <sup>(d)</sup>  | 6000 | 6531 |
| Permian Resources Operating, LLC 7.00% 1/15/2032 <sup>(d)</sup>  | 4900 | 5086 |
| Permian Resources Operating, LLC 6.25% 2/1/2033 <sup>(d)</sup>  | 3000 | 3058 |
| Petroleos Mexicanos 6.875% 10/16/2025  | 2000 | 1999 |
| Petroleos Mexicanos 4.50% 1/23/2026  | 5000 | 4974 |
| Petroleos Mexicanos 6.875% 8/4/2026  | 121240 | 122919 |
| Petroleos Mexicanos 6.49% 1/23/2027  | 19905 | 20121 |
| Petroleos Mexicanos 6.50% 3/13/2027  | 90172 | 91360 |
| Petroleos Mexicanos 5.35% 2/12/2028  | 5000 | 4982 |
| Petroleos Mexicanos 6.50% 1/23/2029  | 1833 | 1865 |
| Petroleos Mexicanos 8.75% 6/2/2029  | 143199 | 154349 |
| Petroleos Mexicanos 6.84% 1/23/2030  | 110926 | 112899 |
| Petroleos Mexicanos 5.95% 1/28/2031  | 92845 | 89989 |
| Petroleos Mexicanos 6.70% 2/16/2032  | 168016 | 166609 |
| Petroleos Mexicanos 6.625% 6/15/2035  | 30000 | 28625 |
| Petroleos Mexicanos 6.50% 6/2/2041  | 5683 | 4981 |
| Petroleos Mexicanos 6.375% 1/23/2045  | 2275 | 1851 |
| Petroleos Mexicanos 6.75% 9/21/2047  | 58957 | 48694 |
| Petroleos Mexicanos 6.35% 2/12/2048  | 27025 | 21479 |
| Petroleos Mexicanos 7.69% 1/23/2050  | 69617 | 63340 |
| Petroleos Mexicanos 6.95% 1/28/2060  | 84326 | 69412 |
| Pluspetrol Camisea SA 6.24% 7/3/2036 <sup>(d)</sup>  | 1270 | 1360 |
| PTTEP Treasury Center Co., Ltd. 2.587% 6/10/2027 <sup>(d)</sup>  | 4780 | 4652 |
| PTTEP Treasury Center Co., Ltd. 2.993% 1/15/2030  | 3500 | 3318 |
| PTTEP Treasury Center Co., Ltd. 3.903% 12/6/2059  | 3000 | 2271 |
| Qatar Energy 1.375% 9/12/2026 <sup>(d)</sup>  | 18535 | 18057 |
| Qatar Energy 2.25% 7/12/2031 <sup>(d)</sup>  | 32300 | 29110 |
| Raizen Fuels Finance SA 6.25% 7/8/2032 <sup>(d)</sup>  | 5000 | 4886 |
| Raizen Fuels Finance SA 6.45% 3/5/2034 <sup>(d)</sup>  | 1325 | 1286 |

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The Bond Fund of America — Page 77 of 118

------

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Energy (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Raizen Fuels Finance SA 6.95% 3/5/2054 <sup>(d)</sup>  | USD1,050 | $967 |
| Reliance Industries, Ltd. 3.667% 11/30/2027  | 3000 | 2968 |
| Reliance Industries, Ltd. 2.875% 1/12/2032  | 3000 | 2727 |
| Reliance Industries, Ltd. 6.25% 10/19/2040  | 750 | 832 |
| Reliance Industries, Ltd. 4.875% 2/10/2045  | 3000 | 2807 |
| Reliance Industries, Ltd. 3.625% 1/12/2052  | 2000 | 1483 |
| Reliance Industries, Ltd. 3.75% 1/12/2062  | 300 | 217 |
| Repsol E&P Capital Markets US, LLC 4.805% 9/16/2028 <sup>(d)</sup>  | 6001 | 6029 |
| Saudi Arabian Oil Co. 5.75% 7/17/2054 <sup>(d)</sup>  | 664 | 661 |
| Shell Finance US, Inc. 2.375% 11/7/2029  | 9441 | 8863 |
| Shell Finance US, Inc. 2.75% 4/6/2030  | 841 | 795 |
| Shell Finance US, Inc. 3.25% 4/6/2050  | 580 | 412 |
| Shell International Finance BV 3.00% 11/26/2051  | 10603 | 7058 |
| South Bow USA Infrastructure Holdings, LLC 4.911% 9/1/2027  | 5175 | 5220 |
| South Bow USA Infrastructure Holdings, LLC 5.584% 10/1/2034  | 15861 | 15954 |
| South Bow USA Infrastructure Holdings, LLC 6.176% 10/1/2054  | 14385 | 14037 |
| Sunoco, LP 6.00% 4/15/2027  | 4210 | 4211 |
| Sunoco, LP 7.00% 9/15/2028 <sup>(d)</sup>  | 6715 | 6928 |
| Sunoco, LP 4.50% 5/15/2029  | 5215 | 5091 |
| Sunoco, LP 5.625% 3/15/2031 <sup>(d)</sup>  | 790 | 785 |
| Sunoco, LP 7.25% 5/1/2032 <sup>(d)</sup>  | 3080 | 3235 |
| Sunoco, LP 5.875% 3/15/2034 <sup>(d)</sup>  | 840 | 833 |
| Thaioil Treasury Center Co., Ltd. 4.625% 11/20/2028  | 4252 | 4242 |
| Thaioil Treasury Center Co., Ltd. 4.875% 1/23/2043  | 1408 | 1235 |
| Thaioil Treasury Center Co., Ltd. 5.375% 11/20/2048  | 2895 | 2692 |
| Thaioil Treasury Center Co., Ltd. 3.50% 10/17/2049  | 6900 | 4776 |
| Thaioil Treasury Center Co., Ltd. 3.75% 6/18/2050  | 2166 | 1564 |
| TotalEnergies Capital International SA 3.127% 5/29/2050  | 1008 | 692 |
| TotalEnergies Capital SA 5.15% 4/5/2034  | 1221 | 1268 |
| TotalEnergies Capital SA 4.724% 9/10/2034  | 5000 | 5036 |
| TotalEnergies Capital SA 5.488% 4/5/2054  | 42076 | 41659 |
| TotalEnergies Capital SA 5.275% 9/10/2054  | 14400 | 13847 |
| Transportadora de Gas del Peru SA 4.25% 4/30/2028  | 514 | 514 |
| Venture Global Calcasieu Pass, LLC 3.875% 11/1/2033 <sup>(d)</sup>  | 22500 | 20289 |
| Venture Global Plaquemines LNG, LLC 6.75% 1/15/2036 <sup>(d)</sup>  | 10000 | 10628 |
| Weatherford International, Ltd. 8.625% 4/30/2030 <sup>(d)</sup>  | 440 | 450 |
| Weatherford International, Ltd. 6.75% 10/15/2033 <sup>(d)</sup>  | 3910 | 3915 |
|  |  | 2337863 |
| **Communication services 1.67%** |  |  |
| Alphabet, Inc. 5.25% 5/15/2055  | 17105 | 17155 |
| Alphabet, Inc. 5.30% 5/15/2065  | 4875 | 4855 |
| America Movil, SAB de CV, 10.125% 1/22/2029  | MXN365,770 | 20812 |
| America Movil, SAB de CV, 9.50% 1/27/2031  | 117330 | 6585 |
| AT&T, Inc. 1.70% 3/25/2026  | USD1,667 | 1648 |
| AT&T, Inc. 2.30% 6/1/2027  | 5860 | 5690 |
| AT&T, Inc. 1.65% 2/1/2028  | 1518 | 1437 |
| AT&T, Inc. 4.35% 3/1/2029  | 20241 | 20335 |
| AT&T, Inc. 4.30% 2/15/2030  | 49083 | 49199 |
| AT&T, Inc. 2.75% 6/1/2031  | 34105 | 31269 |
| AT&T, Inc. 2.25% 2/1/2032  | 17355 | 15199 |
| AT&T, Inc. 2.55% 12/1/2033  | 19599 | 16697 |
| AT&T, Inc. 5.40% 2/15/2034  | 16941 | 17613 |
| AT&T, Inc. 4.50% 5/15/2035  | 7743 | 7484 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Communication services (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| AT&T, Inc. 3.50% 9/15/2053  | USD42,939 | $29724 |
| AT&T, Inc. 3.55% 9/15/2055  | 9000 | 6207 |
| Axiata SPV2 Berhad 2.163% 8/19/2030  | 4883 | 4394 |
| CCO Holdings, LLC 5.375% 6/1/2029 <sup>(d)</sup>  | 2700 | 2684 |
| CCO Holdings, LLC 4.75% 3/1/2030 <sup>(d)</sup>  | 9665 | 9282 |
| CCO Holdings, LLC 4.50% 8/15/2030 <sup>(d)</sup>  | 18675 | 17650 |
| CCO Holdings, LLC 4.75% 2/1/2032 <sup>(d)</sup>  | 8000 | 7405 |
| CCO Holdings, LLC 4.50% 5/1/2032  | 3545 | 3228 |
| CCO Holdings, LLC 4.50% 6/1/2033 <sup>(d)</sup>  | 1680 | 1495 |
| CCO Holdings, LLC 4.25% 1/15/2034 <sup>(d)</sup>  | 31825 | 27535 |
| Charter Communications Operating, LLC 4.20% 3/15/2028  | 10000 | 9956 |
| Charter Communications Operating, LLC 6.10% 6/1/2029  | 25275 | 26528 |
| Charter Communications Operating, LLC 2.80% 4/1/2031  | 12775 | 11529 |
| Charter Communications Operating, LLC 2.30% 2/1/2032  | 20000 | 17118 |
| Charter Communications Operating, LLC 4.40% 4/1/2033  | 5000 | 4744 |
| Charter Communications Operating, LLC 6.55% 6/1/2034  | 1250 | 1333 |
| Charter Communications Operating, LLC 6.384% 10/23/2035  | 5373 | 5631 |
| Charter Communications Operating, LLC 5.85% 12/1/2035  | 11070 | 11180 |
| Charter Communications Operating, LLC 6.484% 10/23/2045  | 6850 | 6771 |
| Charter Communications Operating, LLC 5.125% 7/1/2049  | 5900 | 4882 |
| Charter Communications Operating, LLC 4.80% 3/1/2050  | 43633 | 34581 |
| Charter Communications Operating, LLC 3.70% 4/1/2051  | 133303 | 88004 |
| Charter Communications Operating, LLC 3.90% 6/1/2052  | 128808 | 87302 |
| Charter Communications Operating, LLC 5.25% 4/1/2053  | 36493 | 30514 |
| Charter Communications Operating, LLC 6.70% 12/1/2055  | 3239 | 3280 |
| Charter Communications Operating, LLC 5.50% 4/1/2063  | 20555 | 17237 |
| Comcast Corp. 2.65% 2/1/2030  | 20000 | 18759 |
| Comcast Corp. 4.80% 5/15/2033  | 14307 | 14456 |
| Comcast Corp. 5.30% 6/1/2034  | 9545 | 9906 |
| Comcast Corp. 4.20% 8/15/2034  | 1500 | 1433 |
| Comcast Corp. 5.30% 5/15/2035  | 7531 | 7746 |
| Comcast Corp. 3.75% 4/1/2040  | 6430 | 5410 |
| Comcast Corp. 5.65% 6/1/2054  | 24517 | 24078 |
| Connect Finco SARL 9.00% 9/15/2029 <sup>(d)</sup>  | 1935 | 2037 |
| Connect Finco SARL, Term Loan B, (1-month USD CME Term SOFR + 4.50%) 8.663% 9/27/2029 <sup>(c)(j)</sup>  | 29924 | 29600 |
| DIRECTV Financing, LLC 5.875% 8/15/2027 <sup>(d)</sup>  | 14346 | 14341 |
| DIRECTV Financing, LLC 8.875% 2/1/2030 <sup>(d)</sup>  | 3260 | 3224 |
| DISH Network Corp. 11.75% 11/15/2027 <sup>(d)</sup>  | 14925 | 15807 |
| Frontier Communications Holdings, LLC 6.00% 1/15/2030 <sup>(d)</sup>  | 2000 | 2025 |
| Gray Media, Inc. 10.50% 7/15/2029 <sup>(d)</sup>  | 8500 | 9198 |
| Gray Media, Inc. 4.75% 10/15/2030 <sup>(d)</sup>  | 6535 | 5024 |
| Gray Media, Inc. 5.375% 11/15/2031 <sup>(d)</sup>  | 3786 | 2847 |
| Gray Television, Inc., Term Loan D, (3-month USD CME Term SOFR + 3.00%) 7.395% 12/1/2028 <sup>(c)(j)</sup>  | 24000 | 24029 |
| Meta Platforms, Inc. 5.40% 8/15/2054  | 22000 | 21753 |
| Netflix, Inc. 4.875% 4/15/2028  | 8125 | 8305 |
| Netflix, Inc. 5.875% 11/15/2028  | 11822 | 12468 |
| Netflix, Inc. 4.875% 6/15/2030 <sup>(d)</sup>  | 53 | 54 |
| Netflix, Inc. 4.90% 8/15/2034  | 744 | 768 |
| Netflix, Inc. 5.40% 8/15/2054  | 294 | 296 |
| News Corp. 5.125% 2/15/2032 <sup>(d)</sup>  | 8175 | 8132 |
| Paramount Global 6.875% 4/30/2036  | 4000 | 4245 |
| Paramount Global 4.95% 5/19/2050  | 3782 | 3009 |
| PLDT, Inc. 3.45% 6/23/2050  | 3490 | 2508 |
| SBA Tower Trust 1.631% 11/15/2026 <sup>(d)</sup>  | 62772 | 60952 |

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The Bond Fund of America — Page 79 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Communication services (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Singapore Telecommunications, Ltd. 7.375% 12/1/2031  | USD5,000 | $5858 |
| Sirius XM Radio, LLC 4.00% 7/15/2028 <sup>(d)</sup>  | 4300 | 4158 |
| Sirius XM Radio, LLC 3.875% 9/1/2031 <sup>(d)</sup>  | 5000 | 4534 |
| TEGNA, Inc. 5.00% 9/15/2029  | 8500 | 8463 |
| Tencent Holdings, Ltd. 3.595% 1/19/2028  | 7500 | 7447 |
| Tencent Holdings, Ltd. 2.39% 6/3/2030 <sup>(d)</sup>  | 10000 | 9291 |
| Tencent Holdings, Ltd. 3.68% 4/22/2041  | 794 | 683 |
| Tencent Holdings, Ltd. 3.24% 6/3/2050 <sup>(d)</sup>  | 9870 | 7243 |
| Tencent Holdings, Ltd. 3.29% 6/3/2060 <sup>(d)</sup>  | 5000 | 3499 |
| T-Mobile USA, Inc. 3.75% 4/15/2027  | 10000 | 9945 |
| T-Mobile USA, Inc. 2.05% 2/15/2028  | 221 | 211 |
| T-Mobile USA, Inc. 4.85% 1/15/2029  | 20000 | 20407 |
| T-Mobile USA, Inc. 3.875% 4/15/2030  | 16475 | 16160 |
| T-Mobile USA, Inc. 2.55% 2/15/2031  | 12500 | 11361 |
| T-Mobile USA, Inc. 2.875% 2/15/2031  | 15000 | 13834 |
| T-Mobile USA, Inc. 3.50% 4/15/2031  | 10000 | 9515 |
| T-Mobile USA, Inc. 2.70% 3/15/2032  | 429 | 385 |
| T-Mobile USA, Inc. 5.125% 5/15/2032  | 22087 | 22737 |
| T-Mobile USA, Inc. 5.05% 7/15/2033  | 5372 | 5489 |
| T-Mobile USA, Inc. 5.75% 1/15/2034  | 5230 | 5544 |
| T-Mobile USA, Inc. 5.15% 4/15/2034  | 6921 | 7082 |
| T-Mobile USA, Inc. 5.30% 5/15/2035  | 20985 | 21504 |
| T-Mobile USA, Inc. 3.00% 2/15/2041  | 4200 | 3158 |
| T-Mobile USA, Inc. 3.40% 10/15/2052  | 33939 | 23273 |
| T-Mobile USA, Inc. 5.75% 1/15/2054  | 3217 | 3219 |
| T-Mobile USA, Inc. 5.50% 1/15/2055  | 5708 | 5524 |
| T-Mobile USA, Inc. 5.875% 11/15/2055  | 2474 | 2529 |
| Verizon Communications, Inc. 3.875% 2/8/2029  | 183 | 182 |
| Verizon Communications, Inc. 1.75% 1/20/2031  | 18894 | 16535 |
| Verizon Communications, Inc. 2.355% 3/15/2032  | 5075 | 4452 |
| Verizon Communications, Inc. 5.05% 5/9/2033  | 2000 | 2047 |
| Verizon Communications, Inc. 4.78% 2/15/2035  | 17269 | 16994 |
| Verizon Communications, Inc. 5.25% 4/2/2035  | 40352 | 41049 |
| Verizon Communications, Inc. 5.401% 7/2/2037 <sup>(d)</sup>  | 9593 | 9750 |
| Verizon Communications, Inc. 3.40% 3/22/2041  | 3500 | 2767 |
| Verizon Communications, Inc. 2.85% 9/3/2041  | 11023 | 8034 |
| Verizon Communications, Inc. 3.55% 3/22/2051  | 10000 | 7337 |
| Verizon Communications, Inc. 3.875% 3/1/2052  | 10000 | 7682 |
| Verizon Communications, Inc. 2.987% 10/30/2056  | 34166 | 21084 |
| WarnerMedia Holdings, Inc. 3.755% 3/15/2027  | 15165 | 14970 |
| WarnerMedia Holdings, Inc. 4.054% 3/15/2029  | 64124 | 61933 |
| WarnerMedia Holdings, Inc. 4.279% 3/15/2032  | 108953 | 99964 |
| WarnerMedia Holdings, Inc. 5.05% 3/15/2042  | 76478 | 61102 |
| WarnerMedia Holdings, Inc. 5.141% 3/15/2052  | 6909 | 5156 |
|  |  | 1612673 |
| **Industrials 1.57%** |  |  |
| ADT Security Corp. 4.125% 8/1/2029 <sup>(d)</sup>  | 3000 | 2905 |
| ADT Security Corp. 4.875% 7/15/2032 <sup>(d)</sup>  | 3000 | 2909 |
| Amentum Escrow Corp., Term Loan, (3-month USD CME Term SOFR + 2.25%) 6.413% 9/29/2031 <sup>(c)(j)</sup>  | 67200 | 67200 |
| Americold Realty Operating Partnership, LP 5.60% 5/15/2032  | 9660 | 9785 |
| BAE Systems PLC 5.125% 3/26/2029 <sup>(d)</sup>  | 5445 | 5609 |
| BAE Systems PLC 5.25% 3/26/2031 <sup>(d)</sup>  | 1593 | 1653 |
| BAE Systems PLC 5.30% 3/26/2034 <sup>(d)</sup>  | 67727 | 70209 |

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The Bond Fund of America — Page 80 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Industrials (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| BAE Systems PLC 5.50% 3/26/2054 <sup>(d)</sup>  | USD1,921 | $1952 |
| Boeing Co. (The) 2.75% 2/1/2026  | 55594 | 55284 |
| Boeing Co. (The) 2.196% 2/4/2026  | 22816 | 22646 |
| Boeing Co. (The) 2.70% 2/1/2027  | 11304 | 11078 |
| Boeing Co. (The) 5.04% 5/1/2027  | 1126 | 1138 |
| Boeing Co. (The) 6.259% 5/1/2027  | 12672 | 13044 |
| Boeing Co. (The) 3.25% 2/1/2028  | 49283 | 48144 |
| Boeing Co. (The) 6.298% 5/1/2029  | 12918 | 13713 |
| Boeing Co. (The) 5.15% 5/1/2030  | 31776 | 32618 |
| Boeing Co. (The) 3.625% 2/1/2031  | 3864 | 3703 |
| Boeing Co. (The) 6.388% 5/1/2031  | 46324 | 50476 |
| Boeing Co. (The) 3.60% 5/1/2034  | 6790 | 6145 |
| Boeing Co. (The) 6.528% 5/1/2034  | 18640 | 20621 |
| Boeing Co. (The) 5.705% 5/1/2040  | 8150 | 8321 |
| Boeing Co. (The) 3.90% 5/1/2049  | 1000 | 756 |
| Boeing Co. (The) 3.75% 2/1/2050  | 537 | 397 |
| Boeing Co. (The) 5.805% 5/1/2050  | 13027 | 13023 |
| Boeing Co. (The) 6.858% 5/1/2054  | 8061 | 9201 |
| Boeing Co. (The) 5.93% 5/1/2060  | 13187 | 13184 |
| Boeing Co. (The) 7.008% 5/1/2064  | 5189 | 6011 |
| Burlington Northern Santa Fe, LLC 3.05% 2/15/2051  | 7293 | 4951 |
| BWX Technologies, Inc. 4.125% 6/30/2028 <sup>(d)</sup>  | 1675 | 1637 |
| Canadian National Railway Co. 4.375% 9/18/2034  | 1488 | 1456 |
| Canadian Pacific Railway Co. 1.75% 12/2/2026  | 947 | 923 |
| Canadian Pacific Railway Co. 4.80% 3/30/2030  | 22797 | 23355 |
| Canadian Pacific Railway Co. 5.20% 3/30/2035  | 36787 | 37942 |
| Canadian Pacific Railway Co. 3.00% 12/2/2041  | 9905 | 7429 |
| Canadian Pacific Railway Co. 3.10% 12/2/2051  | 30869 | 20930 |
| Carrier Global Corp. 2.722% 2/15/2030  | 12746 | 11950 |
| Carrier Global Corp. 2.70% 2/15/2031  | 479 | 440 |
| Carrier Global Corp. 5.90% 3/15/2034  | 1828 | 1963 |
| CK Hutchison International (23), Ltd. 4.75% 4/21/2028 <sup>(d)</sup>  | 9430 | 9573 |
| CK Hutchison International (23), Ltd. 4.75% 4/21/2028  | 7500 | 7614 |
| CK Hutchison International (23), Ltd. 4.875% 4/21/2033  | 3000 | 3038 |
| CK Hutchison International (24), Ltd. 5.50% 4/26/2034 <sup>(d)</sup>  | 6780 | 7120 |
| CK Hutchison International (24) (II), Ltd. 4.75% 9/13/2034  | 3700 | 3701 |
| CK Hutchison International (21), Ltd. 3.125% 4/15/2041  | 1400 | 1085 |
| CK Hutchison International (19), Ltd. 3.375% 9/6/2049  | 3700 | 2723 |
| CK Hutchison International (20), Ltd. 3.375% 5/8/2050  | 3200 | 2368 |
| Clean Harbors, Inc. 4.875% 7/15/2027 <sup>(d)</sup>  | 1100 | 1100 |
| Clean Harbors, Inc. 5.125% 7/15/2029 <sup>(d)</sup>  | 10000 | 9926 |
| Clean Harbors, Inc. 5.75% 10/15/2033 <sup>(d)</sup>  | 3930 | 3967 |
| Competition Team Technologies, Ltd. 4.25% 3/12/2029  | 3000 | 3007 |
| CSX Corp. 3.80% 3/1/2028  | 2460 | 2451 |
| CSX Corp. 2.40% 2/15/2030  | 11598 | 10805 |
| CSX Corp. 4.10% 11/15/2032  | 13676 | 13444 |
| CSX Corp. 5.20% 11/15/2033  | 7866 | 8223 |
| CSX Corp. 5.05% 6/15/2035  | 34232 | 34980 |
| CSX Corp. 2.50% 5/15/2051  | 1595 | 948 |
| CSX Corp. 4.50% 11/15/2052  | 25000 | 21600 |
| CSX Corp. 4.90% 3/15/2055  | 10605 | 9744 |
| Eaton Corp. 4.15% 3/15/2033  | 654 | 644 |
| General Aerospace Co. 4.30% 7/29/2030  | 5061 | 5093 |
| General Aerospace Co. 4.90% 1/29/2036  | 6402 | 6494 |

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The Bond Fund of America — Page 81 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Industrials (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| General Dynamics Corp. 2.25% 6/1/2031  | USD312 | $282 |
| General Dynamics Corp. 4.95% 8/15/2035  | 4955 | 5050 |
| Herc Holdings, Inc. 7.25% 6/15/2033 <sup>(d)</sup>  | 6000 | 6268 |
| HPHT Finance 25, Ltd. 5.00% 2/21/2030 <sup>(l)</sup>  | 9600 | 9762 |
| Hutchison Whampoa International, Ltd. 7.45% 11/24/2033  | 3000 | 3548 |
| Icahn Enterprises, LP 6.25% 5/15/2026  | 2246 | 2245 |
| Icahn Enterprises, LP 5.25% 5/15/2027  | 5000 | 4919 |
| Ingersoll-Rand, Inc. 5.70% 8/14/2033  | 4791 | 5092 |
| Ingersoll-Rand, Inc. 5.45% 6/15/2034  | 1453 | 1516 |
| Johnson Controls International PLC 4.90% 12/1/2032  | 2774 | 2827 |
| L3Harris Technologies, Inc. 5.40% 7/31/2033  | 11257 | 11738 |
| LATAM Airlines Group SA 7.625% 1/7/2031 <sup>(d)</sup>  | 6380 | 6622 |
| LG Energy Solution, Ltd. 5.25% 4/2/2028 <sup>(d)</sup>  | 3920 | 3997 |
| LG Energy Solution, Ltd. 5.375% 4/2/2030 <sup>(d)</sup>  | 3000 | 3071 |
| LG Energy Solution, Ltd. 5.50% 7/2/2034  | 1000 | 1014 |
| LG Energy Solution, Ltd. 5.875% 4/2/2035  | 5500 | 5695 |
| LG Energy Solution, Ltd. 5.875% 4/2/2035 <sup>(d)</sup>  | 500 | 518 |
| Lima Metro Line 2 Finance, Ltd. 5.875% 7/5/2034 <sup>(d)</sup>  | 2013 | 2079 |
| Lima Metro Line 2 Finance, Ltd. 5.875% 7/5/2034  | 428 | 443 |
| Lima Metro Line 2 Finance, Ltd. 4.35% 4/5/2036  | 5001 | 4844 |
| Lima Metro Line 2 Finance, Ltd. 4.35% 4/5/2036 <sup>(d)</sup>  | 2396 | 2320 |
| Lockheed Martin Corp. 4.50% 2/15/2029  | 6250 | 6344 |
| Lockheed Martin Corp. 5.25% 1/15/2033  | 26990 | 28398 |
| Lockheed Martin Corp. 4.75% 2/15/2034  | 813 | 821 |
| Lockheed Martin Corp. 5.70% 11/15/2054  | 14795 | 15277 |
| Masco Corp. 1.50% 2/15/2028  | 795 | 748 |
| Masco Corp. 2.00% 2/15/2031  | 1173 | 1029 |
| Mexico City Airport Trust 4.25% 10/31/2026  | 8700 | 8675 |
| Mexico City Airport Trust 3.875% 4/30/2028  | 11400 | 11154 |
| Mexico City Airport Trust 3.875% 4/30/2028 <sup>(d)</sup>  | 690 | 675 |
| Mexico City Airport Trust 5.50% 10/31/2046  | 3106 | 2717 |
| Mexico City Airport Trust 5.50% 7/31/2047  | 14409 | 12522 |
| Mexico City Airport Trust 5.50% 7/31/2047 <sup>(d)</sup>  | 2485 | 2160 |
| MISC Capital Two (Labuan), Ltd. 3.75% 4/6/2027 <sup>(d)</sup>  | 13872 | 13732 |
| MISC Capital Two (Labuan), Ltd. 3.75% 4/6/2027  | 8000 | 7919 |
| MTR Corp., Ltd. 5.25% 4/1/2055  | 2000 | 2029 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MTR Corp CI, Ltd., 4.875%, subordinated perpetual bonds (5-year UST Yield Curve Rate T Note Constant Maturity <br> + 0.86% on 12/24/2030) <sup>(f)</sup>  | 3500 | 3550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MTR Corp CI Ltd., 5.625%, subordinated perpetual bonds (5-year UST Yield Curve Rate T Note Constant Maturity <br> +1.457% on 12/24/2035) <sup>(f)</sup>  | 8500 | 8866 |
| Norfolk Southern Corp. 5.05% 8/1/2030  | 9546 | 9903 |
| Norfolk Southern Corp. 4.45% 3/1/2033  | 11653 | 11592 |
| Norfolk Southern Corp. 5.10% 5/1/2035  | 23386 | 23904 |
| Norfolk Southern Corp. 5.35% 8/1/2054  | 35721 | 35219 |
| Northrop Grumman Corp. 4.65% 7/15/2030  | 14212 | 14463 |
| Northrop Grumman Corp. 4.70% 3/15/2033  | 11968 | 12056 |
| Northrop Grumman Corp. 4.95% 3/15/2053  | 5032 | 4623 |
| Paychex, Inc. 5.10% 4/15/2030  | 5853 | 6025 |
| Paychex, Inc. 5.35% 4/15/2032  | 9012 | 9354 |
| Paychex, Inc. 5.60% 4/15/2035  | 2129 | 2230 |
| Pitney Bowes, Inc. 6.875% 3/15/2027 <sup>(d)</sup>  | 6000 | 6003 |
| Prime Security Services Borrower, LLC 5.75% 4/15/2026 <sup>(d)</sup>  | 442 | 444 |
| Prime Security Services Borrower, LLC 3.375% 8/31/2027 <sup>(d)</sup>  | 3100 | 3018 |
| QXO Building Products, Inc. 6.75% 4/30/2032 <sup>(d)</sup>  | 8000 | 8303 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Industrials (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| RB Global Holdings, Inc. 7.75% 3/15/2031 <sup>(d)</sup>  | USD1,511 | $1582 |
| Republic Services, Inc. 4.875% 4/1/2029  | 4090 | 4194 |
| Republic Services, Inc. 2.375% 3/15/2033  | 1252 | 1093 |
| Republic Services, Inc. 5.15% 3/15/2035  | 5000 | 5166 |
| Reworld Holding Corp., Term Loan B, (USD-SOFR + 2.25%) 6.385% 11/30/2028 <sup>(c)(j)</sup>  | 6373 | 6384 |
| Reworld Holding Corp., Term Loan C, (USD-SOFR + 2.25%) 6.385% 11/30/2028 <sup>(c)(j)</sup>  | 351 | 352 |
| RTX Corp. 5.75% 11/8/2026  | 4000 | 4067 |
| RTX Corp. 3.125% 5/4/2027  | 1000 | 986 |
| RTX Corp. 4.125% 11/16/2028  | 6320 | 6317 |
| RTX Corp. 6.00% 3/15/2031  | 7364 | 7953 |
| RTX Corp. 1.90% 9/1/2031  | 2488 | 2166 |
| RTX Corp. 2.375% 3/15/2032  | 7474 | 6607 |
| RTX Corp. 5.15% 2/27/2033  | 428 | 443 |
| RTX Corp. 6.10% 3/15/2034  | 3664 | 4013 |
| RTX Corp. 4.50% 6/1/2042  | 1375 | 1244 |
| RTX Corp. 2.82% 9/1/2051  | 1750 | 1113 |
| RTX Corp. 3.03% 3/15/2052  | 7000 | 4619 |
| RTX Corp. 5.375% 2/27/2053  | 3194 | 3127 |
| RTX Corp. 6.40% 3/15/2054  | 6461 | 7234 |
| Rutas 2 & 7 Finance, Ltd. 0% 9/30/2036 <sup>(d)</sup>  | 1316 | 1005 |
| Sats Treasury Pte., Ltd. 4.828% 1/23/2029  | 10360 | 10573 |
| Siemens Funding BV 5.20% 5/28/2035 <sup>(d)</sup>  | 4000 | 4152 |
| Siemens Funding BV 5.80% 5/28/2055 <sup>(d)</sup>  | 27757 | 29832 |
| Siemens Funding BV 5.90% 5/28/2065 <sup>(d)</sup>  | 12967 | 14082 |
| Spirit AeroSystems, Inc. 9.375% 11/30/2029 <sup>(d)</sup>  | 15000 | 15817 |
| STE TransCore Holdings, Inc. 3.375% 5/5/2027 <sup>(l)</sup>  | 3000 | 2974 |
| Summit Digitel Infrastructure Pvt, Ltd. 2.875% 8/12/2031 <sup>(d)</sup>  | 12355 | 11145 |
| Texas Combined Tirz I, LLC 0% 12/7/2062 <sup>(d)(g)</sup>  | 3338 | 3338 |
| TransDigm, Inc. 6.25% 1/31/2034 <sup>(d)</sup>  | 14345 | 14763 |
| Triton Container International, Ltd. 3.15% 6/15/2031 <sup>(d)</sup>  | 15346 | 13693 |
| TSMC Arizona Corp. 4.25% 4/22/2032  | 8000 | 8041 |
| TSMC Arizona Corp. 3.125% 10/25/2041  | 5000 | 4063 |
| TSMC Arizona Corp. 3.25% 10/25/2051  | 11000 | 8435 |
| Union Pacific Corp. 2.15% 2/5/2027  | 4740 | 4632 |
| Union Pacific Corp. 2.375% 5/20/2031  | 22125 | 20175 |
| Union Pacific Corp. 2.80% 2/14/2032  | 11756 | 10768 |
| Union Pacific Corp. 5.10% 2/20/2035  | 7741 | 7963 |
| Union Pacific Corp. 2.891% 4/6/2036  | 4119 | 3470 |
| Union Pacific Corp. 4.30% 3/1/2049  | 1367 | 1155 |
| Union Pacific Corp. 3.25% 2/5/2050  | 17642 | 12439 |
| Union Pacific Corp. 2.95% 3/10/2052  | 6371 | 4154 |
| Union Pacific Corp. 3.50% 2/14/2053  | 12975 | 9385 |
| Union Pacific Corp. 5.60% 12/1/2054  | 28249 | 28713 |
| Union Pacific Corp. 3.839% 3/20/2060  | 6537 | 4850 |
| Varanasi Aurangabad Nh-2 Tollway Private, Ltd. 5.90% 2/28/2034 <sup>(d)</sup>  | 6404 | 6698 |
| Veralto Corp. 5.35% 9/18/2028  | 25750 | 26586 |
| Verisk Analytics, Inc. 4.50% 8/15/2030  | 3754 | 3767 |
| Verisk Analytics, Inc. 5.125% 2/15/2036  | 17937 | 18114 |
| Waste Management, Inc. 4.80% 3/15/2032  | 1094 | 1118 |
| Waste Management, Inc. 4.95% 3/15/2035  | 8243 | 8371 |
| WESCO Distribution, Inc. 7.25% 6/15/2028 <sup>(d)</sup>  | 4355 | 4415 |
|  |  | 1519298 |

---

The Bond Fund of America — Page 83 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Information technology 1.46%**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Accenture Capital, Inc. 4.25% 10/4/2031  | USD11,000 | $10990 |
| Accenture Capital, Inc. 4.50% 10/4/2034  | 11394 | 11244 |
| Amphenol Corp. 5.00% 1/15/2035  | 1506 | 1537 |
| Amphenol Corp. 5.375% 11/15/2054  | 842 | 842 |
| Analog Devices, Inc. 1.70% 10/1/2028  | 4539 | 4252 |
| Analog Devices, Inc. 2.10% 10/1/2031  | 14846 | 13131 |
| Analog Devices, Inc. 5.05% 4/1/2034  | 13295 | 13798 |
| Analog Devices, Inc. 2.95% 10/1/2051  | 14709 | 9724 |
| Analog Devices, Inc. 5.30% 4/1/2054  | 8660 | 8524 |
| Apple, Inc. 3.20% 5/11/2027  | 125000 | 124021 |
| Broadcom Corp. 3.875% 1/15/2027  | 6617 | 6615 |
| Broadcom, Inc. 5.05% 7/12/2027  | 15000 | 15262 |
| Broadcom, Inc. 4.00% 4/15/2029 <sup>(d)</sup>  | 3178 | 3164 |
| Broadcom, Inc. 4.20% 10/15/2030  | 5000 | 4993 |
| Broadcom, Inc. 4.15% 11/15/2030  | 4667 | 4650 |
| Broadcom, Inc. 4.15% 4/15/2032 <sup>(d)</sup>  | 346 | 339 |
| Broadcom, Inc. 5.20% 4/15/2032  | 8250 | 8593 |
| Broadcom, Inc. 3.469% 4/15/2034 <sup>(d)</sup>  | 24030 | 21940 |
| Broadcom, Inc. 4.80% 10/15/2034  | 8526 | 8589 |
| Broadcom, Inc. 5.20% 7/15/2035  | 78977 | 81424 |
| Broadcom, Inc. 3.137% 11/15/2035 <sup>(d)</sup>  | 2092 | 1811 |
| Broadcom, Inc. 4.80% 2/15/2036  | 17088 | 17043 |
| Broadcom, Inc. 3.187% 11/15/2036 <sup>(d)</sup>  | 6007 | 5129 |
| Broadcom, Inc. 4.926% 5/15/2037 <sup>(d)</sup>  | 10423 | 10400 |
| Broadcom, Inc. 4.90% 2/15/2038  | 19162 | 19068 |
| Cisco Systems, Inc. 4.85% 2/26/2029  | 20000 | 20529 |
| Cisco Systems, Inc. 4.95% 2/26/2031  | 14875 | 15402 |
| Cisco Systems, Inc. 4.95% 2/24/2032  | 10200 | 10552 |
| Cisco Systems, Inc. 5.05% 2/26/2034  | 17822 | 18442 |
| Cisco Systems, Inc. 5.10% 2/24/2035  | 60396 | 62493 |
| Cisco Systems, Inc. 5.30% 2/26/2054  | 5831 | 5760 |
| Fair Isaac Corp. 6.00% 5/15/2033 <sup>(d)</sup>  | 8000 | 8120 |
| Intel Corp. 3.05% 8/12/2051  | 32671 | 20745 |
| Intel Corp. 5.60% 2/21/2054  | 39950 | 38386 |
| Intel Corp. 3.10% 2/15/2060  | 25150 | 14916 |
| Lenovo Group, Ltd. 3.421% 11/2/2030  | 4000 | 3799 |
| Lenovo Group, Ltd. 6.536% 7/27/2032  | 6000 | 6612 |
| Microchip Technology, Inc. 4.90% 3/15/2028  | 11349 | 11518 |
| Microchip Technology, Inc. 5.05% 3/15/2029  | 20525 | 20985 |
| Microchip Technology, Inc. 5.05% 2/15/2030  | 17525 | 17926 |
| Micron Technology, Inc. 5.65% 11/1/2032  | 6400 | 6720 |
| NCR Atleos Corp. 9.50% 4/1/2029 <sup>(d)</sup>  | 9383 | 10164 |
| Open Text Corp. 3.875% 2/15/2028 <sup>(d)</sup>  | 6500 | 6328 |
| Oracle Corp. 4.80% 8/3/2028  | 5000 | 5085 |
| Oracle Corp. 4.45% 9/26/2030  | 22150 | 22144 |
| Oracle Corp. 5.25% 2/3/2032  | 5125 | 5285 |
| Oracle Corp. 4.80% 9/26/2032  | 43290 | 43357 |
| Oracle Corp. 5.50% 8/3/2035  | 15320 | 15771 |
| Oracle Corp. 5.20% 9/26/2035  | 53185 | 53498 |
| Oracle Corp. 5.875% 9/26/2045  | 24307 | 24387 |
| Oracle Corp. 3.60% 4/1/2050  | 25174 | 17734 |
| Oracle Corp. 6.00% 8/3/2055  | 49518 | 49746 |
| Oracle Corp. 5.95% 9/26/2055  | 52230 | 52105 |
| Oracle Corp. 6.10% 9/26/2065  | 31830 | 31795 |

---

The Bond Fund of America — Page 84 of 118

------

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Information technology (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Roper Technologies, Inc. 4.25% 9/15/2028  | USD6,000 | $6030 |
| Roper Technologies, Inc. 4.45% 9/15/2030  | 8000 | 8036 |
| Roper Technologies, Inc. 4.90% 10/15/2034  | 9931 | 9947 |
| Roper Technologies, Inc. 5.10% 9/15/2035  | 14365 | 14486 |
| ServiceNow, Inc. 1.40% 9/1/2030  | 21943 | 19222 |
| SK hynix, Inc. 1.50% 1/19/2026 <sup>(d)</sup>  | 19275 | 19110 |
| SK hynix, Inc. 1.50% 1/19/2026  | 8142 | 8072 |
| SK hynix, Inc. 6.375% 1/17/2028 <sup>(d)</sup>  | 10000 | 10451 |
| SK hynix, Inc. 6.375% 1/17/2028  | 2800 | 2926 |
| SK hynix, Inc. 2.375% 1/19/2031  | 5000 | 4488 |
| SK hynix, Inc. 2.375% 1/19/2031 <sup>(d)</sup>  | 4830 | 4335 |
| SK hynix, Inc. 6.50% 1/17/2033  | 3000 | 3311 |
| Synopsys, Inc. 4.85% 4/1/2030  | 30215 | 30786 |
| Synopsys, Inc. 5.15% 4/1/2035  | 91112 | 92720 |
| Synopsys, Inc. 5.70% 4/1/2055  | 37250 | 37621 |
| Texas Instruments, Inc. 4.60% 2/8/2029  | 3968 | 4052 |
| Texas Instruments, Inc. 4.85% 2/8/2034  | 3706 | 3807 |
| Texas Instruments, Inc. 5.10% 5/23/2035  | 30701 | 31671 |
| Texas Instruments, Inc. 5.15% 2/8/2054  | 14750 | 14235 |
| TSMC Global, Ltd. 1.25% 4/23/2026  | 10000 | 9848 |
| TSMC Global, Ltd. 1.00% 9/28/2027  | 10000 | 9418 |
| TSMC Global, Ltd. 1.75% 4/23/2028  | 5000 | 4725 |
| TSMC Global, Ltd. 2.25% 4/23/2031  | 11000 | 9943 |
| UKG, Inc. 6.875% 2/1/2031 <sup>(d)</sup>  | 3250 | 3356 |
| Viasat, Inc. 5.625% 4/15/2027 <sup>(d)</sup>  | 8000 | 7975 |
| Viasat, Inc., Term Loan B, (1-month USD CME Term SOFR + 4.50%) 8.778% 3/2/2029 <sup>(c)(j)</sup>  | 7525 | 7445 |
| Viasat, Inc., Term Loan B, (1-month USD CME Term SOFR + 4.50%) 8.75% 5/30/2030 <sup>(c)(j)</sup>  | 11296 | 11134 |
|  |  | 1416537 |
| **Consumer staples 1.26%** |  |  |
| Altria Group, Inc. 4.40% 2/14/2026  | 7655 | 7650 |
| Altria Group, Inc. 4.875% 2/4/2028  | 3256 | 3310 |
| Altria Group, Inc. 3.40% 5/6/2030  | 1272 | 1221 |
| Altria Group, Inc. 5.25% 8/6/2035  | 5000 | 5057 |
| Altria Group, Inc. 4.50% 5/2/2043  | 100 | 86 |
| Anheuser-Busch Cos., LLC 4.70% 2/1/2036  | 13270 | 13108 |
| Anheuser-Busch Cos., LLC 4.90% 2/1/2046  | 3549 | 3327 |
| Anheuser-Busch InBev Worldwide, Inc. 5.00% 6/15/2034  | 1500 | 1548 |
| Anheuser-Busch InBev Worldwide, Inc. 5.45% 1/23/2039  | 10000 | 10337 |
| BAT Capital Corp. 3.215% 9/6/2026  | 6482 | 6434 |
| BAT Capital Corp. 3.557% 8/15/2027  | 17969 | 17789 |
| BAT Capital Corp. 2.259% 3/25/2028  | 2106 | 2013 |
| BAT Capital Corp. 6.343% 8/2/2030  | 7000 | 7559 |
| BAT Capital Corp. 5.834% 2/20/2031  | 4243 | 4490 |
| BAT Capital Corp. 2.726% 3/25/2031  | 1768 | 1616 |
| BAT Capital Corp. 5.35% 8/15/2032  | 28800 | 29791 |
| BAT Capital Corp. 4.625% 3/22/2033  | 16219 | 16057 |
| BAT Capital Corp. 6.421% 8/2/2033  | 26154 | 28723 |
| BAT Capital Corp. 6.00% 2/20/2034  | 15700 | 16779 |
| BAT Capital Corp. 5.625% 8/15/2035  | 32322 | 33604 |
| BAT Capital Corp. 4.39% 8/15/2037  | 5000 | 4587 |
| BAT Capital Corp. 4.54% 8/15/2047  | 5656 | 4746 |
| BAT Capital Corp. 4.758% 9/6/2049  | 3873 | 3299 |
| BAT Capital Corp. 6.25% 8/15/2055  | 37660 | 39406 |

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The Bond Fund of America — Page 85 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Consumer staples (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| BAT International Finance PLC 4.448% 3/16/2028  | USD1,500 | $1509 |
| Campbell's Co. (The) 4.75% 3/23/2035  | 7164 | 6951 |
| Cargill, Inc. 4.50% 6/24/2026 <sup>(d)</sup>  | 100 | 100 |
| Coca-Cola Co. 5.00% 5/13/2034  | 3966 | 4131 |
| Coca-Cola Co. 4.65% 8/14/2034  | 9855 | 10037 |
| Coca-Cola Co. 5.20% 1/14/2055  | 11249 | 11028 |
| Coca-Cola Co. 5.40% 5/13/2064  | 2121 | 2113 |
| Conagra Brands, Inc. 4.60% 11/1/2025  | 6110 | 6108 |
| Conagra Brands, Inc. 1.375% 11/1/2027  | 527 | 497 |
| Constellation Brands, Inc. 2.875% 5/1/2030  | 8545 | 7998 |
| Constellation Brands, Inc. 4.80% 5/1/2030  | 2570 | 2608 |
| Constellation Brands, Inc. 2.25% 8/1/2031  | 5951 | 5248 |
| Constellation Brands, Inc. 4.75% 5/9/2032  | 12733 | 12809 |
| Constellation Brands, Inc. 4.90% 5/1/2033  | 18130 | 18310 |
| Constellation Brands, Inc. 4.10% 2/15/2048  | 1000 | 790 |
| Coty, Inc. 4.75% 1/15/2029 <sup>(d)</sup>  | 3117 | 3055 |
| Coty, Inc. 6.625% 7/15/2030 <sup>(d)</sup>  | 10276 | 10514 |
| Darling Ingredients, Inc. 5.25% 4/15/2027 <sup>(d)</sup>  | 6000 | 5992 |
| Imperial Brands Finance PLC 4.50% 6/30/2028 <sup>(d)</sup>  | 16058 | 16166 |
| Imperial Brands Finance PLC 5.875% 7/1/2034 <sup>(d)</sup>  | 8300 | 8696 |
| Imperial Brands Finance PLC 5.625% 7/1/2035 <sup>(d)</sup>  | 48491 | 49487 |
| Imperial Brands Finance PLC 6.375% 7/1/2055 <sup>(d)</sup>  | 11756 | 12219 |
| Indofood CBP Sukses Makmur Tbk PT 3.398% 6/9/2031  | 13570 | 12633 |
| Indofood CBP Sukses Makmur Tbk PT 4.745% 6/9/2051  | 6485 | 5610 |
| Indofood CBP Sukses Makmur Tbk PT 4.805% 4/27/2052  | 809 | 707 |
| InRetail Consumer 3.25% 3/22/2028 <sup>(d)</sup>  | 5400 | 5256 |
| InRetail Consumer 3.25% 3/22/2028  | 2000 | 1946 |
| J. M. Smucker Co. (The) 5.90% 11/15/2028  | 4000 | 4203 |
| J. M. Smucker Co. (The) 6.20% 11/15/2033  | 3000 | 3260 |
| JBS USA Holding Lux SARL 3.00% 2/2/2029  | 2818 | 2703 |
| Keurig Dr Pepper, Inc. 3.20% 5/1/2030  | 2557 | 2413 |
| Kroger Co. 5.00% 9/15/2034  | 5115 | 5161 |
| Kroger Co. 5.50% 9/15/2054  | 18750 | 18291 |
| Mars, Inc. 4.80% 3/1/2030 <sup>(d)</sup>  | 34478 | 35138 |
| Mars, Inc. 5.00% 3/1/2032 <sup>(d)</sup>  | 36419 | 37275 |
| Mars, Inc. 5.20% 3/1/2035 <sup>(d)</sup>  | 77088 | 78834 |
| Mars, Inc. 5.70% 5/1/2055 <sup>(d)</sup>  | 76898 | 77949 |
| Mondelez International, Inc. 4.50% 5/6/2030  | 13785 | 13905 |
| Mondelez International, Inc. 5.125% 5/6/2035  | 30766 | 31375 |
| PepsiCo, Inc. 1.625% 5/1/2030  | 588 | 527 |
| PepsiCo, Inc. 1.40% 2/25/2031  | 666 | 580 |
| Philip Morris International, Inc. 5.00% 11/17/2025  | 30000 | 30021 |
| Philip Morris International, Inc. 4.875% 2/13/2026  | 17505 | 17545 |
| Philip Morris International, Inc. 5.125% 11/17/2027  | 9375 | 9580 |
| Philip Morris International, Inc. 4.125% 4/28/2028  | 13000 | 13027 |
| Philip Morris International, Inc. 5.25% 9/7/2028  | 20000 | 20654 |
| Philip Morris International, Inc. 3.375% 8/15/2029  | 780 | 759 |
| Philip Morris International, Inc. 5.625% 11/17/2029  | 4032 | 4244 |
| Philip Morris International, Inc. 5.125% 2/15/2030  | 17500 | 18093 |
| Philip Morris International, Inc. 4.375% 4/30/2030  | 5736 | 5764 |
| Philip Morris International, Inc. 5.50% 9/7/2030  | 12600 | 13254 |
| Philip Morris International, Inc. 5.125% 2/13/2031  | 3640 | 3769 |
| Philip Morris International, Inc. 4.75% 11/1/2031  | 6696 | 6815 |
| Philip Morris International, Inc. 5.75% 11/17/2032  | 19801 | 21110 |

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The Bond Fund of America — Page 86 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Consumer staples (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Philip Morris International, Inc. 5.25% 2/13/2034  | USD19,605 | $20252 |
| Philip Morris International, Inc. 4.90% 11/1/2034  | 70100 | 70699 |
| Philip Morris International, Inc. 4.875% 4/30/2035  | 27908 | 27938 |
| Philip Morris International, Inc. 4.125% 3/4/2043  | 108 | 92 |
| Philip Morris International, Inc. 4.25% 11/10/2044  | 106 | 91 |
| Reynolds American, Inc. 4.75% 11/1/2042  | 2500 | 2096 |
| US Foods, Inc. 5.75% 4/15/2033 <sup>(d)</sup>  | 5000 | 5039 |
| Walmart, Inc. 1.05% 9/17/2026  | 50000 | 48748 |
| Walmart, Inc. 3.95% 9/9/2027  | 75000 | 75347 |
| Walmart, Inc. 4.90% 4/28/2035  | 4962 | 5107 |
| Walmart, Inc. 4.50% 4/15/2053  | 6632 | 5946 |
|  |  | 1222659 |
| **Materials 0.78%** |  |  |
| Air Products and Chemicals, Inc. 2.70% 5/15/2040  | 11472 | 8566 |
| Alpek, SAB de CV 3.25% 2/25/2031 <sup>(d)</sup>  | 5000 | 4388 |
| Berry Plastics Corp. 4.875% 7/15/2026 <sup>(d)</sup>  | 9875 | 9877 |
| BHP Billiton Finance (USA), Ltd. 5.30% 2/21/2035  | 6077 | 6327 |
| BHP Billiton Finance (USA), Ltd. 5.75% 9/5/2055  | 22658 | 23567 |
| Braskem Netherlands Finance BV 4.50% 1/10/2028  | 1777 | 769 |
| Braskem Netherlands Finance BV 4.50% 1/31/2030 <sup>(d)</sup>  | 4600 | 1737 |
| Braskem Netherlands Finance BV 8.50% 1/12/2031 <sup>(d)</sup>  | 1235 | 482 |
| Braskem Netherlands Finance BV 8.50% 1/12/2031  | 643 | 251 |
| Braskem Netherlands Finance BV 7.25% 2/13/2033 <sup>(d)</sup>  | 924 | 355 |
| Braskem Netherlands Finance BV 5.875% 1/31/2050 <sup>(d)</sup>  | 4000 | 1450 |
| Celanese US Holdings, LLC 6.665% 7/15/2027  | 75210 | 77202 |
| Celanese US Holdings, LLC 6.85% 11/15/2028  | 63122 | 65557 |
| Celanese US Holdings, LLC 6.83% 7/15/2029  | 53181 | 54962 |
| Celanese US Holdings, LLC 7.05% 11/15/2030  | 61803 | 63844 |
| Celanese US Holdings, LLC 6.879% 7/15/2032  | 13762 | 14072 |
| Celanese US Holdings, LLC 7.20% 11/15/2033  | 10425 | 10845 |
| Celulosa Arauco y Constitucion SA 6.18% 5/5/2032 <sup>(d)</sup>  | 2195 | 2296 |
| Chevron Phillips Chemical Co., LLC 4.75% 5/15/2030 <sup>(d)</sup>  | 6833 | 6954 |
| Cleveland-Cliffs, Inc. 4.625% 3/1/2029 <sup>(d)</sup>  | 4175 | 4026 |
| Cleveland-Cliffs, Inc. 6.75% 4/15/2030 <sup>(d)</sup>  | 1175 | 1195 |
| Cleveland-Cliffs, Inc. 4.875% 3/1/2031 <sup>(d)</sup>  | 10825 | 10141 |
| Cleveland-Cliffs, Inc. 7.625% 1/15/2034 <sup>(d)</sup>  | 2845 | 2933 |
| Consolidated Energy Finance SA 12.00% 2/15/2031 <sup>(d)</sup>  | 10000 | 9163 |
| CROWN Americas, LLC 4.25% 9/30/2026  | 4000 | 3983 |
| Dow Chemical Co. (The) 4.55% 11/30/2025  | 33 | 33 |
| Dow Chemical Co. (The) 4.80% 1/15/2031  | 9000 | 8966 |
| Dow Chemical Co. (The) 5.15% 2/15/2034  | 1795 | 1801 |
| Dow Chemical Co. (The) 5.35% 3/15/2035  | 5434 | 5406 |
| Dow Chemical Co. (The) 5.65% 3/15/2036  | 7988 | 8031 |
| Dow Chemical Co. (The) 5.55% 11/30/2048  | 6500 | 5931 |
| Dow Chemical Co. (The) 4.80% 5/15/2049  | 10493 | 8573 |
| Dow Chemical Co. (The) 3.60% 11/15/2050  | 6445 | 4369 |
| Dow Chemical Co. (The) 5.60% 2/15/2054  | 5523 | 5004 |
| Dow Chemical Co. (The) 5.95% 3/15/2055  | 17250 | 16403 |
| EIDP, Inc. 4.50% 5/15/2026  | 9028 | 9045 |
| Fresnillo PLC 4.25% 10/2/2050 <sup>(d)</sup>  | 9516 | 7555 |
| GC Treasury Center Co., Ltd. 2.98% 3/18/2031  | 8000 | 7288 |
| GC Treasury Center Co., Ltd. 4.40% 3/30/2032  | 8000 | 7756 |
| Graphic Packaging International, LLC 3.50% 3/15/2028 <sup>(d)</sup>  | 8000 | 7724 |

---

The Bond Fund of America — Page 87 of 118

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**unaudited**

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Materials (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| International Flavors & Fragrances, Inc. 1.832% 10/15/2027 <sup>(d)</sup>  | USD173 | $165 |
| International Flavors & Fragrances, Inc. 2.30% 11/1/2030 <sup>(d)</sup>  | 1422 | 1273 |
| JH North America Holdings, Inc. 5.875% 1/31/2031 <sup>(d)</sup>  | 3850 | 3912 |
| JH North America Holdings, Inc. 6.125% 7/31/2032 <sup>(d)</sup>  | 7730 | 7924 |
| LYB International Finance III, LLC 6.15% 5/15/2035  | 1652 | 1723 |
| Methanex Corp. 5.125% 10/15/2027  | 13150 | 13175 |
| Minera Mexico, SA de CV, 5.625% 2/12/2032 <sup>(d)</sup>  | 25390 | 26228 |
| Mineral Resources, Ltd. 8.00% 11/1/2027 <sup>(d)</sup>  | 5475 | 5585 |
| Mineral Resources, Ltd. 9.25% 10/1/2028 <sup>(d)</sup>  | 7085 | 7433 |
| Mosaic Co. 4.05% 11/15/2027  | 1486 | 1482 |
| NOVA Chemicals Corp. 5.25% 6/1/2027 <sup>(d)</sup>  | 7500 | 7528 |
| NOVA Chemicals Corp. 8.50% 11/15/2028 <sup>(d)</sup>  | 1490 | 1561 |
| NOVA Chemicals Corp. 4.25% 5/15/2029 <sup>(d)</sup>  | 5535 | 5361 |
| NOVA Chemicals Corp. 9.00% 2/15/2030 <sup>(d)</sup>  | 7205 | 7734 |
| Olin Corp. 5.625% 8/1/2029  | 2500 | 2510 |
| Orbia Advance Corp, SAB de CV 2.875% 5/11/2031  | 7000 | 5989 |
| POSCO 4.875% 1/23/2027 <sup>(d)</sup>  | 9040 | 9109 |
| POSCO 5.75% 1/17/2028 <sup>(d)</sup>  | 5195 | 5365 |
| POSCO 5.875% 1/17/2033 <sup>(d)</sup>  | 630 | 668 |
| POSCO Holdings, Inc. 5.75% 5/7/2035  | 4000 | 4197 |
| POSCO Holdings, Inc. 5.75% 5/7/2035 <sup>(d)</sup>  | 2000 | 2099 |
| PT Freeport Indonesia 4.763% 4/14/2027  | 13000 | 13092 |
| PT Freeport Indonesia 5.315% 4/14/2032  | 4000 | 4051 |
| PT Freeport Indonesia 6.20% 4/14/2052  | 3700 | 3788 |
| PT Krakatau Posco 6.375% 6/11/2027  | 9000 | 9173 |
| PT Krakatau Posco 6.375% 6/11/2029  | 8000 | 8237 |
| Quikrete Holdings, Inc. 6.375% 3/1/2032 <sup>(d)</sup>  | 5000 | 5183 |
| Rio Tinto Finance (USA) PLC 4.875% 3/14/2030  | 4500 | 4613 |
| Rio Tinto Finance (USA) PLC 5.25% 3/14/2035  | 14824 | 15282 |
| Rio Tinto Finance (USA) PLC 5.75% 3/14/2055  | 8045 | 8285 |
| Sherwin-Williams Co. 4.30% 8/15/2028  | 10000 | 10053 |
| Sherwin-Williams Co. 4.50% 8/15/2030  | 18500 | 18630 |
| Sherwin-Williams Co. 5.15% 8/15/2035  | 15219 | 15493 |
| Silgan Holdings, Inc. 4.125% 2/1/2028  | 2500 | 2442 |
| Suzano Austria gmbh 3.75% 1/15/2031  | 6660 | 6309 |
| Suzano Austria gmbh 3.125% 1/15/2032  | 3000 | 2696 |
| Tronox, Inc. 9.125% 9/30/2030 <sup>(d)</sup>  | 1985 | 1946 |
| Vale Overseas, Ltd. 6.40% 6/28/2054  | 6330 | 6513 |
| Westlake Corp. 5.00% 8/15/2046  | 5265 | 4648 |
| Westlake Corp. 4.375% 11/15/2047  | 1110 | 877 |
|  |  | 751159 |
| **Real estate 0.73%** |  |  |
| Alexandria Real Estate Equities, Inc. 3.80% 4/15/2026  | 231 | 230 |
| Alexandria Real Estate Equities, Inc. 3.95% 1/15/2028  | 100 | 99 |
| Alexandria Real Estate Equities, Inc. 3.375% 8/15/2031  | 1980 | 1854 |
| Alexandria Real Estate Equities, Inc. 5.625% 5/15/2054  | 2250 | 2173 |
| American Tower Corp. 3.65% 3/15/2027  | 427 | 424 |
| American Tower Corp. 2.70% 4/15/2031  | 5000 | 4564 |
| Boston Properties, LP 2.90% 3/15/2030  | 68683 | 63800 |
| Boston Properties, LP 3.25% 1/30/2031  | 24747 | 23021 |
| Boston Properties, LP 2.55% 4/1/2032  | 74163 | 64153 |
| Boston Properties, LP 2.45% 10/1/2033  | 16815 | 13765 |
| Boston Properties, LP 6.50% 1/15/2034  | 2157 | 2328 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Real estate (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Boston Properties, LP 5.75% 1/15/2035  | USD72,685 | $74341 |
| COPT Defense Properties, LP 2.25% 3/15/2026  | 9530 | 9434 |
| Corp. Inmobiliaria Vesta, SAB de CV, 3.625% 5/13/2031 <sup>(d)</sup>  | 2490 | 2316 |
| Corp. Inmobiliaria Vesta, SAB de CV, 3.625% 5/13/2031  | 2000 | 1860 |
| Crown Castle, Inc. 5.00% 1/11/2028  | 14069 | 14269 |
| Equinix, Inc. 2.90% 11/18/2026  | 9236 | 9101 |
| Equinix, Inc. 1.55% 3/15/2028  | 661 | 622 |
| Equinix, Inc. 3.20% 11/18/2029  | 3913 | 3749 |
| Equinix, Inc. 2.15% 7/15/2030  | 2678 | 2417 |
| Equinix, Inc. 2.50% 5/15/2031  | 2800 | 2525 |
| Equinix, Inc. 3.90% 4/15/2032  | 933 | 895 |
| Equinix, Inc. 3.40% 2/15/2052  | 3120 | 2189 |
| ERP Operating, LP 4.65% 9/15/2034  | 6976 | 6899 |
| Extra Space Storage, LP 2.35% 3/15/2032  | 20000 | 17372 |
| FibraSOMA 4.375% 7/22/2031 <sup>(d)</sup>  | 8260 | 7150 |
| FibraSOMA 4.375% 7/22/2031  | 5000 | 4328 |
| Fideicomiso Fibra Uno 4.869% 1/15/2030  | 2000 | 1962 |
| Fideicomiso Fibra Uno 7.70% 1/23/2032 <sup>(d)</sup>  | 3015 | 3261 |
| Forestar Group, Inc. 5.00% 3/1/2028 <sup>(d)</sup>  | 2000 | 1983 |
| Forestar Group, Inc. 6.50% 3/15/2033 <sup>(d)</sup>  | 5000 | 5119 |
| Host Hotels & Resorts, LP 5.70% 7/1/2034  | 22000 | 22550 |
| Howard Hughes Corp. (The) 5.375% 8/1/2028 <sup>(d)</sup>  | 12580 | 12541 |
| Howard Hughes Corp. (The) 4.125% 2/1/2029 <sup>(d)</sup>  | 21700 | 20835 |
| Howard Hughes Corp. (The) 4.375% 2/1/2031 <sup>(d)</sup>  | 6265 | 5879 |
| Invitation Homes Operating Partnership, LP 2.00% 8/15/2031  | 3375 | 2918 |
| Iron Mountain, Inc. 5.25% 3/15/2028 <sup>(d)</sup>  | 9459 | 9450 |
| Iron Mountain, Inc. 4.875% 9/15/2029 <sup>(d)</sup>  | 8367 | 8244 |
| Kennedy-Wilson, Inc. 4.75% 3/1/2029  | 2325 | 2223 |
| Kennedy-Wilson, Inc. 5.00% 3/1/2031  | 5870 | 5465 |
| Kilroy Realty, LP 6.25% 1/15/2036  | 810 | 839 |
| Ladder Capital Finance Holdings LLLP 5.50% 8/1/2030  | 52454 | 53527 |
| Ladder Capital Finance Holdings LLLP 7.00% 7/15/2031 <sup>(d)</sup>  | 24933 | 26159 |
| MPT Operating Partnership, LP 3.50% 3/15/2031  | 3000 | 2209 |
| Prologis, LP 4.75% 6/15/2033  | 1726 | 1742 |
| Prologis, LP 5.125% 1/15/2034  | 40000 | 41106 |
| Prologis, LP 5.00% 1/31/2035  | 24101 | 24441 |
| Prologis, LP 5.25% 6/15/2053  | 426 | 412 |
| Prologis, LP 5.25% 3/15/2054  | 1235 | 1197 |
| Public Storage Operating Co. (USD-SOFR + 0.70%) 5.022% 4/16/2027 <sup>(c)</sup>  | 12000 | 12040 |
| Public Storage Operating Co. 1.95% 11/9/2028  | 721 | 678 |
| Service Properties Trust 5.50% 12/15/2027  | 5000 | 4912 |
| Service Properties Trust 3.95% 1/15/2028  | 100 | 94 |
| Service Properties Trust 8.625% 11/15/2031 <sup>(d)</sup>  | 29085 | 30989 |
| Simon Property Group, LP 4.375% 10/1/2030  | 10946 | 10976 |
| Simon Property Group, LP 5.125% 10/1/2035  | 22803 | 23080 |
| Sun Communities Operating, LP 2.30% 11/1/2028  | 2919 | 2761 |
| Sun Communities Operating, LP 2.70% 7/15/2031  | 2537 | 2297 |
| Sun Communities Operating, LP 4.20% 4/15/2032  | 541 | 525 |
| VICI Properties, LP 4.25% 12/1/2026 <sup>(d)</sup>  | 5700 | 5680 |
| VICI Properties, LP 4.75% 2/15/2028  | 2429 | 2450 |
| VICI Properties, LP 4.95% 2/15/2030  | 2418 | 2447 |
| VICI Properties, LP 5.125% 5/15/2032  | 9757 | 9857 |

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The Bond Fund of America — Page 89 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Corporate bonds, notes & loans (continued)**<br> **Real estate (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| VICI Properties, LP 5.625% 4/1/2035  | USD4,265 | $4370 |
| WEA Finance, LLC 3.50% 6/15/2029 <sup>(d)</sup>  | 6247 | 6031 |
|  |  | 709127 |
| **Municipals 0.01%** |  |  |
| Aeropuerto Internacional de Tocumen SA 4.00% 8/11/2041 <sup>(d)</sup>  | 4100 | 3413 |
| Aeropuerto Internacional de Tocumen SA 5.125% 8/11/2061 <sup>(d)</sup>  | 3180 | 2538 |
|  |  | 5951 |
| **Total corporate bonds, notes & loans** |  | 26549564 |
| **Asset-backed obligations 7.06%**<br> **Auto loan 3.50%**<br>|  |  |
| American Credit Acceptance Receivables Trust, Series 2024-3, Class A, 5.76% 11/12/2027 <sup>(a)(d)</sup> <br>| 1079 | 1080 |
| American Credit Acceptance Receivables Trust, Series 2024-2, Class B, 6.10% 12/13/2027 <sup>(a)(d)</sup> <br>| 976 | 977 |
| American Credit Acceptance Receivables Trust, Series 2024-4, Class A, 4.81% 3/13/2028 <sup>(a)(d)</sup> <br>| 1229 | 1230 |
| American Credit Acceptance Receivables Trust, Series 2024-4, Class B, 4.80% 11/13/2028 <sup>(a)(d)</sup> <br>| 4364 | 4371 |
| American Credit Acceptance Receivables Trust, Series 2025-1, Class B, 4.90% 3/12/2029 <sup>(a)(d)</sup> <br>| 2197 | 2207 |
| American Credit Acceptance Receivables Trust, Series 2025-2, Class B, 4.85% 5/14/2029 <sup>(a)(d)</sup> <br>| 6253 | 6283 |
| American Credit Acceptance Receivables Trust, Series 2023-3, Class D, 6.82% 10/12/2029 <sup>(a)(d)</sup> <br>| 3000 | 3070 |
| American Credit Acceptance Receivables Trust, Series 2024-1, Class C, 5.63% 1/14/2030 <sup>(a)(d)</sup> <br>| 7695 | 7729 |
| American Credit Acceptance Receivables Trust, Series 2024-2, Class C, 6.24% 4/12/2030 <sup>(a)(d)</sup> <br>| 14936 | 15103 |
| American Credit Acceptance Receivables Trust, Series 2024-2, Class D, 6.53% 4/12/2030 <sup>(a)(d)</sup> <br>| 17292 | 17743 |
| American Credit Acceptance Receivables Trust, Series 2024-1, Class D, 5.86% 5/13/2030 <sup>(a)(d)</sup> <br>| 5330 | 5425 |
| American Credit Acceptance Receivables Trust, Series 2024-3, Class C, 5.73% 7/12/2030 <sup>(a)(d)</sup> <br>| 24497 | 24801 |
| American Credit Acceptance Receivables Trust, Series 2024-3, Class D, 6.04% 7/12/2030 <sup>(a)(d)</sup> <br>| 15643 | 15979 |
| American Credit Acceptance Receivables Trust, Series 2025-2, Class C, 5.11% 3/12/2031 <sup>(a)(d)</sup> <br>| 7035 | 7098 |
| American Credit Acceptance Receivables Trust, Series 2024-4, Class C, 4.91% 8/12/2031 <sup>(a)(d)</sup> <br>| 4444 | 4467 |
| American Credit Acceptance Receivables Trust, Series 2024-4, Class D, 5.34% 8/12/2031 <sup>(a)(d)</sup> <br>| 17745 | 17900 |
| AmeriCredit Automobile Receivables Trust, Series 2021-2, Class D, 1.29% 6/18/2027 <sup>(a)</sup> <br>| 15943 | 15800 |
| AmeriCredit Automobile Receivables Trust, Series 2023-1, Class B, 5.57% 3/20/2028 <sup>(a)</sup> <br>| 13052 | 13155 |
| AmeriCredit Automobile Receivables Trust, Series 2023-2, Class A3, 5.81% 5/18/2028 <sup>(a)</sup> <br>| 9336 | 9407 |
| AmeriCredit Automobile Receivables Trust, Series 2024-1, Class A3, 5.43% 1/18/2029 <sup>(a)</sup> <br>| 993 | 1004 |
| Arivo Acceptance Auto Loan Receivables Trust, Series 2025-1A, Class A2, 4.92% 5/15/2029 <sup>(a)(d)</sup> <br>| 2546 | 2549 |
| Arivo Acceptance Auto Loan Receivables Trust, Series 2025-1A, Class B, 5.11% 11/17/2031 <sup>(a)(d)</sup> <br>| 2330 | 2338 |
| Arivo Acceptance Auto Loan Receivables Trust, Series 2025-1A, Class C, 5.42% 12/15/2031 <sup>(a)(d)</sup> <br>| 1537 | 1542 |
| Arivo Acceptance Auto Loan Receivables Trust, Series 2025-1A, Class D, 5.82% 1/15/2032 <sup>(a)(d)</sup> <br>| 1004 | 1008 |
| AutoNation Finance Trust 2025-1, Series 2025-1A, Class A2, 4.72% 4/10/2028 <sup>(a)(d)</sup> <br>| 2028 | 2033 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2020-2, Class A, 2.02% 2/20/2027 <sup>(a)(d)</sup> <br>| 21537 | 21425 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2020-2A, Class B, 2.96% 2/20/2027 <sup>(a)(d)</sup> <br>| 1498 | 1493 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2020-2, Class C, 4.25% 2/20/2027 <sup>(a)(d)</sup> <br>| 2984 | 2981 |
| Avis Budget Rental Car Funding AESOP, LLC, Series 2022-3A, Class A, 4.62% 2/20/2027 <sup>(a)(d)</sup> <br>| 1500 | 1501 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2022-5, Class A, 6.12% 4/20/2027 <sup>(a)(d)</sup> <br>| 7921 | 7970 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2021-1A, Class A, 1.38% 8/20/2027 <sup>(a)(d)</sup> <br>| 39680 | 38932 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2021-1A, Class B, 1.63% 8/20/2027 <sup>(a)(d)</sup> <br>| 8588 | 8426 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2021-1A, Class C, 2.13% 8/20/2027 <sup>(a)(d)</sup> <br>| 1211 | 1188 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2021-1A, Class D, 3.71% 8/20/2027 <sup>(a)(d)</sup> <br>| 5000 | 4930 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-5, Class A, 5.78% 4/20/2028 <sup>(a)(d)</sup> <br>| 49213 | 50279 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2022-4A, Class A, 4.77% 2/20/2029 <sup>(a)(d)</sup> <br>| 15000 | 15197 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2025-1A, Class A, 4.80% 8/20/2029 <sup>(a)(d)</sup> <br>| 2885 | 2926 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2025-1A, Class B, 5.24% 8/20/2029 <sup>(a)(d)</sup> <br>| 335 | 342 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-6, Class A, 5.81% 12/20/2029 <sup>(a)(d)</sup> <br>| 45430 | 47382 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-8, Class A, 6.02% 2/20/2030 <sup>(a)(d)</sup> <br>| 9925 | 10435 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2024-1, Class A, 5.36% 6/20/2030 <sup>(a)(d)</sup> <br>| 18192 | 18845 |

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The Bond Fund of America — Page 90 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)**<br> **Auto loan (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2024-1, Class B, 5.85% 6/20/2030 <sup>(a)(d)</sup> <br>| USD3,347 | $3484 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2024-3, Class A, 5.23% 12/20/2030 <sup>(a)(d)</sup> <br>| 19000 | 19625 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2024-3, Class B, 5.58% 12/20/2030 <sup>(a)(d)</sup> <br>| 3970 | 4101 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2025-2A, Class A, 5.12% 8/20/2031 <sup>(a)(d)</sup> <br>| 1751 | 1803 |
| Bridgecrest Lending Auto Securitization Trust, Series 2025-1, Class A2, 4.71% 9/15/2027 <sup>(a)</sup> <br>| 4359 | 4360 |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-4, Class A2, 4.84% 9/15/2027 <sup>(a)</sup> <br>| 2458 | 2459 |
| Bridgecrest Lending Auto Securitization Trust, Series 2023-1, Class A3, 6.51% 11/15/2027 <sup>(a)</sup> <br>| 177 | 178 |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class A3, 5.53% 1/18/2028 <sup>(a)</sup> <br>| 875 | 876 |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-3, Class A3, 5.34% 4/17/2028 <sup>(a)</sup> <br>| 3925 | 3934 |
| Bridgecrest Lending Auto Securitization Trust, Series 2025-1, Class A3, 4.67% 8/15/2028 <sup>(a)</sup> <br>| 14679 | 14705 |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class B, 5.43% 8/15/2028 <sup>(a)</sup> <br>| 5517 | 5533 |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-4, Class A3, 4.72% 9/15/2028 <sup>(a)</sup> <br>| 4783 | 4791 |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-3, Class B, 5.37% 10/16/2028 <sup>(a)</sup> <br>| 3676 | 3698 |
| Bridgecrest Lending Auto Securitization Trust, Series 2025-1, Class B, 4.92% 3/15/2029 <sup>(a)</sup> <br>| 8757 | 8796 |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class C, 5.65% 4/16/2029 <sup>(a)</sup> <br>| 5660 | 5721 |
| Bridgecrest Lending Auto Securitization Trust, Series 2025-2, Class B, 4.81% 8/15/2029 <sup>(a)</sup> <br>| 11367 | 11433 |
| Bridgecrest Lending Auto Securitization Trust, Series 2023-1, Class B, 6.80% 8/15/2029 <sup>(a)</sup> <br>| 4500 | 4525 |
| Bridgecrest Lending Auto Securitization Trust, Series 2025-3, Class B, 4.73% 9/17/2029 <sup>(a)</sup> <br>| 17181 | 17240 |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class D, 6.03% 11/15/2029 <sup>(a)</sup> <br>| 6201 | 6323 |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-3, Class D, 5.83% 5/15/2030 <sup>(a)</sup> <br>| 16137 | 16473 |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-4, Class B, 4.77% 8/15/2030 <sup>(a)</sup> <br>| 4138 | 4155 |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-4, Class C, 4.83% 8/15/2030 <sup>(a)</sup> <br>| 14576 | 14631 |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-4, Class D, 5.23% 8/15/2030 <sup>(a)</sup> <br>| 23675 | 23848 |
| Bridgecrest Lending Auto Securitization Trust, Series 2025-2, Class C, 5.17% 3/17/2031 <sup>(a)</sup> <br>| 5563 | 5627 |
| Bridgecrest Lending Auto Securitization Trust, Series 2025-2, Class D, 5.62% 3/17/2031 <sup>(a)</sup> <br>| 5372 | 5449 |
| Bridgecrest Lending Auto Securitization Trust, Series 2025-3, Class C, 4.81% 5/15/2031 <sup>(a)</sup> <br>| 3000 | 3011 |
| CarMax Auto Owner Trust, Series 2023-3, Class A3, 5.28% 5/15/2028 <sup>(a)</sup> <br>| 434 | 437 |
| CarMax Select Receivables Trust, Series 2024-A, Class A2A, 5.78% 9/15/2027 <sup>(a)</sup> <br>| 2085 | 2092 |
| CarMax Select Receivables Trust, Series 2024-A, Class C, 5.62% 1/15/2030 <sup>(a)</sup> <br>| 15778 | 16100 |
| CarMax Select Receivables Trust, Series 2024-A, Class D, 6.27% 12/16/2030 <sup>(a)</sup> <br>| 22283 | 22939 |
| Carvana Auto Receivables Trust, Series 2024-N2, Class A2, 5.90% 8/10/2027 <sup>(a)(d)</sup> <br>| 635 | 635 |
| Carvana Auto Receivables Trust, Series 2024-N1, Class A3, 5.60% 3/10/2028 <sup>(a)(d)</sup> <br>| 6754 | 6773 |
| Carvana Auto Receivables Trust, Series 2023-P3, Class A3, 5.82% 8/10/2028 <sup>(a)(d)</sup> <br>| 1257 | 1266 |
| Carvana Auto Receivables Trust, Series 2021-N4, Class C, 1.72% 9/11/2028 <sup>(a)</sup> <br>| 334 | 326 |
| Carvana Auto Receivables Trust, Series 2021-N4, Class A2, 1.80% 9/11/2028 <sup>(a)</sup> <br>| 1915 | 1879 |
| Carvana Auto Receivables Trust, Series 2024-N3, Class A3, 4.53% 1/10/2029 <sup>(a)(d)</sup> <br>| 1982 | 1986 |
| Carvana Auto Receivables Trust, Series 2023-P5, Class A3, 5.62% 1/10/2029 <sup>(a)(d)</sup> <br>| 2137 | 2158 |
| Carvana Auto Receivables Trust, Series 2024-P2, Class A3, 5.33% 7/10/2029 <sup>(a)</sup> <br>| 3669 | 3703 |
| Carvana Auto Receivables Trust, Series 2024-N3, Class B, 4.67% 12/10/2030 <sup>(a)(d)</sup> <br>| 2000 | 2005 |
| Chase Auto Owner Trust, Series 2024-4A, Class A3, 4.94% 7/25/2029 <sup>(a)(d)</sup> <br>| 9354 | 9457 |
| Chase Auto Owner Trust, Series 2024-5A, Class A4, 4.15% 3/25/2030 <sup>(a)(d)</sup> <br>| 5552 | 5573 |
| Chesapeake Funding II, LLC, Series 2023-2, Class A1, 6.16% 10/15/2035 <sup>(a)(d)</sup> <br>| 999 | 1013 |
| Chesapeake Funding II, LLC, Series 2024-1, Class A1, 5.52% 5/15/2036 <sup>(a)(d)</sup> <br>| 5868 | 5944 |
| Citizens Auto Receivables Trust, Series 2023-2, Class A3, 5.83% 2/15/2028 <sup>(a)(d)</sup> <br>| 5021 | 5062 |
| CPS Auto Receivables Trust, Series 2024-A, Class B, 5.65% 5/15/2028 <sup>(a)(d)</sup> <br>| 1357 | 1361 |
| CPS Auto Receivables Trust, Series 2024-D, Class A, 4.91% 6/15/2028 <sup>(a)(d)</sup> <br>| 1424 | 1426 |
| CPS Auto Receivables Trust, Series 2022-B, Class C, 4.33% 8/15/2028 <sup>(a)(d)</sup> <br>| 1752 | 1752 |
| CPS Auto Receivables Trust, Series 2024-C, Class B, 5.68% 12/15/2028 <sup>(a)(d)</sup> <br>| 3632 | 3659 |
| CPS Auto Receivables Trust, Series 2025-B, Class A, 4.74% 2/15/2029 <sup>(a)(d)</sup> <br>| 3457 | 3468 |
| CPS Auto Receivables Trust, Series 2024-D, Class B, 4.65% 3/15/2029 <sup>(a)(d)</sup> <br>| 8952 | 8975 |
| CPS Auto Receivables Trust, Series 2023-A, Class C, 5.54% 4/16/2029 <sup>(a)(d)</sup> <br>| 1120 | 1122 |
| CPS Auto Receivables Trust, Series 2023-A, Class D, 6.44% 4/16/2029 <sup>(a)(d)</sup> <br>| 3525 | 3591 |
| CPS Auto Receivables Trust, Series 2023-C, Class C, 6.27% 10/15/2029 <sup>(a)(d)</sup> <br>| 3866 | 3896 |
| CPS Auto Receivables Trust, Series 2023-C, Class D, 6.77% 10/15/2029 <sup>(a)(d)</sup> <br>| 3489 | 3583 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)**<br> **Auto loan (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| CPS Auto Receivables Trust, Series 2025-B, Class B, 4.79% 11/15/2029 <sup>(a)(d)</sup> <br>| USD2,572 | $2589 |
| CPS Auto Receivables Trust, Series 2024-A, Class C, 5.74% 4/15/2030 <sup>(a)(d)</sup> <br>| 9025 | 9125 |
| CPS Auto Receivables Trust, Series 2024-A, Class D, 6.13% 4/15/2030 <sup>(a)(d)</sup> <br>| 982 | 1004 |
| CPS Auto Receivables Trust, Series 2024-C, Class C, 5.76% 10/15/2030 <sup>(a)(d)</sup> <br>| 10987 | 11145 |
| CPS Auto Receivables Trust, Series 2024-C, Class D, 6.22% 10/15/2030 <sup>(a)(d)</sup> <br>| 11898 | 12203 |
| CPS Auto Receivables Trust, Series 2025-B, Class C, 5.12% 7/15/2031 <sup>(a)(d)</sup> <br>| 5257 | 5306 |
| Credit Acceptance Auto Loan Trust, Series 2024-1A, Class A, 5.68% 3/15/2034 <sup>(a)(d)</sup> <br>| 2000 | 2023 |
| Drive Auto Receivables Trust, Series 2024-2, Class A2, 4.94% 12/15/2027 <sup>(a)</sup> <br>| 2525 | 2527 |
| Drive Auto Receivables Trust, Series 2024-1, Class A3, 5.35% 2/15/2028 <sup>(a)</sup> <br>| 1457 | 1458 |
| Drive Auto Receivables Trust, Series 2024-2, Class A3, 4.50% 9/15/2028 <sup>(a)</sup> <br>| 15041 | 15064 |
| Drive Auto Receivables Trust, Series 2024-1, Class B, 5.31% 1/16/2029 <sup>(a)</sup> <br>| 7379 | 7417 |
| Drive Auto Receivables Trust, Series 2024-1, Class C, 5.43% 11/17/2031 <sup>(a)</sup> <br>| 13119 | 13298 |
| Drive Auto Receivables Trust, Series 2025-2, Class A3, 4.14% 9/15/2032 <sup>(a)</sup> <br>| 13117 | 13123 |
| Drive Auto Receivables Trust, Series 2025-2, Class C, 4.39% 9/15/2032 <sup>(a)</sup> <br>| 8108 | 8098 |
| Drive Auto Receivables Trust, Series 2025-1, Class A3, 4.73% 9/15/2032 <sup>(a)</sup> <br>| 476 | 480 |
| Drive Auto Receivables Trust, Series 2025-1, Class B, 4.79% 9/15/2032 <sup>(a)</sup> <br>| 12789 | 12892 |
| Drive Auto Receivables Trust, Series 2025-1, Class C, 4.99% 9/15/2032 <sup>(a)</sup> <br>| 2068 | 2090 |
| Drive Auto Receivables Trust, Series 2025-1, Class D, 5.41% 9/15/2032 <sup>(a)</sup> <br>| 6403 | 6490 |
| DriveTime Auto Owner Trust, Series 2023-1, Class C, 5.55% 10/16/2028 <sup>(a)(d)</sup> <br>| 1821 | 1826 |
| DriveTime Auto Owner Trust, Series 2023-1, Class D, 6.44% 11/15/2028 <sup>(a)(d)</sup> <br>| 8340 | 8481 |
| DriveTime Auto Owner Trust, Series 2023-3, Class C, 6.40% 5/15/2029 <sup>(a)(d)</sup> <br>| 5863 | 5940 |
| DriveTime Auto Owner Trust, Series 2022-2A, Class E, 6.45% 5/15/2029 <sup>(a)(d)</sup> <br>| 8215 | 8290 |
| DriveTime Auto Owner Trust, Series 2023-3, Class D, 7.12% 5/15/2029 <sup>(a)(d)</sup> <br>| 6061 | 6289 |
| DriveTime Auto Owner Trust, Series 2023-1A, Class E, 10.39% 1/15/2030 <sup>(a)(d)</sup> <br>| 11520 | 12108 |
| Enterprise Fleet Financing, LLC, Series 2024-2, Class A2, 5.74% 12/20/2026 <sup>(a)(d)</sup> <br>| 249 | 250 |
| Enterprise Fleet Financing, LLC, Series 2024-3, Class A2, 5.31% 4/20/2027 <sup>(a)(d)</sup> <br>| 5932 | 5965 |
| Enterprise Fleet Financing, LLC, Series 2024-4, Class A2, 4.69% 7/20/2027 <sup>(a)(d)</sup> <br>| 8891 | 8923 |
| Enterprise Fleet Financing, LLC, Series 2022-3, Class A3, 4.29% 7/20/2029 <sup>(a)(d)</sup> <br>| 5938 | 5947 |
| Enterprise Fleet Financing, LLC, Series 2022-3, Class A2, 4.38% 7/20/2029 <sup>(a)(d)</sup> <br>| 552 | 552 |
| Enterprise Fleet Financing, LLC, Series 2022-4, Class A2, 5.76% 10/22/2029 <sup>(a)(d)</sup> <br>| 288 | 290 |
| Enterprise Fleet Financing, LLC, Series 2024-1, Class A2, 5.23% 3/20/2030 <sup>(a)(d)</sup> <br>| 5322 | 5369 |
| Enterprise Fleet Financing, LLC, Series 2024-1, Class A3, 5.16% 9/20/2030 <sup>(a)(d)</sup> <br>| 5702 | 5814 |
| Enterprise Fleet Financing, LLC, Series 2024-2, Class A4, 5.69% 12/20/2030 <sup>(a)(d)</sup> <br>| 7180 | 7435 |
| Exeter Automobile Receivables Trust, Series 2021-2, Class D, 1.40% 4/15/2027 <sup>(a)</sup> <br>| 5675 | 5621 |
| Exeter Automobile Receivables Trust, Series 2025-2A, Class A2, 4.78% 6/15/2027 <sup>(a)</sup> <br>| 2478 | 2479 |
| Exeter Automobile Receivables Trust, Series 2025-1A, Class A2, 4.70% 9/15/2027 <sup>(a)</sup> <br>| 511 | 511 |
| Exeter Automobile Receivables Trust, Series 2024-5, Class A3, 4.45% 3/15/2028 <sup>(a)</sup> <br>| 12289 | 12295 |
| Exeter Automobile Receivables Trust, Series 2025-4A, Class A2, 4.53% 3/15/2028 <sup>(a)</sup> <br>| 7000 | 7009 |
| Exeter Automobile Receivables Trust, Series 2024-2A, Class B, 5.61% 4/17/2028 <sup>(a)</sup> <br>| 8145 | 8162 |
| Exeter Automobile Receivables Trust, Series 2022-6, Class C, 6.32% 5/15/2028 <sup>(a)</sup> <br>| 3757 | 3773 |
| Exeter Automobile Receivables Trust, Series 2023-3A, Class C, 6.21% 6/15/2028 <sup>(a)</sup> <br>| 2558 | 2572 |
| Exeter Automobile Receivables Trust, Series 2022-2A, Class D, 4.56% 7/17/2028 <sup>(a)</sup> <br>| 6994 | 6996 |
| Exeter Automobile Receivables Trust, Series 2025-1A, Class A3, 4.67% 8/15/2028 <sup>(a)</sup> <br>| 5583 | 5597 |
| Exeter Automobile Receivables Trust, Series 2024-1, Class B, 5.29% 8/15/2028 <sup>(a)</sup> <br>| 8339 | 8367 |
| Exeter Automobile Receivables Trust, Series 2022-6, Class D, 8.03% 4/6/2029 <sup>(a)</sup> <br>| 1913 | 1972 |
| Exeter Automobile Receivables Trust, Series 2024-5, Class B, 4.48% 4/16/2029 <sup>(a)</sup> <br>| 6250 | 6260 |
| Exeter Automobile Receivables Trust, Series 2023-3A, Class D, 6.68% 4/16/2029 <sup>(a)</sup> <br>| 5584 | 5716 |
| Exeter Automobile Receivables Trust, Series 2024-2A, Class C, 5.74% 5/15/2029 <sup>(a)</sup> <br>| 15785 | 15974 |
| Exeter Automobile Receivables Trust, Series 2023-1A, Class D, 6.69% 6/15/2029 <sup>(a)</sup> <br>| 3227 | 3288 |
| Exeter Automobile Receivables Trust, Series 2025-3A, Class A3, 4.78% 7/16/2029 <sup>(a)</sup> <br>| 679 | 685 |
| Exeter Automobile Receivables Trust, Series 2024-3A, Class C, 5.70% 7/16/2029 <sup>(a)</sup> <br>| 9039 | 9170 |
| Exeter Automobile Receivables Trust, Series 2025-1A, Class B, 4.91% 8/15/2029 <sup>(a)</sup> <br>| 23206 | 23404 |
| Exeter Automobile Receivables Trust, Series 2025-4A, Class A3, 4.39% 9/17/2029 <sup>(a)</sup> <br>| 6376 | 6404 |
| Exeter Automobile Receivables Trust, Series 2025-2A, Class B, 4.92% 9/17/2029 <sup>(a)</sup> <br>| 6660 | 6727 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)**<br> **Auto loan (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Exeter Automobile Receivables Trust, Series 2024-5, Class C, 4.64% 1/15/2030 <sup>(a)</sup> <br>| USD15,775 | $15819 |
| Exeter Automobile Receivables Trust, Series 2025-3A, Class B, 4.86% 2/15/2030 <sup>(a)</sup> <br>| 7458 | 7555 |
| Exeter Automobile Receivables Trust, Series 2024-2A, Class D, 5.92% 2/15/2030 <sup>(a)</sup> <br>| 15959 | 16320 |
| Exeter Automobile Receivables Trust, Series 2024-1, Class C, 5.41% 5/15/2030 <sup>(a)</sup> <br>| 10143 | 10269 |
| Exeter Automobile Receivables Trust, Series 2024-1, Class D, 5.84% 6/17/2030 <sup>(a)</sup> <br>| 21364 | 21859 |
| Exeter Automobile Receivables Trust, Series 2024-4A, Class B, 5.29% 8/15/2030 <sup>(a)</sup> <br>| 12630 | 12711 |
| Exeter Automobile Receivables Trust, Series 2024-4A, Class C, 5.48% 8/15/2030 <sup>(a)</sup> <br>| 9158 | 9247 |
| Exeter Automobile Receivables Trust, Series 2024-3A, Class D, 5.98% 9/16/2030 <sup>(a)</sup> <br>| 11864 | 12142 |
| Exeter Automobile Receivables Trust, Series 2024-4A, Class D, 5.81% 12/16/2030 <sup>(a)</sup> <br>| 16141 | 16444 |
| Exeter Automobile Receivables Trust, Series 2023-3A, Class E, 9.98% 1/15/2031 <sup>(a)(d)</sup> <br>| 1150 | 1241 |
| Exeter Automobile Receivables Trust, Series 2024-5, Class D, 5.06% 2/18/2031 <sup>(a)</sup> <br>| 21836 | 21981 |
| Exeter Automobile Receivables Trust, Series 2025-1A, Class C, 5.09% 5/15/2031 <sup>(a)</sup> <br>| 18932 | 19159 |
| Exeter Automobile Receivables Trust, Series 2025-1A, Class D, 5.49% 5/15/2031 <sup>(a)</sup> <br>| 23284 | 23686 |
| Exeter Automobile Receivables Trust, Series 2025-2A, Class C, 5.16% 7/15/2031 <sup>(a)</sup> <br>| 9000 | 9117 |
| Exeter Automobile Receivables Trust, Series 2025-2A, Class D, 5.89% 7/15/2031 <sup>(a)</sup> <br>| 9000 | 9245 |
| Exeter Automobile Receivables Trust, Series 2025-3A, Class C, 5.09% 10/15/2031 <sup>(a)</sup> <br>| 5905 | 5983 |
| Exeter Automobile Receivables Trust, Series 2025-3A, Class D, 5.57% 10/15/2031 <sup>(a)</sup> <br>| 7153 | 7277 |
| Exeter Automobile Receivables Trust, Series 2025-4A, Class D, 5.23% 1/15/2032 <sup>(a)</sup> <br>| 4740 | 4761 |
| Exeter Select Automobile Receivables Trust, Series 2025-1, Class A2, 4.83% 10/16/2028 <sup>(a)</sup> <br>| 3542 | 3555 |
| Exeter Select Automobile Receivables Trust, Series 2025-1, Class A3, 4.69% 4/15/2030 <sup>(a)</sup> <br>| 9672 | 9772 |
| Exeter Select Automobile Receivables Trust, Series 2025-1, Class C, 5.40% 8/15/2031 <sup>(a)</sup> <br>| 4513 | 4614 |
| First Investors Auto Owner Trust, Series 2023-1A, Class A, 6.44% 10/16/2028 <sup>(a)(d)</sup> <br>| 1927 | 1945 |
| Flagship Credit Auto Trust, Series 2023-3, Class A3, 5.44% 4/17/2028 <sup>(a)(d)</sup> <br>| 1965 | 1972 |
| Flagship Credit Auto Trust, Series 2024-1, Class B, 5.63% 4/16/2029 <sup>(a)(d)</sup> <br>| 6949 | 6959 |
| Flagship Credit Auto Trust, Series 2023-3, Class B, 5.64% 7/16/2029 <sup>(a)(d)</sup> <br>| 2211 | 2231 |
| Flagship Credit Auto Trust, Series 2023-3, Class C, 6.01% 7/16/2029 <sup>(a)(d)</sup> <br>| 3215 | 3207 |
| Flagship Credit Auto Trust, Series 2023-3, Class D, 6.58% 8/15/2029 <sup>(a)(d)</sup> <br>| 1800 | 1769 |
| Flagship Credit Auto Trust, Series 2024-1, Class C, 5.79% 2/15/2030 <sup>(a)(d)</sup> <br>| 5750 | 5675 |
| Ford Credit Auto Lease Trust, Series 2024-A, Class A3, 5.06% 5/15/2027 <sup>(a)</sup> <br>| 7398 | 7417 |
| Ford Credit Auto Lease Trust, Series 2024-A, Class A4, 5.05% 6/15/2027 <sup>(a)</sup> <br>| 2339 | 2355 |
| Ford Credit Auto Owner Trust, Series 2024-C, Class A4, 4.11% 7/15/2030 <sup>(a)</sup> <br>| 7868 | 7902 |
| Ford Credit Auto Owner Trust, Series 2021-1, Class A, 1.37% 10/17/2033 <sup>(a)(d)</sup> <br>| 21970 | 21645 |
| Ford Credit Auto Owner Trust, Series 2023-2, Class A, 5.28% 2/15/2036 <sup>(a)(d)</sup> <br>| 85137 | 87926 |
| Ford Credit Floorplan Master Owner Trust, Series 2023-1, Class A1, 4.92% 5/15/2028 <sup>(a)(d)</sup> <br>| 25883 | 26012 |
| Ford Credit Floorplan Master Owner Trust, Series 2024-3, Class A1, 4.30% 9/15/2029 <sup>(a)(d)</sup> <br>| 38805 | 39014 |
| Ford Credit Floorplan Master Owner Trust, Series 2025-1, Class A1, 4.63% 4/15/2030 <sup>(a)</sup> <br>| 1039 | 1055 |
| General Motors, Series 2025-2A, Class A, 4.64% 3/15/2030 <sup>(a)(d)</sup> <br>| 17724 | 17972 |
| GLS Auto Receivables Trust, Series 2024-3A, Class A2, 5.35% 8/16/2027 <sup>(a)(d)</sup> <br>| 2072 | 2075 |
| GLS Auto Receivables Trust, Series 2024-1, Class A3, 5.40% 9/15/2027 <sup>(a)(d)</sup> <br>| 287 | 287 |
| GLS Auto Receivables Trust, Series 2024-4A, Class A2, 4.76% 10/15/2027 <sup>(a)(d)</sup> <br>| 4502 | 4506 |
| GLS Auto Receivables Trust, Series 2025-1A, Class A2, 4.68% 12/15/2027 <sup>(a)(d)</sup> <br>| 5744 | 5753 |
| GLS Auto Receivables Trust, Series 2024-2, Class A3, 5.64% 1/18/2028 <sup>(a)(d)</sup> <br>| 4246 | 4255 |
| GLS Auto Receivables Trust, Series 2023-3, Class B, 5.89% 1/18/2028 <sup>(a)(d)</sup> <br>| 5400 | 5413 |
| GLS Auto Receivables Trust, Series 2024-3A, Class A3, 5.02% 4/17/2028 <sup>(a)(d)</sup> <br>| 6032 | 6052 |
| GLS Auto Receivables Trust, Series 2024-4A, Class A3, 4.75% 7/17/2028 <sup>(a)(d)</sup> <br>| 3109 | 3120 |
| GLS Auto Receivables Trust, Series 2024-1, Class B, 5.49% 7/17/2028 <sup>(a)(d)</sup> <br>| 8929 | 8970 |
| GLS Auto Receivables Trust, Series 2025-1A, Class A3, 4.77% 9/15/2028 <sup>(a)(d)</sup> <br>| 4184 | 4209 |
| GLS Auto Receivables Trust, Series 2024-2, Class B, 5.77% 11/15/2028 <sup>(a)(d)</sup> <br>| 10734 | 10840 |
| GLS Auto Receivables Trust, Series 2025-2A, Class A3, 4.75% 1/16/2029 <sup>(a)(d)</sup> <br>| 5176 | 5214 |
| GLS Auto Receivables Trust, Series 2024-3A, Class B, 5.08% 1/16/2029 <sup>(a)(d)</sup> <br>| 8308 | 8381 |
| GLS Auto Receivables Trust, Series 2025-3A, Class A3, 4.44% 3/15/2029 <sup>(a)(d)</sup> <br>| 3425 | 3441 |
| GLS Auto Receivables Trust, Series 2024-4A, Class B, 4.89% 4/16/2029 <sup>(a)(d)</sup> <br>| 7548 | 7608 |
| GLS Auto Receivables Trust, Series 2023-3, Class C, 6.01% 5/15/2029 <sup>(a)(d)</sup> <br>| 3969 | 4005 |
| GLS Auto Receivables Trust, Series 2023-3, Class D, 6.44% 5/15/2029 <sup>(a)(d)</sup> <br>| 3589 | 3673 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)**<br> **Auto loan (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| GLS Auto Receivables Trust, Series 2025-1A, Class B, 4.98% 7/16/2029 <sup>(a)(d)</sup> <br>| USD7,220 | $7302 |
| GLS Auto Receivables Trust, Series 2025-2A, Class B, 4.97% 10/15/2029 <sup>(a)(d)</sup> <br>| 21213 | 21446 |
| GLS Auto Receivables Trust, Series 2024-1, Class C, 5.64% 12/17/2029 <sup>(a)(d)</sup> <br>| 12145 | 12332 |
| GLS Auto Receivables Trust, Series 2024-1, Class D, 5.95% 12/17/2029 <sup>(a)(d)</sup> <br>| 9610 | 9846 |
| GLS Auto Receivables Trust, Series 2025-3A, Class B, 4.57% 1/15/2030 <sup>(a)(d)</sup> <br>| 8712 | 8749 |
| GLS Auto Receivables Trust, Series 2024-2, Class C, 6.03% 2/15/2030 <sup>(a)(d)</sup> <br>| 14916 | 15246 |
| GLS Auto Receivables Trust, Series 2024-4A, Class C, 5.10% 6/17/2030 <sup>(a)(d)</sup> <br>| 13825 | 14002 |
| GLS Auto Receivables Trust, Series 2024-4A, Class D, 5.65% 7/15/2030 <sup>(a)(d)</sup> <br>| 15909 | 16268 |
| GLS Auto Receivables Trust, Series 2024-3A, Class C, 5.21% 2/18/2031 <sup>(a)(d)</sup> <br>| 9109 | 9225 |
| GLS Auto Receivables Trust, Series 2024-2, Class E, 7.98% 5/15/2031 <sup>(a)(d)</sup> <br>| 1170 | 1228 |
| GLS Auto Receivables Trust, Series 2025-3A, Class D, 5.16% 6/16/2031 <sup>(a)(d)</sup> <br>| 9720 | 9760 |
| GLS Auto Select Receivables Trust, Series 2023-2A, Class A2, 6.37% 6/15/2028 <sup>(a)(d)</sup> <br>| 1042 | 1049 |
| GLS Auto Select Receivables Trust, Series 2024-4A, Class A2, 4.43% 12/17/2029 <sup>(a)(d)</sup> <br>| 5476 | 5492 |
| GLS Auto Select Receivables Trust, Series 2024-1, Class A2, 5.24% 3/15/2030 <sup>(a)(d)</sup> <br>| 4114 | 4146 |
| GLS Auto Select Receivables Trust, Series 2025-1A, Class A2, 4.71% 4/15/2030 <sup>(a)(d)</sup> <br>| 8513 | 8566 |
| GLS Auto Select Receivables Trust, Series 2024-2, Class A2, 5.58% 6/17/2030 <sup>(a)(d)</sup> <br>| 6266 | 6346 |
| GLS Auto Select Receivables Trust, Series 2025-3A, Class A2, 4.46% 10/15/2030 <sup>(a)(d)</sup> <br>| 4373 | 4404 |
| GLS Auto Select Receivables Trust, Series 2024-4A, Class B, 4.50% 11/15/2030 <sup>(a)(d)</sup> <br>| 1395 | 1402 |
| GLS Auto Select Receivables Trust, Series 2024-4A, Class C, 4.75% 11/15/2030 <sup>(a)(d)</sup> <br>| 3339 | 3368 |
| GLS Auto Select Receivables Trust, Series 2025-1A, Class C, 5.26% 3/15/2031 <sup>(a)(d)</sup> <br>| 1046 | 1065 |
| GLS Auto Select Receivables Trust, Series 2024-4A, Class D, 5.28% 10/15/2031 <sup>(a)(d)</sup> <br>| 3344 | 3406 |
| GLS Auto Select Receivables Trust, Series 2025-1A, Class D, 5.74% 4/15/2032 <sup>(a)(d)</sup> <br>| 2092 | 2137 |
| GM Financial Automobile Leasing Trust, Series 2023-3, Class A3, 5.38% 11/20/2026 <sup>(a)</sup> <br>| 629 | 630 |
| GM Financial Revolving Receivables Trust, Series 2023-1, Class A, 5.12% 4/11/2035 <sup>(a)(d)</sup> <br>| 35338 | 36233 |
| GM Financial Revolving Receivables Trust, Series 2022-1, Class A, 5.91% 10/11/2035 <sup>(a)(d)</sup> <br>| 42166 | 43740 |
| GM Financial Revolving Receivables Trust, Series 2024-2, Class A, 4.52% 3/11/2037 <sup>(a)(d)</sup> <br>| 29583 | 29991 |
| GM Financial Securitized Term Auto Receivables Trust, Series 2024-4, Class A3, 4.40% 8/16/2029 <sup>(a)</sup> <br>| 16818 | 16941 |
| GM Financial Securitized Term Auto Receivables Trust, Series 2024-4, Class B, 4.67% 5/16/2030 <sup>(a)</sup> <br>| 1222 | 1236 |
| GMF Floorplan Owner Revolving Trust, Series 2024-1, Class A1, 5.13% 3/15/2029 <sup>(a)(d)</sup> <br>| 9679 | 9836 |
| Hertz Vehicle Financing III, LLC, Series 2023-1, Class A, 5.49% 6/25/2027 <sup>(a)(d)</sup> <br>| 16179 | 16279 |
| Hertz Vehicle Financing III, LLC, Series 2023-1, Class 1D, 9.13% 6/25/2027 <sup>(a)(d)</sup> <br>| 2352 | 2385 |
| Hertz Vehicle Financing III, LLC, Series 2022-2A, Class A, 2.33% 6/26/2028 <sup>(a)(d)</sup> <br>| 7743 | 7522 |
| Hertz Vehicle Financing III, LLC, Series 2022-2, Class D, 5.16% 6/26/2028 <sup>(a)(d)</sup> <br>| 8361 | 8168 |
| Hertz Vehicle Financing III, LLC, Series 2023-2, Class A, 5.57% 9/25/2029 <sup>(a)(d)</sup> <br>| 4700 | 4847 |
| Hertz Vehicle Financing, LLC, Series 2021-2A, Class A, 1.68% 12/27/2027 <sup>(a)(d)</sup> <br>| 118941 | 115992 |
| Hertz Vehicle Financing, LLC, Series 2021-2A, Class B, 2.12% 12/27/2027 <sup>(a)(d)</sup> <br>| 6275 | 6099 |
| Hertz Vehicle Financing, LLC, Series 2021-2A, Class C, 2.52% 12/27/2027 <sup>(a)(d)</sup> <br>| 3138 | 3055 |
| Hertz Vehicle Financing, LLC, Series 2023-3A, Class A, 5.94% 2/25/2028 <sup>(a)(d)</sup> <br>| 36391 | 37092 |
| Hertz Vehicle Financing, LLC, Series 2024-1A, Class A, 5.44% 1/25/2029 <sup>(a)(d)</sup> <br>| 17272 | 17644 |
| Hertz Vehicle Financing, LLC, Series 2024-1A, Class B, 6.12% 1/25/2029 <sup>(a)(d)</sup> <br>| 6869 | 7016 |
| Hertz Vehicle Financing, LLC, Series 2024-1A, Class C, 6.70% 1/25/2029 <sup>(a)(d)</sup> <br>| 4154 | 4266 |
| Hertz Vehicle Financing, LLC, Series 2025-1A, Class A, 4.91% 9/25/2029 <sup>(a)(d)</sup> <br>| 10908 | 11020 |
| Hertz Vehicle Financing, LLC, Series 2025-1A, Class B, 5.45% 9/25/2029 <sup>(a)(d)</sup> <br>| 3341 | 3381 |
| Hertz Vehicle Financing, LLC, Series 2025-1A, Class C, 6.03% 9/25/2029 <sup>(a)(d)</sup> <br>| 3713 | 3769 |
| Hertz Vehicle Financing, LLC, Series 2025-3A, Class A, 5.06% 12/26/2029 <sup>(a)(d)</sup> <br>| 18863 | 19174 |
| Hertz Vehicle Financing, LLC, Series 2025-3A, Class B, 5.59% 12/26/2029 <sup>(a)(d)</sup> <br>| 7479 | 7561 |
| Hertz Vehicle Financing, LLC, Series 2025-3A, Class C, 6.13% 12/26/2029 <sup>(a)(d)</sup> <br>| 5167 | 5236 |
| Hertz Vehicle Financing, LLC, Series 2025-2A, Class C, 6.40% 9/25/2031 <sup>(a)(d)</sup> <br>| 4312 | 4395 |
| Hertz Vehicle Financing, LLC, Series 2025-4A, Class A, 5.41% 12/25/2031 <sup>(a)(d)</sup> <br>| 23867 | 24450 |
| Hertz Vehicle Financing, LLC, Series 2025-4A, Class B, 5.90% 12/25/2031 <sup>(a)(d)</sup> <br>| 4223 | 4312 |
| Hertz Vehicle Financing, LLC, Series 2025-4A, Class C, 6.48% 12/25/2031 <sup>(a)(d)</sup> <br>| 949 | 969 |
| Honda Auto Receivables Owner Trust, Series 2023-1, Class A3, 5.04% 4/21/2027 <sup>(a)</sup> <br>| 547 | 549 |
| Huntington National Bank (The), Series 2024-2, Class B1, 5.442% 10/20/2032 <sup>(a)(d)</sup> <br>| 9448 | 9544 |
| Huntington National Bank (The), Series 2025-1, Class B, 4.957% 3/21/2033 <sup>(a)(d)</sup> <br>| 30943 | 31149 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)**<br> **Auto loan (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Hyundai Auto Lease Securitization Trust, Series 2024-A, Class A4, 5.07% 2/15/2028 <sup>(a)(d)</sup> <br>| USD3,562 | $3585 |
| LAD Auto Receivables Trust, Series 2022-1, Class A, 5.21% 6/15/2027 <sup>(a)(d)</sup> <br>| 82 | 82 |
| LAD Auto Receivables Trust, Series 2023-1, Class A3, 5.48% 6/15/2027 <sup>(a)(d)</sup> <br>| 365 | 366 |
| LAD Auto Receivables Trust, Series 2022-1, Class B, 5.87% 9/15/2027 <sup>(a)(d)</sup> <br>| 2901 | 2907 |
| LAD Auto Receivables Trust, Series 2024-3A, Class A2, 4.64% 11/15/2027 <sup>(a)(d)</sup> <br>| 3621 | 3623 |
| LAD Auto Receivables Trust, Series 2023-4, Class A3, 6.10% 12/15/2027 <sup>(a)(d)</sup> <br>| 1097 | 1100 |
| LAD Auto Receivables Trust, Series 2023-1, Class C, 6.18% 12/15/2027 <sup>(a)(d)</sup> <br>| 927 | 933 |
| LAD Auto Receivables Trust, Series 2024-1, Class A3, 5.23% 1/18/2028 <sup>(a)(d)</sup> <br>| 1252 | 1255 |
| LAD Auto Receivables Trust, Series 2023-2, Class A3, 5.42% 2/15/2028 <sup>(a)(d)</sup> <br>| 10421 | 10437 |
| LAD Auto Receivables Trust, Series 2023-2, Class B, 5.45% 4/15/2028 <sup>(a)(d)</sup> <br>| 4473 | 4493 |
| LAD Auto Receivables Trust, Series 2023-3, Class B, 6.09% 6/15/2028 <sup>(a)(d)</sup> <br>| 6005 | 6087 |
| LAD Auto Receivables Trust, Series 2024-2, Class A3, 5.61% 8/15/2028 <sup>(a)(d)</sup> <br>| 4683 | 4716 |
| LAD Auto Receivables Trust, Series 2024-1, Class A4, 5.17% 9/15/2028 <sup>(a)(d)</sup> <br>| 1164 | 1173 |
| LAD Auto Receivables Trust, Series 2023-2, Class C, 5.58% 9/15/2028 <sup>(a)(d)</sup> <br>| 9891 | 9986 |
| LAD Auto Receivables Trust, Series 2023-3, Class C, 6.43% 12/15/2028 <sup>(a)(d)</sup> <br>| 5058 | 5181 |
| LAD Auto Receivables Trust, Series 2024-1, Class B, 5.33% 2/15/2029 <sup>(a)(d)</sup> <br>| 1598 | 1624 |
| LAD Auto Receivables Trust, Series 2024-3A, Class A3, 4.52% 3/15/2029 <sup>(a)(d)</sup> <br>| 6888 | 6918 |
| LAD Auto Receivables Trust, Series 2024-1, Class C, 5.64% 6/15/2029 <sup>(a)(d)</sup> <br>| 1932 | 1977 |
| LAD Auto Receivables Trust, Series 2024-2, Class A4, 5.46% 7/16/2029 <sup>(a)(d)</sup> <br>| 2671 | 2719 |
| LAD Auto Receivables Trust, Series 2024-3A, Class A4, 4.60% 12/17/2029 <sup>(a)(d)</sup> <br>| 2791 | 2815 |
| LAD Auto Receivables Trust, Series 2024-3A, Class B, 4.74% 1/15/2030 <sup>(a)(d)</sup> <br>| 4854 | 4897 |
| LAD Auto Receivables Trust, Series 2024-3A, Class C, 4.93% 3/15/2030 <sup>(a)(d)</sup> <br>| 3670 | 3711 |
| LAD Auto Receivables Trust, Series 2022-1, Class C, 6.85% 4/15/2030 <sup>(a)(d)</sup> <br>| 4131 | 4179 |
| LAD Auto Receivables Trust, Series 2023-1, Class D, 7.30% 6/17/2030 <sup>(a)(d)</sup> <br>| 981 | 1000 |
| LAD Auto Receivables Trust, Series 2023-3, Class D, 6.92% 12/16/2030 <sup>(a)(d)</sup> <br>| 3430 | 3557 |
| LAD Auto Receivables Trust, Series 2023-2, Class D, 6.30% 2/15/2031 <sup>(a)(d)</sup> <br>| 895 | 915 |
| LAD Auto Receivables Trust, Series 2024-1, Class D, 6.15% 6/16/2031 <sup>(a)(d)</sup> <br>| 1190 | 1231 |
| LAD Auto Receivables Trust, Series 2024-2, Class D, 6.37% 10/15/2031 <sup>(a)(d)</sup> <br>| 614 | 635 |
| LAD Auto Receivables Trust, Series 2024-3A, Class D, 5.18% 2/17/2032 <sup>(a)(d)</sup> <br>| 1864 | 1890 |
| LAD Auto Receivables Trust, Series 2025-2A, Class C, 4.70% 8/16/2032 <sup>(a)(d)</sup> <br>| 4737 | 4756 |
| LAD Auto Receivables Trust, Series 2025-2A, Class D, 5.01% 12/15/2032 <sup>(a)(d)</sup> <br>| 3285 | 3305 |
| Lendbuzz Securitization Trust, Series 2025-1A, Class A2, 5.10% 10/15/2030 <sup>(a)(d)</sup> <br>| 5036 | 5043 |
| Mercedes-Benz Auto Lease Trust, Series 2024-A, Class A3, 5.32% 1/18/2028 <sup>(a)</sup> <br>| 5915 | 5992 |
| Nissan Auto Receivables Owner Trust, Series 2023-B, Class A3, 5.93% 3/15/2028 <sup>(a)</sup> <br>| 3372 | 3401 |
| PenFed Auto Receivables Owner Trust, Series 2025-A, Class A3, 4.03% 7/15/2030 <sup>(a)(d)</sup> <br>| 6292 | 6289 |
| PenFed Auto Receivables Owner Trust, Series 2025-A, Class A4 4.19% 5/15/2031 <sup>(a)(d)</sup> <br>| 2273 | 2267 |
| PenFed Auto Receivables Owner Trust, Series 2025-A, Class B, 4.37% 7/15/2031 <sup>(a)(d)</sup> <br>| 847 | 848 |
| Porsche Innovative Lease Owner Trust, Series 2024-2A, Class A3, 4.35% 10/20/2027 <sup>(a)(d)</sup> <br>| 6547 | 6564 |
| Porsche Innovative Lease Owner Trust, Series 2024-1, Class A3, 4.67% 11/22/2027 <sup>(a)(d)</sup> <br>| 9164 | 9213 |
| Porsche Innovative Lease Owner Trust, Series 2024-2A, Class A4, 4.26% 9/20/2030 <sup>(a)(d)</sup> <br>| 8230 | 8257 |
| Prestige Auto Receivables Trust, Series 2024-1, Class B, 5.71% 5/15/2028 <sup>(a)(d)</sup> <br>| 1704 | 1708 |
| Prestige Auto Receivables Trust, Series 2024-2, Class B, 4.56% 2/15/2029 <sup>(a)(d)</sup> <br>| 3815 | 3829 |
| Prestige Auto Receivables Trust, Series 2024-1, Class C, 5.73% 3/15/2029 <sup>(a)(d)</sup> <br>| 3728 | 3768 |
| Prestige Auto Receivables Trust, Series 2024-1, Class D, 6.21% 2/15/2030 <sup>(a)(d)</sup> <br>| 5777 | 5906 |
| Research-Driven Pagaya Motor Asset Trust I, Series 2022-3, Class A, 5.38% 11/25/2030 <sup>(a)(d)</sup> <br>| 236 | 236 |
| Research-Driven Pagaya Motor Asset Trust I, Series 2025-4A, Class A2, 5.124% 4/25/2034 <sup>(a)(d)</sup> <br>| 6324 | 6356 |
| Research-Driven Pagaya Motor Asset Trust I, Series 2025-5A, Class A2, 4.575% 6/26/2034 <sup>(a)(d)</sup> <br>| 5344 | 5346 |
| Research-Driven Pagaya Motor Asset Trust I, Series 2025-5A, Class A3, 4.838% 6/26/2034 <sup>(a)(d)</sup> <br>| 12388 | 12395 |
| Research-Driven Pagaya Motor Asset Trust I, Series 2025-5A, Class B, 5.228% 6/26/2034 <sup>(a)(d)</sup> <br>| 8134 | 8139 |
| Santander Drive Auto Receivables Trust, Series 2024-4, Class A2, 5.41% 7/15/2027 <sup>(a)</sup> <br>| 1497 | 1498 |
| Santander Drive Auto Receivables Trust, Series 2024-5, Class A2, 4.88% 9/15/2027 <sup>(a)</sup> <br>| 6185 | 6187 |
| Santander Drive Auto Receivables Trust, Series 2022-4, Class B, 4.42% 11/15/2027 <sup>(a)</sup> <br>| 186 | 186 |
| Santander Drive Auto Receivables Trust, Series 2022-7, Class B, 5.95% 1/17/2028 <sup>(a)</sup> <br>| 506 | 508 |
| Santander Drive Auto Receivables Trust, Series 2023-1, Class B, 4.98% 2/15/2028 <sup>(a)</sup> <br>| 149 | 149 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)**<br> **Auto loan (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Santander Drive Auto Receivables Trust, Series 2024-1, Class A3, 5.25% 4/17/2028 <sup>(a)</sup> <br>| USD3,715 | $3720 |
| Santander Drive Auto Receivables Trust, Series 2023-4, Class A3, 5.73% 4/17/2028 <sup>(a)</sup> <br>| 3602 | 3612 |
| Santander Drive Auto Receivables Trust, Series 2023-3, Class B, 5.61% 7/17/2028 <sup>(a)</sup> <br>| 7248 | 7286 |
| Santander Drive Auto Receivables Trust, Series 2023-6, Class A3, 5.93% 7/17/2028 <sup>(a)</sup> <br>| 5216 | 5238 |
| Santander Drive Auto Receivables Trust, Series 2023-5, Class A3, 6.02% 9/15/2028 <sup>(a)</sup> <br>| 2009 | 2018 |
| Santander Drive Auto Receivables Trust, Series 2022-5, Class C, 4.74% 10/16/2028 <sup>(a)</sup> <br>| 2706 | 2709 |
| Santander Drive Auto Receivables Trust, Series 2024-5, Class A3, 4.62% 11/15/2028 <sup>(a)</sup> <br>| 21877 | 21927 |
| Santander Drive Auto Receivables Trust, Series 2022-6, Class C, 4.96% 11/15/2028 <sup>(a)</sup> <br>| 3198 | 3205 |
| Santander Drive Auto Receivables Trust, Series 2024-1, Class B, 5.23% 12/15/2028 <sup>(a)</sup> <br>| 2556 | 2571 |
| Santander Drive Auto Receivables Trust, Series 2023-4, Class B, 5.77% 12/15/2028 <sup>(a)</sup> <br>| 4957 | 5017 |
| Santander Drive Auto Receivables Trust, Series 2025-1, Class A3, 4.74% 1/16/2029 <sup>(a)</sup> <br>| 25000 | 25116 |
| Santander Drive Auto Receivables Trust, Series 2024-4, Class A3, 4.85% 1/16/2029 <sup>(a)</sup> <br>| 45155 | 45319 |
| Santander Drive Auto Receivables Trust, Series 2024-3, Class A3, 5.63% 1/16/2029 <sup>(a)</sup> <br>| 7869 | 7910 |
| Santander Drive Auto Receivables Trust, Series 2024-2, Class B, 5.78% 7/16/2029 <sup>(a)</sup> <br>| 15172 | 15410 |
| Santander Drive Auto Receivables Trust, Series 2024-5, Class B, 4.63% 8/15/2029 <sup>(a)</sup> <br>| 30199 | 30389 |
| Santander Drive Auto Receivables Trust, Series 2024-4, Class B, 4.93% 9/17/2029 <sup>(a)</sup> <br>| 10970 | 11064 |
| Santander Drive Auto Receivables Trust, Series 2024-3, Class B, 5.55% 9/17/2029 <sup>(a)</sup> <br>| 8732 | 8867 |
| Santander Drive Auto Receivables Trust, Series 2022-4, Class C, 5.00% 11/15/2029 <sup>(a)</sup> <br>| 6365 | 6401 |
| Santander Drive Auto Receivables Trust, Series 2024-1, Class C, 5.45% 3/15/2030 <sup>(a)</sup> <br>| 2142 | 2172 |
| Santander Drive Auto Receivables Trust, Series 2024-4, Class C, 4.95% 4/15/2030 <sup>(a)</sup> <br>| 15291 | 15440 |
| Santander Drive Auto Receivables Trust, Series 2023-1, Class C, 5.09% 5/15/2030 <sup>(a)</sup> <br>| 3968 | 3998 |
| Santander Drive Auto Receivables Trust, Series 2023-3, Class C, 5.77% 11/15/2030 <sup>(a)</sup> <br>| 5960 | 6073 |
| Santander Drive Auto Receivables Trust, Series 2024-5, Class C, 4.78% 1/15/2031 <sup>(a)</sup> <br>| 11804 | 11881 |
| Santander Drive Auto Receivables Trust, Series 2022-7, Class C, 6.69% 3/17/2031 <sup>(a)</sup> <br>| 2368 | 2416 |
| Santander Drive Auto Receivables Trust, Series 2024-4, Class D, 5.32% 12/15/2031 <sup>(a)</sup> <br>| 18627 | 18876 |
| Santander Drive Auto Receivables Trust, Series 2024-5, Class D, 5.14% 2/17/2032 <sup>(a)</sup> <br>| 24209 | 24398 |
| SBNA Auto Lease Trust, Series 2024-A, Class A3, 5.39% 11/20/2026 <sup>(a)(d)</sup> <br>| 3677 | 3689 |
| SBNA Auto Lease Trust, Series 2024-B, Class A3, 5.56% 11/22/2027 <sup>(a)(d)</sup> <br>| 4985 | 5019 |
| SBNA Auto Lease Trust, Series 2024-C, Class A3, 4.56% 2/22/2028 <sup>(a)(d)</sup> <br>| 3902 | 3914 |
| Securitized Term Auto Receivables Trust, Series 2025-A, Class B, 5.038% 7/25/2031 <sup>(a)(d)</sup> <br>| 1479 | 1494 |
| Securitized Term Auto Receivables Trust, Series 2025-A, Class C, 5.185% 7/25/2031 <sup>(a)(d)</sup> <br>| 498 | 503 |
| Securitized Term Auto Receivables Trust, Series 2025-B, Class B, 4.925% 12/29/2032 <sup>(a)(d)</sup> <br>| 5426 | 5475 |
| Securitized Term Auto Receivables Trust, Series 2025-B, Class C, 5.121% 12/29/2032 <sup>(a)(d)</sup> <br>| 1806 | 1821 |
| Securitized Term Auto Receivables Trust, Series 2025-B, Class D, 5.463% 12/29/2032 <sup>(a)(d)</sup> <br>| 2182 | 2198 |
| SFS Auto Receivables Securitization Trust, Series 2024-3A, Class A2, 4.71% 5/22/2028 <sup>(a)(d)</sup> <br>| 991 | 992 |
| SFS Auto Receivables Securitization Trust, Series 2023-1, Class B, 5.71% 1/22/2030 <sup>(a)(d)</sup> <br>| 2244 | 2303 |
| SFS Auto Receivables Securitization Trust, Series 2024-3A, Class A3, 4.55% 6/20/2030 <sup>(a)(d)</sup> <br>| 14939 | 15032 |
| SFS Auto Receivables Securitization Trust, Series 2025-2A, Class A3, 4.44% 12/20/2030 <sup>(a)(d)</sup> <br>| 1400 | 1412 |
| SFS Auto Receivables Securitization Trust, Series 2023-1, Class C, 5.97% 2/20/2031 <sup>(a)(d)</sup> <br>| 3578 | 3685 |
| SFS Auto Receivables Securitization Trust, Series 2025-2A, Class A4, 4.58% 5/20/2031 <sup>(a)(d)</sup> <br>| 3000 | 3051 |
| SFS Auto Receivables Securitization Trust, Series 2024-3A, Class B, 4.76% 11/20/2031 <sup>(a)(d)</sup> <br>| 2769 | 2810 |
| Space Coast Credit Union, Series 2024-1, Class A3, 5.11% 6/15/2029 <sup>(a)(d)</sup> <br>| 10161 | 10247 |
| Toyota Auto Loan Extended Note Trust, Series 2021-1, Class A, 1.07% 2/27/2034 <sup>(a)(d)</sup> <br>| 27912 | 27564 |
| Toyota Auto Loan Extended Note Trust, Series 2023-1, Class A, 4.93% 6/25/2036 <sup>(a)(d)</sup> <br>| 39268 | 40222 |
| Tricolor Auto Securitization Trust, Series 2025-1A, Class A, 4.94% 2/15/2029 <sup>(a)(d)(k)</sup> <br>| 15077 | 11117 |
| Truist Bank Auto Credit-Linked Notes, Series 2025-1, Class B, 4.728% 9/26/2033 <sup>(a)(d)</sup> <br>| 29502 | 29554 |
| United Auto Credit Securitization Trust, Series 2025-1, Class A, 4.80% 6/10/2027 <sup>(a)(d)</sup> <br>| 6745 | 6752 |
| United Auto Credit Securitization Trust, Series 2025-1, Class B, 5.05% 2/10/2028 <sup>(a)(d)</sup> <br>| 12573 | 12612 |
| United Auto Credit Securitization Trust, Series 2025-1, Class C, 5.15% 6/10/2030 <sup>(a)(d)</sup> <br>| 5684 | 5716 |
| VStrong Auto Receivables Trust, Series 2024-A, Class A3, 5.62% 12/15/2028 <sup>(a)(d)</sup> <br>| 3108 | 3123 |
| VStrong Auto Receivables Trust, Series 2024-A, Class B, 5.77% 7/15/2030 <sup>(a)(d)</sup> <br>| 3075 | 3121 |
| Western Funding Auto Loan Trust, Series 2025-1, Class A, 4.75% 7/16/2035 <sup>(a)(d)</sup> <br>| 8343 | 8401 |
| Western Funding Auto Loan Trust, Series 2025-1, Class B, 4.98% 9/17/2035 <sup>(a)(d)</sup> <br>| 4486 | 4525 |
| Westlake Automobile Receivables Trust, Series 2022-1A, Class D, 3.49% 3/15/2027 <sup>(a)(d)</sup> <br>| 2340 | 2336 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)**<br> **Auto loan (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Westlake Automobile Receivables Trust, Series 2024-1, Class A3, 5.44% 5/17/2027 <sup>(a)(d)</sup> <br>| USD3,967 | $3973 |
| Westlake Automobile Receivables Trust, Series 2023-3, Class A3, 5.82% 5/17/2027 <sup>(a)(d)</sup> <br>| 4172 | 4178 |
| Westlake Automobile Receivables Trust, Series 2024-3A, Class A2A, 4.82% 9/15/2027 <sup>(a)(d)</sup> <br>| 12102 | 12117 |
| Westlake Automobile Receivables Trust, Series 2024-1, Class B, 5.55% 11/15/2027 <sup>(a)(d)</sup> <br>| 3231 | 3253 |
| Westlake Automobile Receivables Trust, Series 2022-3, Class C, 6.44% 12/15/2027 <sup>(a)(d)</sup> <br>| 2959 | 2972 |
| Westlake Automobile Receivables Trust, Series 2025-1A, Class A2A, 4.66% 1/18/2028 <sup>(a)(d)</sup> <br>| 1004 | 1006 |
| Westlake Automobile Receivables Trust, Series 2023-1, Class B, 5.41% 1/18/2028 <sup>(a)(d)</sup> <br>| 254 | 254 |
| Westlake Automobile Receivables Trust, Series 2025-P1, Class A2, 4.65% 2/15/2028 <sup>(a)(d)</sup> <br>| 1756 | 1763 |
| Westlake Automobile Receivables Trust, Series 2024-3A, Class A3, 4.71% 4/17/2028 <sup>(a)(d)</sup> <br>| 11517 | 11580 |
| Westlake Automobile Receivables Trust, Series 2025-1, Class A3, 4.75% 8/15/2028 <sup>(a)(d)</sup> <br>| 7121 | 7172 |
| Westlake Automobile Receivables Trust, Series 2023-1, Class C, 5.74% 8/15/2028 <sup>(a)(d)</sup> <br>| 2059 | 2072 |
| Westlake Automobile Receivables Trust, Series 2025-2A, Class A2A, 4.66% 9/15/2028 <sup>(a)(d)</sup> <br>| 10519 | 10552 |
| Westlake Automobile Receivables Trust, Series 2023-3, Class B, 5.92% 9/15/2028 <sup>(a)(d)</sup> <br>| 13431 | 13496 |
| Westlake Automobile Receivables Trust, Series 2023-3, Class C, 6.02% 9/15/2028 <sup>(a)(d)</sup> <br>| 15698 | 15914 |
| Westlake Automobile Receivables Trust, Series 2023-1, Class D, 6.79% 11/15/2028 <sup>(a)(d)</sup> <br>| 4024 | 4134 |
| Westlake Automobile Receivables Trust, Series 2024-1, Class C, 5.65% 2/15/2029 <sup>(a)(d)</sup> <br>| 8365 | 8469 |
| Westlake Automobile Receivables Trust, Series 2023-3, Class D, 6.47% 3/15/2029 <sup>(a)(d)</sup> <br>| 8740 | 8989 |
| Westlake Automobile Receivables Trust, Series 2024-1, Class D, 6.02% 10/15/2029 <sup>(a)(d)</sup> <br>| 31056 | 31766 |
| Westlake Automobile Receivables Trust, Series 2024-3A, Class C, 4.92% 11/15/2029 <sup>(a)(d)</sup> <br>| 20412 | 20570 |
| Westlake Automobile Receivables Trust, Series 2024-2, Class B, 5.62% 3/15/2030 <sup>(a)(d)</sup> <br>| 7827 | 7929 |
| Westlake Automobile Receivables Trust, Series 2024-2, Class C, 5.68% 3/15/2030 <sup>(a)(d)</sup> <br>| 20300 | 20654 |
| Westlake Automobile Receivables Trust, Series 2024-3A, Class D, 5.21% 4/15/2030 <sup>(a)(d)</sup> <br>| 31100 | 31524 |
| Westlake Automobile Receivables Trust, Series 2024-2, Class D, 5.91% 4/15/2030 <sup>(a)(d)</sup> <br>| 7064 | 7240 |
| Westlake Automobile Receivables Trust, Series 2025-1A, Class B, 4.98% 9/16/2030 <sup>(a)(d)</sup> <br>| 5362 | 5418 |
| Westlake Automobile Receivables Trust, Series 2025-1A, Class C, 5.14% 10/15/2030 <sup>(a)(d)</sup> <br>| 1754 | 1777 |
| Westlake Automobile Receivables Trust, Series 2025-1A, Class D, 5.54% 11/15/2030 <sup>(a)(d)</sup> <br>| 1139 | 1164 |
| Westlake Automobile Receivables Trust, Series 2025-2A, Class B, 4.63% 1/15/2031 <sup>(a)(d)</sup> <br>| 9014 | 9067 |
| Westlake Automobile Receivables Trust, Series 2025-2A, Class C, 4.85% 1/15/2031 <sup>(a)(d)</sup> <br>| 1297 | 1305 |
| Westlake Automobile Receivables Trust, Series 2025-2A, Class D, 5.08% 5/15/2031 <sup>(a)(d)</sup> <br>| 10000 | 10090 |
| Westlake Flooring Master Trust, Series 2024-1, Class A, 5.43% 2/15/2028 <sup>(a)(d)</sup> <br>| 894 | 898 |
| Wheels Fleet Lease Funding, LLC, Series 2024-1, Class A1, 5.49% 2/18/2039 <sup>(a)(d)</sup> <br>| 17954 | 18175 |
| Wheels Fleet Lease Funding, LLC, Series 24-2A, Class A1, 4.87% 6/21/2039 <sup>(a)(d)</sup> <br>| 30897 | 31225 |
| Wheels Fleet Lease Funding, LLC, Series 2024-3A, Class A1, 4.80% 9/19/2039 <sup>(a)(d)</sup> <br>| 24820 | 25075 |
| World Omni Auto Receivables Trust, Series 2023-C, Class A3, 5.15% 11/15/2028 <sup>(a)</sup> <br>| 1548 | 1558 |
| World Omni Auto Receivables Trust, Series 24-C, Class A3, 4.43% 12/17/2029 <sup>(a)</sup> <br>| 15040 | 15128 |
| World OMNI Select Auto Trust, Series 2024-A, Class A2A, 5.37% 2/15/2028 <sup>(a)</sup> <br>| 2098 | 2102 |
|  |  | 3389603 |
| **Other asset-backed securities 2.30%** |  |  |
| ACHV ABS Trust, Series 2024-3AL, Class A, 5.01% 12/26/2031 <sup>(a)(d)</sup> <br>| 2171 | 2192 |
| ACHV ABS Trust, Series 2024-3AL, Class B, 5.45% 12/26/2031 <sup>(a)(d)</sup> <br>| 1512 | 1527 |
| ACHV ABS Trust, Series 2024-3AL, Class C, 5.68% 12/26/2031 <sup>(a)(d)</sup> <br>| 853 | 862 |
| ACHV ABS Trust, Series 2025-1PL, Class A, 4.76% 4/26/2032 <sup>(a)(d)</sup> <br>| 877 | 880 |
| ACHV ABS Trust, Series 2025-1PL, Class B, 5.04% 4/26/2032 <sup>(a)(d)</sup> <br>| 2582 | 2594 |
| ACHV ABS Trust, Series 2025-1PL, Class C, 5.31% 4/26/2032 <sup>(a)(d)</sup> <br>| 11997 | 12026 |
| Affirm Asset Securitization Trust, Series 2024-B, Class A, 4.62% 9/15/2029 <sup>(a)(d)</sup> <br>| 5330 | 5351 |
| Affirm Master Trust, 2025-2A, Class A, 4.67% 7/15/2033 <sup>(a)(d)</sup> <br>| 18767 | 18886 |
| Affirm Master Trust, Series 2025-3A, Class A, 4.45% 10/16/2034 <sup>(a)(d)</sup> <br>| 18745 | 18737 |
| Affirm Master Trust, Series 2025-3A, Class B, 4.75% 10/16/2034 <sup>(a)(d)</sup> <br>| 2380 | 2379 |
| Affirm Master Trust, Series 2025-3A, Class C, 4.89% 10/16/2034 <sup>(a)(d)</sup> <br>| 9581 | 9579 |
| Affirm, Inc., Series 2024, Class 1A, 5.61% 2/15/2029 <sup>(a)(d)</sup> <br>| 6723 | 6755 |
| Affirm, Inc., Series 2024-A, Class A, 5.61% 2/15/2029 <sup>(a)(d)</sup> <br>| 4546 | 4567 |
| Affirm, Inc., Series 2024-X2, Class A, 5.22% 12/17/2029 <sup>(a)(d)</sup> <br>| 3387 | 3390 |
| APL Finance, LLC, Series 2025-1A, Class A, 5.39% 3/20/2036 <sup>(a)(d)</sup> <br>| 19205 | 19205 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)**<br> **Other asset-backed securities (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Apollo Aviation Securitization Equity Trust, Series 2025-2A, Class A, 5.522% 2/16/2050 <sup>(a)(d)</sup> <br>| USD46,699 | $47280 |
| Apollo Aviation Securitization Equity Trust, Series 25-1A, Class A, 5.943% 2/16/2050 <sup>(a)(d)</sup> <br>| 14085 | 14421 |
| Auxilior Term Funding, LLC, Series 24-1, Class A2, 5.84% 3/15/2027 <sup>(a)(d)</sup> <br>| 2094 | 2104 |
| Auxilior Term Funding, LLC, Series 24-1, Class A3, 5.49% 7/15/2031 <sup>(a)(d)</sup> <br>| 14357 | 14651 |
| Auxilior Term Funding, LLC, Series 24-1, Class C, 6.01% 7/15/2031 <sup>(a)(d)</sup> <br>| 1197 | 1231 |
| AXIS Equipment Finance Receivables, LLC, Series 2022-2, Class A2, 5.30% 6/21/2028 <sup>(a)(d)</sup> <br>| 520 | 522 |
| AXIS Equipment Finance Receivables, LLC, Series 2023-1, Class A2, 6.09% 12/20/2029 <sup>(a)(d)</sup> <br>| 1784 | 1802 |
| AXIS Equipment Finance Receivables, LLC, Series 2024-2, Class A2, 5.19% 7/21/2031 <sup>(a)(d)</sup> <br>| 9025 | 9146 |
| Bankers Healthcare Group Securitization Trust, Series 2020-A, Class B, 3.59% 9/17/2031 <sup>(a)(d)</sup> <br>| 87 | 87 |
| Bankers Healthcare Group Securitization Trust, Series 2021-A, Class A, 1.42% 11/17/2033 <sup>(a)(d)</sup> <br>| 198 | 196 |
| Bankers Healthcare Group Securitization Trust, Series 2021-A, Class B, 2.79% 11/17/2033 <sup>(a)(d)</sup> <br>| 914 | 896 |
| Bankers Healthcare Group Securitization Trust, Series 2021-B, Class B, 1.67% 10/17/2034 <sup>(a)(d)</sup> <br>| 900 | 887 |
| Beacon Container Finance II, LLC, Series 2021-1A, Class A, 2.25% 10/22/2046 <sup>(a)(d)</sup> <br>| 2486 | 2318 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Blackbird Capital II Aircraft Lease, Ltd. / Blackbird Capital II Aircraft Lease US, LLC, Series 2021-1, <br> Class A, 2.443% 7/15/2046 <sup>(a)(d)</sup> <br>| 14846 | 14042 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Blackbird Capital II Aircraft Lease, Ltd. / Blackbird Capital II Aircraft Lease US, LLC, Series 2021-1, <br> Class B, 3.446% 7/15/2046 <sup>(a)(d)</sup> <br>| 1885 | 1799 |
| Blue Owl Asset Leasing Trust, Series 2024-1A, Class A2, 5.05% 3/15/2029 <sup>(a)(d)</sup> <br>| 5964 | 5990 |
| Blue Owl Asset Leasing Trust, Series 2024-1A, Class B, 5.41% 3/15/2030 <sup>(a)(d)</sup> <br>| 1639 | 1661 |
| Blue Owl Asset Leasing Trust, Series 2024-1A, Class C, 6.38% 1/15/2031 <sup>(a)(d)</sup> <br>| 522 | 533 |
| Business Jet Securities, LLC, Series 2024-2A, Class A, 5.364% 9/15/2039 <sup>(a)(d)</sup> <br>| 15948 | 16042 |
| CAL Funding IV, Ltd., Series 2020-1A, Class A, 2.22% 9/25/2045 <sup>(a)(d)</sup> <br>| 383 | 366 |
| Capteris Equipment Finance, Series 2024-1, Class A2, 5.58% 7/20/2032 <sup>(a)(d)</sup> <br>| 21862 | 22236 |
| Castlelake Aircraft Securitization Trust, Series 2021-1, Class A, 2.868% 5/11/2037 <sup>(a)(d)</sup> <br>| 78048 | 72824 |
| Castlelake Aircraft Securitization Trust, Series 2021-1, Class C, 3.464% 5/11/2037 <sup>(a)(d)</sup> <br>| 12650 | 11812 |
| Castlelake Aircraft Securitization Trust, Series 2021-1, Class C, 6.171% 5/11/2037 <sup>(a)(d)</sup> <br>| 3365 | 3199 |
| Castlelake Aircraft Securitization Trust, Series 2017-1R, Class A, 2.741% 8/15/2041 <sup>(a)(d)</sup> <br>| 335 | 333 |
| Castlelake Aircraft Securitization Trust, Series 2025-1A, Class A, 5.783% 2/15/2050 <sup>(a)(d)</sup> <br>| 30865 | 31383 |
| Castlelake Aircraft Securitization Trust, Series 2025-1A, Class B, 6.504% 2/15/2050 <sup>(a)(d)</sup> <br>| 14163 | 14340 |
| CCG Receivables Trust, Series 2023-2, Class A2, 6.28% 4/14/2032 <sup>(a)(d)</sup> <br>| 553 | 560 |
| CCG Receivables Trust, Series 2025-1, Class B, 4.69% 10/14/2032 <sup>(a)(d)</sup> <br>| 900 | 911 |
| CF Hippolyta, LLC, Series 2020-1, Class A1, 1.69% 7/15/2060 <sup>(a)(d)</sup> <br>| 89152 | 77064 |
| CF Hippolyta, LLC, Series 2020-1, Class A2, 1.99% 7/15/2060 <sup>(a)(d)</sup> <br>| 15467 | 13140 |
| CF Hippolyta, LLC, Series 2020-1, Class B1, 2.28% 7/15/2060 <sup>(a)(d)</sup> <br>| 12880 | 9166 |
| CF Hippolyta, LLC, Series 2020-1, Class B2, 2.60% 7/15/2060 <sup>(a)(d)</sup> <br>| 989 | 694 |
| CF Hippolyta, LLC, Series 2021-1, Class A1, 1.53% 3/15/2061 <sup>(a)(d)</sup> <br>| 89045 | 74572 |
| CF Hippolyta, LLC, Series 2021-1, Class B1, 1.98% 3/15/2061 <sup>(a)(d)</sup> <br>| 5694 | 4464 |
| CF Hippolyta, LLC, Series 2022-1A, Class A1, 5.97% 8/15/2062 <sup>(a)(d)</sup> <br>| 98644 | 95737 |
| CF Hippolyta, LLC, Series 2022-1A, Class A2, 6.11% 8/15/2062 <sup>(a)(d)</sup> <br>| 43295 | 41607 |
| Clarus Capital Funding, LLC, Series 2024-1A, Class A2, 4.71% 8/20/2032 <sup>(a)(d)</sup> <br>| 5558 | 5580 |
| Clarus Capital Funding, LLC, Series 2024-1A, Class B, 4.79% 8/20/2032 <sup>(a)(d)</sup> <br>| 2324 | 2332 |
| CLI Funding IX, LLC, Series 2024-1A, Class C, 6.00% 7/20/2049 <sup>(a)(d)</sup> <br>| 2677 | 2689 |
| CLI Funding V, LLC, Series 2020-2A, Class B, 3.56% 9/15/2045 <sup>(a)(d)</sup> <br>| 327 | 311 |
| CLI Funding VI, LLC, Series 2020-2A, Class A, 2.03% 9/15/2045 <sup>(a)(d)</sup> <br>| 5153 | 4835 |
| CLI Funding VI, LLC, Series 2020-1A, Class A, 2.08% 9/18/2045 <sup>(a)(d)</sup> <br>| 2378 | 2229 |
| CLI Funding VI, LLC, Series 2020-1A, Class B, 3.62% 9/18/2045 <sup>(a)(d)</sup> <br>| 614 | 584 |
| CLI Funding VI, LLC, Series 2020-3A, Class A, 2.07% 10/18/2045 <sup>(a)(d)</sup> <br>| 3593 | 3377 |
| CLI Funding VIII, LLC, Series 2021-1A, Class A, 1.64% 2/18/2046 <sup>(a)(d)</sup> <br>| 7097 | 6566 |
| CLI Funding VIII, LLC, Series 2021-1A, Class A, 2.38% 2/18/2046 <sup>(a)(d)</sup> <br>| 763 | 706 |
| CNH Equipment Trust, Series 2024-B, Class A2A, 5.42% 10/15/2027 <sup>(a)</sup> <br>| 224 | 224 |
| CNH Equipment Trust, Series 2024-A, Class A3, 4.77% 6/15/2029 <sup>(a)</sup> <br>| 1766 | 1782 |
| CNH Equipment Trust, Series 2024-B, Class A3, 5.19% 9/17/2029 <sup>(a)</sup> <br>| 5727 | 5821 |
| CNH Equipment Trust, Series 2025-A, Class A3, 4.36% 8/15/2030 <sup>(a)</sup> <br>| 1680 | 1698 |
| Crockett Partners Equipment Co. II, LLC, Series 2024-1C, Class A, 6.05% 1/20/2031 <sup>(a)(d)</sup> <br>| 22782 | 23123 |

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The Bond Fund of America — Page 98 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)**<br> **Other asset-backed securities (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Crossroads Asset Trust, Series 2024-A, Class A2, 5.90% 8/20/2030 <sup>(a)(d)</sup> <br>| USD7,492 | $7594 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CWHEQ Revolving Home Equity Loan Trust, Series 2005-C, Class 2A, FSA insured, (1-month USD <br> CME Term SOFR + 0.294%) 4.445% 7/15/2035 <sup>(a)(c)</sup> <br>| 378 | 357 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CWHEQ Revolving Home Equity Loan Trust, Series 2006-I, Class 2A, FSA insured, (1-month USD <br> CME Term SOFR + 0.254%) 4.405% 1/15/2037 <sup>(a)(c)</sup> <br>| 721 | 692 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CWHEQ Revolving Home Equity Loan Trust, Series 2007-B, Class A, FSA insured, (1-month USD CME <br> Term SOFR + 0.264%) 4.415% 2/15/2037 <sup>(a)(c)</sup> <br>| 1034 | 979 |
| Daimler Trucks Retail Trust, Series 2024-1, Class A3, 5.49% 12/15/2027 <sup>(a)</sup> <br>| 862 | 870 |
| Daimler Trucks Retail Trust, Series 2024-1, Class A4, 5.56% 7/15/2031 <sup>(a)</sup> <br>| 3048 | 3118 |
| Dell Equipment Finance Trust, Series 2023-3, Class A3, 5.93% 4/23/2029 <sup>(a)(d)</sup> <br>| 4721 | 4753 |
| Dell Equipment Finance Trust, Series 2024-1, Class A2, 5.58% 3/22/2030 <sup>(a)(d)</sup> <br>| 1950 | 1952 |
| Dell Equipment Finance Trust, Series 2024-2, Class A3, 4.59% 8/22/2030 <sup>(a)(d)</sup> <br>| 7522 | 7581 |
| Dell Equipment Finance Trust, Series 2024-2, Class B, 4.82% 8/22/2030 <sup>(a)(d)</sup> <br>| 1083 | 1093 |
| Dext ABS, Series 2023-1, Class A2, 5.99% 3/15/2032 <sup>(a)(d)</sup> <br>| 3602 | 3620 |
| Dext ABS, Series 2025-1, Class A3, 4.77% 8/15/2035 <sup>(a)(d)</sup> <br>| 3325 | 3361 |
| DLLAD, LLC, Series 2024-1, Class A2, 5.50% 8/20/2027 <sup>(a)(d)</sup> <br>| 4142 | 4164 |
| DLLAD, LLC, Series 2024-1, Class A3, 5.30% 7/20/2029 <sup>(a)(d)</sup> <br>| 22017 | 22503 |
| DLLAD, LLC, Series 2025-1A, Class A3, 4.42% 9/20/2030 <sup>(a)(d)</sup> <br>| 3145 | 3177 |
| DLLAD, LLC, Series 2024-1, Class A4, 5.38% 9/22/2031 <sup>(a)(d)</sup> <br>| 2412 | 2499 |
| DLLMT, LLC, Series 2024-1A, Class A4, 4.98% 4/20/2032 <sup>(a)(d)</sup> <br>| 4920 | 5021 |
| EDvestinU Private Education Loan, LLC, Series 2021-A, Class A, 1.80% 11/25/2045 <sup>(a)(d)</sup> <br>| 703 | 658 |
| EquipmentShare, Series 2024-2M, Class A, 5.70% 12/20/2032 <sup>(a)(d)</sup> <br>| 41081 | 41736 |
| EquipmentShare, Series 2024-2M, Class B, 6.43% 12/20/2032 <sup>(a)(d)</sup> <br>| 2505 | 2553 |
| EquipmentShare, Series 2025-1M, Class A, 5.48% 9/26/2033 <sup>(a)(d)</sup> <br>| 18093 | 18287 |
| GCI Funding I, LLC, Series 2020-1, Class A, 2.82% 10/18/2045 <sup>(a)(d)</sup> <br>| 946 | 900 |
| GCI Funding I, LLC, Series 2020-1, Class B, 3.81% 10/18/2045 <sup>(a)(d)</sup> <br>| 481 | 457 |
| GCI Funding I, LLC, Series 2021-1, Class A, 2.38% 6/18/2046 <sup>(a)(d)</sup> <br>| 5076 | 4716 |
| GCI Funding I, LLC, Series 2021-1, Class B, 3.04% 6/18/2046 <sup>(a)(d)</sup> <br>| 171 | 157 |
| Global SC Finance SRL, Series 2025-1H, Class A, 6.169% 9/20/2045 <sup>(a)(d)</sup> <br>| 40021 | 40099 |
| Global SC Finance V SRL, Series 2019-1A, Class B, 4.81% 8/17/2039 <sup>(a)(d)</sup> <br>| 4778 | 4657 |
| Global SC Finance V SRL, Series 2020-1A, Class B, 3.55% 10/17/2040 <sup>(a)(d)</sup> <br>| 703 | 679 |
| Global SC Finance VII SRL, Series 2020-2A, Class A, 2.26% 11/19/2040 <sup>(a)(d)</sup> <br>| 1546 | 1478 |
| Global SC Finance VII SRL, Series 2021-1A, Class A, 1.86% 4/17/2041 <sup>(a)(d)</sup> <br>| 35450 | 33038 |
| Global SC Finance VII SRL, Series 2021-2A, Class A, 1.95% 8/17/2041 <sup>(a)(d)</sup> <br>| 25074 | 23548 |
| Global SC Finance VII SRL, Series 2021-2A, Class B, 2.49% 8/17/2041 <sup>(a)(d)</sup> <br>| 2030 | 1884 |
| GreatAmerica Leasing Receivables Funding, LLC, Series 2024-2, Class A2, 5.28% 3/15/2027 <sup>(a)(d)</sup> <br>| 756 | 760 |
| GreatAmerica Leasing Receivables Funding, LLC, Series 2023-1, Class A3, 5.15% 7/15/2027 <sup>(a)(d)</sup> <br>| 1359 | 1367 |
| GreatAmerica Leasing Receivables Funding, LLC, Series 2025-1, Class A2, 4.52% 10/15/2027 <sup>(a)(d)</sup> <br>| 3404 | 3421 |
| GreatAmerica Leasing Receivables Funding, LLC, Series 2025-1, Class A3, 4.49% 4/16/2029 <sup>(a)(d)</sup> <br>| 2407 | 2432 |
| GreatAmerica Leasing Receivables Funding, LLC, Series 22-1, Class A4, 5.35% 7/16/2029 <sup>(a)(d)</sup> <br>| 12551 | 12681 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Henderson Receivables, LLC, Series 2006-3A, Class A1, (1-month USD CME Term SOFR + 0.314%) <br> 4.465% 9/15/2041 <sup>(a)(c)(d)</sup> <br>| 180 | 177 |
| Horizon Aircraft Finance, Series 2024-1, Class A, 5.375% 9/15/2049 <sup>(a)(d)</sup> <br>| 23722 | 24005 |
| HPEFS Equipment Trust, Series 2024-2, Class B, 5.35% 10/20/2031 <sup>(a)(d)</sup> <br>| 2717 | 2751 |
| HPEFS Equipment Trust, Series 2024-2, Class A3, 5.36% 10/20/2031 <sup>(a)(d)</sup> <br>| 8249 | 8313 |
| HPEFS Equipment Trust, Series 2024-2, Class A2, 5.50% 10/20/2031 <sup>(a)(d)</sup> <br>| 1595 | 1597 |
| HPEFS Equipment Trust, Series 2025-1A, Class A3, 4.43% 9/20/2032 <sup>(a)(d)</sup> <br>| 1322 | 1329 |
| John Deere Owner Trust, Series 2024-B, Class A3, 5.20% 3/15/2029 <sup>(a)</sup> <br>| 6126 | 6231 |
| Kubota Credit Owner Trust, Series 2024-2, Class A2, 5.45% 4/15/2027 <sup>(a)(d)</sup> <br>| 5373 | 5399 |
| M&T Equipment Notes, Series 2025-1A, Class A3, 4.78% 9/17/2029 <sup>(a)(d)</sup> <br>| 3000 | 3049 |
| M&T Equipment Notes, Series 2023-1, Class A3, 5.74% 7/15/2030 <sup>(a)(d)</sup> <br>| 2155 | 2171 |
| M&T Equipment Notes, Series 2024-1, Class A3, 4.76% 8/18/2031 <sup>(a)(d)</sup> <br>| 1884 | 1909 |
| Merchants Fleet Funding, LLC, Series 2023-1, Class A, 7.21% 5/20/2036 <sup>(a)(d)</sup> <br>| 4048 | 4073 |
| Merchants Fleet Funding, LLC, Series 2024-1, Class A, 5.82% 4/20/2037 <sup>(a)(d)</sup> <br>| 12729 | 12831 |

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The Bond Fund of America — Page 99 of 118

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)**<br> **Other asset-backed securities (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Mercury Financial Credit Card Master Trust, Series 2024-2A, Class A, 6.56% 7/20/2029 <sup>(a)(d)</sup> <br>| USD6,712 | $6767 |
| MMAF Equipment Finance, LLC, Series 20-A, Class A3, 0.97% 4/9/2027 <sup>(a)(d)</sup> <br>| 1629 | 1610 |
| MMP Capital, Series 2025-A, Class A, 5.36% 12/15/2031 <sup>(a)(d)</sup> <br>| 1187 | 1197 |
| Navigator Aircraft ABS, Ltd., Series 2021-1, Class A, 2.771% 11/15/2046 <sup>(a)(d)</sup> <br>| 17968 | 17064 |
| New Economy Assets Phase 1 Issuer, LLC, Series 2021-1, Class A1, 1.91% 10/20/2061 <sup>(a)(d)</sup> <br>| 357770 | 299614 |
| New Economy Assets Phase 1 Issuer, LLC, Series 2021-1, Class B1, 2.41% 10/20/2061 <sup>(a)(d)</sup> <br>| 5195 | 3528 |
| NMEF Funding, LLC, Series 2024-A, Class A2, 5.15% 12/15/2031 <sup>(a)(d)</sup> <br>| 9775 | 9855 |
| NMEF Funding, LLC, Series 2025-A, Class A2, 4.72% 7/15/2032 <sup>(a)(d)</sup> <br>| 7336 | 7373 |
| NMEF Funding, LLC, Series 2025-B, Class A2, 4.64% 1/18/2033 <sup>(a)(d)</sup> <br>| 8574 | 8613 |
| NMEF Funding, LLC, Series 2025-B, Class B, 4.73% 1/18/2033 <sup>(a)(d)</sup> <br>| 1589 | 1595 |
| OnDeck Asset Securitization Trust, LLC, Series 2024-1, Class A, 6.27% 6/17/2031 <sup>(a)(d)</sup> <br>| 11946 | 12028 |
| OnDeck Asset Securitization Trust, LLC, Series 2024-1, Class B, 7.15% 6/17/2031 <sup>(a)(d)</sup> <br>| 2366 | 2394 |
| OnDeck Asset Securitization Trust, LLC, Series 2024-2A, Class A, 4.98% 10/17/2031 <sup>(a)(d)</sup> <br>| 12728 | 12771 |
| OnDeck Asset Securitization Trust, LLC, Series 2024-2A, Class B, 5.42% 10/17/2031 <sup>(a)(d)</sup> <br>| 3931 | 3943 |
| OnDeck Asset Securitization Trust, LLC, Series 2024-2A, Class C, 7.03% 10/17/2031 <sup>(a)(d)</sup> <br>| 146 | 147 |
| OnDeck Asset Securitization Trust, LLC, Series 2025-1A, Class A, 5.08% 4/19/2032 <sup>(a)(d)</sup> <br>| 17015 | 17077 |
| OnDeck Asset Securitization Trust, LLC, Series 2025-1A, Class B, 5.52% 4/19/2032 <sup>(a)(d)</sup> <br>| 5040 | 5072 |
| Oportun Funding, LLC, Series 2021-B, Class A, 1.47% 5/8/2031 <sup>(a)(d)</sup> <br>| 2936 | 2878 |
| PEAC Solutions Receivables, LLC, Series 2024-2A, Class A2, 4.74% 4/20/2027 <sup>(a)(d)</sup> <br>| 3667 | 3675 |
| PEAC Solutions Receivables, LLC, Series 2024-1A, Class A2, 5.79% 6/21/2027 <sup>(a)(d)</sup> <br>| 12823 | 12939 |
| PEAC Solutions Receivables, LLC, Series 2025-1A, Class A2, 4.94% 10/20/2028 <sup>(a)(d)</sup> <br>| 4348 | 4383 |
| PEAC Solutions Receivables, LLC, Series 2024-1A, Class B, 5.79% 11/20/2030 <sup>(a)(d)</sup> <br>| 2728 | 2804 |
| PEAC Solutions Receivables, LLC, Series 2024-2A, Class A3, 4.65% 10/20/2031 <sup>(a)(d)</sup> <br>| 5839 | 5879 |
| PEAC Solutions Receivables, LLC, Series 2024-2A, Class B, 4.83% 10/20/2031 <sup>(a)(d)</sup> <br>| 2847 | 2865 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PFS Financing Corp., Series 2024-A, Class A, (30-day Average USD-SOFR + 0.85%) 5.00% <br>1/15/2028 <sup>(a)(c)(d)</sup> <br>| 14516 | 14534 |
| PFS Financing Corp., Series 2023-A, Class A, 5.80% 3/15/2028 <sup>(a)(d)</sup> <br>| 12000 | 12085 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PFS Financing Corp., Series 2024-C, Class A, (30-day Average USD-SOFR + 0.80%) 5.172% <br> 4/15/2028 <sup>(a)(c)(d)</sup> <br>| 10000 | 10015 |
| PFS Financing Corp., Series 2023-B, Class A, 5.27% 5/15/2028 <sup>(a)(d)</sup> <br>| 26701 | 26878 |
| PFS Financing Corp., Series 2024-D, Class A, 5.34% 4/15/2029 <sup>(a)(d)</sup> <br>| 11858 | 12086 |
| PG&E Recovery Funding, LLC, Series 2024-A, Class A1, 4.838% 6/1/2033 <sup>(a)</sup> <br>| 11731 | 11953 |
| PK ALIFT Loan Funding, Series 2024-2, Class B, 5.142% 10/15/2039 <sup>(a)(d)</sup> <br>| 6764 | 6740 |
| PK ALIFT Loan Funding, Series 2025-2, Class A, 4.75% 3/15/2043 <sup>(a)(d)</sup> <br>| 10977 | 11006 |
| PK ALIFT Loan Funding 3, LP, Series 2024-1, Class A1, 5.842% 9/15/2039 <sup>(a)(d)</sup> <br>| 10014 | 10262 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PK ALIFT Loan Funding 3, LP, Series 2024-1, Class AF, (1-month USD CME Term SOFR + 1.70%) <br> 5.85% 9/15/2039 <sup>(a)(c)(d)</sup> <br>| 2935 | 2953 |
| PK ALIFT Loan Funding 4, LP, Series 2024-2, Class A, 5.052% 10/15/2039 <sup>(a)(d)</sup> <br>| 19180 | 19226 |
| Post Road Equipment Finance, Series 2024-1, Class A2, 5.59% 11/15/2029 <sup>(a)(d)</sup> <br>| 4335 | 4358 |
| Post Road Equipment Finance, Series 2025-1A, Class A2, 4.90% 5/15/2031 <sup>(a)(d)</sup> <br>| 3489 | 3518 |
| Post Road Equipment Finance, Series 2025-1A, Class B, 5.04% 5/15/2031 <sup>(a)(d)</sup> <br>| 725 | 736 |
| Post Road Equipment Finance, Series 2025-1A, Class C, 5.13% 5/15/2031 <sup>(a)(d)</sup> <br>| 1725 | 1753 |
| Prosper Marketplace Issuance Trust, Series 2024-1, Class A, 6.12% 8/15/2029 <sup>(a)(d)</sup> <br>| 61 | 61 |
| Reach Financial, LLC, Series 2024-2, Class B, 5.84% 7/15/2031 <sup>(a)(d)</sup> <br>| 9090 | 9245 |
| Reach Financial, LLC, Series 2024-2, Class A, 5.88% 7/15/2031 <sup>(a)(d)</sup> <br>| 2525 | 2538 |
| SCF Equipment Leasing, LLC, Series 2024-1A, Class A2, 5.88% 11/20/2029 <sup>(a)(d)</sup> <br>| 3691 | 3719 |
| SCF Equipment Leasing, LLC, Series 2024-1A, Class A3, 5.52% 1/20/2032 <sup>(a)(d)</sup> <br>| 1439 | 1479 |
| SCF Equipment Leasing, LLC, Series 2024-1, Class B, 5.56% 4/20/2032 <sup>(a)(d)</sup> <br>| 4000 | 4141 |
| SCF Equipment Leasing, LLC, Series 2024-1A, Class C, 5.82% 9/20/2032 <sup>(a)(d)</sup> <br>| 1625 | 1686 |
| SCF Equipment Trust, LLC, Series 2025-1A, Class A2, 4.82% 7/22/2030 <sup>(a)(d)</sup> <br>| 3665 | 3678 |
| SCF Equipment Trust, LLC, Series 2025-1A, Class A3, 5.11% 11/21/2033 <sup>(a)(d)</sup> <br>| 1526 | 1564 |
| SCF Equipment Trust, LLC, Series 2025-1A, Class B, 5.23% 9/20/2034 <sup>(a)(d)</sup> <br>| 4119 | 4235 |
| SCF Equipment Trust, LLC, Series 2025-1A, Class C, 5.37% 9/20/2034 <sup>(a)(d)</sup> <br>| 2361 | 2422 |
| SCF Equipment Trust, LLC, Series 2025-1A, Class D, 5.88% 11/20/2035 <sup>(a)(d)</sup> <br>| 1386 | 1437 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)**<br> **Other asset-backed securities (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| SLAM, LLC, Series 2024-1A, Class A, 5.335% 9/15/2049 <sup>(a)(d)</sup> <br>| USD21,563 | $21776 |
| SLAM, Ltd., Series 2021-1, Class A, 2.434% 6/15/2046 <sup>(a)(d)</sup> <br>| 13196 | 12462 |
| SLAM, Ltd., Series 2021-1, Class B, 3.422% 6/15/2046 <sup>(a)(d)</sup> <br>| 2429 | 2309 |
| SOLRR Aircraft Aviation Holding, Ltd., Series 2021-1, Class A, 2.636% 10/15/2046 <sup>(a)(d)</sup> <br>| 10005 | 9464 |
| SPRITE, Ltd., Series 2021-1, Class A, 3.75% 11/15/2046 <sup>(a)(d)</sup> <br>| 7686 | 7479 |
| Stellar Jay Ireland DAC, Series 2021-1, Class A, 3.967% 10/15/2041 <sup>(a)(d)</sup> <br>| 737 | 731 |
| Stonepeak Infrastructure Partners, Series 2021-1A, Class AA, 2.301% 2/28/2033 <sup>(a)(d)</sup> <br>| 2143 | 2072 |
| Stonepeak Infrastructure Partners, Series 2021-1A, Class A, 2.675% 2/28/2033 <sup>(a)(d)</sup> <br>| 2911 | 2810 |
| Subway Funding, LLC, Series 2024-3, Class A2I, 5.246% 7/30/2054 <sup>(a)(d)</sup> <br>| 4074 | 4082 |
| Subway Funding, LLC, Series 2024-3A, Class A2II, 5.566% 7/30/2054 <sup>(a)(d)</sup> <br>| 2405 | 2418 |
| Subway Funding, LLC, Series 2024-1, Class A2I, 6.028% 7/30/2054 <sup>(a)(d)</sup> <br>| 44352 | 45008 |
| Subway Funding, LLC, Series 2024-1, Class A2II, 6.268% 7/30/2054 <sup>(a)(d)</sup> <br>| 50803 | 52185 |
| SuttonPark Structured Settlements, Series 2021-1, Class A, 1.95% 9/15/2075 <sup>(a)(d)</sup> <br>| 5090 | 4951 |
| Synchrony Card Issuance Trust, Series 2023-A, Class A, 5.54% 7/15/2029 <sup>(a)</sup> <br>| 26177 | 26485 |
| Synchrony Card Issuance Trust, Series 2025-A1, Class A, 4.78% 2/18/2031 <sup>(a)</sup> <br>| 8800 | 8960 |
| Synchrony Card Issuance Trust, Series 2025-A2, Class A, 4.49% 5/15/2031 <sup>(a)</sup> <br>| 25857 | 26188 |
| TAL Advantage V, LLC, Series 2020-1A, Class A, 2.05% 9/20/2045 <sup>(a)(d)</sup> <br>| 13870 | 13196 |
| Textainer Marine Containers, Ltd., Series 2020-1A, Class A, 2.73% 8/21/2045 <sup>(a)(d)</sup> <br>| 8171 | 7869 |
| Textainer Marine Containers, Ltd., Series 2020-1A, Class B, 4.94% 8/21/2045 <sup>(a)(d)</sup> <br>| 3287 | 3242 |
| Textainer Marine Containers, Ltd., Series 2020-2A, Class A, 2.10% 9/20/2045 <sup>(a)(d)</sup> <br>| 13489 | 12705 |
| Textainer Marine Containers, Ltd., Series 2020-3, Class A, 2.11% 9/20/2045 <sup>(a)(d)</sup> <br>| 5594 | 5325 |
| Textainer Marine Containers, Ltd., Series 2021-1, Class A, 1.68% 2/20/2046 <sup>(a)(d)</sup> <br>| 633 | 591 |
| Textainer Marine Containers, Ltd., Series 2021-2A, Class A, 2.23% 4/20/2046 <sup>(a)(d)</sup> <br>| 22129 | 20782 |
| Textainer Marine Containers, Ltd., Series 2025-1H, Class A, 6.43% 7/23/2050 <sup>(a)(d)</sup> <br>| 22968 | 23041 |
| TIF Funding II, LLC, Series 2020-1A, Class B, 3.82% 8/20/2045 <sup>(a)(d)</sup> <br>| 1107 | 1069 |
| TIF Funding II, LLC, Series 2021-1A, Class A, 1.65% 2/20/2046 <sup>(a)(d)</sup> <br>| 4312 | 3940 |
| TIF Funding II, LLC, Series 2024-1, Class C, 6.31% 4/20/2049 <sup>(a)(d)</sup> <br>| 623 | 634 |
| Triton Container Finance VIII, LLC, Series 2020-1, Class A, 2.11% 9/20/2045 <sup>(a)(d)</sup> <br>| 10859 | 10188 |
| Triton Container Finance VIII, LLC, Series 2021-1, Class A, 1.86% 3/20/2046 <sup>(a)(d)</sup> <br>| 9781 | 9046 |
| Triton Container Finance VIII, LLC, Series 2021-1A, Class B, 2.58% 3/20/2046 <sup>(a)(d)</sup> <br>| 713 | 658 |
| U.S. Bank National Association, Series 2025-SUP1, Class B, 5.582% 2/25/2032 <sup>(a)(d)</sup> <br>| 6983 | 7005 |
| U.S. Bank National Association, Series 2025-SUP2, Class B1, 4.818% 9/25/2032 <sup>(a)(d)</sup> <br>| 19642 | 19667 |
| Verdant Receivables, LLC, Series 2025-1A, Class A2, 4.85% 3/13/2028 <sup>(a)(d)</sup> <br>| 7690 | 7735 |
| Verdant Receivables, LLC, Series 2024-1, Class A2, 5.68% 12/12/2031 <sup>(a)(d)</sup> <br>| 3041 | 3100 |
| Verdant Receivables, LLC, Series 2024-1, Class B, 5.72% 12/12/2031 <sup>(a)(d)</sup> <br>| 2400 | 2474 |
| Verdant Receivables, LLC, Series 2024-1, Class C, 6.25% 12/12/2031 <sup>(a)(d)</sup> <br>| 205 | 213 |
| Verdant Receivables, LLC, Series 2025-1A, Class A3, 4.96% 5/12/2033 <sup>(a)(d)</sup> <br>| 1873 | 1907 |
| Verizon Master Trust, Series 2024-1, Class A1A, 5.00% 12/20/2028 <sup>(a)</sup> <br>| 7985 | 8000 |
| Verizon Master Trust, Series 2025-7, Class A1A, 3.96% 8/20/2031 <sup>(a)</sup> <br>| 43985 | 43963 |
| Verizon Master Trust, Series 2025-4, Class A, 4.76% 3/21/2033 <sup>(a)(d)</sup> <br>| 15536 | 15959 |
| VFI ABS, LLC, Series 2025-1A, Class A, 4.78% 6/24/2030 <sup>(a)(d)</sup> <br>| 386 | 388 |
| Volvo Financial Equipment, LLC, Series 2025-1A, Class A2, 4.41% 11/15/2027 <sup>(a)(d)</sup> <br>| 9567 | 9590 |
| Volvo Financial Equipment, LLC, Series 2024-1A, Class A3, 4.29% 10/16/2028 <sup>(a)(d)</sup> <br>| 2414 | 2426 |
| Wingspire Equipment Finance, LLC, Series 2024-1A, Class A2, 4.99% 9/20/2032 <sup>(a)(d)</sup> <br>| 3351 | 3372 |
| Wingspire Equipment Finance, LLC, Series 2024-1A, Class C, 5.28% 9/20/2032 <sup>(a)(d)</sup> <br>| 721 | 730 |
| Wingspire Equipment Finance, LLC, Series 2025-1A, Class A2, 4.33% 9/20/2033 <sup>(a)(d)</sup> <br>| 1315 | 1315 |
| Wingspire Equipment Finance, LLC, Series 2025-1A, Class B, 4.57% 9/20/2033 <sup>(a)(d)</sup> <br>| 701 | 701 |
| Wingspire Equipment Finance, LLC, Series 2025-1A, Class C, 4.76% 9/20/2033 <sup>(a)(d)</sup> <br>| 107 | 107 |
| Wingspire Equipment Finance, LLC, Series 2025-1A, Class D, 5.45% 9/20/2033 <sup>(a)(d)</sup> <br>| 320 | 320 |
|  |  | 2224497 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)**<br> **Collateralized loan obligations 0.91%**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Allegro CLO, Ltd., Series 2019-1, Class ARR, (3-month USD CME Term SOFR + 1.13%) 5.455% <br> 4/20/2032 <sup>(a)(c)(d)</sup> <br>| USD12,404 | $12409 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Allegro CLO, Ltd., Series 2019-2, Class CR, (3-month USD CME Term SOFR + 2.53%) 6.855% <br> 1/19/2033 <sup>(a)(c)(d)</sup> <br>| 10500 | 10526 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Apex Credit CLO, LLC, Series 2022-1, Class C, (3-month USD CME Term SOFR + 2.71%) 7.042% <br> 4/22/2033 <sup>(a)(c)(d)</sup> <br>| 900 | 900 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Apex Credit CLO, LLC, Series 2021-2A, Class A2R, (3-month USD CME Term SOFR + 1.85%) 6.082% <br> 10/20/2034 <sup>(a)(c)(d)</sup> <br>| 1842 | 1846 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Apidos CLO, Ltd., Series 2019-32A, Class A1R, (3-month USD CME Term SOFR + 1.10%) 5.425% <br> 1/20/2033 <sup>(a)(c)(d)</sup> <br>| 24646 | 24681 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ARES CLO, Ltd., Series 2013-2A, Class CR3, (3-month USD CME Term SOFR + 1.85%) 6.164% <br> 10/28/2034 <sup>(a)(c)(d)</sup> <br>| 4174 | 4180 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Atlas Static Senior Loan Fund, Ltd., Series 2022-1, Class DR, (3-month USD CME Term SOFR + 5.00%) <br> 9.318% 7/15/2030 <sup>(a)(c)(d)</sup> <br>| 2000 | 2002 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ballyrock, Ltd., CLO, Series 2019-2A, Class A1R, (3-month USD CME Term SOFR + 1.40%) 5.604% <br>2/20/2036 <sup>(a)(c)(d)</sup> <br>| 15000 | 15019 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bardin Hill CLO, Ltd., Series 2021-2, Class C, (3-month USD CME Term SOFR + 2.702%) 7.02% <br> 10/25/2034 <sup>(a)(c)(d)</sup> <br>| 1240 | 1244 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Barings Middle Market CLO, Ltd., Series 2021-I, Class A1, (3-month USD CME Term SOFR + 0.262%) <br> + 1.55%) 6.137% 7/20/2033 <sup>(a)(c)(d)</sup> <br>| 1000 | 1001 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Battalion CLO, Ltd., Series 2018-12A, Class ARR, (3-month USD CME Term SOFR + 0.93%) 5.115% <br> 5/17/2031 <sup>(a)(c)(d)</sup> <br>| 23337 | 23326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Battalion CLO, Ltd., Series 2018-12A, Class BRR, (3-month USD CME Term SOFR + 1.20%) 5.385% <br> 5/17/2031 <sup>(a)(c)(d)</sup> <br>| 15875 | 15859 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Battalion CLO, Ltd., Series 2016-10, Class A1R2, (3-month USD CME Term SOFR + 1.432%) 5.75% <br> 1/25/2035 <sup>(a)(c)(d)</sup> <br>| 3125 | 3129 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Battalion CLO, Ltd., Series 2024-25, Class C, (3-month USD CME Term SOFR + 2.50%) 6.825% <br> 3/13/2037 <sup>(a)(c)(d)</sup> <br>| 2400 | 2405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Black Diamond CLO, Ltd., Series 2016-1X, Class A1AR, (3-month USD CME Term SOFR + 1.292%) <br> 5.605% 4/26/2031 <sup>(a)(c)(l)</sup> <br>| 9277 | 9280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Blackrock Elbert CLO V, LLC, Series 5, Class AR, (3-month USD CME Term SOFR + 1.85%) 5.888% <br> 6/15/2034 <sup>(a)(c)(d)</sup> <br>| 2377 | 2380 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Blackrock Mt. Hood CLO X, LLC, Series 2023-1A, Class A1, (3-month USD CME Term SOFR + 2.50%) <br> 6.825% 4/20/2035 <sup>(a)(c)(d)</sup> <br>| 3000 | 3001 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canyon Capital CLO, Ltd., Series 2021-2, Class D, (3-month USD CME Term SOFR + 3.612%) 7.929% <br> 4/15/2034 <sup>(a)(c)(d)</sup> <br>| 577 | 578 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Diameter Capital CLO, Series 2023-5, Class A1, (3-month USD CME Term SOFR + 1.85%) 6.168% <br> 10/15/2036 <sup>(a)(c)(d)</sup> <br>| 3333 | 3334 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Diameter Capital CLO, Series 2023-5, Class A2, (3-month USD CME Term SOFR + 2.40%) 6.718% <br> 10/15/2036 <sup>(a)(c)(d)</sup> <br>| 4286 | 4287 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dryden Senior Loan Fund, CLO, Series 2016-45A, Class A1RR, (3-month USD CME Term SOFR + <br> 1.08%) 5.398% 10/15/2030 <sup>(a)(c)(d)</sup> <br>| 9627 | 9630 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dryden Senior Loan Fund, CLO, Series 2015-41, Class AR, (3-month USD CME Term SOFR + 1.232%) <br> 5.549% 4/15/2031 <sup>(a)(c)(d)</sup> <br>| 4457 | 4460 |
| Elmwood CLO 15, Ltd., 7.158% 4/22/2035 (3-month CME Term SOFR + 2.90%) <sup>(a)(c)(d)</sup> <br>| 5600 | 5611 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Flatiron CLO, Ltd., Series 2024-1A, Class A1R, (3-month USD CME Term SOFR + 1.08%) 5.333% <br> 7/15/2036 <sup>(a)(c)(d)</sup> <br>| 9846 | 9860 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fortress Credit BSL, Ltd., Series 2019-1A, Class CR, (3-month USD CME Term SOFR + 2.10%) 6.419% <br> 7/23/2032 <sup>(a)(c)(d)</sup> <br>| 4250 | 4267 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fortress Credit BSL, Ltd., Series 2019-2A, Class CR, (3-month USD CME Term SOFR + 2.00%) 6.325% <br> 10/20/2032 <sup>(a)(c)(d)</sup> <br>| 3500 | 3510 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fortress Credit BSL, Ltd., Series 2022-3A, Class BR, (3-month USD CME Term SOFR + 1.85%) 6.175% <br> 10/20/2035 <sup>(a)(c)(d)</sup> <br>| 2000 | 2005 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)**<br> **Collateralized loan obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fortress Credit BSL, Ltd., CLO, Series 2019-2A, Class A1AR, (3-month USD CME Term SOFR + 1.05%) <br> 5.375% 10/20/2032 <sup>(a)(c)(d)</sup> <br>| USD7,166 | $7168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fortress Credit BSL, Ltd., CLO, Series 2019-2A, Class DR, (3-month USD CME Term SOFR + 2.85%) <br> 7.175% 10/20/2032 <sup>(a)(c)(d)</sup> <br>| 2470 | 2474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fortress Credit BSL, Ltd., CLO, Series 2022-2, Class AR, (3-month USD CME Term SOFR + 1.40%) <br> 5.729% 10/18/2033 <sup>(a)(c)(d)</sup> <br>| 7874 | 7887 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fortress Credit BSL, Ltd., CLO, Series 2022-2, Class CR, (3-month USD CME Term SOFR + 2.60%) <br> 6.929% 10/18/2033 <sup>(a)(c)(d)</sup> <br>| 6000 | 6017 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fortress Credit BSL, Ltd., CLO, Series 2023-1A, Class BR, (3-month USD CME Term SOFR + 1.85%) <br> 6.169% 4/23/2036 <sup>(a)(c)(d)</sup> <br>| 2488 | 2488 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fortress Credit Opportunities CLO, LLC, Series 2025-37A, Class B, (3-month USD CME Term SOFR + <br> 2.60%) 6.874% 7/20/2033 <sup>(a)(c)(d)</sup> <br>| 6000 | 6011 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Golub Capital Partners CLO, Ltd., Series 2016-31A, Class A1RR, (3-month USD CME Term SOFR + <br> 1.60%) 5.921% 11/5/2037 <sup>(a)(c)(d)</sup> <br>| 5000 | 5011 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Golub Capital Partners Static, Ltd., CLO, Series 2024-1, Class AR, (3-month USD CME Term SOFR + <br> 1.12%) 5.422% 7/20/2035 <sup>(a)(c)(d)</sup> <br>| 16863 | 16870 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Golub Capital Partners Static, Ltd., CLO, Series 2024-1, Class CR, (3-month USD CME Term SOFR + <br> 1.65%) 5.976% 7/20/2035 <sup>(a)(c)(d)</sup> <br>| 9437 | 9448 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Greywolf CLO, Ltd., Series 2013-1A, Class B1RR, ((3-month USD CME Term SOFR + 2.60%) + 2.30%) <br> 6.879% 4/15/2034 <sup>(a)(c)(d)</sup> <br>| 500 | 502 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Harbor Park CLO, Ltd., Series 2018-1, Class CR, (3-month USD CME Term SOFR + 2.05%) 6.375% <br> 1/20/2031 <sup>(a)(c)(d)</sup> <br>| 7558 | 7568 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ICG US CLO, Ltd., Series 2017-1, Class ARR, (3-month USD CME Term SOFR + 1.432%) 5.745% <br> 7/28/2034 <sup>(a)(c)(d)</sup> <br>| 4000 | 4008 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Jamestown CLO, Ltd., Series 2021-16A, Class CR, (3-month USD CME Term SOFR + 1.95%) 6.268% <br> 7/25/2034 <sup>(a)(c)(d)</sup> <br>| 2960 | 2967 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Jamestown CLO, Ltd., Series 2021-16A, Class DR, (3-month USD CME Term SOFR + 3.05%) 7.368% <br> 7/25/2034 <sup>(a)(c)(d)</sup> <br>| 4000 | 4000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Juniper Valley Park CLO, Ltd., Series 2023-1, Class AR, (3-month USD CME Term SOFR + 1.25%) <br> 5.575% 7/20/2036 <sup>(a)(c)(d)</sup> <br>| 17438 | 17438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; KKR Financial CLO, Ltd., Series 11, Class AR, (3-month USD CME Term SOFR + 1.442%) 5.759% <br> 1/15/2031 <sup>(a)(c)(d)</sup> <br>| 5304 | 5307 |
| LCM, LP, Series 2027, Class A1, (3-month USD CME Term SOFR + 1.342%) 5.659% 7/16/2031 <sup>(a)(c)(d)</sup> <br>| 1784 | 1784 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Madison Park Funding, Ltd., CLO, Series 2021-50A, Class A, (3-month USD CME Term SOFR + <br> 1.402%) 5.727% 4/19/2034 <sup>(a)(c)(d)</sup> <br>| 250 | 250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Magnetite CLO, Ltd., Series 2019-22, Class ARR, (3-month USD CME Term SOFR + 1.25%) 5.568% <br>7/15/2036 <sup>(a)(c)(d)</sup> <br>| 24476 | 24498 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Man GLG US CLO 2018-1, Ltd., Series 2018-1A, Class A1R, (3-month USD CME Term SOFR + <br> 1.402%) 5.727% 4/22/2030 <sup>(a)(c)(d)</sup> <br>| 605 | 605 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Marathon CLO, Ltd., Series 2019-1, Class A2R2, (3-month USD CME Term SOFR + 1.95%) 6.268% <br> 4/15/2032 <sup>(a)(c)(d)</sup> <br>| 6000 | 6024 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Marathon CLO, Ltd., Series 2019-1, Class BLR, (3-month USD CME Term SOFR + 2.65%) 6.968% <br> 4/15/2032 <sup>(a)(c)(d)</sup> <br>| 3000 | 3003 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Marathon CLO, Ltd., Series 2019-2A, Class A1R2, (3-month USD CME Term SOFR + 0.95%) 5.275% <br>1/20/2033 <sup>(a)(c)(d)</sup> <br>| 43079 | 42918 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Marble Point CLO, Ltd., Series 2018-2, Class A12R, (3-month USD CME Term SOFR + 1.20%) 5.525% <br> 1/20/2032 <sup>(a)(c)(d)</sup> <br>| 23104 | 23116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Marble Point CLO, Ltd., Series 2019-1A, Class A1R2, (3-month USD CME Term SOFR + 1.04%) <br> 5.359% 7/23/2032 <sup>(a)(c)(d)</sup> <br>| 30761 | 30756 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Monroe Capital MML CLO XI, Ltd., Series 2021-1, Class A1, (3-month USD CME Term SOFR + <br> 1.811%) 6.015% 5/20/2033 <sup>(a)(c)(d)</sup> <br>| 2064 | 2064 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Monroe Capital MML CLO XI, Ltd., Series 2021-2, Class A1, (3-month USD CME Term SOFR + <br> 1.762%) 5.799% 9/14/2033 <sup>(a)(c)(d)</sup> <br>| 3500 | 3501 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)**<br> **Collateralized loan obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Neuberger Berman Loan Advisers LaSalle Street Lending CLO, Ltd., Series 2023-1, Class D1, <br> (3-month USD CME Term SOFR + 5.00%) 9.318% 10/25/2036 <sup>(a)(c)(d)</sup> <br>| USD1,000 | $1001 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Newark BSL CLO 2, Ltd., Series 2017-1A, Class A1R, (3-month USD CME Term SOFR + 1.232%) <br> 5.55% 7/25/2030 <sup>(a)(c)(d)</sup> <br>| 768 | 768 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Northwoods Capital, Ltd., Series 2018-12BA, Class BR, (3-month USD CME Term SOFR + 1.70%) <br> 5.738% 6/15/2031 <sup>(a)(c)(d)</sup> <br>| 4000 | 4002 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Northwoods Capital, Ltd., Series 2018-12BA, Class CR, (3-month USD CME Term SOFR + 2.05%) <br> 6.088% 6/15/2031 <sup>(a)(c)(d)</sup> <br>| 4000 | 4004 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Northwoods Capital, Ltd., Series 2021-25A, Class DR, (3-month USD CME Term SOFR + 2.90%) <br> 6.642% 7/20/2034 <sup>(a)(c)(d)</sup> <br>| 3833 | 3833 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ocean Trails CLO, Series 2021-11A, Class DR, (3-month USD CME Term SOFR + 3.10%) 7.425% <br> 7/20/2034 <sup>(a)(c)(d)</sup> <br>| 3000 | 2994 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ocean Trails CLO, Series 2022-12A, Class B1R, (3-month USD CME Term SOFR + 1.75%) 6.075% <br> 7/20/2035 <sup>(a)(c)(d)</sup> <br>| 8000 | 8011 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; OCP CLO, Ltd., Series 2019-16A, Class AR, (3-month USD CME Term SOFR + 1.262%) 5.59% <br> 4/10/2033 <sup>(a)(c)(d)</sup> <br>| 1641 | 1642 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Palmer Square Loan Funding, CLO, Series 2022-2A, Class A1, (3-month USD CME Term SOFR + <br> 1.27%) 5.588% 10/15/2030 <sup>(a)(c)(d)</sup> <br>| 49 | 49 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Palmer Square Loan Funding, Ltd., Series 2022-4A, Class A1RN, (3-month USD CME Term SOFR + <br> 1.00%) 5.319% 7/24/2031 <sup>(a)(c)(d)</sup> <br>| 1057 | 1057 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Palmer Square Loan Funding, Ltd., Series 2022-4A, Class CR, (3-month USD CME Term SOFR + <br> 2.40%) 6.719% 7/24/2031 <sup>(a)(c)(d)</sup> <br>| 3571 | 3566 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Palmer Square Loan Funding, Ltd., Series 2024-2A, Class A1N, (3-month USD CME Term SOFR + <br> 1.00%) 5.318% 1/15/2033 <sup>(a)(c)(d)</sup> <br>| 28910 | 28909 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Palmer Square Loan Funding, Ltd., Series 2024-2A, Class A2, (3-month USD CME Term SOFR + <br> 1.45%) 5.768% 1/15/2033 <sup>(a)(c)(d)</sup> <br>| 26016 | 26015 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Palmer Square Loan Funding, Ltd., Series 2024-2A, Class B, (3-month USD CME Term SOFR + 1.70%) <br> 6.018% 1/15/2033 <sup>(a)(c)(d)</sup> <br>| 13000 | 12989 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Palmer Square Loan Funding, Ltd., Series 2024-2A, Class C, (3-month USD CME Term SOFR + 2.50%) <br> 6.818% 1/15/2033 <sup>(a)(c)(d)</sup> <br>| 5627 | 5639 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Palmer Square Loan Funding, Ltd., CLO, Series 2022-3, Class A1AR, (3-month USD CME Term SOFR <br> + 1.10%) 5.418% 4/15/2031 <sup>(a)(c)(d)</sup> <br>| 4006 | 4006 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Parallel, Ltd., Series 2023-1A, Class A1R, (3-month USD CME Term SOFR + 1.39%) 5.715% <br>7/20/2036 <sup>(a)(c)(d)</sup> <br>| 3000 | 3010 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Parallel, Ltd., Series 2023-1A, Class BR, (3-month USD CME Term SOFR + 2.05%) 6.375% <br>7/20/2036 <sup>(a)(c)(d)</sup> <br>| 2455 | 2462 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pikes Peak CLO, Series 2020-6A, Class ARR, (3-month USD CME Term SOFR + 0.94%) 5.125% <br> 5/18/2034 <sup>(a)(c)(d)</sup> <br>| 3840 | 3837 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; RAD CLO, Ltd., Series 2020-7, Class A1R, (3-month USD CME Term SOFR + 1.35%) 5.672% <br>4/17/2036 <sup>(a)(c)(d)</sup> <br>| 15000 | 15021 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; RAD CLO, Ltd., Series 2020-7, Class CR, (3-month USD CME Term SOFR + 2.60%) 6.922% <br>4/17/2036 <sup>(a)(c)(d)</sup> <br>| 3000 | 3001 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Regatta XXII Funding, Ltd., Series 2022-2A, Class CR, (3-month USD CME Term SOFR + 2.00%) <br> 6.325% 7/20/2035 <sup>(a)(c)(d)</sup> <br>| 3500 | 3500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; RR, Ltd., CLO, Series 2020-8, Class A1R, (3-month USD CME Term SOFR + 1.35%) 5.668% <br>7/15/2037 <sup>(a)(c)(d)</sup> <br>| 20255 | 20307 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Saratoga Investment Corp. CLO, Ltd., Series 2013-1A, Class A1R4, (3-month USD CME Term SOFR + <br> 1.30%) 5.625% 4/20/2033 <sup>(a)(c)(d)</sup> <br>| 19514 | 19521 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sound Point CLO, Ltd., Series 2021-1, Class C1, (3-month USD CME Term SOFR + 2.562%) 6.88% <br> 4/25/2034 <sup>(a)(c)(d)</sup> <br>| 2000 | 2007 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sound Point CLO, Ltd., Series 2019-2, Class CR, (3-month USD CME Term SOFR + 2.616%) 6.829% <br> 7/15/2034 <sup>(a)(c)(d)</sup> <br>| 1000 | 1004 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Steele Creek CLO, Ltd., Series 2019-1A, Class ARR, (3-month USD CME Term SOFR + 1.04%) 5.358% <br> 4/15/2032 <sup>(a)(c)(d)</sup> <br>| 28317 | 28317 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)**<br> **Collateralized loan obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Steele Creek CLO, Ltd., Series 2019-1A, Class DRR, (3-month USD CME Term SOFR + 3.00%) 7.318% <br> 4/15/2032 <sup>(a)(c)(d)</sup> <br>| USD4,000 | $4010 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Steele Creek CLO, Ltd., Series 2019-2A, Class ARR, (3-month USD CME Term SOFR + 1.00%) 5.318% <br>7/15/2032 <sup>(a)(c)(d)</sup> <br>| 10571 | 10571 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Stratus Static CLO, Ltd., Series 2025-1A, Class B, (3-month USD CME Term SOFR + 1.45%) 5.789% <br> 7/15/2033 <sup>(a)(c)(d)</sup> <br>| 5250 | 5266 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sycamore Tree CLO, Ltd., Series 2024-5, Class A1, (3-month USD CME Term SOFR + 1.42%) 5.745% <br> 4/20/2036 <sup>(a)(c)(d)</sup> <br>| 29500 | 29559 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sycamore Tree CLO, Ltd., Series 2023-4, Class D, (3-month USD CME Term SOFR + 5.55%) 9.825% <br> 10/20/2036 <sup>(a)(c)(d)</sup> <br>| 2000 | 2000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sycamore Tree CLO, Ltd., Series 2023-2, Class DR, (3-month USD CME Term SOFR + 4.50%) 8.825% <br> 1/20/2037 <sup>(a)(c)(d)</sup> <br>| 3000 | 3011 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TCW CLO, Ltd., Series 2019-1A, Class DR, (3-month USD CME Term SOFR + 3.932%) 8.117% <br> 8/16/2034 <sup>(a)(c)(d)</sup> <br>| 1500 | 1495 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Teachers Insurance and Annuity Association of AME., CLO, Series 17-2A, Class A, (3-month USD CME <br> Term SOFR + 1.412%) 5.729% 1/16/2031 <sup>(a)(c)(d)</sup> <br>| 151 | 151 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Thompson Park CLO, Ltd., Series 2021-1A, Class A1R, (3-month USD CME Term SOFR + 1.05%) <br> 5.368% 4/15/2034 <sup>(a)(c)(d)</sup> <br>| 27449 | 27476 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trinitas CLO, Ltd., Series 2018-9A, Class ARRR, (3-month USD CME Term SOFR + 1.20%) 5.525% <br> 1/20/2032 <sup>(a)(c)(d)</sup> <br>| 8647 | 8648 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trinitas CLO, Ltd., Series 2018-9A, Class BRRR, (3-month USD CME Term SOFR + 1.70%) 6.025% <br> 1/20/2032 <sup>(a)(c)(d)</sup> <br>| 14000 | 14011 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trinitas CLO, Ltd., Series 2020-12A, Class A1R2, (3-month USD CME Term SOFR + 1.05%) 5.309% <br>4/25/2033 <sup>(a)(c)(d)</sup> <br>| 15500 | 15542 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trinitas CLO, Ltd., Series 2020-12A, Class B1R2, (3-month USD CME Term SOFR + 1.55%) 5.792% <br> 4/25/2033 <sup>(a)(c)(d)</sup> <br>| 1318 | 1322 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trinitas CLO, Ltd., Series 2020-12A, Class CR2, (3-month USD CME Term SOFR + 1.80%) 6.042% <br> 4/25/2033 <sup>(a)(c)(d)</sup> <br>| 818 | 821 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trinitas CLO, Ltd., Series 2021-17A, Class CR, (3-month USD CME Term SOFR + 2.00%) 6.16% <br> 10/20/2034 <sup>(a)(c)(d)</sup> <br>| 5075 | 5075 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valley Stream Park CLO, Ltd., Series 2022-1A, Class ARR, (3-month USD CME Term SOFR + 1.19%) <br> 5.515% 1/20/2037 <sup>(a)(c)(d)</sup> <br>| 24000 | 23999 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Venture CDO, Ltd., CLO, Series 2017-29, Class AR, (3-month USD CME Term SOFR + 1.252%) <br> 5.463% 9/7/2030 <sup>(a)(c)(d)</sup> <br>| 104 | 104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Venture CDO, Ltd., CLO, Series 2018-32, Class A2A, (3-month USD CME Term SOFR + 1.332%) <br> 5.661% 7/18/2031 <sup>(a)(c)(d)</sup> <br>| 505 | 505 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Venture CDO, Ltd., CLO, Series 2019-36A, Class A1AR, (3-month USD CME Term SOFR + 1.13%) <br> 5.717% 4/20/2032 <sup>(a)(c)(d)</sup> <br>| 7745 | 7752 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vibrant CLO, Ltd., Series 2021-12A, Class BRR, (3-month USD CME Term SOFR + 1.95%) 6.101% <br> 4/20/2034 <sup>(a)(c)(d)</sup> <br>| 2341 | 2341 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vibrant CLO, Ltd., Series 2018-9RA, Class A1, (3-month USD CME Term SOFR + 1.00%) 5.325% <br> 4/20/2037 <sup>(a)(c)(d)</sup> <br>| 14801 | 14693 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Voya CLO, Ltd., Series 2018-3, Class A1R2, (3-month USD CME Term SOFR + 1.20%) 5.518% <br> 10/15/2031 <sup>(a)(c)(d)</sup> <br>| 16789 | 16789 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Voya CLO, Ltd., Series 2018-3, Class BR2, (3-month USD CME Term SOFR + 1.80%) 6.118% <br> 10/15/2031 <sup>(a)(c)(d)</sup> <br>| 8695 | 8695 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Voya CLO, Ltd., Series 2018-3, Class CR2, (3-month USD CME Term SOFR + 2.35%) 6.668% <br> 10/15/2031 <sup>(a)(c)(d)</sup> <br>| 3000 | 3000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wellfleet CLO, Ltd., Series 2021-1A, Class CR, (3-month USD CME Term SOFR + 2.15%) 6.475% <br> 4/20/2034 <sup>(a)(c)(d)</sup> <br>| 6000 | 6014 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wind River CLO, Ltd., Series 2015-1A, Class A1R3, (3-month USD CME Term SOFR + 1.20%) 5.525% <br> 10/20/2030 <sup>(a)(c)(d)</sup> <br>| 3673 | 3672 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wind River CLO, Ltd., Series 2015-1, Class BR3, (3-month USD CME Term SOFR + 1.80%) 6.125% <br> 10/20/2030 <sup>(a)(c)(d)</sup> <br>| 22000 | 22026 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)**<br> **Collateralized loan obligations (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wind River CLO, Ltd., Series 2021-2A, Class CR, (3-month USD CME Term SOFR + 2.00%) 6.012% <br> 7/20/2034 <sup>(a)(c)(d)</sup> <br>| USD3,077 | $3077 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wind River CLO, Ltd., Series 2019-2, Class CR, (3-month USD CME Term SOFR + 2.25%) 6.568% <br> 1/15/2035 <sup>(a)(c)(d)</sup> <br>| 2000 | 2005 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wind River CLO, Ltd., Series 2022-1A, Class AR, (3-month USD CME Term SOFR + 1.35%) 5.675% <br> 7/20/2035 <sup>(a)(c)(d)</sup> <br>| 5000 | 5001 |
|  |  | 883516 |
| **Credit card 0.17%** |  |  |
| Avant Credit Card Master Trust, Series 2024-2A, Class A, 5.38% 5/15/2029 <sup>(a)(d)</sup> <br>| 20924 | 20976 |
| Bank of America Credit Card Trust, Series 2022-A2, Class A2, 5.00% 4/17/2028 <sup>(a)</sup> <br>| 1020 | 1021 |
| Barclays Dryrock Issuance Trust, Series 2025-1, Class A, 3.97% 7/15/2031 <sup>(a)</sup> <br>| 33244 | 33171 |
| Brex Commercial Charge Card Master Trust, Series 2024-1, Class A1, 6.05% 7/15/2027 <sup>(a)(d)</sup> <br>| 6123 | 6162 |
| Brex Commercial Charge Card Master Trust, Series 2024-1, Class A2, 6.68% 7/15/2027 <sup>(a)(d)</sup> <br>| 6275 | 6300 |
| Discover Card Execution Note Trust, Series 2023-A1, Class A, 4.31% 3/15/2028 <sup>(a)</sup> <br>| 36273 | 36317 |
| Evergreen Credit Card Trust, Series 2025-CRT5, Class B, 5.24% 5/15/2029 <sup>(a)(d)</sup> <br>| 1928 | 1953 |
| Evergreen Credit Card Trust, Series 2025-CRT5, Class C, 5.53% 5/15/2029 <sup>(a)(d)</sup> <br>| 1475 | 1492 |
| First National Master Note Trust, Series 2025-1, Class A, 4.85% 2/15/2030 <sup>(a)</sup> <br>| 9652 | 9844 |
| First National Master Note Trust, Series 2024-1, Class A, 5.34% 5/15/2030 <sup>(a)</sup> <br>| 4219 | 4311 |
| Mission Lane Credit Card Master Trust, Series 2024-A, Class A1, 6.20% 8/15/2029 <sup>(a)(d)</sup> <br>| 8468 | 8547 |
| Mission Lane Credit Card Master Trust, Series 2024-A, Class B, 6.59% 8/15/2029 <sup>(a)(d)</sup> <br>| 4941 | 4979 |
| Mission Lane Credit Card Master Trust, Series 2025-C, Class A, 4.78% 12/16/2030 <sup>(a)(d)</sup> <br>| 4083 | 4096 |
| Mission Lane Credit Card Master Trust, Series 2025-C, Class C, 5.37% 12/16/2030 <sup>(a)(d)</sup> <br>| 1928 | 1934 |
| Mission Lane Credit Card Master Trust, Series 2025-C, Class D, 5.71% 12/16/2030 <sup>(a)(d)</sup> <br>| 1942 | 1948 |
| Mission Lane Credit Card Master Trust, Series 2025-B, Class A, 5.06% 9/15/2031 <sup>(a)(d)</sup> <br>| 9845 | 9874 |
| Mission Lane Credit Card Master Trust, Series 2025-B, Class C, 5.41% 9/15/2031 <sup>(a)(d)</sup> <br>| 1263 | 1267 |
| Mission Lane Credit Card Master Trust, Series 2025-B, Class D, 5.80% 9/15/2031 <sup>(a)(d)</sup> <br>| 2578 | 2587 |
| World Financial Network Credit Card Master Trust, Series 2024-A, Class A, 5.47% 2/17/2031 <sup>(a)</sup> <br>| 8090 | 8270 |
| World Financial Network Credit Card Master Trust, Series 2024-B, Class A, 4.62% 5/15/2031 <sup>(a)</sup> <br>| 2109 | 2131 |
|  |  | 167180 |
| **Student loan 0.11%** |  |  |
| Navient Education Loan Trust, Series 2025-A, Class A, 5.02% 7/15/2055 <sup>(a)(d)</sup> <br>| 10275 | 10388 |
| Navient Student Loan Trust, Series 2021-A, Class A, 0.84% 5/15/2069 <sup>(a)(d)</sup> <br>| 1029 | 942 |
| Navient Student Loan Trust, Series 2021-B, Class A, 0.94% 7/15/2069 <sup>(a)(d)</sup> <br>| 1081 | 988 |
| Navient Student Loan Trust, Series 2021-CA, Class A, 1.06% 10/15/2069 <sup>(a)(d)</sup> <br>| 15751 | 14375 |
| Nelnet Student Loan Trust, Series 2025-AA, Class A1A, 5.07% 3/15/2057 <sup>(a)(d)</sup> <br>| 8313 | 8443 |
| Nelnet Student Loan Trust, Series 2021-CA, Class AFX, 1.32% 4/20/2062 <sup>(a)(d)</sup> <br>| 1489 | 1396 |
| Nelnet Student Loan Trust, Series 2021-A, Class APT1, 1.36% 4/20/2062 <sup>(a)(d)</sup> <br>| 16479 | 15565 |
| Nelnet Student Loan Trust, Series 2021-B, Class AFX, 1.42% 4/20/2062 <sup>(a)(d)</sup> <br>| 36814 | 34843 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nelnet Student Loan Trust, Series 2021-CA, Class AFL, (1-month USD CME Term SOFR + 0.854%) <br> 4.99% 4/20/2062 <sup>(a)(c)(d)</sup> <br>| 11016 | 10994 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Prodigy Finance DAC, Series 2021-1A, Class A, (1-month USD CME Term SOFR + 1.364%) 5.522% <br> 7/25/2051 <sup>(a)(c)(d)</sup> <br>| 901 | 901 |
| SMB Private Education Loan Trust, Series 2023-C, Class A1A, 5.67% 11/15/2052 <sup>(a)(d)</sup> <br>| 2148 | 2209 |
| SMB Private Education Loan Trust, Series 2021-A, Class APT2, 1.07% 1/15/2053 <sup>(a)(d)</sup> <br>| 3062 | 2794 |
| SMB Private Education Loan Trust, Series 2025-A, Class A1A, 5.13% 4/15/2054 <sup>(a)(d)</sup> <br>| 5075 | 5173 |
|  |  | 109011 |
| **Commercial mortgage backed securities 0.04%** |  |  |
| American Homes 4 Rent, Series 2015-SFR2, Class A, 3.732% 10/17/2052 <sup>(a)(d)</sup> <br>| 29750 | 29692 |
| American Homes 4 Rent, Series 2015-SFR2, Class B, 4.295% 10/17/2052 <sup>(a)(d)</sup> <br>| 8478 | 8460 |
|  |  | 38152 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Asset-backed obligations (continued)**<br> **Franchise/equipment 0.03%**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| GreatAmerica Leasing Receivables Funding, LLC, Series 2024-2, Class A3, 5.00% 9/15/2028 <sup>(a)(d)</sup> <br>| USD15,472 | $15725 |
| GreatAmerica Leasing Receivables Funding, LLC, Series 2024-2, Class A4, 5.02% 5/15/2031 <sup>(a)(d)</sup> <br>| 10419 | 10678 |
|  |  | 26403 |
| **Total asset-backed obligations** |  | 6838362 |
| **Bonds & notes of governments & government agencies outside the U.S. 1.70%**<br> **Mexico 0.93%**<br>|  |  |
| Eagle Funding LuxCo SARL 5.50% 8/17/2030 <sup>(d)</sup> <br>| 464215 | 471554 |
| United Mexican States 6.00% 5/13/2030  | 13790 | 14501 |
| United Mexican States 4.75% 4/27/2032  | 12760 | 12503 |
| United Mexican States 5.85% 7/2/2032  | 20000 | 20673 |
| United Mexican States 5.375% 3/22/2033  | 30365 | 30380 |
| United Mexican States 4.875% 5/19/2033  | 20788 | 20163 |
| United Mexican States 3.50% 2/12/2034  | 75212 | 65510 |
| United Mexican States 4.50% 3/19/2034  | EUR18,005 | 21620 |
| United Mexican States 6.35% 2/9/2035  | USD253 | 268 |
| United Mexican States 6.00% 5/7/2036  | 133950 | 137245 |
| United Mexican States 6.875% 5/13/2037  | 46000 | 49726 |
| United Mexican States 6.625% 1/29/2038  | 2425 | 2555 |
| United Mexican States 5.125% 3/19/2038  | EUR18,005 | 21688 |
| United Mexican States 5.00% 4/27/2051  | USD5,100 | 4197 |
| United Mexican States 4.40% 2/12/2052  | 229 | 172 |
| United Mexican States 6.338% 5/4/2053  | 4895 | 4771 |
| United Mexican States 7.375% 5/13/2055  | 25110 | 27634 |
| United Mexican States 3.75% 4/19/2071  | 465 | 284 |
|  |  | 905444 |
| **Greece 0.42%** |  |  |
| Greece (Hellenic Republic of) 1.50% 6/18/2030  | EUR77,550 | 86535 |
| Greece (Hellenic Republic of) 0.75% 6/18/2031  | 68950 | 72232 |
| Greece (Hellenic Republic of) 4.25% 6/15/2033  | 176100 | 222537 |
| Greece (Hellenic Republic of) 3.625% 6/15/2035  | 21000 | 25149 |
|  |  | 406453 |
| **Japan 0.10%** |  |  |
| Japan, Series 86, 2.40% 3/20/2055  | JPY16,288,800 | 96081 |
| **Colombia 0.06%** |  |  |
| Colombia (Republic of) 7.50% 2/2/2034  | USD19,343 | 20373 |
| Colombia (Republic of) 8.00% 11/14/2035  | 36137 | 38865 |
|  |  | 59238 |
| **Peru 0.04%** |  |  |
| Peru (Republic of) 2.783% 1/23/2031  | 29245 | 27024 |
| Peru (Republic of) 5.875% 8/8/2054  | 4250 | 4278 |
| Peru (Republic of) 2.78% 12/1/2060  | 12750 | 7150 |
|  |  | 38452 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Bonds & notes of governments & government agencies outside the U.S. (continued)**<br> **Australia 0.04%**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| New South Wales Treasury Corp. 4.25% 2/20/2036  | AUD15,875 | $9923 |
| New South Wales Treasury Corp. 5.25% 2/24/2038  | 16051 | 10690 |
| Treasury Corporation of Victoria 5.50% 9/15/2039  | 22079 | 14763 |
|  |  | 35376 |
| **Canada 0.03%** |  |  |
| Ontario (Province of) 3.90% 9/4/2030  | USD25,352 | 25373 |
| **Panama 0.02%** |  |  |
| Panama (Republic of) 3.75% 4/17/2026  | 10772 | 10696 |
| Panama (Republic of) 2.252% 9/29/2032  | 13462 | 10924 |
|  |  | 21620 |
| **State of Kuwait 0.02%** |  |  |
| Kuwait (State of) 4.652% 10/9/2035 <sup>(d)</sup> <br>| 20675 | 20675 |
| **Malaysia 0.02%** |  |  |
| PETRONAS Capital, Ltd. 2.48% 1/28/2032  | 3000 | 2705 |
| PETRONAS Capital, Ltd. 5.34% 4/3/2035  | 1500 | 1566 |
| PETRONAS Capital, Ltd. 4.50% 3/18/2045  | 3000 | 2702 |
| PETRONAS Capital, Ltd. 4.55% 4/21/2050 <sup>(d)</sup> <br>| 3695 | 3276 |
| PETRONAS Capital, Ltd. 5.848% 4/3/2055  | 4700 | 4979 |
|  |  | 15228 |
| **Indonesia 0.01%** |  |  |
| Indonesia (Republic of), Series 31, 0.99% 5/27/2027  | JPY1,000,000 | 6703 |
| Indonesia (Republic of), Series 32, 1.33% 5/25/2029  | 800000 | 5309 |
| Indonesia Asahan Aluminium (Persero) PT 5.80% 5/15/2050  | USD1,500 | 1477 |
|  |  | 13489 |
| **Saudi Arabia 0.01%** |  |  |
| Saudi Arabia (Kingdom of) 5.125% 1/13/2028 <sup>(d)</sup> <br>| 11565 | 11819 |
| **Total bonds & notes of governments & government agencies outside the U.S.** |  | 1649248 |
| **Municipals 0.50%**<br> **Arkansas 0.03%**<br>|  |  |
| Dev. Fin. Auth., Industrial Dev. Rev. Bonds (Big River Steel Project), Series 2019, AMT, 4.50% 9/1/2049 <sup>(d)</sup>  | 23770 | 22805 |
| Dev. Fin. Auth., Industrial Dev. Rev. Green Bonds (Big River Steel Project), Series 2020, AMT, 4.75% 9/1/2049 <sup>(d)</sup>  | 6000 | 5803 |
|  |  | 28608 |
| **California 0.00%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Golden State Tobacco Securitization Corp., Enhanced Tobacco Settlement Asset-Backed Bonds, Series 2021-B, <br> 2.746% 6/1/2034  | 2245 | 1993 |
| **Illinois 0.35%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, Board of Education, Unlimited Tax GO Bonds (Dedicated Rev.), Series 2010-C, 6.319% 11/1/<br> 2029  | 14400 | 14276 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, Board of Education, Unlimited Tax GO Bonds (Dedicated Rev.), Series 2009-E, 6.138% 12/1/<br> 2039  | 57980 | 55177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, Board of Education, Unlimited Tax GO Bonds (Dedicated Rev.), Series 2010-D, 6.519% 12/1/<br> 2040  | 5770 | 5516 |

---

The Bond Fund of America — Page 108 of 118

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**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Municipals (continued)**<br> **Illinois (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Chicago, Board of Education, Unlimited Tax GO Bonds (Qualified School Construction Bonds), Series <br> 2009-G, 1.75% 12/15/2025  | USD13,760 | $13661 |
| GO Bonds, Pension Funding, Series 2003, 5.10% 6/1/2033  | 245182 | 249574 |
| GO Bonds, Taxable Build America Bonds, Series 2010-1, 6.63% 2/1/2035  | 4404 | 4664 |
| Housing Dev. Auth., Rev. Bonds, Series 2016-A, 4.00% 4/1/2046  | 85 | 85 |
|  |  | 342953 |
| **Massachusetts 0.04%** |  |  |
| Educational Fncg. Auth., Education Loan Rev. Bonds, Series 2024-A, 6.352% 7/1/2049  | 36500 | 37923 |
| Housing Fin. Agcy., Single Family Housing Rev. Bonds, Series 178, 3.50% 6/1/2042  | 95 | 95 |
|  |  | 38018 |
| **Michigan 0.00%** |  |  |
| Housing Dev. Auth., Single Family Mortgage Rev. Bonds, Series 2016-B, 3.50% 6/1/2047  | 1545 | 1544 |
| **Minnesota 0.00%** |  |  |
| Housing Fin. Agcy., Residential Housing Fin. Bonds, Series 2014-C, AMT, 4.00% 1/1/2045  | 645 | 645 |
| Housing Fin. Agcy., Residential Housing Fin. Bonds, Series 2015-E, AMT, 3.50% 1/1/2046  | 75 | 75 |
|  |  | 720 |
| **Missouri 0.00%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Housing Dev. Commission, Single Family Mortgage Rev. Bonds (Special Homeownership Loan Program), Series <br> 2015-A, 3.75% 5/1/2038  | 30 | 30 |
| **Nebraska 0.00%** |  |  |
| Investment Fin. Auth., Single Family Housing Rev. Bonds, Series 2016-A, 3.50% 9/1/2046  | 300 | 300 |
| **New Jersey 0.00%** |  |  |
| Econ. Dev. Auth., State Pension Funding Bonds, Series 1997-A, NATL, 7.425% 2/15/2029  | 3630 | 3817 |
| **Ohio 0.02%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cleveland-Cuyahoga Port Auth., Federal Lease Rev. Bonds (VA Cleveland Health Care Center Project), Series <br> 2021, 4.425% 5/1/2031  | 23475 | 21174 |
| **Puerto Rico 0.02%** |  |  |
| GO Taxable Bonds, Series 2022, 0% 11/1/2043 <sup>(c)</sup>  | 20714 | 13723 |
| **South Carolina 0.00%** |  |  |
| Housing Fin. and Dev. Auth., Mortgage Rev. Ref. Bonds, Series 2016-A, 4.00% 7/1/2036  | 105 | 105 |
| **Tennessee 0.00%** |  |  |
| Housing Dev. Agcy., Homeownership Program Bonds, Series 2015-A, 3.50% 7/1/2045  | 245 | 245 |
| Housing Dev. Agcy., Residential Fin. Program Bonds, Series 2015-1-A, AMT, 4.00% 7/1/2045  | 300 | 300 |
| Housing Dev. Agcy., Residential Fin. Program Bonds, Series 2015-2-A, AMT, 4.00% 1/1/2046  | 515 | 515 |
|  |  | 1060 |

---

The Bond Fund of America — Page 109 of 118

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Municipals (continued)**<br> **Texas 0.01%**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Grand Parkway Transportation Corp., Grand Parkway System Toll Rev. Ref. Bonds, Series 2020-B, 3.236% 10/1/<br> 2052  | USD6,730 | $4751 |
| **Utah 0.00%** |  |  |
| Housing Corp., Single Family Mortgage Bonds, Class III, Series 2015-D-2, FHA, 4.00% 1/1/2045  | 375 | 375 |
| **Wisconsin 0.03%** |  |  |
| Housing and Econ. Dev. Auth., Home Ownership Rev. Bonds, Series 2016-A, AMT, 3.50% 3/1/2046  | 65 | 65 |
| Public Fin. Auth., Federal Lease Rev. Bonds (Fort Sam Acquisition Fncg.), Series 2022, 4.95% 3/1/2034  | 28065 | 27780 |
|  |  | 27845 |
| **Total municipals** |  | 487016 |
| **Federal agency bonds & notes 0.03%** |  |  |
| Korea Electric Power Corp. 4.875% 1/31/2027  | 3000 | 3029 |
| Korea Electric Power Corp. 4.00% 6/14/2027  | 3931 | 3923 |
| Korea Electric Power Corp. 4.75% 2/13/2028 <sup>(d)</sup>  | 4640 | 4707 |
| Korea Electric Power Corp. 5.125% 4/23/2034  | 3000 | 3114 |
| Korea Gas Corp. 5.00% 7/8/2029 <sup>(d)</sup>  | 1011 | 1044 |
| Korea National Oil Corp. 2.125% 4/18/2027  | 2069 | 2008 |
| Korea National Oil Corp. 4.625% 3/31/2028 <sup>(d)</sup>  | 5000 | 5059 |
| Korea National Oil Corp. 4.75% 3/31/2030 <sup>(d)</sup>  | 7810 | 7971 |
| Korea National Oil Corp. 2.625% 4/18/2032  | 3000 | 2694 |
|  |  | 33549 |
| **Total bonds, notes & other debt instruments** (cost: $93,532,982,000) |  | 93697403 |
| Common stocks 0.03%<br> **Health care 0.03%**<br>| Shares |  |
| Rotech Healthcare, Inc. <sup>(g)(l)(m)</sup>  | 342069 | 24687 |
| **Communication services 0.00%** |  |  |
| DSG TopCo, Inc. <sup>(m)</sup>  | 4713 | 54 |
| **Consumer discretionary 0.00%** |  |  |
| NMG Parent, LLC <sup>(g)(m)</sup>  | 3867 | — <br><sup>(b)</sup><br>|
| **Total common stocks** (cost: $12,695,000) |  | 24741 |
| Preferred securities 0.00%<br> **Financials 0.00%**<br>|  |  |
| CoBank, ACB, Class E, 5.77% perpetual noncumulative preferred shares <sup>(c)(d)</sup>  | 6250 | 5000 |
| **Total preferred securities** (cost: $5,820,000) |  | 5000 |

---

The Bond Fund of America — Page 110 of 118

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---

| | | |
|:---|:---|:---|
| Short-term securities 8.07%<br> **Money market investments 8.07%**<br>| Shares | Value<br> (000)<br>|
| Capital Group Central Cash Fund 4.17% <sup>(n)(o)</sup>  | 78215832 | $7821583 |
| **Total short-term securities** (cost: $7,820,916,000) |  | 7821583 |
| **Total investment securities 104.82%** (cost: $101,372,413,000) |  | 101548727 |
| Other assets less liabilities (4.82)% |  | (4672087)<br>|
| **Net assets 100.00%** |  | $96876640 |

---

Futures contracts

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Contracts | Type | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Number of <br>contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value and <br>unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 9/30/2025 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>|
| 3 Month SOFR Futures | Short | 65323 | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USD(15,728,962)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(21813)<br>|
| 3 Month SOFR Futures | Long | 4129 | 9/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 998341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (779)<br>|
| 2 Year U.S. Treasury Note Futures | Long | 131984 | 1/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27505260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (970)<br>|
| 5 Year U.S. Treasury Note Futures | Long | 53825 | 1/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5877437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15290)<br>|
| 10 Year Euro-Bund Futures | Short | 3374 | 12/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (509297)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2917)<br>|
| 10 Year Australian Treasury Bond Futures | Short | 569 | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (42678)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49 |
| 10 Year Japanese Government Bond Futures | Short | 289 | 12/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (265364)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1912 |
| 10 Year U.S. Treasury Note Futures | Long | 6095 | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 685687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3733)<br>|
| 10 Year Ultra U.S. Treasury Note Futures | Long | 3026 | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 348226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (547)<br>|
| 20 Year U.S. Treasury Note Futures | Long | 14014 | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1633945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31771 |
| 30 Year Euro-Buxl Futures | Short | 25 | 12/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3360)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17 |
| 30 Year Ultra U.S. Treasury Bond Futures | Long | 25786 | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3095932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66135 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $53835 |

---

Forward currency contracts

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Contract amount | Contract amount | Contract amount | Contract amount | Counterparty | &nbsp;&nbsp;&nbsp; Settlement <br>date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 9/30/2025 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| Currency purchased <br>(000) | Currency purchased <br>(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Currency sold <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Currency sold <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) | Counterparty | &nbsp;&nbsp;&nbsp; Settlement <br>date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 9/30/2025 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| USD | 101449 | INR | 8999544 | Citibank | 10/3/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $132 |
| INR | 8999544 | USD | 102620 | Citibank | 10/3/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1303)<br>|
| USD | 100876 | JPY | 14837827 | HSBC Bank | 10/6/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 478 |
| AUD | 156341 | USD | 102473 | Citibank | 10/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 989 |
| USD | 55614 | AUD | 84330 | HSBC Bank | 10/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (193)<br>|
| USD | 24433 | NOK | 243468 | Goldman Sachs | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35 |
| EUR | 91837 | USD | 107964 | Citibank | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (88)<br>|
| USD | 450201 | EUR | 383421 | Goldman Sachs | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (179)<br>|
| USD | 27157 | MXN | 510722 | Goldman Sachs | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (707)<br>|
| USD | 11725 | EUR | 9985 | Citibank | 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5)<br>|
| BRL | 206028 | USD | 37699 | JPMorgan Chase | 10/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 874 |
| EUR | 26538 | USD | 31188 | Morgan Stanley | 10/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3 |
| USD | 29197 | EUR | 24844 | Morgan Stanley | 10/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3)<br>|
| USD | 28303 | EUR | 24095 | Goldman Sachs | 10/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17)<br>|
| USD | 244107 | JPY | 35590582 | Morgan Stanley | 10/20/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2893 |
| USD | 15546 | GBP | 11381 | Morgan Stanley | 10/20/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 238 |
| USD | 10645 | EUR | 8976 | Standard Chartered Bank | 10/20/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93 |

---

The Bond Fund of America — Page 111 of 118

------

**unaudited**

Forward currency contracts (continued)

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Contract amount | Contract amount | Contract amount | Contract amount | Counterparty | &nbsp;&nbsp;&nbsp; Settlement<br> date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized<br> appreciation<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation)<br> at 9/30/2025<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| Currency purchased<br> (000) | Currency purchased<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Currency sold<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Currency sold<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) | Counterparty | &nbsp;&nbsp;&nbsp; Settlement<br> date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized<br> appreciation<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation)<br> at 9/30/2025<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| JPY | 31289200 | EUR | 180565 | BNP Paribas | 10/20/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(205)<br>|
| USD | 79203 | EUR | 67173 | HSBC Bank | 10/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 215 |
| USD | 6100 | MXN | 112740 | Morgan Stanley | 10/27/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (38)<br>|
| INR | 8999544 | USD | 101289 | Citibank | 10/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (176)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $3036 |

---

Swap contracts

------

**Interest rate swaps**

**Centrally cleared interest rate swaps** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Receive | Receive | Pay | Pay | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value at <br>9/30/2025 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upfront <br>premium <br>paid <br>&nbsp;&nbsp;&nbsp;&nbsp;(received) <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 9/30/2025 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| Rate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Payment <br>frequency<br>| Rate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Payment <br>frequency<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value at <br>9/30/2025 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upfront <br>premium <br>paid <br>&nbsp;&nbsp;&nbsp;&nbsp;(received) <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 9/30/2025 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| SOFR | Annual | 4.63358% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10/31/2025 | USD58,288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(15)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(15)<br>|
| 4.4555% | Annual | SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/6/2025 | 413579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 218 |
| 3.948% | Annual | SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11/6/2026 | 44000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 163 |
| SOFR | Annual | 3.848% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11/15/2026 | 39000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (114)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (114)<br>|
| SOFR | Annual | 3.8045% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/15/2026 | 52000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (152)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (152)<br>|
| SOFR | Annual | 3.39981% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/31/2027 | 745100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 847 |
| SOFR | Annual | 3.41338% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6/30/2027 | 85606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11 |
| SOFR | Annual | 3.62% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6/30/2027 | 348559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1169)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1169)<br>|
| 3.998% | Annual | SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/4/2028 | 172951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3422 |
| SOFR | Annual | 3.3125% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10/7/2029 | 96314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122 |
| SOFR | Annual | 3.4445% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10/7/2029 | 48599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (198)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (198)<br>|
| SOFR | Annual | 3.4805% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10/7/2029 | 48599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (244)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (244)<br>|
| SOFR | Annual | 3.552% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10/7/2029 | 31800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (245)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (245)<br>|
| SOFR | Annual | 3.543% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10/7/2029 | 48599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (358)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (358)<br>|
| SOFR | Annual | 3.455% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10/7/2029 | 97198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (396)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (396)<br>|
| SOFR | Annual | 3.551% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10/7/2029 | 97198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (746)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (746)<br>|
| SOFR | Annual | 3.917% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11/8/2029 | 27695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (600)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (600)<br>|
| SOFR | Annual | 3.909% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11/8/2029 | 55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1175)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1175)<br>|
| SOFR | Annual | 3.901% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11/8/2029 | 166000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3495)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3495)<br>|
| SOFR | Annual | 3.9195% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11/15/2029 | 66530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1452)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1452)<br>|
| SOFR | Annual | 3.763% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/12/2029 | 95760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1530)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1530)<br>|
| SOFR | Annual | 3.2015% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2/28/2030 | 250529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1557 |
| SOFR | Annual | 3.4415% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2/28/2030 | 155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (552)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (552)<br>|
| SOFR | Annual | 3.797% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/31/2030 | 23036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (415)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (415)<br>|
| SOFR | Annual | 3.794% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/31/2030 | 44024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (787)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (787)<br>|
| SOFR | Annual | 3.796% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/31/2030 | 44024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (791)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (791)<br>|
| SOFR | Annual | 3.7815% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/31/2030 | 87062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1511)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1511)<br>|
| SOFR | Annual | 3.6065% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5/12/2030 | 84730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (863)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (863)<br>|
| SOFR | Annual | 3.2175% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9/18/2030 | 133657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 975 |
| SOFR | Annual | 3.2385% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9/18/2030 | 69156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 438 |
| SOFR | Annual | 3.2145% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9/18/2030 | 33343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248 |
| SOFR | Annual | 3.2155% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9/18/2030 | 33343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 246 |
| SOFR | Annual | 3.4245% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8/15/2032 | 168016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 551 |
| SOFR | Annual | 3.473% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10/2/2032 | 348000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 281 |
| SOFR | Annual | 3.4805% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10/2/2032 | 116500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40 |

---

The Bond Fund of America — Page 112 of 118

------

**unaudited**

Swap contracts (continued)

------

**Interest rate swaps (continued)**

**Centrally cleared interest rate swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Receive | Receive | Pay | Pay | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration<br> date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional<br> amount<br> &nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value at<br> 9/30/2025<br> &nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upfront<br> premium<br> paid<br> &nbsp;&nbsp;&nbsp;&nbsp;(received)<br> &nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized<br> appreciation<br> &nbsp;&nbsp;&nbsp;&nbsp;(depreciation)<br> at 9/30/2025<br> &nbsp;&nbsp;&nbsp;&nbsp;(000) |
| Rate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Payment<br> frequency<br>| Rate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Payment<br> frequency<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration<br> date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional<br> amount<br> &nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value at<br> 9/30/2025<br> &nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upfront<br> premium<br> paid<br> &nbsp;&nbsp;&nbsp;&nbsp;(received)<br> &nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized<br> appreciation<br> &nbsp;&nbsp;&nbsp;&nbsp;(depreciation)<br> at 9/30/2025<br> &nbsp;&nbsp;&nbsp;&nbsp;(000) |
| SOFR | Annual | 3.48% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10/2/2032 | USD38,872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $15 |
| SOFR | Annual | 3.4815% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10/2/2032 | 38905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11 |
| SOFR | Annual | 3.482% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10/2/2032 | 37900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9 |
| SOFR | Annual | 4.1615% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5/15/2033 | 8600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (366)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (366)<br>|
| SOFR | Annual | 4.15% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5/15/2033 | 18560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (777)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (777)<br>|
| 4.0135% | Annual | SOFR | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8/21/2033 | 26800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 878 |
| SOFR | Annual | 3.6038% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1/8/2034 | 119375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (369)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (369)<br>|
| SOFR | Annual | 3.8365% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3/6/2034 | 14081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (273)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (273)<br>|
| SOFR | Annual | 3.583% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5/15/2035 | 126656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 505 |
| SOFR | Annual | 3.6385% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10/2/2035 | 172279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 224 |
| SOFR | Annual | 3.41% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7/28/2045 | 319700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24599 |
| SOFR | Annual | 3.8475% | Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11/15/2052 | 62093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1126 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $17893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $17893 |

---

**Bilateral interest rate swaps** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Receive | Receive | Pay | Pay | Counterparty | Expiration <br>date | Notional <br>amount <br>(000) | Value at <br>9/30/2025 <br>(000) | Upfront <br>premium <br>paid <br>(received) <br>(000) | Unrealized <br>appreciation <br>(depreciation) <br>at 9/30/2025 <br>(000) |
| Rate | Payment <br>frequency<br>| Rate | Payment <br>frequency<br>| Counterparty | Expiration <br>date | Notional <br>amount <br>(000) | Value at <br>9/30/2025 <br>(000) | Upfront <br>premium <br>paid <br>(received) <br>(000) | Unrealized <br>appreciation <br>(depreciation) <br>at 9/30/2025 <br>(000) |
| 14.5956% | At maturity | BZDIOVER | At maturity | Goldman Sachs | 1/2/2029 | BRL1,336,880 | $11541 | $— | $11541 |
| 14.24% | At maturity | BZDIOVER | At maturity | Barclays Bank <br> PLC<br>| 1/2/2029 | 717995 | 5175 |  | 5175 |
| 14.585% | At maturity | BZDIOVER | At maturity | Bank of America | 1/2/2029 | 159297 | 1363 |  | 1363 |
| 13.31% | At maturity | BZDIOVER | At maturity | BNP Paribas | 1/2/2029 | 650550 | (120)<br>|  | (120)<br>|
| 13.18% | At maturity | BZDIOVER | At maturity | Barclays Bank <br> PLC<br>| 1/2/2029 | 452415 | (349)<br>|  | (349)<br>|
| 13.04% | At maturity | BZDIOVER | At maturity | Goldman Sachs | 1/2/2029 | 331200 | (595)<br>|  | (595)<br>|
| 12.99% | At maturity | BZDIOVER | At maturity | Bank of America | 1/2/2029 | 295990 | (648)<br>|  | (648)<br>|
| 12.99% | At maturity | BZDIOVER | At maturity | Goldman Sachs | 1/2/2029 | 331400 | (726)<br>|  | (726)<br>|
| 13.05% | At maturity | BZDIOVER | At maturity | Barclays Bank <br> PLC<br>| 1/2/2029 | 618600 | (1063)<br>|  | (1063)<br>|
| 12.32% | At maturity | BZDIOVER | At maturity | Goldman Sachs | 1/2/2029 | 203200 | (1464)<br>|  | (1464)<br>|
| 12.365% | At maturity | BZDIOVER | At maturity | Goldman Sachs | 1/2/2029 | 309264 | (2113)<br>|  | (2113)<br>|
| 12.36% | At maturity | BZDIOVER | At maturity | Barclays Bank <br> PLC<br>| 1/2/2029 | 311195 | (2139)<br>|  | (2139)<br>|
| 12.3075% | At maturity | BZDIOVER | At maturity | Goldman Sachs | 1/2/2029 | 309300 | (2259)<br>|  | (2259)<br>|
| 12.36% | At maturity | BZDIOVER | At maturity | BNP Paribas | 1/2/2029 | 618520 | (4252)<br>|  | (4252)<br>|
| 12.35% | At maturity | BZDIOVER | At maturity | Barclays Bank <br> PLC<br>| 1/2/2029 | 617700 | (4301)<br>|  | (4301)<br>|
| 12.303% | At maturity | BZDIOVER | At maturity | BNP Paribas | 1/2/2029 | 609690 | (4462)<br>|  | (4462)<br>|
| 13.115% | At maturity | BZDIOVER | At maturity | BNP Paribas | 1/2/2031 | 164188 | (238)<br>|  | (238)<br>|
| 13.105% | At maturity | BZDIOVER | At maturity | BNP Paribas | 1/2/2031 | 166207 | (257)<br>|  | (257)<br>|
| 13.03% | At maturity | BZDIOVER | At maturity | Bank of America | 1/2/2031 | 352725 | (783)<br>|  | (783)<br>|
| 13.135% | At maturity | BZDIOVER | At maturity | Goldman Sachs | 1/2/2031 | 681200 | (863)<br>|  | (863)<br>|
|  |  |  |  |  |  |  | $(8553)<br>| $— | $(8553)<br>|

---

The Bond Fund of America — Page 113 of 118

------

**unaudited**

Swap contracts (continued)

------

**Credit default swaps** 

**Centrally cleared credit default swaps on credit indices — buy protection** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Reference <br>index<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financing <br>rate paid<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Payment <br>frequency<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value at <br>9/30/2025 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upfront <br>premium <br>paid <br>&nbsp;&nbsp;&nbsp;&nbsp;(received) <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 9/30/2025 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>|
| CDX.NA.IG.44 | 1.00% | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6/20/2030 | USD55,992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(1269)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(1250)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(19)<br>|
| CDX.NA.HY.44 | 5.00% | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6/20/2030 | 1054845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (84066)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (58679)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25387)<br>|
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(85335)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(59929)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(25406)<br>|

---

**Centrally cleared credit default swaps on credit indices — sell protection** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Reference <br>index<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financing <br>rate received<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Payment <br>frequency<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount <sup>(p)</sup> <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value at <br>9/30/2025 <sup>(q)</sup> <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upfront <br>premium <br>paid <br>&nbsp;&nbsp;&nbsp;&nbsp;(received) <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 9/30/2025 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>|
| CDX.NA.IG.45 | 1.00% | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USD<br> 433,818<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $9830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $9893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(63)<br>|

---

Investments in affiliates <sup>(r)</sup>

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | Value at <br>1/1/2025 <br>(000)<br>| Additions <br>(000)<br>| Reductions <br>(000)<br>| Net <br>realized <br>gain (loss) <br>(000)<br>| Net <br>unrealized <br>appreciation <br>(depreciation) <br>(000)<br>| Value at <br>9/30/2025 <br>(000)<br>| Dividend <br>or interest <br>income <br>(000)<br>|
| **Short-term securities 8.07%** | **Short-term securities 8.07%** | **Short-term securities 8.07%** | **Short-term securities 8.07%** | **Short-term securities 8.07%** | **Short-term securities 8.07%** | **Short-term securities 8.07%** | **Short-term securities 8.07%** |
| **Money market investments 8.07%** |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital Group Central Cash Fund 4.17% <sup>(n)</sup> <br>| $5862512 | &nbsp;&nbsp; $24088292 | &nbsp;&nbsp; $22128502 | &nbsp;&nbsp; $(422)<br>| &nbsp;&nbsp; $(297)<br>| &nbsp;&nbsp; $7821583 | &nbsp;&nbsp; $242807 |

---

Restricted securities <sup>(l)</sup>

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Acquisition <br>date(s)<br>| Cost <br>(000)<br>| Value <br>(000)<br>| Percent <br>of net <br>assets<br>|
| Rotech Healthcare, Inc. <sup>(g)(m)</sup> <br>| 9/26/2013 | $12646 | $24687 | 0.03<br> %<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Black Diamond CLO, Ltd., Series 2016-1X, Class A1AR, (3-month USD CME Term <br> SOFR + 1.292%) 5.605% 4/26/2031 <sup>(a)(c)</sup> <br>| 9/5/2024 | 9287 | 9280 | 0.01 |
| Modec Finance BV 7.84% 7/15/2026 <sup>(g)</sup> <br>| 7/28/2023 | 5000 | 5063 | 0.00 <br><sup>(s)</sup><br>|
| STE TransCore Holdings, Inc. 3.375% 5/5/2027  | 6/26/2023 | 2944 | 2974 | 0.00 <br><sup>(s)</sup><br>|
| **Total** |  | $29877 | $42004 | 0.04<br> %<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

The Bond Fund of America — Page 114 of 118

------

**unaudited**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> Principal payments may be made periodically. Therefore, the effective maturity date may be earlier than the stated maturity date.

<sup>(b)</sup> Amount less than one thousand.

<sup>(c)</sup> Coupon rate may change periodically. Reference rate and spread are as of the most recent information available. Some coupon rates are determined by the issuer or agent based on current market conditions; therefore, the reference rate and spread are not available. 

<sup>(d)</sup> Acquired in a transaction exempt from registration under Rule 144A or, for commercial paper, Section 4(a)(2) of the Securities Act of 1933. May be resold in the U.S. in transactions exempt from registration, normally to qualified institutional buyers. The total value of all such securities was $15,097,096,000, which represented 15.58% of the net assets of the fund. 

<sup>(e)</sup> Represents securities transacted on a TBA basis.

<sup>(f)</sup> Step bond; coupon rate may change at a later date.

<sup>(g)</sup> Value determined using significant unobservable inputs.

<sup>(h)</sup> All or a portion of this security was pledged as collateral. The total value of pledged collateral was $558,773,000, which represented 0.58% of the net assets of the fund. 

<sup>(i)</sup> Index-linked bond whose principal amount moves with a government price index. 

<sup>(j)</sup> Loan participations and assignments; may be subject to legal or contractual restrictions on resale. The total value of all such loans was $206,974,000, which represented 0.21% of the net assets of the fund. 

<sup>(k)</sup> Scheduled interest and/or principal payment was not received.

<sup>(l)</sup> Restricted security, other than Rule 144A securities or commercial paper issued pursuant to Section 4(a)(2) of the Securities Act of 1933.

<sup>(m)</sup> Security did not produce income during the last 12 months.

<sup>(n)</sup> Rate represents the seven-day yield at 9/30/2025.

<sup>(o)</sup> Affiliate of the fund or part of the same "group of investment companies" as the fund, as defined under the Investment Company Act of 1940, as amended.

<sup>(p)</sup> The maximum potential amount the fund may pay as a protection seller should a credit event occur.

<sup>(q)</sup> The prices and resulting values for credit default swap indices serve as an indicator of the current status of the payment/performance risk. As the value of a sell protection credit default swap increases or decreases, when compared to the notional amount of the swap, the payment/performance risk may decrease or increase, respectively. 

<sup>(r)</sup> Part of the same "group of investment companies" as the fund as defined under the Investment Company Act of 1940, as amended.

<sup>(s)</sup> Amount less than 0.01%.

The Bond Fund of America — Page 115 of 118

------

**unaudited**

Valuation disclosures

------

Capital Research and Management Company ("CRMC"), the fund's investment adviser, values the fund's investments at fair value as defined by accounting principles generally accepted in the United States of America. The net asset value per share is calculated once daily as of the close of regular trading on the New York Stock Exchange, normally 4 p.m. New York time, each day the New York Stock Exchange is open. Security transactions are recorded by the fund as of the date the trades are executed with brokers. Assets and liabilities, including investment securities, denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates supplied by one or more pricing vendors on the valuation date.

**Methods and inputs** — The fund's investment adviser uses the following methods and inputs to establish the fair value of the fund's assets and liabilities. Use of particular methods and inputs may vary over time based on availability and relevance as market and economic conditions evolve.

Equity securities, including depositary receipts, are generally valued at the official closing price of, or the last reported sale price on, the exchange or market on which such securities are traded, as of the close of business on the day the securities are being valued or, lacking any sales, at the last available bid price. Prices for each security are taken from the principal exchange or market on which the security trades.

Fixed-income securities, including short-term securities, are generally valued at evaluated prices obtained from third-party pricing vendors. Vendors value such securities based on one or more of the inputs described in the following table. The table provides examples of inputs that are commonly relevant for valuing particular classes of fixed-income securities in which the fund is authorized to invest. However, these classifications are not exclusive, and any of the inputs may be used to value any other class of fixed-income security.

---

| | |
|:---|:---|
| **Fixed-income class** | **Examples of standard inputs** |
| &nbsp;&nbsp;&nbsp;&nbsp; All | &nbsp;&nbsp;&nbsp; Benchmark yields, transactions, bids, offers, quotations from dealers and <br> trading systems, new issues, spreads and other relationships observed in <br> the markets among comparable securities; and proprietary pricing <br> models such as yield measures calculated using factors such as cash flows, <br> financial or collateral performance and other reference data (collectively <br> referred to as "standard inputs")<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; Corporate bonds, notes & loans; convertible securities | Standard inputs and underlying equity of the issuer |
| &nbsp;&nbsp;&nbsp;&nbsp; Bonds & notes of governments & government agencies | Standard inputs and interest rate volatilities |
| &nbsp;&nbsp;&nbsp;&nbsp; Mortgage-backed; asset-backed obligations | &nbsp;&nbsp;&nbsp; Standard inputs and cash flows, prepayment information, default rates, <br> delinquency and loss assumptions, collateral characteristics, credit <br> enhancements and specific deal information<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; Municipal securities | &nbsp;&nbsp;&nbsp; Standard inputs and, for certain distressed securities, cash flows or <br> liquidation values using a net present value calculation based on inputs <br> that include, but are not limited to, financial statements and debt contracts<br>|

---

Securities with both fixed-income and equity characteristics, or equity securities traded principally among fixed-income dealers, are generally valued in the manner described for either equity or fixed-income securities, depending on which method is deemed most appropriate by the fund's investment adviser. The Capital Group Central Cash Fund ("CCF"), a fund within the Capital Group Central Fund Series ("Central Funds"), is valued based upon a floating net asset value, which fluctuates with changes in the value of CCF's portfolio securities. The underlying securities are valued based on the policies and procedures in CCF's statement of additional information. Exchange-traded futures are generally valued at the official settlement price on the exchange or market on which such instruments are traded, as of the close of business on the day the futures are being valued. The average month-end notional amount of futures contracts while held was $47,115,009,000. Forward currency contracts are valued based on the spot and forward exchange rates obtained from a third-party pricing vendor. The average month-end notional amount of open forward currency contracts while held was $2,267,181,000. Swaps are generally valued using evaluated prices obtained from third-party pricing vendors who calculate these values based on market inputs that may include the yields of the indices referenced in the instrument and the relevant curve, dealer quotes, default probabilities and recovery rates, and terms of the contract. The average month-end notional amounts of interest rate swaps and credit default swaps while held were $6,478,570,000 and $1,299,022,000, respectively.

The Bond Fund of America — Page 116 of 118

------

**unaudited**

Securities and other assets for which representative market quotations are not readily available or are considered unreliable by the fund's investment adviser are fair valued as determined in good faith under fair valuation guidelines adopted by the fund's investment adviser and approved by the board of trustees as further described. The investment adviser follows fair valuation guidelines, consistent with U.S. Securities and Exchange Commission rules and guidance, to consider relevant principles and factors when making fair value determinations. The investment adviser considers relevant indications of value that are reasonably and timely available to it in determining the fair value to be assigned to a particular security, such as the type and cost of the security, restrictions on resale of the security, relevant financial or business developments of the issuer, actively traded similar or related securities, dealer or broker quotes, conversion or exchange rights on the security, related corporate actions, significant events occurring after the close of trading in the security, and changes in overall market conditions. In addition, the closing prices of equity securities that trade in markets outside U.S. time zones may be adjusted to reflect significant events that occur after the close of local trading but before the net asset value of each share class of the fund is determined. Fair valuations of investments that are not actively trading involve judgment and may differ materially from valuations that would have been used had greater market activity occurred.

**Processes and structure** — The fund's board of trustees has designated the fund's investment adviser to make fair value determinations, subject to board oversight. The investment adviser has established a Joint Fair Valuation Committee (the "Committee") to administer, implement and oversee the fair valuation process and to make fair value decisions. The Committee regularly reviews its own fair value decisions, as well as decisions made under its standing instructions to the investment adviser's valuation team. The Committee reviews changes in fair value measurements from period to period, pricing vendor information and market data, and may, as deemed appropriate, update the fair valuation guidelines to better reflect the results of back testing and address new or evolving issues. Pricing decisions, processes and controls over security valuation are also subject to additional internal reviews facilitated by the investment adviser's global risk management group. The Committee reports changes to the fair valuation guidelines to the board of trustees. The fund's board and audit committee also regularly review reports that describe fair value determinations and methods.

**Classifications** — The fund's investment adviser classifies the fund's assets and liabilities into three levels based on the inputs used to value the assets or liabilities. Level 1 values are based on quoted prices in active markets for identical securities. Level 2 values are based on significant observable market inputs, such as quoted prices for similar securities and quoted prices in inactive markets. Certain securities trading outside the U.S. may transfer between Level 1 and Level 2 due to valuation adjustments resulting from significant market movements following the close of local trading. Level 3 values are based on significant unobservable inputs that reflect the investment adviser's determination of assumptions that market participants might reasonably use in valuing the securities. The valuation levels are not necessarily an indication of the risk or liquidity associated with the underlying investment. For example, U.S. government securities are reflected as Level 2 because the inputs used to determine fair value may not always be quoted prices in an active market. The fund's valuation levels as of September 30, 2025, were as follows (dollars in thousands):

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Investment securities | Investment securities | Investment securities | Investment securities |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Assets:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bonds, notes & other debt instruments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mortgage-backed obligations | $— | $31471174 | $8591 | $31479765 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury bonds & notes |  | 26659899 |  | 26659899 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate bonds, notes & loans |  | 26484791 | 64773 | 26549564 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asset-backed obligations |  | 6838362 |  | 6838362 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bonds & notes of governments & government agencies <br> outside the U.S.<br>|  | 1649248 |  | 1649248 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Municipals |  | 487016 |  | 487016 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Federal agency bonds & notes |  | 33549 |  | 33549 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Common stocks  |  | 54 | 24687 | 24741 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Preferred securities  |  | 5000 |  | 5000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Short-term securities  | 7821583 |  |  | 7821583 |
| Total | $7821583 | $93629093 | $98051 | $101548727 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

Refer to the end of the table(s) for footnote(s).

The Bond Fund of America — Page 117 of 118

------

**unaudited**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Other investments\* | Other investments\* | Other investments\* | Other investments\* |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Assets:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized appreciation on futures contracts | $99884 | $— | $— | $99884 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized appreciation on open forward currency contracts |  | 5950 |  | 5950 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized appreciation on centrally cleared interest rate swaps |  | 36486 |  | 36486 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized appreciation on bilateral interest rate swaps |  | 18079 |  | 18079 |
| **Liabilities:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized depreciation on futures contracts | (46049)<br>|  |  | (46049)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized depreciation on open forward currency contracts |  | (2914)<br>|  | (2914)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized depreciation on centrally cleared interest rate swaps |  | (18593)<br>|  | (18593)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized depreciation on bilateral interest rate swaps |  | (26632)<br>|  | (26632)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized depreciation on centrally cleared credit default swaps |  | (25469)<br>|  | (25469)<br>|
| Total  | $53835 | $(13093)<br>| $— | $40742 |

---

\*

Futures contracts, forward currency contracts, interest rate swaps and credit default swaps are not included in the fund's investment portfolio.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| |
|:---|
| **Key to abbreviation(s)** |
| Agcy. = Agency |
| AMT = Alternative Minimum Tax |
| Assn. = Association |
| AUD = Australian dollars |
| Auth. = Authority |
| BBSW = Bank Bill Swap Rate |
| BRL = Brazilian reais |
| BZDIOVER = Overnight Brazilian Interbank Deposit Rate |
| CLO = Collateralized Loan Obligations |
| CME = CME Group |
| CMO = Collateralized Mortgage Obligations |
| DAC = Designated Activity Company |
| Dev. = Development |
| Econ. = Economic |
| EUR = Euros |
| EURIBOR = Euro Interbank Offered Rate |
| FHA = Federal Housing Administration insured |

---

---

| |
|:---|
| Fin. = Finance |
| Fncg. = Financing |
| FSA = Financial Security Assurance insured |
| GBP = British pounds |
| GO = General Obligation |
| ICE = Intercontinental Exchange, Inc. |
| INR = Indian rupees |
| JPY = Japanese yen |
| MXN = Mexican pesos |
| NATL = National Public Finance Guarantee Corp. insured |
| NOK = Norwegian kroner |
| Ref. = Refunding |
| Rev. = Revenue |
| SOFR = Secured Overnight Financing Rate |
| TBA = To be announced |
| USD = U.S. dollars |
| UST = U.S. Treasury |

---

**Investments are not FDIC-insured, nor are they deposits of or guaranteed by a bank or any other entity, so they may lose value.**

**Investors should carefully consider investment objectives, risks, charges and expenses. This and other important information is contained in the fund prospectus and summary prospectus, which can be obtained from your financial professional and should be read carefully before investing. You may also call American Funds Service Company (AFS) at (800) 421-4225 or visit the Capital Group website at capitalgroup.com.**

All Capital Group trademarks mentioned are owned by The Capital Group Companies, Inc., an affiliated company or fund. All other company and product names mentioned are the property of their respective companies.

Capital Client Group, Inc., member FINRA.© 2025 Capital Group. All rights reserved.

MFGEFP3-008-1125

The Bond Fund of America — Page 118 of 118

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Bond Fund of America

- **b. Investment Company Act file number:** 811-02444

- **c. CIK number of Registrant:** 0000013075

- **d. LEI of Registrant:** F2Q0NH642XF1RP5YCC95

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

  - **Street Address 1:** 333 South Hope Street

  - **City:** Los Angeles

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90071

  - **Telephone number:** 9499755000

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

- **a. Name of Series:** Bond Fund of America

- **b. EDGAR series identifier (if any):** S000009231

- **c. LEI of Series:** F2Q0NH642XF1RP5YCC95

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

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

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $111583377773.10

**Total Liabilities:** $15055674196.29

**Net Assets:** $96527703576.81

**Cash Not Reported:** $70990237.95

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -108861.990700000000 | **1-Year:** -2154669.368000000000 | **5-Year:** -5824740.159000000000 | **10-Year:** -5501072.953000000000 | **30-Year:** -2840847.572000000000

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

- **3-Month:** -13030.332680000000 | **1-Year:** -362491.140400000000 | **5-Year:** -1056397.820000000000 | **10-Year:** -425019.360600000000 | **30-Year:** -102982.910800000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000025097 | -0.35%               | 1.33%                | 0.87%                |
| Class ID C000025098 | -0.41%               | 1.26%                | 0.81%                |
| Class ID C000025099 | -0.41%               | 1.26%                | 0.81%                |
| Class ID C000025100 | -0.37%               | 1.30%                | 0.85%                |
| Class ID C000025101 | -0.35%               | 1.33%                | 0.87%                |
| Class ID C000025102 | -0.32%               | 1.35%                | 0.90%                |
| Class ID C000025104 | -0.41%               | 1.26%                | 0.81%                |
| Class ID C000025105 | -0.35%               | 1.32%                | 0.87%                |
| Class ID C000025106 | -0.35%               | 1.32%                | 0.87%                |
| Class ID C000025108 | -0.42%               | 1.26%                | 0.81%                |
| Class ID C000025109 | -0.37%               | 1.31%                | 0.85%                |
| Class ID C000025110 | -0.34%               | 1.34%                | 0.88%                |
| Class ID C000068564 | -0.33%               | 1.35%                | 0.89%                |
| Class ID C000077906 | -0.32%               | 1.36%                | 0.90%                |
| Class ID C000148420 | -0.39%               | 1.29%                | 0.83%                |
| Class ID C000164823 | -0.33%               | 1.34%                | 0.89%                |
| Class ID C000179983 | -0.32%               | 1.36%                | 0.90%                |
| Class ID C000189457 | -0.33%               | 1.34%                | 0.89%                |
| Class ID C000189458 | -0.32%               | 1.35%                | 0.89%                |
| Class ID C000224619 | -0.33%               | 1.35%                | 0.89%                |
| Class ID C000224620 | -0.32%               | 1.35%                | 0.90%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $33285126.00             | $-552557651.58                             |
| Month 2  | $8168235.36              | $722440333.47                              |
| Month 3  | $82008344.20             | $395983405.49                              |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Aggregate Index

- **Index Identifier:** LBUSTRUU

### Schedule of Portfolio Investments

| Name                                                                            | Title                                                                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DE0618 06-01-55                                                                      | CUSIP: 3140BCVL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      124642 | PA      | $127482.82     | 0.00%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QX6204 02-01-55                                                                      | CUSIP: 31426B3N4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      503326 | PA      | $514853.42     | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD9649 06-01-55                                                                      | CUSIP: 3140BAWK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      873526 | PA      | $893505.11     | 0.00%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QX5000 02-01-55                                                                      | CUSIP: 31426ARW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      672747 | PA      | $688047.60     | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QY0320 04-01-55                                                                      | CUSIP: 31426JLA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      775805 | PA      | $801992.73     | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QJ3295 09-01-54                                                                      | CUSIP: 3133CTUU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      303049 | PA      | $310059.94     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD6105 05-01-55                                                                      | CUSIP: 3140B6YB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      840936 | PA      | $859935.26     | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ2702 08-01-54                                                                      | CUSIP: 3142GTAC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       41590 | PA      | $42545.10      | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DE1549 07-01-55                                                                      | CUSIP: 3140BDWK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      168291 | PA      | $172041.55     | 0.00%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD8064 05-01-55                                                                      | CUSIP: 3140B86A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2889134 | PA      | $2953723.25    | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD0566 04-01-51                                                                      | CUSIP: 3132DMTX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      290272 | PA      | $244867.09     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC9987 01-01-55                                                                      | CUSIP: 3140AYCZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      564816 | PA      | $577402.91     | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FM4783 12-01-50                                                                      | CUSIP: 3140X8J57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    17467493 | PA      | $14132983.77   | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BU6503 11-01-51                                                                      | CUSIP: 3140M8GM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      502362 | PA      | $408112.72     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QY1288 04-01-55                                                                      | CUSIP: 31426KNE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      539695 | PA      | $551997.30     | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WLAKE 2024-2A                                                                   | WLAKE 2024-2A B 144A 5.62% 03-15-30                                                                | CUSIP: 96042YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7827000 | PA      | $7929197.14    | 0.01%             | 2030-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD2869 01-01-55                                                                      | CUSIP: 3140B3FK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      307117 | PA      | $314000.61     | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QX6717 02-01-55                                                                      | CUSIP: 31426CPB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       37243 | PA      | $38251.20      | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | 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        |     2919000 | PA      | $2760819.39    | 0.00%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FIBER SOMA TRUST F/6185                                                         | FIBER SOMA TRUST F REG S SR UNSEC 4.375% 07-22-31                                                  | CUSIP: N/A<br>LEI: 549300PN33H8IMG2PD83       | Long             | DBT              | CORP              | MX        |     5000000 | PA      | $4328215.00    | 0.00%             | 2031-07-22      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD7099 06-01-55                                                                      | CUSIP: 3140B73H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       17694 | PA      | $18146.68      | 0.00%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ4076 02-01-55                                                                      | CUSIP: 3142GUQ63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      700696 | PA      | $716732.94     | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                             | ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 5.625% 05-15-54                                       | CUSIP: 015271BD0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2173299.75    | 0.00%             | 2054-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ALPHA BANK SA                                                                   | ALPHA BANK SA EUR REG S SR UNSEC (B) 5.0% 05-12-30/29                                              | CUSIP: N/A<br>LEI: 213800DBQIB6VBNU5C64       | Long             | DBT              | CORP              | GR        |    27109000 | PA      | $34002305.14   | 0.04%             | 2030-05-12      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5793 08-01-55                                                                      | CUSIP: 31418FNK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    28419701 | PA      | $29053062.61   | 0.03%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QJ9949 12-01-54                                                                      | CUSIP: 3133D2BS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2821904 | PA      | $2887191.44    | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                | AMWINS GROUP INC 144A LIFE SR SEC 1ST LIEN 6.375% 02-15-29                                         | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    11890000 | PA      | $12139178.73   | 0.01%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                         | ASTRAZENECA FINANCE LLC SR UNSEC 4.9% 02-26-31                                                     | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    41711000 | PA      | $43087421.29   | 0.04%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 RA3952 11-01-50                                                                      | CUSIP: 3133KKL98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     6913557 | PA      | $5593751.76    | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD4526 03-01-52                                                                      | CUSIP: 3132DSA36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    24363030 | PA      | $19714271.68   | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                         | ASTRAZENECA FINANCE LLC SR UNSEC 5.0% 02-26-34                                                     | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    20300000 | PA      | $20943794.20   | 0.02%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC SR UNSEC 4.95% 03-15-31                                                                 | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    14000000 | PA      | $14474124.00   | 0.01%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC SR UNSEC 4.8% 03-15-29                                                                  | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7160090.00    | 0.01%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC SR UNSEC 5.35% 03-15-44                                                                 | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     3625000 | PA      | $3646876.88    | 0.00%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC3262 09-01-54                                                                      | CUSIP: 3140AQTU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4304415 | PA      | $4402116.52    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SL1562 10-01-53                                                                      | CUSIP: 31427NWY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    81226275 | PA      | $71557830.32   | 0.07%             | 2053-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC SR UNSEC 5.4% 03-15-54                                                                  | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    38271000 | PA      | $38081596.82   | 0.04%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC SR UNSEC 5.05% 03-15-34                                                                 | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   110921000 | PA      | $114178527.93  | 0.12%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DE2192 07-01-55                                                                      | CUSIP: 3140BENJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    39338068 | PA      | $40214755.79   | 0.04%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RQ0040 08-01-55                                                                      | CUSIP: 3142J6BJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4970095 | PA      | $5014473.36    | 0.01%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                           | AON NORTH AMERICA INC SR UNSEC 5.15% 03-01-29                                                      | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    22500000 | PA      | $23159812.50   | 0.02%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                           | AON NORTH AMERICA INC SR UNSEC 5.3% 03-01-31                                                       | CUSIP: 03740MAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4691529.00    | 0.00%             | 2031-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SL1735 12-01-51                                                                      | CUSIP: 31427N4V8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    27841477 | PA      | $22571252.53   | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 CC0859 08-01-55                                                                      | CUSIP: 3140Y65V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    33583913 | PA      | $34130256.31   | 0.04%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                           | AON NORTH AMERICA INC SR UNSEC 5.45% 03-01-34                                                      | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    24101000 | PA      | $25116278.73   | 0.03%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                           | AON NORTH AMERICA INC SR UNSEC 5.75% 03-01-54                                                      | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10789000 | PA      | $10873984.95   | 0.01%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                                                    | AES ANDES SA 144A LIFE SR UNSEC 6.3% 03-15-29                                                      | CUSIP: 00111VAA5<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |     7753000 | PA      | $8115855.91    | 0.01%             | 2029-03-15      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                                    | AEP TRANSMISSION CO LLC SR UNSEC 5.15% 04-01-34                                                    | CUSIP: 00115AAR0<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    11675000 | PA      | $11931523.10   | 0.01%             | 2034-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CC0879 08-01-55                                                                      | CUSIP: 3140Y66R6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    23832934 | PA      | $24584696.37   | 0.03%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CC0841 08-01-55                                                                      | CUSIP: 3140Y65B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    13747493 | PA      | $14294230.52   | 0.01%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 5.0% 06-15-34                                          | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1548231.00    | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                         | AMERICA MOVIL SAB DE CV MXN SR UNSEC 10.125% 01-22-29                                              | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |   365770000 | PA      | $20811650.91   | 0.02%             | 2029-01-22      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FS7060 05-01-52                                                                      | CUSIP: 3140XNZ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4369022 | PA      | $3846630.95    | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 RA4223 12-01-50                                                                      | CUSIP: 3133KKVQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5604822 | PA      | $4929558.53    | 0.01%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                   | AIB GROUP PLC 144A LIFE SR UNSEC 5.871% 03-28-35/34                                                | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    12575000 | PA      | $13234948.58   | 0.01%             | 2035-03-28      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                              | ANALOG DEVICES INC SR UNSEC 5.05% 04-01-34                                                         | CUSIP: 032654BB0<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    13295000 | PA      | $13797710.54   | 0.01%             | 2034-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 BX4430 09-01-53                                                                      | CUSIP: 3140N84Q8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      678431 | PA      | $596687.40     | 0.00%             | 2053-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 RA5841 09-01-51                                                                      | CUSIP: 3133KMP25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     7904234 | PA      | $6951141.54    | 0.01%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                              | ANALOG DEVICES INC SR UNSEC 5.3% 04-01-54                                                          | CUSIP: 032654BC8<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     8660000 | PA      | $8523630.98    | 0.01%             | 2054-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO SR UNSEC 5.532% 04-25-30/29                                                    | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4180760.00    | 0.00%             | 2030-04-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SL1039 08-01-52                                                                      | CUSIP: 31427NEM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    12960435 | PA      | $11397613.48   | 0.01%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FA1404 09-01-52                                                                      | CUSIP: 3140W1R21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       98645 | PA      | $86781.20      | 0.00%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINANCIAL INC SR UNSEC 6.184% 07-26-35/34                                                     | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2580045.00    | 0.00%             | 2035-07-26      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC SR UNSEC 4.3% 02-15-30                                                                    | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    49083000 | PA      | $49199081.30   | 0.05%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB3496 05-01-52                                                                      | CUSIP: 3140QN3E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      222695 | PA      | $196269.20     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 QE0660 04-01-52                                                                      | CUSIP: 3133B9WV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      997773 | PA      | $879009.30     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                  | AMERICAN ELECTRIC POWER CO INC SR UNSEC 4.3% 12-01-28                                              | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    31133000 | PA      | $31282967.66   | 0.03%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 5.45% 01-23-39                                         | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10336930.00   | 0.01%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC SR UNSEC 4.4% 02-14-26                                                            | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     7655000 | PA      | $7649878.81    | 0.01%             | 2026-02-14      | Fixed         | 4.40%                 | 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        |    20241000 | PA      | $20334756.31   | 0.02%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 BV8865 06-01-52                                                                      | CUSIP: 3140MNZ74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      227634 | PA      | $200333.14     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SL1763 10-01-53                                                                      | CUSIP: 31427N5Z8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       57787 | PA      | $50868.83      | 0.00%             | 2053-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                             | ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 3.8% 04-15-26                                         | CUSIP: 015271AP4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      231000 | PA      | $230139.53     | 0.00%             | 2026-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES LLC                                                    | ANHEUSER-BUSCH COS LLC SR UNSEC 4.9% 02-01-46                                                      | CUSIP: 03522AAJ9<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |     3549000 | PA      | $3327304.62    | 0.00%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD8320 02-01-53                                                                      | CUSIP: 3132DWG56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      971296 | PA      | $854494.43     | 0.00%             | 2053-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS1564 04-01-51                                                                      | CUSIP: 3140XGW21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2077244 | PA      | $1681090.61    | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                             | ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 3.375% 08-15-31                                       | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     1980000 | PA      | $1853610.66    | 0.00%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC SR UNSEC 2.45% 02-21-30                                                                  | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    12942000 | PA      | $11991526.58   | 0.01%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FS0333 01-01-52                                                                      | CUSIP: 3140XFLP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6697733 | PA      | $5889959.30    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 QD1684 11-01-51                                                                      | CUSIP: 3133AX2R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     6815163 | PA      | $6003879.55    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS INC                                                    | AIR PRODUCTS AND CHEMICALS INC SR UNSEC 2.7% 05-15-40                                              | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    11472000 | PA      | $8565947.38    | 0.01%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC SR UNSEC 3.4% 05-06-30                                                            | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     1272000 | PA      | $1221131.45    | 0.00%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 BU3024 12-01-51                                                                      | CUSIP: 3140M4LE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6618570 | PA      | $5827280.52    | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | 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        |     6730000 | PA      | $5718400.24    | 0.01%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC SR UNSEC 2.3% 02-25-31                                                                   | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     3704000 | PA      | $3336829.89    | 0.00%             | 2031-02-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC SR UNSEC 2.75% 06-01-31                                                                   | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    34105000 | PA      | $31268691.78   | 0.03%             | 2031-06-01      | Fixed         | 2.75%                 | 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        |     5860000 | PA      | $5689854.90    | 0.01%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                             | AVANTOR FUNDING INC 144A LIFE SR UNSEC 4.625% 07-15-28                                             | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     6320000 | PA      | $6222501.36    | 0.01%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC SR UNSEC 1.65% 02-01-28                                                                   | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1518000 | PA      | $1437263.65    | 0.00%             | 2028-02-01      | Fixed         | 1.65%                 | 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        |    17355000 | PA      | $15198675.96   | 0.02%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | ASTRAZENECA PLC SR UNSEC 0.7% 04-08-26                                                             | CUSIP: 046353AV0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     2291000 | PA      | $2252192.75    | 0.00%             | 2026-04-08      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | ASTRAZENECA PLC SR UNSEC 1.375% 08-06-30                                                           | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     4305000 | PA      | $3791051.88    | 0.00%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC SR UNSEC 2.95% 11-21-26                                                                 | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    16395000 | PA      | $16212392.49   | 0.02%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC SR UNSEC 3.2% 11-21-29                                                                  | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     3606000 | PA      | $3479912.60    | 0.00%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  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        |      317000 | PA      | $316030.30     | 0.00%             | 2025-11-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                       | ALIBABA GROUP HOLDING LTD SR UNSEC 2.125% 02-09-31                                                 | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | HK        |     5000000 | PA      | $4510595.00    | 0.00%             | 2031-02-09      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                       | ALIBABA GROUP HOLDING LTD SR UNSEC 2.7% 02-09-41                                                   | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | HK        |    13406000 | PA      | $9992644.72    | 0.01%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ALPEK SAB DE CV                                                                 | ALPEK SAB DE CV 144A LIFE SR UNSEC 3.25% 02-25-31                                                  | CUSIP: 020564AE0<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |     5000000 | PA      | $4387670.00    | 0.00%             | 2031-02-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| ATLANTIC CITY ELECTRIC CO                                                       | ATLANTIC CITY ELECTRIC CO SR SEC 1ST LIEN 2.3% 03-15-31                                            | CUSIP: 048303CJ8<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |     2175000 | PA      | $1954644.23    | 0.00%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC SR UNSEC 1.7% 03-25-26                                                                    | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1667000 | PA      | $1647651.13    | 0.00%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP SR UNSEC 2.7% 04-15-31                                                         | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4564465.00    | 0.00%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                     | CENCORA INC SR UNSEC 2.7% 03-15-31                                                                 | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     2809000 | PA      | $2576909.18    | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                   | AEP TEXAS INC SR UNSEC 3.45% 05-15-51                                                              | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     1563000 | PA      | $1081284.96    | 0.00%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 SARL                                                              | ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR SEC 1ST LIEN 4.625% 06-01-28                              | CUSIP: 049362AA4<br>LEI: 549300ONXPZT3KQZDR65 | Long             | DBT              | CORP              | LU        |     1610000 | PA      | $1580147.38    | 0.00%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC/ALLIED UNIVERSAL FINANCE CORP/ATLAS LUXCO 4 SARL    | ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR SEC 1ST LIEN 4.625% 06-01-28                              | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2105000 | PA      | $2065084.99    | 0.00%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC SR UNSEC 1.65% 05-12-28                                                             | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    25000000 | PA      | $23687950.00   | 0.02%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC SR UNSEC 2.1% 05-12-31                                                              | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    25000000 | PA      | $22502900.00   | 0.02%             | 2031-05-12      | Fixed         | 2.10%                 | 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        |      729000 | PA      | $660019.10     | 0.00%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | ASTRAZENECA PLC SR UNSEC 3.0% 05-28-51                                                             | CUSIP: 046353AZ1<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     2249000 | PA      | $1551987.67    | 0.00%             | 2051-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ADT SECURITY CORP                                                               | ADT SECURITY CORP 144A LIFE SR SEC 1ST LIEN 4.125% 08-01-29                                        | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2905173.00    | 0.00%             | 2029-08-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC SR UNSEC 3.55% 09-15-55                                                                   | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $6206949.00    | 0.01%             | 2055-09-15      | Fixed         | 3.55%                 | 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        |    42939000 | PA      | $29723921.60   | 0.03%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC SR UNSEC 2.55% 12-01-33                                                                   | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    19599000 | PA      | $16696760.48   | 0.02%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                                   | AIA GROUP LTD EUR REG S SUB 0.88% 09-09-33/28                                                      | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | DBT              | CORP              | HK        |     9525000 | PA      | $10527445.54   | 0.01%             | 2033-09-09      | Variable      | 0.88%                 | 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        |     4539000 | PA      | $4251885.56    | 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        |    14846000 | PA      | $13131405.77   | 0.01%             | 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        |    14709000 | PA      | $9723781.59    | 0.01%             | 2051-10-01      | Fixed         | 2.95%                 | 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        |    19534000 | PA      | $19197351.04   | 0.02%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER                                                                   | ALABAMA POWER CO SR UNSEC 3.0% 03-15-52                                                            | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    22980000 | PA      | $15247115.10   | 0.02%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SYSTEMS INC                                               | AMERICAN TRANSMISSION SYSTEMS INC 144A LIFE SR UNSEC 2.65% 01-15-32                                | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1218000 | PA      | $1093388.86    | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| AON CORP                                                                        | AON CORP SR UNSEC 2.6% 12-02-31                                                                    | CUSIP: 03740LAC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |      750000 | PA      | $676524.00     | 0.00%             | 2031-12-02      | Fixed         | 2.60%                 | 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        |     3098000 | PA      | $2984052.46    | 0.00%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                        | AON CORP SR UNSEC 3.9% 02-28-52                                                                    | CUSIP: 03740LAE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1517078.00    | 0.00%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP SR UNSEC 3.65% 03-15-27                                                        | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      427000 | PA      | $423997.34     | 0.00%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                                                             | ALFA DESARROLLO SPA 144A LIFE SR SEC 1ST LIEN SF 4.55% 09-27-51                                    | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |     5641096 | PA      | $4519223.09    | 0.00%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                                                             | ALFA DESARROLLO SPA REG S SR SEC 1ST LIEN SF 4.55% 09-27-51                                        | CUSIP: N/A<br>LEI: 2549006BJAN34R520038       | Long             | DBT              | CORP              | CL        |     8860360 | PA      | $7098256.16    | 0.01%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC SR UNSEC 4.55% 05-15-52                                                        | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     4934000 | PA      | $4142339.70    | 0.00%             | 2052-05-15      | Fixed         | 4.55%                 | 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        |    16265000 | PA      | $16206673.71   | 0.02%             | 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        |    19725000 | PA      | $19190590.58   | 0.02%             | 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        |    31500000 | PA      | $28113309.00   | 0.03%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA & 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        |     1518000 | PA      | $1679976.67    | 0.00%             | 2032-12-08      | Fixed         | 6.74%                 | Yes           |                  2 | On Loan: No      |
| ALPHA BANK SA                                                                   | ALPHA BANK SA EUR REG S SR UNSEC (B) 7.5% 06-16-27/26                                              | CUSIP: N/A<br>LEI: 213800DBQIB6VBNU5C64       | Long             | DBT              | CORP              | GR        |     4540000 | PA      | $5529013.64    | 0.01%             | 2027-06-16      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC SR UNSEC 5.15% 03-02-28                                                                  | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    45847000 | PA      | $46924221.11   | 0.05%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC SR UNSEC 5.25% 03-02-30                                                                  | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15552225.00   | 0.02%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC SR UNSEC 5.25% 03-02-33                                                                  | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    79335000 | PA      | $82202880.92   | 0.09%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC SR UNSEC 5.65% 03-02-53                                                                  | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    25741000 | PA      | $25692941.55   | 0.03%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                        | AON CORP SR UNSEC 5.35% 02-28-33                                                                   | CUSIP: 03740LAG7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     6206000 | PA      | $6493375.04    | 0.01%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                | AMERICAN INTERNATIONAL GROUP INC SR UNSEC 5.125% 03-27-33                                          | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    21129000 | PA      | $21749791.15   | 0.02%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO SR UNSEC 5.043% 05-01-34/33                                                    | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    14179000 | PA      | $14568369.52   | 0.02%             | 2034-05-01      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES / ANHEUSER-BUSCH INBEV WORLDWIDE                       | ANHEUSER-BUSCH COS LLC SR UNSEC 4.7% 02-01-36                                                      | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13270000 | PA      | $13108132.54   | 0.01%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC SR UNSEC 5.4% 02-15-34                                                                    | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    16941000 | PA      | $17613320.53   | 0.02%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ALPHA BANK SA                                                                   | ALPHA BANK SA EUR REG S SR UNSEC (B) 6.875% 06-27-29/28                                            | CUSIP: N/A<br>LEI: 213800DBQIB6VBNU5C64       | Long             | DBT              | CORP              | GR        |    38656000 | PA      | $50216618.73   | 0.05%             | 2029-06-27      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                         | AMERICA MOVIL SAB DE CV MXN SR UNSEC 9.5% 01-27-31                                                 | CUSIP: 02364WBL8<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   117330000 | PA      | $6585362.88    | 0.01%             | 2031-01-27      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                   | AIB GROUP PLC 144A LIFE SR UNSEC 6.608% 09-13-29/28                                                | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    34534000 | PA      | $36670342.31   | 0.04%             | 2029-09-13      | Variable      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.0% 11-15-44                                                          | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    45000000 | PA      | $35218737.00   | 0.04%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.5% 08-15-39                                                          | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    92710000 | PA      | $93412565.65   | 0.10%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.625% 02-15-40                                                        | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      600000 | PA      | $610593.78     | 0.00%             | 2040-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.375% 05-15-40                                                        | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20000000 | PA      | $19789062.00   | 0.02%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.75% 02-15-41                                                         | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    61385000 | PA      | $63020695.40   | 0.07%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.5% 02-15-45                                                          | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    37361200 | PA      | $26771765.64   | 0.03%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.125% 11-15-41                                                        | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      300000 | PA      | $250009.02     | 0.00%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.75% 08-15-42                                                         | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3811000 | PA      | $2967177.91    | 0.00%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.75% 11-15-42                                                         | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1735300 | PA      | $1344847.09    | 0.00%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.875% 05-15-43                                                        | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    62268000 | PA      | $48795676.84   | 0.05%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.0% 05-15-45                                                          | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1460000 | PA      | $1136162.22    | 0.00%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.625% 08-15-43                                                        | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    74259000 | PA      | $64814020.07   | 0.07%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.875% 08-15-45                                                        | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15000000 | PA      | $11399743.50   | 0.01%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.25% 11-15-25                                                         | CUSIP: 912828M56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20000000 | PA      | $19958594.00   | 0.02%             | 2025-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.5% 02-15-46                                                          | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    32376500 | PA      | $22850012.74   | 0.02%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.5% 05-15-46                                                          | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    25000000 | PA      | $17580147.50   | 0.02%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.875% 11-15-46                                                        | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        3800 | PA      | $2844.63       | 0.00%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.875% 08-15-28                                                        | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3275700 | PA      | $3208680.49    | 0.00%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.0% 08-15-48                                                          | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    80294800 | PA      | $60365686.85   | 0.06%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.0% 10-31-25                                                          | CUSIP: 9128285J5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1058300 | PA      | $1057287.21    | 0.00%             | 2025-10-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.25% 08-15-49                                                         | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   116759500 | PA      | $74513822.90   | 0.08%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.625% 11-30-26                                                        | CUSIP: 912828YU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |         100 | PA      | $97.67         | 0.00%             | 2026-11-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 0.5% 06-30-27                                                          | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6000000 | PA      | $5684765.40    | 0.01%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.375% 08-15-50                                                        | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   352055000 | PA      | $176971359.46  | 0.18%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 0.5% 08-31-27                                                          | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    26084000 | PA      | $24589217.25   | 0.03%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 0.5% 10-31-27                                                          | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    35000000 | PA      | $32835673.50   | 0.03%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 0.25% 10-31-25                                                         | CUSIP: 91282CAT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12000000 | PA      | $11962264.80   | 0.01%             | 2025-10-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 0.375% 11-30-25                                                        | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   277042000 | PA      | $275397063.13  | 0.29%             | 2025-11-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 0.375% 01-31-26                                                        | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    74266500 | PA      | $73399089.56   | 0.08%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.125% 02-29-28                                                        | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    23306000 | PA      | $21978888.77   | 0.02%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 0.5% 02-28-26                                                          | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      150000 | PA      | $147943.37     | 0.00%             | 2026-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.25% 03-31-28                                                         | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    25580000 | PA      | $24146801.20   | 0.03%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.625% 05-15-31                                                        | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20450000 | PA      | $18211557.32   | 0.02%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.375% 05-15-51                                                        | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    46632300 | PA      | $30000643.05   | 0.03%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.25% 05-31-28                                                         | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10702000 | PA      | $10060998.36   | 0.01%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 0.75% 05-31-26                                                         | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1245000 | PA      | $1220197.23    | 0.00%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.25% 06-30-28                                                         | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    42000000 | PA      | $39412069.20   | 0.04%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.0% 07-31-28                                                          | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    70000000 | PA      | $65082010.00   | 0.07%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.0% 08-15-51                                                          | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    95567800 | PA      | $55988003.80   | 0.06%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.25% 08-15-31                                                         | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    18563000 | PA      | $16058916.27   | 0.02%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  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        |     6007000 | PA      | $5128560.35    | 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        |     2092000 | PA      | $1810688.76    | 0.00%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                                       | BANK OF IRELAND GROUP PLC 144A LIFE SR UNSEC 2.029% 09-30-27/26                                    | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |     9200000 | PA      | $8993699.20    | 0.01%             | 2027-09-30      | Variable      | 2.03%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 144A LIFE SR NON PREF 2.045% 10-19-27/26                                                   | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     5000000 | PA      | $4881475.00    | 0.01%             | 2027-10-19      | Variable      | 2.04%                 | Yes           |                  2 | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC                                                       | BAKER HUGHES HOLDINGS LLC SR UNSEC 2.061% 12-15-26                                                 | CUSIP: 05724BAD1<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |      397000 | PA      | $387671.29     | 0.00%             | 2026-12-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                  | BNP PARIBAS SA 144A LIFE SR NON PREF 2.591% 01-20-28/27                                            | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     2500000 | PA      | $2446300.00    | 0.00%             | 2028-01-20      | Variable      | 2.59%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 2.551% 02-04-28/27                                                   | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    35000000 | PA      | $34284040.00   | 0.04%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO SR UNSEC 2.95% 03-15-32                                                    | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     8930000 | PA      | $8203035.49    | 0.01%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO SR UNSEC 3.7% 03-15-52                                                     | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    15681000 | PA      | $11711495.98   | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                   | BAT INTERNATIONAL FINANCE PLC SR UNSEC 4.448% 03-16-28                                             | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     1500000 | PA      | $1509379.50    | 0.00%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                              | BMW US CAPITAL LLC 144A LIFE SR UNSEC 3.7% 04-01-32                                                | CUSIP: 05565ECB9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     1701000 | PA      | $1615011.05    | 0.00%             | 2032-04-01      | Fixed         | 3.70%                 | Yes           |                  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        |     3178000 | PA      | $3164363.20    | 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        |      346000 | PA      | $339454.03     | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| BANK OF EAST ASIA LTD                                                           | BANK OF EAST ASIA LTD REG S SUB (H) 4.875% 04-22-32/27                                             | CUSIP: N/A<br>LEI: CO6GC26LCGGRTUESIP55       | Long             | DBT              | CORP              | HK        |    12000000 | PA      | $11977668.00   | 0.01%             | 2032-04-22      | Variable      | 4.88%                 | 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        |    10423000 | PA      | $10399600.37   | 0.01%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  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        |      314000 | PA      | $315183.15     | 0.00%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                        | BAXTER INTERNATIONAL INC SR UNSEC 2.539% 02-01-32                                                  | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     5549000 | PA      | $4866262.14    | 0.01%             | 2032-02-01      | Fixed         | 2.54%                 | 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        |      414000 | PA      | $388662.37     | 0.00%             | 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        |    11403000 | PA      | $11056075.13   | 0.01%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                        | BAXTER INTERNATIONAL INC SR UNSEC 3.132% 12-01-51                                                  | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      663000 | PA      | $423482.63     | 0.00%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                       | BLOCK INC SR UNSEC 2.75% 06-01-26                                                                  | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7901304.00    | 0.01%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                                         | BECTON DICKINSON AND CO SR UNSEC 4.298% 08-22-32                                                   | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      327000 | PA      | $322051.18     | 0.00%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA SR NON PREF 5.294% 08-18-27                                                     | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     9800000 | PA      | $9990325.80    | 0.01%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                  | BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 8.5% 01-12-31                                        | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |      643000 | PA      | $251171.88     | 0.00%             | 2031-01-12      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                  | BRASKEM NETHERLANDS FINANCE BV 144A LIFE SR UNSEC 8.5% 01-12-31                                    | CUSIP: 10554TAH8<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     1235000 | PA      | $482421.88     | 0.00%             | 2031-01-12      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 5.872% 09-15-34/33                                                   | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     9128000 | PA      | $9785015.18    | 0.01%             | 2034-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.375% 11-15-31                                                        | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    95000000 | PA      | $82241794.50   | 0.09%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.875% 11-15-51                                                        | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    30977000 | PA      | $17528676.20   | 0.02%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.5% 11-30-28                                                          | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    35000000 | PA      | $32775298.50   | 0.03%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST AMSR_23-SFR2                                                         | AMSR 2023-SFR2 A 144A 3.95% 06-17-40                                                               | CUSIP: 00178YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      914000 | PA      | $903529.22     | 0.00%             | 2040-06-17      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| AMSR TRUST AMSR_21-SFR3                                                         | AMSR 2021-SFR3 A 144A 1.476% 10-17-38                                                              | CUSIP: 00180UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3962770 | PA      | $3846965.97    | 0.00%             | 2038-10-17      | Fixed         | 1.48%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_24-2                                              | AOMT 2024-2 A1 144A 5.985% 01-25-69                                                                | CUSIP: 034942AA0<br>LEI: 254900NLG610771ZLP05 | Long             | ABS-CBDO         | CORP              | US        |     7389895 | PA      | $7470090.64    | 0.01%             | 2069-01-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| ARES1 2024-IND                                                                  | ARES1 2024-IND A 144A FRN 07-15-41                                                                 | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5594000 | PA      | $5615760.66    | 0.01%             | 2041-07-15      | Variable      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| AOMT 2024-8                                                                     | AOMT 2024-8 A1 144A 5.338% 05-27-69                                                                | CUSIP: 03465QAA2<br>LEI: 254900BM1HTLL3SKQ481 | Long             | ABS-CBDO         | CORP              | US        |     6863522 | PA      | $6898766.55    | 0.01%             | 2069-05-27      | Variable      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| ATLX 2024-RPL1                                                                  | ATLX 2024-RPL1 A1 144A 3.85% 04-25-64                                                              | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    20874777 | PA      | $20275587.73   | 0.02%             | 2064-04-25      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| AHPT 2024-ATRM                                                                  | AHPT 2024-ATRM A 144A FRN 11-10-29                                                                 | CUSIP: 04963XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11688000 | PA      | $11926750.78   | 0.01%             | 2029-11-10      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| AHPT 2024-ATRM                                                                  | AHPT 2024-ATRM B 144A FRN 11-10-29                                                                 | CUSIP: 04963XAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    21250000 | PA      | $21719646.25   | 0.02%             | 2029-11-10      | Variable      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| AHPT 2024-ATRM                                                                  | AHPT 2024-ATRM C 144A FRN 11-10-29                                                                 | CUSIP: 04963XAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    20000000 | PA      | $20277040.00   | 0.02%             | 2029-11-10      | Variable      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| AHPT 2024-ATRM                                                                  | AHPT 2024-ATRM D 144A FRN 11-10-29                                                                 | CUSIP: 04963XAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    26562000 | PA      | $27082216.77   | 0.03%             | 2029-11-10      | Variable      | 7.68%                 | Yes           |                  2 | On Loan: No      |
| AOMT 2024-7                                                                     | AOMT 2024-7 A1 144A 5.621% 05-25-69                                                                | CUSIP: 03466CAA2<br>LEI: 254900Q2UY574S9NQF08 | Long             | ABS-CBDO         | CORP              | US        |    29425813 | PA      | $29644152.70   | 0.03%             | 2069-05-25      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_23-6                                              | AOMT 2023-6 A1 144A 6.5% 12-25-67                                                                  | CUSIP: 03464UAA4<br>LEI: 254900QAUT3NUZVCSB04 | Long             | ABS-CBDO         | CORP              | US        |     5517463 | PA      | $5576538.87    | 0.01%             | 2067-12-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ALA 2025-OANA                                                                   | ALA 2025-OANA A 144A FRN 06-15-40                                                                  | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    39600000 | PA      | $39863696.40   | 0.04%             | 2040-06-15      | Variable      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2025-SFR1                                                                  | AMSR 2025-SFR1 C 144A 3.655% 06-17-42                                                              | CUSIP: 00182MAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3803000 | PA      | $3584787.66    | 0.00%             | 2042-06-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2025-SFR1                                                                  | AMSR 2025-SFR1 D 144A 3.655% 06-17-42                                                              | CUSIP: 00182MAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3833000 | PA      | $3583448.70    | 0.00%             | 2042-06-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2025-SFR1                                                                  | AMSR 2025-SFR1 B 144A 3.655% 06-17-42                                                              | CUSIP: 00182MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3366000 | PA      | $3205727.91    | 0.00%             | 2042-06-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2025-SFR1                                                                  | AMSR 2025-SFR1 A 144A 3.655% 06-17-42                                                              | CUSIP: 00182MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    22113000 | PA      | $21279317.79   | 0.02%             | 2042-06-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2025-SFR2                                                                  | AMSR 2025-SFR2 A 144A 4.357212% 11-17-42                                                           | CUSIP: 00180BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    27116000 | PA      | $26787625.24   | 0.03%             | 2030-11-17      | Variable      | 4.36%                 | Yes           |                  2 | On Loan: No      |
| BACM 2015-UBS7                                                                  | BACM 15-UBS7 A4 3.705% 09-15-48/09-17-25                                                           | CUSIP: 06054AAX7<br>LEI: 5493005NJP8BSE187672 | Long             | ABS-MBS          | CORP              | US        |      176317 | PA      | $175965.11     | 0.00%             | 2048-09-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA COMMERCIAL MORTGAGE TRUST BACM 17-BNK3                          | BACM 17-BNK3 A4 3.574% 02-15-50/01-15-27                                                           | CUSIP: 06427DAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      115000 | PA      | $113967.88     | 0.00%             | 2050-02-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| BANK_17-BNK4                                                                    | BANK 2017-BNK4 A3 3.362% 05-15-50                                                                  | CUSIP: 06541FAZ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1638929 | PA      | $1621733.19    | 0.00%             | 2050-05-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| BANK_17-BNK4                                                                    | BANK 2017-BNK4 A4 3.625% 05-15-50                                                                  | CUSIP: 06541FBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1660000 | PA      | $1642135.08    | 0.00%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK BANK 17-BNK7                                                               | BANK 2017-BNK7 A5 3.435% 09-15-60                                                                  | CUSIP: 06541XAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3750000 | PA      | $3691087.50    | 0.00%             | 2060-09-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_18-B2                                            | BMARK 2018-B2 A4 3.6147% 02-15-51                                                                  | CUSIP: 08161CAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3475000 | PA      | $3428796.40    | 0.00%             | 2051-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BN12                                                                  | BANK 2018-BN12 A4 FRN 05-15-61                                                                     | CUSIP: 06541KBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6116000 | PA      | $6099566.31    | 0.01%             | 2061-05-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| BFLD 2024-WRHS                                                                  | BFLD 2024-WRHS B 144A FRN 08-15-26                                                                 | CUSIP: 05555HAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9117943 | PA      | $9133680.46    | 0.01%             | 2026-08-15      | Variable      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2024-V8                                                                   | BMARK 2024-V8 A3 6.189% 07-15-57                                                                   | CUSIP: 08190AAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4967000 | PA      | $5250873.98    | 0.01%             | 2057-07-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| BX 2024-AIRC                                                                    | BX 2024-AIRC A 144A FRN 08-15-39                                                                   | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    49530344 | PA      | $49694190.16   | 0.05%             | 2039-08-15      | Variable      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-BIO2                                                                    | BX 2024-BIO2 A 144A FRN 08-13-41                                                                   | CUSIP: 05613GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12836000 | PA      | $13063248.54   | 0.01%             | 2041-08-13      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-5C5                                                                    | BMO 2024-5C5 AS FRN 02-15-57                                                                       | CUSIP: 05593RAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2955000 | PA      | $3108488.61    | 0.00%             | 2057-02-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| BOCA 2024-BOCA                                                                  | BOCA 2024-BOCA A 144A FRN 08-15-41                                                                 | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    30500000 | PA      | $30681292.00   | 0.03%             | 2041-08-15      | Variable      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK 2024-V9 MORTGAGE TRUST                                                | BMARK 2024-V9 A3 5.6019% 08-15-57                                                                  | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6702000 | PA      | $6966112.42    | 0.01%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                                                 | BANK5 2024-5YR9 A3 5.6136% 08-15-57                                                                | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8275000 | PA      | $8618453.88    | 0.01%             | 2057-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR8                                                                 | BANK5 2024-5YR8 A3 5.884% 08-15-57                                                                 | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5110000 | PA      | $5366665.08    | 0.01%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V9 MORTGAGE TRUST                                                | BMARK 2024-V9 AS FRN 08-15-57                                                                      | CUSIP: 081919AS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2180000 | PA      | $2270814.44    | 0.00%             | 2057-08-15      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C6                                                                    | BMO 2024-5C6 A3 5.3161% 09-15-57                                                                   | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6231000 | PA      | $6423095.50    | 0.01%             | 2057-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK48                                                                 | BANK 2024-BNK48 AS FRN 10-15-34                                                                    | CUSIP: 06541GAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9574262 | PA      | $9695989.17    | 0.01%             | 2034-10-15      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V10                                                                  | BMARK 2024-V10 A3 5.2774% 09-15-57                                                                 | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2292995 | PA      | $2362027.91    | 0.00%             | 2057-09-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_24-NQM1                                   | BRAVO 2024-NQM1 A1 144A 5.943% 12-01-63                                                            | CUSIP: 10570FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10873761 | PA      | $10971939.70   | 0.01%             | 2063-12-01      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-FNX                                                                     | BX 2024-FNX B 144A FRN 11-15-26                                                                    | CUSIP: 05593TAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10568396 | PA      | $10598304.17   | 0.01%             | 2026-11-15      | Variable      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-FNX                                                                     | BX 2024-FNX A 144A FRN 11-15-26                                                                    | CUSIP: 05593TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    47843064 | PA      | $47965590.43   | 0.05%             | 2026-11-15      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| BRAVO 2024-NQM7                                                                 | BRAVO 2024-NQM7 A1 144A 5.554% 10-27-64                                                            | CUSIP: 105698AC8<br>LEI: 254900T3YTF92WA96N66 | Long             | ABS-CBDO         | CORP              | US        |    32473970 | PA      | $32735418.29   | 0.03%             | 2064-10-27      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-GPA2                                                                    | BX 2024-GPA2 B 144A FRN 11-15-41                                                                   | CUSIP: 12433DAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    19741000 | PA      | $19811534.59   | 0.02%             | 2041-11-15      | Variable      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNJMCK 4.5 MA2809 10-01-46                                                                         | CUSIP: 31418CDP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      444093 | PA      | $424314.60     | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 BD7600 09-01-46                                                                      | CUSIP: 3140FFNS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       74091 | PA      | $73324.79      | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNJMCK 4.5 MA2821 10-01-46                                                                         | CUSIP: 31418CD35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      295918 | PA      | $284679.21     | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BD9236 10-01-46                                                                      | CUSIP: 3140FHHN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      303973 | PA      | $283641.88     | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 BD9248 10-01-46                                                                      | CUSIP: 3140FHH26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      214786 | PA      | $210379.30     | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 Q43312 175K MAX 09-01-46                                                                 | CUSIP: 3132WGVE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      408391 | PA      | $406054.85     | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 Q43461 175K MAX 10-01-46                                                                 | CUSIP: 3132WGZ34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      232395 | PA      | $232118.21     | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNR 2006-96 OP PAC PO 0.0% 10-25-36                                                                | CUSIP: 31396LDA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |       71400 | PA      | $65494.16      | 0.00%             | 2036-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHR 3149 AO PAC PO 0.0% 05-15-36                                                                   | CUSIP: 31396RDS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |       44629 | PA      | $38600.32      | 0.00%             | 2036-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHR 3147 OD PAC PO 0.0% 04-15-36                                                                   | CUSIP: 31396NL20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |      175459 | PA      | $159567.76     | 0.00%             | 2036-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHR 3149 MO PAC PO 0.0% 05-15-36                                                                   | CUSIP: 31396RGP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |       50923 | PA      | $45826.42      | 0.00%             | 2036-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNR 2001-25 ZA 6.5% 06-25-31                                                                       | CUSIP: 31359SU65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |      188509 | PA      | $190515.78     | 0.00%             | 2031-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHR 3257 PA PACS 5.5% 12-15-36                                                                     | CUSIP: 31397EF42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     1560865 | PA      | $1625706.39    | 0.00%             | 2036-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHR 2122 QM 6.25% 02-15-29                                                                         | CUSIP: 3133TJD26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |       91246 | PA      | $92324.08      | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA6168 06-01-50                                                                      | CUSIP: 3140QD2A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      177982 | PA      | $150405.04     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 Q44689 12-01-46                                                                          | CUSIP: 3132WJF71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      344312 | PA      | $337659.77     | 0.00%             | 2046-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 MA2833 12-01-46                                                                      | CUSIP: 31418CEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       30044 | PA      | $27169.87      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU3625 12-01-51                                                                      | CUSIP: 3140M5A39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      211547 | PA      | $179300.61     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU7516 12-01-51                                                                      | CUSIP: 3140M9K63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      235997 | PA      | $200170.83     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BC9077 12-01-46                                                                      | CUSIP: 3140F5CP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    13296641 | PA      | $12436281.99   | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K060                             | FHMS K060 A2 (MF) 3.3% 10-25-26                                                                    | CUSIP: 3137BTAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      400000 | PA      | $397192.40     | 0.00%             | 2026-10-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD2128 11-01-51                                                                      | CUSIP: 3133AYLH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       37809 | PA      | $32036.66      | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QC2992 06-01-51                                                                      | CUSIP: 3133AMKD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       57987 | PA      | $49246.48      | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | 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        |      309064 | PA      | $293281.26     | 0.00%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 3.0 MA2897 02-01-37                                                                      | CUSIP: 31418CGF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    10814337 | PA      | $10281719.96   | 0.01%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB0838 06-01-46                                                                      | CUSIP: 3140QK4Y1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       66446 | PA      | $57524.08      | 0.00%             | 2046-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM4579 10-01-50                                                                      | CUSIP: 3140X8CR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      210103 | PA      | $179065.08     | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 3.0 MA2866 01-01-37                                                                      | CUSIP: 31418CFG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6111946 | PA      | $5798800.73    | 0.01%             | 2037-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 3.0 AS8554 12-01-36                                                                      | CUSIP: 3138WJQG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      624950 | PA      | $592311.80     | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS0976 03-01-47                                                                      | CUSIP: 3140XGCN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       51582 | PA      | $44114.95      | 0.00%             | 2047-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV3853 04-01-52                                                                      | CUSIP: 3140MHH77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      260762 | PA      | $220654.00     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS6632 07-01-53                                                                      | CUSIP: 3140XNLN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       52274 | PA      | $44165.66      | 0.00%             | 2053-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QC1084 04-01-51                                                                      | CUSIP: 3133AKFZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       74766 | PA      | $63579.86      | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QB5184 10-01-50                                                                      | CUSIP: 3133ABXM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       34589 | PA      | $29314.22      | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS5126 05-01-51                                                                      | CUSIP: 3140XLVU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1604037 | PA      | $1353120.70    | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS6925 12-01-51                                                                      | CUSIP: 3140XNVT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       53882 | PA      | $45539.28      | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS4862 10-01-51                                                                      | CUSIP: 3140XLML9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       47283 | PA      | $40169.17      | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA8251 12-01-50                                                                      | CUSIP: 3140QGEZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      305496 | PA      | $259809.03     | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA5275 05-01-51                                                                      | CUSIP: 3133KL2G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      781558 | PA      | $660015.96     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BR8460 04-01-51                                                                      | CUSIP: 3140L7MJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      945229 | PA      | $797369.55     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM4883 03-01-50                                                                      | CUSIP: 3140X8M95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      193050 | PA      | $163140.36     | 0.00%             | 2050-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QB5799 11-01-50                                                                      | CUSIP: 3133ACNQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       90826 | PA      | $76737.24      | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SI2095 02-01-52                                                                      | CUSIP: 3133USKG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       36999 | PA      | $31278.73      | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BP6439 07-01-50                                                                      | CUSIP: 3140KEEM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       18141 | PA      | $15330.53      | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BR7725 04-01-51                                                                      | CUSIP: 3140L6SP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      518109 | PA      | $437064.47     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS3549 01-01-52                                                                      | CUSIP: 3140XJ5K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1005028 | PA      | $850482.65     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM7886 07-01-51                                                                      | CUSIP: 3140XBXQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      107630 | PA      | $91481.47      | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT0098 06-01-51                                                                      | CUSIP: 3140LNDC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      395374 | PA      | $335375.46     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD5485 09-01-51                                                                      | CUSIP: 3132DTCW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      402629 | PA      | $340565.47     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS5387 05-01-52                                                                      | CUSIP: 3140XL6Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      437087 | PA      | $368704.38     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV7761 03-01-52                                                                      | CUSIP: 3140MMTT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      102906 | PA      | $86975.77      | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS3806 07-01-52                                                                      | CUSIP: 3140XKGQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      119092 | PA      | $100582.73     | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA3055 07-01-50                                                                      | CUSIP: 3133KJMC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      106748 | PA      | $90207.75      | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA7020 03-01-52                                                                      | CUSIP: 3133KNYR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       70210 | PA      | $59769.61      | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB2644 01-01-52                                                                      | CUSIP: 3140QM5E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    20686402 | PA      | $17450201.01   | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM8601 08-01-51                                                                      | CUSIP: 3140XCRX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    13133854 | PA      | $11109585.55   | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD4075 07-01-51                                                                      | CUSIP: 3132E0Q47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    13853421 | PA      | $11686372.08   | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM5944 01-01-51                                                                      | CUSIP: 3140X9TA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      906047 | PA      | $764311.53     | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8462 09-01-54                                                                      | CUSIP: 3132DWMK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    51502797 | PA      | $52002065.49   | 0.05%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS0029 09-01-51                                                                      | CUSIP: 3140XFA76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      755640 | PA      | $637429.66     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA7139 05-01-52                                                                      | CUSIP: 3133KN4Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       44978 | PA      | $37972.09      | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD1660 03-01-52                                                                      | CUSIP: 3132DNZZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       96127 | PA      | $81414.33      | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU7607 12-01-51                                                                      | CUSIP: 3140M9NZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    21824589 | PA      | $18436998.13   | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS5929 01-01-51                                                                      | CUSIP: 3140XMST4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      878580 | PA      | $742238.97     | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD3416 07-01-52                                                                      | CUSIP: 3132DQYM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      364986 | PA      | $307888.02     | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FM8197 08-01-51                                                                      | CUSIP: 3140XCDB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      639041 | PA      | $515717.61     | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BQ6356 11-01-50                                                                      | CUSIP: 3140KSB22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1196729 | PA      | $966537.35     | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FM6332 02-01-51                                                                      | CUSIP: 3140XABA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      548865 | PA      | $442954.63     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FM5848 02-01-51                                                                      | CUSIP: 3140X9QA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       82382 | PA      | $67054.84      | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB3040 03-01-52                                                                      | CUSIP: 3140QNLW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    11523130 | PA      | $9332997.75    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BV7769 04-01-52                                                                      | CUSIP: 3140MMT32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      839076 | PA      | $677142.57     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QD8041 02-01-52                                                                      | CUSIP: 3133B55A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3280871 | PA      | $2656488.76    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QB7858 01-01-51                                                                      | CUSIP: 3133AEWT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3083549 | PA      | $2488516.82    | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB3095 03-01-52                                                                      | CUSIP: 3140QNNM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    25824013 | PA      | $20839849.52   | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHR 3286 JN PAC 5.5% 02-15-37                                                                      | CUSIP: 31397G3H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     1106180 | PA      | $1147865.34    | 0.00%             | 2037-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 3.0 AS8355 11-01-36                                                                      | CUSIP: 3138WJH92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5162372 | PA      | $4896313.56    | 0.01%             | 2036-11-01      | 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        |     1378988 | PA      | $1377618.86    | 0.00%             | 2045-08-01      | Variable      | 4.64%                 | 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        |      664354 | PA      | $689482.53     | 0.00%             | 2037-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| M&T EQUIPMENT NOTES MTLRF_24-1                                                  | MTLRF 2024-1A A3 144A 4.76% 08-18-31                                                               | CUSIP: 55376YAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1884000 | PA      | $1908616.34    | 0.00%             | 2031-08-18      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNIONP 6.0 913966 02-01-37                                                                         | CUSIP: 31411SMP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        1471 | PA      | $1533.82       | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNA 2017-M3 A2 FRN 12-25-26                                                                        | CUSIP: 3136AVYL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |        6216 | PA      | $6104.71       | 0.00%             | 2026-12-25      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 BH0876 04-01-47                                                                      | CUSIP: 3140GN6N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1618604 | PA      | $1585388.55    | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 Q47828 05-01-47                                                                          | CUSIP: 3132WMVW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      239858 | PA      | $235269.08     | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARBLE POINT CLO XV LTD MP15_19-1A                                              | MP15 2019-1A A1R2 CLO 144A FRN 07-23-32                                                            | CUSIP: 56606YAW5<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-O            | CORP              | KY        |    30761186 | PA      | $30756018.59   | 0.03%             | 2032-07-23      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| MARATHON CLO LTD MCLO_19-2A                                                     | MCLO 2019-2A A1R2 CLO 144A FRN 01-20-33                                                            | CUSIP: 56578HAY2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    43078744 | PA      | $42918060.49   | 0.04%             | 2033-01-20      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNJMCK 4.5 MA3002 04-01-47                                                                         | CUSIP: 31418CKQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      198704 | PA      | $189853.28     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGTW 4.0 C91948 07-01-37                                                                           | CUSIP: 3128P8EV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2160638 | PA      | $2133186.66    | 0.00%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-B                                     | MLANE 2025-B C 144A 5.41% 09-15-31                                                                 | CUSIP: 60510MBW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1263000 | PA      | $1267399.03    | 0.00%             | 2031-09-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-B                                     | MLANE 2025-B A 144A 5.06% 09-15-31                                                                 | CUSIP: 60510MBU1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9845000 | PA      | $9873511.12    | 0.01%             | 2031-09-15      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| FARM 2024-1                                                                     | FARM 2024-1 A1 144A FRN 10-01-53                                                                   | CUSIP: 30335JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     6604966 | PA      | $6567846.49    | 0.01%             | 2053-10-01      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD3434 07-01-53                                                                      | CUSIP: 3132DQY75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    21206169 | PA      | $21768471.64   | 0.02%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-B                                     | MLANE 2025-B D 144A 5.8% 09-15-31                                                                  | CUSIP: 60510MBX5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2578000 | PA      | $2586945.66    | 0.00%             | 2031-09-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| MMP 2025-A                                                                      | MMP 2025-A A 144A 5.36% 12-15-31                                                                   | CUSIP: 55317QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1187125 | PA      | $1196823.86    | 0.00%             | 2031-12-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD4997 10-01-53                                                                      | CUSIP: 3132DSRS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5886942 | PA      | $5866584.68    | 0.01%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 FS6668 12-01-53                                                                      | CUSIP: 3140XNMS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      626246 | PA      | $633918.44     | 0.00%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS5343 07-01-53                                                                      | CUSIP: 3140XL5D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3710497 | PA      | $3809868.07    | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 FS6809 02-01-54                                                                      | CUSIP: 3140XNR71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2077597 | PA      | $2103050.12    | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MTLRF 2025-1A                                                                   | MTLRF 2025-1A A3 144A 4.78% 09-17-29                                                               | CUSIP: 55340QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3000000 | PA      | $3049170.00    | 0.00%             | 2029-09-17      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-C                                     | MLANE 2025-C D 144A 5.71% 12-16-30                                                                 | CUSIP: 60510MCD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1942000 | PA      | $1947981.36    | 0.00%             | 2030-12-16      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5215 12-01-53                                                                      | CUSIP: 31418EYM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7571393 | PA      | $7658888.38    | 0.01%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD4842 12-01-53                                                                      | CUSIP: 3132DSLX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    78120121 | PA      | $80127339.10   | 0.08%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-C                                     | MLANE 2025-C A 144A 4.78% 12-16-30                                                                 | CUSIP: 60510MCA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4083000 | PA      | $4095575.64    | 0.00%             | 2030-12-16      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-C                                     | MLANE 2025-C C 144A 5.23% 12-15-30                                                                 | CUSIP: 60510MCC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1928000 | PA      | $1934015.36    | 0.00%             | 2030-12-16      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RA8423 01-01-53                                                                      | CUSIP: 3133KQLC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    21933152 | PA      | $22629990.23   | 0.02%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 DB1300 04-01-54                                                                      | CUSIP: 3140AANS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    22222536 | PA      | $22589563.67   | 0.02%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB1299 04-01-54                                                                      | CUSIP: 3140AANR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    15500970 | PA      | $15979128.61   | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 DA8433 04-01-54                                                                      | CUSIP: 3140YWLP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2102173 | PA      | $2136892.79    | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 CB8328 04-01-54                                                                      | CUSIP: 3140QUHE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      657506 | PA      | $668355.88     | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 DB7783 08-01-54                                                                      | CUSIP: 3140AHUH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8480514 | PA      | $8582678.54    | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-A                                             | NSLT 2021-A APT1 144A 1.36% 04-20-62                                                               | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    16479290 | PA      | $15564886.86   | 0.02%             | 2062-04-20      | Fixed         | 1.36%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-C                                 | NAVSL 2021-CA A 144A 1.06% 10-15-69                                                                | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15751218 | PA      | $14374970.63   | 0.01%             | 2069-10-15      | Fixed         | 1.06%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS6767 01-01-54                                                                      | CUSIP: 3140XNQV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    33855794 | PA      | $35364915.97   | 0.04%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ0326 11-01-53                                                                      | CUSIP: 3142GQLG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     9750955 | PA      | $10127156.91   | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-B                                             | NSLT 2021-BA AFX 144A 1.42% 04-20-62                                                               | CUSIP: 64034QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    36813957 | PA      | $34843195.68   | 0.04%             | 2062-04-20      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-C                                             | NSLT 2021-CA AFX 144A 1.32% 04-20-62                                                               | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1489273 | PA      | $1396098.33    | 0.00%             | 2062-04-20      | Fixed         | 1.32%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS8756 08-01-54                                                                      | CUSIP: 3140XQWS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1547720 | PA      | $1592917.79    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD6029 08-01-54                                                                      | CUSIP: 3132DTVW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2420070 | PA      | $2489390.20    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-C                                             | NSLT 2021-CA AFL 144A FRN 04-20-62                                                                 | CUSIP: 64035GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11016306 | PA      | $10994086.18   | 0.01%             | 2062-04-20      | Variable      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| NAVIGATOR AIRCRAFT ABS LTD NAVTR_21-1                                           | NAVTR 2021-1 A 144A 2.771% 11-15-46                                                                | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    17967665 | PA      | $17064358.59   | 0.02%             | 2046-11-15      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 BU4916 08-01-54                                                                      | CUSIP: 3140M6PA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1867857 | PA      | $1913806.52    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD5813 07-01-54                                                                      | CUSIP: 3132DTN63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4130352 | PA      | $4259082.89    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NAROT 2023-B                                                                    | NAROT 2023-B A3 5.93% 03-15-28                                                                     | CUSIP: 65480MAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3371749 | PA      | $3400985.41    | 0.00%             | 2028-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LASALLE STREET LENDING CLO LTD NBLALS_23-1A      | NEUBL 2023-1A D1 CLO 144A FRN 10-25-36                                                             | CUSIP: 640977AG9<br>LEI: 549300IDH2882S517E68 | Long             | ABS-O            | CORP              | JE        |     1000000 | PA      | $1001231.00    | 0.00%             | 2036-10-25      | Variable      | 9.32%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS8758 08-01-54                                                                      | CUSIP: 3140XQWU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2284374 | PA      | $2340567.75    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5470 09-01-54                                                                      | CUSIP: 31418FCG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    29259127 | PA      | $29545661.87   | 0.03%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NMEF 2024-A                                                                     | NMEF 2024-A A2 144A 5.15% 12-15-31                                                                 | CUSIP: 62919UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9774921 | PA      | $9854655.35    | 0.01%             | 2031-12-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| NMEF 2025-A                                                                     | NMEF 2025-A A2 144A 4.72% 07-15-32                                                                 | CUSIP: 62919VAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7336458 | PA      | $7373140.04    | 0.01%             | 2032-07-15      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| NSLT 2025-AA                                                                    | NSLT 2025-AA A1A 144A 5.07% 03-15-57                                                               | CUSIP: 64033XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8313308 | PA      | $8442646.23    | 0.01%             | 2057-03-15      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| NAVEL 2025-A                                                                    | NAVEL 2025-A A 144A 5.02% 07-15-55                                                                 | CUSIP: 63943EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10275496 | PA      | $10388270.02   | 0.01%             | 2055-07-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 CB4620 09-01-52                                                                      | CUSIP: 3140QQD28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    67846847 | PA      | $67991836.00   | 0.07%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BU4946 09-01-54                                                                      | CUSIP: 3140M6P80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5596834 | PA      | $5653591.44    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NMEF 2025-B                                                                     | NMEF 2025-B B 144A 4.73% 01-18-33                                                                  | CUSIP: 62919WAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1589000 | PA      | $1595274.96    | 0.00%             | 2033-01-18      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| NMEF 2025-B                                                                     | NMEF 2025-B A2 144A 4.64% 01-18-33                                                                 | CUSIP: 62919WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8574000 | PA      | $8612608.72    | 0.01%             | 2033-01-18      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QJ3044 09-01-54                                                                      | CUSIP: 3133CTLZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    11232714 | PA      | $11348355.10   | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI4 4.0 BF0133 08-01-56                                                                         | CUSIP: 3140FXEF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    19741140 | PA      | $18678592.75   | 0.02%             | 2056-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_20-RPL1                                | NRZT 2020-RPL1 A1 144A FRN 11-25-59                                                                | CUSIP: 64828XAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6158251 | PA      | $5932846.95    | 0.01%             | 2059-11-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_21-A                                           | NAVSL 2021-A A 144A 0.84% 05-15-69                                                                 | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1028833 | PA      | $942026.96     | 0.00%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QI5369 05-01-54                                                                      | CUSIP: 3133WB6E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    10972280 | PA      | $11081860.62   | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BU4479 04-01-54                                                                      | CUSIP: 3140M56R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2565795 | PA      | $2596635.38    | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEWARK BSL CLO NBCLO_17-1A                                                      | NBCLO 2017-1A A1R CLO 144A FRN 07-25-30                                                            | CUSIP: 65023PAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      767690 | PA      | $768419.73     | 0.00%             | 2030-07-25      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-B                                 | NAVSL 2021-BA A 144A 0.94% 07-15-69                                                                | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1080664 | PA      | $988493.83     | 0.00%             | 2069-07-15      | Fixed         | 0.94%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI4 2.5 BF0546 07-01-61                                                                         | CUSIP: 3140FXTC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    20058625 | PA      | $16388077.47   | 0.02%             | 2061-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8446 07-01-54                                                                      | CUSIP: 3132DWL35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    38618973 | PA      | $38997323.26   | 0.04%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC OPTN_21-B                                                   | OPTN 2021-B A 144A 1.47% 05-08-31                                                                  | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2936146 | PA      | $2877546.88    | 0.00%             | 2031-05-08      | Fixed         | 1.47%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO LTD OCP_19-16A                                                          | OCP 2019-16A AR CLO 144A FRN 04-10-33                                                              | CUSIP: 67570QAK7<br>LEI: 254900XAI48J82ID5O83 | Long             | ABS-O            | CORP              | US        |     1640528 | PA      | $1642263.92    | 0.00%             | 2033-04-10      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| OCEAN TRAILS CLO OCTR 22-12                                                     | OCTR 2022-12A B1R CLO 144A FRN 07-20-35                                                            | CUSIP: 67515DAW8<br>LEI: 549300RF4JV7XJ3EV147 | Long             | ABS-O            | CORP              | KY        |     8000000 | PA      | $8010720.00    | 0.01%             | 2035-07-20      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-2                                 | ONDK 2024-2A B 144A 5.42% 10-17-31                                                                 | CUSIP: 67108SAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3931000 | PA      | $3942584.66    | 0.00%             | 2031-10-17      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ2474 09-01-54                                                                      | CUSIP: 3142GSXC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    17478327 | PA      | $18123416.71   | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ2470 09-01-54                                                                      | CUSIP: 3142GSW87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     6016971 | PA      | $6233449.77    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-2                                 | ONDK 2024-2A C 144A 7.03% 10-17-31                                                                 | CUSIP: 67108SAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      146000 | PA      | $146542.97     | 0.00%             | 2031-10-17      | Fixed         | 7.03%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-2                                 | ONDK 2024-2A A 144A 4.98% 10-17-31                                                                 | CUSIP: 67108SAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12728000 | PA      | $12770880.63   | 0.01%             | 2031-10-17      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ2411 09-01-54                                                                      | CUSIP: 3142GSVD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     8484015 | PA      | $8814628.77    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ2422 09-01-54                                                                      | CUSIP: 3142GSVQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    57873223 | PA      | $58570421.79   | 0.06%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OWLEF 2024-1A                                                                   | OWLEF 2024-1A B 144A 5.41% 03-15-30                                                                | CUSIP: 095921AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1639000 | PA      | $1660665.94    | 0.00%             | 2030-03-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| OWLEF 2024-1A                                                                   | OWLEF 2024-1A C 144A 6.38% 01-15-31                                                                | CUSIP: 095921AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      522000 | PA      | $533124.34     | 0.00%             | 2031-01-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ2415 09-01-54                                                                      | CUSIP: 3142GSVH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    41604589 | PA      | $42340906.98   | 0.04%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ2408 09-01-54                                                                      | CUSIP: 3142GSVA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    37729111 | PA      | $38162279.33   | 0.04%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OWLEF 2024-1A                                                                   | OWLEF 2024-1A A2 144A 5.05% 03-15-29                                                               | CUSIP: 095921AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5963789 | PA      | $5989617.78    | 0.01%             | 2029-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| OCTR 2021-11A                                                                   | OCTR 2021-11A DR CLO 144A FRN 07-20-34                                                             | CUSIP: 67514VAS8<br>LEI: 549300E51CF32RJNO651 | Long             | ABS-O            | CORP              | US        |     3000000 | PA      | $2994000.00    | 0.00%             | 2034-07-20      | Variable      | 7.43%                 | Yes           |                  2 | On Loan: No      |
| ONDK 2025-1A                                                                    | ONDK 2025-1A B 144A 5.52% 04-19-32                                                                 | CUSIP: 68237DAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5040000 | PA      | $5072261.04    | 0.01%             | 2032-04-19      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| ONDK 2025-1A                                                                    | ONDK 2025-1A A 144A 5.08% 04-19-32                                                                 | CUSIP: 68237DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    17015000 | PA      | $17076713.41   | 0.02%             | 2032-04-19      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| PRDGY 2021-1A                                                                   | PRDGY 2021-1A A 144A FRN 07-25-51                                                                  | CUSIP: 742855AA7<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | US        |      901166 | PA      | $901189.91     | 0.00%             | 2051-07-25      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_22-2A                                      | PSTAT 2022-2A A1 CLO 144A FRN 10-15-30                                                             | CUSIP: 69701NAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |       49231 | PA      | $49231.15      | 0.00%             | 2030-10-15      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 CB9146 09-01-54                                                                      | CUSIP: 3140QVEU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    20344530 | PA      | $20600077.26   | 0.02%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 CB9210 09-01-54                                                                      | CUSIP: 3140QVGU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    23162720 | PA      | $23415471.81   | 0.02%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PFSFC_23-A                                                                      | PFSFC 2023-A A 144A 5.8% 03-15-28                                                                  | CUSIP: 69335PET8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12000000 | PA      | $12085044.00   | 0.01%             | 2028-03-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| PFS FINANCING CORP PFSFC_23-B                                                   | PFSFC 2023-B A 144A 5.27% 05-15-28                                                                 | CUSIP: 69335PEV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    26701000 | PA      | $26878214.54   | 0.03%             | 2028-05-15      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| PFS FINANCING CORP PFSFC_24-A                                                   | PFSFC 2024-A A 144A FRN 01-15-28                                                                   | CUSIP: 69335PFC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14516000 | PA      | $14533898.23   | 0.02%             | 2028-01-15      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| PREF 2024-1A                                                                    | PREF 2024-1A A2 144A 5.59% 11-15-29                                                                | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4334729 | PA      | $4357923.70    | 0.00%             | 2029-11-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_22-3                                       | PSTAT 2022-3A A1AR CLO 144A FRN 04-15-31                                                           | CUSIP: 69690CAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     4006048 | PA      | $4005947.68    | 0.00%             | 2031-04-15      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| SDART 2024-3                                                                    | SDART 2024-3 B 5.55% 09-17-29                                                                      | CUSIP: 80287LAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8732000 | PA      | $8866891.94    | 0.01%             | 2029-09-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SDART 2024-3                                                                    | SDART 2024-3 A3 5.63% 01-16-29                                                                     | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7868595 | PA      | $7909857.68    | 0.01%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SARATOGA INVESTMENT CORP CLO 2013-1 LTD                                         | SARAT 2013-1A A1R4 CLO 144A FRN 04-20-33                                                           | CUSIP: 80349BCD7<br>LEI: 549300471O2DE0Y4L506 | Long             | ABS-O            | CORP              | US        |    19513710 | PA      | $19520929.85   | 0.02%             | 2033-04-20      | Variable      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| SCCU 2024-1A                                                                    | SCCU 2024-1A A3 144A 5.11% 06-15-29                                                                | CUSIP: 78436RAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10161000 | PA      | $10246677.55   | 0.01%             | 2029-06-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| SDART 2024-4                                                                    | SDART 2024-4 A2 5.41% 07-15-27                                                                     | CUSIP: 802919AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1497191 | PA      | $1497869.15    | 0.00%             | 2027-07-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| SDART 2024-4                                                                    | SDART 2024-4 A3 4.85% 01-16-29                                                                     | CUSIP: 802919AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    45155000 | PA      | $45319228.74   | 0.05%             | 2029-01-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SDART 2024-4                                                                    | SDART 2024-4 B 4.93% 09-17-29                                                                      | CUSIP: 802919AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10970000 | PA      | $11063826.41   | 0.01%             | 2029-09-17      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| SDART 2024-4                                                                    | SDART 2024-4 C 4.95% 04-15-30                                                                      | CUSIP: 802919AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15291000 | PA      | $15440469.53   | 0.02%             | 2030-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY_24-3                                                  | SUBWAY 2024-3A A2I 144A 5.246% 07-30-54                                                            | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4074212 | PA      | $4081929.06    | 0.00%             | 2054-07-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY_24-3                                                  | SUBWAY 2024-3A A2II 144A 5.566% 07-30-54                                                           | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2404828 | PA      | $2417950.64    | 0.00%             | 2054-07-30      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| SBALT 2024-C                                                                    | SBALT 2024-C A3 144A 4.56% 02-22-28                                                                | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3902000 | PA      | $3914185.95    | 0.00%             | 2028-02-22      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 MA4548 02-01-52                                                                      | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       63377 | PA      | $53598.20      | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 MA4512 01-01-52                                                                      | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       27682 | PA      | $23427.74      | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SLAM 2024-1A                                                                    | SLAM 2024-1A A 144A 5.335% 09-15-49                                                                | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    21562805 | PA      | $21775522.01   | 0.02%             | 2049-09-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| SFAST 2024-3A                                                                   | SFAST 2024-3A B 144A 4.76% 11-20-31                                                                | CUSIP: 78436XAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2769000 | PA      | $2810435.32    | 0.00%             | 2031-11-20      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| SFAST 2024-3A                                                                   | SFAST 2024-3A A3 144A 4.55% 06-20-30                                                               | CUSIP: 78436XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14939000 | PA      | $15031860.82   | 0.02%             | 2030-06-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| SFAST 2024-3A                                                                   | SFAST 2024-3A A2 144A 4.71% 05-22-28                                                               | CUSIP: 78436XAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      990552 | PA      | $992024.78     | 0.00%             | 2028-05-22      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| SDART 2024-5                                                                    | SDART 2024-5 A2 4.88% 09-15-27                                                                     | CUSIP: 802920AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6184770 | PA      | $6187478.72    | 0.01%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SDART 2024-5                                                                    | SDART 2024-5 C 4.78% 01-15-31                                                                      | CUSIP: 802920AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11804000 | PA      | $11880962.08   | 0.01%             | 2031-01-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| SDART 2024-5                                                                    | SDART 2024-5 D 5.14% 02-17-32                                                                      | CUSIP: 802920AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    24209000 | PA      | $24398362.80   | 0.03%             | 2032-02-17      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SDART 2024-5                                                                    | SDART 2024-5 B 4.63% 08-15-29                                                                      | CUSIP: 802920AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    30199000 | PA      | $30389404.70   | 0.03%             | 2029-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SDART 2024-5                                                                    | SDART 2024-5 A3 4.62% 11-15-28                                                                     | CUSIP: 802920AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    21877000 | PA      | $21927229.59   | 0.02%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SSTRT 2025-A                                                                    | SSTRT 2025-A B 144A 5.038% 07-25-31                                                                | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | US        |     1479189 | PA      | $1493667.69    | 0.00%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| SSTRT 2025-A                                                                    | SSTRT 2025-A C 144A 5.185% 07-25-31                                                                | CUSIP: 81378RAC8<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | US        |      498261 | PA      | $502911.99     | 0.00%             | 2031-07-25      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_25-1                                              | SCFET 2025-1A A3 144A 5.11% 11-21-33                                                               | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1526000 | PA      | $1563794.44    | 0.00%             | 2033-11-21      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_25-1                                              | SCFET 2025-1A A2 144A 4.82% 07-22-30                                                               | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3665128 | PA      | $3677871.27    | 0.00%             | 2030-07-22      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_25-1                                              | SCFET 2025-1A B 144A 5.23% 09-20-34                                                                | CUSIP: 78437DAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4119000 | PA      | $4234748.02    | 0.00%             | 2034-09-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_25-1                                              | SCFET 2025-1A C 144A 5.37% 09-20-34                                                                | CUSIP: 78437DAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2361000 | PA      | $2422442.66    | 0.00%             | 2034-09-20      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_25-1                                              | SCFET 2025-1A D 144A 5.88% 11-20-35                                                                | CUSIP: 78437DAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1386000 | PA      | $1436586.23    | 0.00%             | 2035-11-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_25-1                               | SDART 2025-1 A3 4.74% 01-16-29                                                                     | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    25000000 | PA      | $25116425.00   | 0.03%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP/THE                                                          | HOWARD HUGHES CORP 144A LIFE SR UNSEC 4.375% 02-01-31                                              | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     6265000 | PA      | $5879044.68    | 0.01%             | 2031-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                           | HILTON DOMESTIC OPERATING CO INC 144A LIFE SR UNSEC 3.625% 02-15-32                                | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    11040000 | PA      | $10114351.20   | 0.01%             | 2032-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND 6.62% 01-29-38                                                | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2425000 | PA      | $2554761.75    | 0.00%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSEC 5.4% 09-15-35                                                                     | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     4033000 | PA      | $4043643.09    | 0.00%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                      | MARRIOTT INTERNATIONAL INC SR UNSEC 4.2% 07-15-27                                                  | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8027760.00    | 0.01%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                      | MARRIOTT INTERNATIONAL INC SR UNSEC 4.5% 10-15-31                                                  | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2987982.00    | 0.00%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC FRN 09-12-31                                           | CUSIP: 606822DM3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     6000000 | PA      | $6022620.00    | 0.01%             | 2031-09-12      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 4.527% 09-12-31/30                                     | CUSIP: 606822DN1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     8000000 | PA      | $8034832.00    | 0.01%             | 2031-09-12      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND EUR 5.125% 03-19-38                                           | CUSIP: 91087BBP4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    18005000 | PA      | $21687913.24   | 0.02%             | 2038-03-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD6286 08-01-54                                                                      | CUSIP: 3132DT6X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    10626720 | PA      | $10802071.84   | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC1873 09-01-54                                                                      | CUSIP: 3140APCK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1272168 | PA      | $1306741.28    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND 5.375% 03-22-33                                               | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    30365000 | PA      | $30380182.50   | 0.03%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC SR UNSEC 4.6% 05-13-46                                                                 | CUSIP: 59156RBR8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      800000 | PA      | $732076.00     | 0.00%             | 2046-05-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI4 3.5 BF0784 12-01-63                                                                         | CUSIP: 3140FX2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    33649465 | PA      | $30260324.10   | 0.03%             | 2063-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD6284 01-01-54                                                                      | CUSIP: 3132DT6V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5212291 | PA      | $4218984.96    | 0.00%             | 2054-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI4 4.0 BF0786 12-01-63                                                                         | CUSIP: 3140FX2U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    25519372 | PA      | $23922829.03   | 0.02%             | 2063-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                              | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 5.05% 01-08-34                    | CUSIP: 59217GFS3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2044886.00    | 0.00%             | 2034-01-08      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND 6.0% 05-07-36                                                 | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   133950000 | PA      | $137245170.00  | 0.14%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 5.173% 01-16-30/29                                                         | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    38200000 | PA      | $39268950.60   | 0.04%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                                       | NORTHERN STATES POWER CO SR SEC 1ST LIEN 5.4% 03-15-54                                             | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    10757000 | PA      | $10683131.68   | 0.01%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC SR UNSEC 5.583% 03-01-28/27                                                      | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    20000000 | PA      | $20379060.00   | 0.02%             | 2028-03-01      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD (NEW YORK BRANCH)                                   | NATIONAL AUSTRALIA BANK LTD SR UNSEC 5.087% 06-11-27                                               | CUSIP: 63253QAJ3<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10199840.00   | 0.01%             | 2027-06-11      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                                     | NATIONAL AUSTRALIA BANK LTD 144A LIFE SR UNSEC 5.181% 06-11-34                                     | CUSIP: 632525BS9<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     1243000 | PA      | $1303481.89    | 0.00%             | 2034-06-11      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                             | NOMURA HOLDINGS INC SR UNSEC 5.594% 07-02-27                                                       | CUSIP: 65535HBR9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    15000000 | PA      | $15337260.00   | 0.02%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                             | NOMURA HOLDINGS INC SR UNSEC 5.783% 07-03-34                                                       | CUSIP: 65535HBV0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    17188000 | PA      | $18216942.43   | 0.02%             | 2034-07-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                             | NOMURA HOLDINGS INC SR UNSEC FRN 07-02-27                                                          | CUSIP: 65535HBQ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     5000000 | PA      | $5041980.00    | 0.01%             | 2027-07-02      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                     | NETFLIX INC SR UNSEC 5.4% 08-15-54                                                                 | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      294000 | PA      | $296318.19     | 0.00%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                     | NETFLIX INC SR UNSEC 4.9% 08-15-34                                                                 | CUSIP: 64110LAZ9<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      744000 | PA      | $767812.46     | 0.00%             | 2034-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NIAGARA ENERGY SAC                                                              | NIAGARA ENERGY SAC 144A LIFE SR UNSEC 5.746% 10-03-34                                              | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |     4400000 | PA      | $4534059.20    | 0.00%             | 2034-10-03      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NIAGARA ENERGY SAC                                                              | NIAGARA ENERGY SAC REG S SR UNSEC 5.75% 10-03-34                                                   | CUSIP: N/A<br>LEI: 254900V9UGCG42YQ6848       | Long             | DBT              | CORP              | PE        |     3000000 | PA      | $3091404.00    | 0.00%             | 2034-10-03      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NFE FINANCING LLC                                                               | NFE FINANCING LLC 144A LIFE SR SEC 1ST LIEN 12.0% 11-15-29                                         | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    21385639 | PA      | $6308763.51    | 0.01%             | 2029-11-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                    | NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR UNSEC 5.35% 01-23-35                                 | CUSIP: 64952WFM0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15659265.00   | 0.02%             | 2035-01-23      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE CO                                                        | NIPPON LIFE INSURANCE CO 144A LIFE SUB (H) 6.5% 04-30-55/35                                        | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    18201000 | PA      | $19615072.09   | 0.02%             | 2055-04-30      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                                       | NORTHERN STATES POWER CO SR SEC 1ST LIEN 5.05% 05-15-35                                            | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    12933000 | PA      | $13200001.79   | 0.01%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                                       | NORTHERN STATES POWER CO SR SEC 1ST LIEN 5.65% 05-15-55                                            | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |      600000 | PA      | $616640.40     | 0.00%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                    | NORFOLK SOUTHERN CORP SR UNSEC 5.1% 05-01-35                                                       | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    23386000 | PA      | $23903766.04   | 0.02%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                             | NISSAN MOTOR CO LTD 144A LIFE SR UNSEC 7.5% 07-17-30                                               | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    39000000 | PA      | $40958853.00   | 0.04%             | 2030-07-17      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                             | NISSAN MOTOR CO LTD 144A LIFE SR UNSEC 7.75% 07-17-32                                              | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    29320000 | PA      | $31050114.56   | 0.03%             | 2032-07-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                             | NISSAN MOTOR CO LTD 144A LIFE SR UNSEC 8.125% 07-17-35                                             | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    58195000 | PA      | $62508413.40   | 0.06%             | 2035-07-17      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                             | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 6.125% 09-30-30                                  | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6005802.00    | 0.01%             | 2030-09-30      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                             | NOVA CHEMICALS CORP 144A LIFE SR UNSEC 5.25% 06-01-27                                              | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     7500000 | PA      | $7527780.00    | 0.01%             | 2027-06-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX INC                                                                     | NETFLIX INC SR UNSEC 4.875% 04-15-28                                                               | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     8125000 | PA      | $8304855.00    | 0.01%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                     | NETFLIX INC SR UNSEC 5.875% 11-15-28                                                               | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    11822000 | PA      | $12468273.27   | 0.01%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP                                       | XPLR INFRASTRUCTURE OPERATING PARTNERS LP 144A LIFE SR UNSEC 3.875% 10-15-26                       | CUSIP: 65342QAL6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     3535000 | PA      | $3486945.21    | 0.00%             | 2026-10-15      | Fixed         | 3.88%                 | Yes           |                  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        |       53000 | PA      | $54491.69      | 0.00%             | 2030-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                    | NAVIENT CORP SR UNSEC 5.0% 03-15-27                                                                | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     6250000 | PA      | $6226843.75    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | 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        |      412000 | PA      | $402470.03     | 0.00%             | 2027-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                           | NOVARTIS CAPITAL CORP SR UNSEC 2.2% 08-14-30                                                       | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     9078000 | PA      | $8349063.83    | 0.01%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                        | NIKE INC SR UNSEC 3.25% 03-27-40                                                                   | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     5469000 | PA      | $4434215.98    | 0.00%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                    | NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 1.2% 08-07-30                           | CUSIP: 64952WDS9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     4913000 | PA      | $4261767.11    | 0.00%             | 2030-08-07      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                          | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A LIFE SR UNSEC 2.3% 11-01-30                            | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     1422000 | PA      | $1272852.11    | 0.00%             | 2030-11-01      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                          | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A LIFE SR UNSEC 1.832% 10-15-27                          | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      173000 | PA      | $164628.36     | 0.00%             | 2027-10-15      | Fixed         | 1.83%                 | 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        |    23000000 | PA      | $22583378.00   | 0.02%             | 2027-09-17      | Fixed         | 4.34%                 | Yes           |                  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        |     7308000 | PA      | $6889141.98    | 0.01%             | 2030-09-17      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                  | NRG ENERGY INC 144A LIFE SR UNSEC 3.625% 02-15-31                                                  | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4626800.00    | 0.00%             | 2031-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                                              | NORTHWESTERN MUTUAL GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 0.8% 01-14-26                     | CUSIP: 66815L2A6<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |     2062000 | PA      | $2042140.88    | 0.00%             | 2026-01-14      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                    | NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 0.85% 01-15-26                          | CUSIP: 64952WDW0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     3803000 | PA      | $3766780.23    | 0.00%             | 2026-01-15      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                             | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 2.75% 03-09-28                                   | CUSIP: 654740BT5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    11315000 | PA      | $10625362.07   | 0.01%             | 2028-03-09      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                                       | NORTHERN STATES POWER CO SR SEC 1ST LIEN 2.25% 04-01-31                                            | CUSIP: 665772CT4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     5199000 | PA      | $4721076.73    | 0.00%             | 2031-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                    | NORFOLK SOUTHERN CORP SR UNSEC 5.35% 08-01-54                                                      | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    35721000 | PA      | $35219477.16   | 0.04%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                             | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 7.05% 09-15-28                                   | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    20950000 | PA      | $21826715.60   | 0.02%             | 2028-09-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                             | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 6.95% 09-15-26                                   | CUSIP: 65480CAE5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     4190000 | PA      | $4247411.38    | 0.00%             | 2026-09-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| NCR ATLEOS CORP                                                                 | NCR ATLEOS CORP 144A LIFE SR SEC 1ST LIEN 9.5% 04-01-29                                            | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |     9383000 | PA      | $10164200.43   | 0.01%             | 2029-04-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                             | NOVA CHEMICALS CORP 144A LIFE SR SEC 1ST LIEN 8.5% 11-15-28                                        | CUSIP: 66977WAT6<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     1490000 | PA      | $1561157.93    | 0.00%             | 2028-11-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD (NEW YORK BRANCH)                                   | NATIONAL AUSTRALIA BANK LTD SR UNSEC 4.787% 01-10-29                                               | CUSIP: 63253QAG9<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $12259812.00   | 0.01%             | 2029-01-10      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP SR UNSEC 5.55% 10-01-34                                                  | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    81493000 | PA      | $82735279.29   | 0.09%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP SR UNSEC 5.375% 01-01-32                                                 | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    98000000 | PA      | $99741656.00   | 0.10%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP SR UNSEC 5.2% 08-01-29                                                   | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    27164000 | PA      | $27583357.83   | 0.03%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 5.25% 02-03-32                                                                | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     5125000 | PA      | $5285443.25    | 0.01%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 5.5% 08-03-35                                                                 | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    15320000 | PA      | $15771357.84   | 0.02%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 4.8% 08-03-28                                                                 | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5084840.00    | 0.01%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 1.75% 01-20-31                                                 | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    18894000 | PA      | $16534989.63   | 0.02%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 3.4% 03-22-41                                                  | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $2766949.50    | 0.00%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 3.55% 03-22-51                                                 | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $7337490.00    | 0.01%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.375% 11-15-48                                                        | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3958000 | PA      | $3179003.06    | 0.00%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.375% 05-15-29                                                        | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5000000 | PA      | $4782635.50    | 0.00%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.875% 05-15-49                                                        | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    44876000 | PA      | $32738756.26   | 0.03%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_23-4                                              | COLT 2023-4 A1 144A 7.163% 10-25-68                                                                | CUSIP: 12598WAA0<br>LEI: 213800EHDFO4A3F7P416 | Long             | ABS-CBDO         | CORP              | US        |     1276519 | PA      | $1298935.94    | 0.00%             | 2068-10-25      | Variable      | 7.16%                 | Yes           |                  2 | On Loan: No      |
| CAS 2025-R02                                                                    | CAS 2025-R02 1A1 144A FRN 02-25-45                                                                 | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2309499 | PA      | $2313536.07    | 0.00%             | 2045-02-25      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| CAS 2025-R02                                                                    | CAS 2025-R02 1M1 144A FRN 02-25-45                                                                 | CUSIP: 20754TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8075157 | PA      | $8080122.96    | 0.01%             | 2045-02-25      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_23-3                                              | COLT 2023-3 A2 144A 7.432% 09-25-68                                                                | CUSIP: 19688RAB5<br>LEI: 213800MIPEZY1A8W1N28 | Long             | ABS-CBDO         | CORP              | US        |     2224267 | PA      | $2257135.11    | 0.00%             | 2068-09-25      | Variable      | 7.43%                 | Yes           |                  2 | On Loan: No      |
| CIM 2025-R1                                                                     | CIM 2025-R1 A1 144A 5.0% 02-25-99                                                                  | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14083897 | PA      | $14017237.90   | 0.01%             | 2099-02-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_18-RP1                                  | CMLTI 2018-RP1 M3 144A FRN 09-25-64                                                                | CUSIP: 17326QAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1278402.00    | 0.00%             | 2064-09-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CIM 2023-R1                                                                     | CIM 2023-R1 A1A 144A FRN 04-25-62                                                                  | CUSIP: 12569RAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6064617 | PA      | $6050795.38    | 0.01%             | 2062-04-25      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| CIM TRUST CIM_20-R7                                                             | CIM 2020-R7 A1B 144A FRN 12-27-61                                                                  | CUSIP: 12563GAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7556000 | PA      | $6039382.35    | 0.01%             | 2061-12-27      | Variable      | 2.25%                 | Yes           |                  2 | On Loan: No      |
| CIM_20-R3                                                                       | CIM 2020-R3 A1B 144A FRN 01-26-60                                                                  | CUSIP: 12559NAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3657000 | PA      | $3337191.69    | 0.00%             | 2060-01-26      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                       | COREBRIDGE GLOBAL FUNDING GIC 144A LIFE SR UNSEC 4.9% 12-03-29                                     | CUSIP: 00138CBC1<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15318315.00   | 0.02%             | 2029-12-03      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| CIM_20-R3                                                                       | CIM 2020-R3 A1A 144A FRN 01-26-60                                                                  | CUSIP: 12559NAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3346175 | PA      | $3242115.82    | 0.00%             | 2060-01-26      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| COLT 2022-5                                                                     | COLT 2022-5 M1 144A FRN 03-25-67                                                                   | CUSIP: 19688LAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10000000 | PA      | $9792180.00    | 0.01%             | 2067-03-25      | Variable      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| CONOCOPHILLIPS CO                                                               | CONOCOPHILLIPS CO SR UNSEC 5.5% 01-15-55                                                           | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     5802000 | PA      | $5688356.23    | 0.01%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS CO                                                               | CONOCOPHILLIPS CO SR UNSEC 4.7% 01-15-30                                                           | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15300810.00   | 0.02%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS_K079                | FHMS K079 A2 (MF) 3.926% 06-25-28                                                                  | CUSIP: 3137FGZT5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      172000 | PA      | $172000.52     | 0.00%             | 2028-06-25      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES FNA_18-M12                                                       | FNA 2018-M12 A2 FRN 08-25-30                                                                       | CUSIP: 3136B26W7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     3050000 | PA      | $2991199.05    | 0.00%             | 2030-08-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                                            | JERSEY CENTRAL POWER & LIGHT CO SR UNSEC 5.1% 01-15-35                                             | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     1713000 | PA      | $1737122.47    | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC                                                   | JH NORTH AMERICA HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 5.875% 01-31-31                            | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     3850000 | PA      | $3912389.25    | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K082                             | FHMS K082 A2 FRN 09-25-28                                                                          | CUSIP: 3137FJKE8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     1680000 | PA      | $1679974.80    | 0.00%             | 2028-09-25      | Variable      | 3.92%                 | 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        |     4204511 | PA      | $3909787.16    | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC                                                   | JH NORTH AMERICA HOLDINGS INC 144A LIFE SR UNSEC 6.125% 07-31-32                                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     7730000 | PA      | $7924363.12    | 0.01%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                                                 | PIRAEUS BANK SA EUR REG S SR UNSEC (B) 4.625% 07-17-29/28                                          | CUSIP: N/A<br>LEI: 213800OYHR1MPQ5VJL60       | Long             | DBT              | CORP              | GR        |     1285000 | PA      | $1580283.65    | 0.00%             | 2029-07-17      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS MA3518 11-01-33                                                                          | CUSIP: 31418C4C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        7415 | PA      | $7412.71       | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | 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        |      105079 | PA      | $98240.46      | 0.00%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 988588 08-01-38                                                                      | CUSIP: 31415TF54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        2624 | PA      | $2719.02       | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | 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        |     6551258 | PA      | $6104258.69    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.0 BJ4856 02-01-33                                                                      | CUSIP: 3140H6ME6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      213092 | PA      | $206423.16     | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.102% 07-23-27/26                                       | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    21750000 | PA      | $21898574.25   | 0.02%             | 2027-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP SR UNSEC 5.0% 01-31-35                                                                 | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    24101000 | PA      | $24440800.00   | 0.03%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                 | PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 6.25% 02-01-33                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3058110.00    | 0.00%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                         | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 5.3% 08-01-54                                   | CUSIP: 74456QCT1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     2616000 | PA      | $2570149.37    | 0.00%             | 2054-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                         | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 4.85% 08-01-34                                  | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3434408.00    | 0.00%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                              | PERUVIAN GOVERNMENT INTERNATIONAL BOND 5.875% 08-08-54                                             | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     4250000 | PA      | $4277625.00    | 0.00%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.25% 11-10-44                                            | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      106000 | PA      | $91501.43      | 0.00%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 4.812% 10-21-32/31                                       | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10142000.00   | 0.01%             | 2032-10-21      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.9% 11-01-34                                             | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    70100000 | PA      | $70698583.90   | 0.07%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                              | PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 2.7% 01-15-51                                        | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     1887000 | PA      | $1164229.94    | 0.00%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC SR UNSEC 1.7% 05-28-30                                                                  | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      690000 | PA      | $619112.85     | 0.00%             | 2030-05-28      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FUNDING TRUST II                                                   | FIVE CORNERS FUNDING TRUST II 144A LIFE SR UNSEC 2.85% 05-15-30                                    | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $281208.90     | 0.00%             | 2030-05-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                  | PECO ENERGY CO SR SEC 1ST LIEN 2.8% 06-15-50                                                       | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $6473070.00    | 0.01%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PTTEP TREASURY CENTER CO LTD                                                    | PTTEP TREASURY CENTER CO LTD 144A LIFE SR UNSEC 2.587% 06-10-27                                    | CUSIP: 69371MAF4<br>LEI: 2549006WFOUPZX6TZG08 | Long             | DBT              | CORP              | TH        |     4780000 | PA      | $4651532.72    | 0.00%             | 2027-06-10      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| PLDT INC                                                                        | PLDT INC REG S SR UNSEC 3.45% 06-23-50                                                             | CUSIP: N/A<br>LEI: 254900ADE8GQHM5P2648       | Long             | DBT              | CORP              | PH        |     3490000 | PA      | $2508500.32    | 0.00%             | 2050-06-23      | Fixed         | 3.45%                 | Yes           |                  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        |    49141000 | PA      | $47248678.37   | 0.05%             | 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        |    37542000 | PA      | $28472903.98   | 0.03%             | 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        |    43158000 | PA      | $29488437.19   | 0.03%             | 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        |   116214000 | PA      | $103584094.91  | 0.11%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP SR UNSEC 2.375% 05-20-31                                                        | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    22125000 | PA      | $20174725.50   | 0.02%             | 2031-05-20      | Fixed         | 2.38%                 | 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        |     7293000 | PA      | $5550979.43    | 0.01%             | 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        |     4712000 | PA      | $3216038.95    | 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        |    19621000 | PA      | $19161240.73   | 0.02%             | 2027-08-10      | Variable      | 1.49%                 | Yes           |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP SR UNSEC 2.95% 03-10-52                                                         | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     6371000 | PA      | $4153516.11    | 0.00%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 144A LIFE SR UNSEC 2.746% 02-11-33/32                                                 | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    15694000 | PA      | $13999691.45   | 0.01%             | 2033-02-11      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP SR UNSEC 2.8% 02-14-32                                                          | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    11756000 | PA      | $10768249.12   | 0.01%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP SR UNSEC 3.5% 02-14-53                                                          | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    12975000 | PA      | $9385440.30    | 0.01%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                               | UNION ELECTRIC CO SR SEC 1ST LIEN 3.9% 04-01-52                                                    | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     5303000 | PA      | $4152121.73    | 0.00%             | 2052-04-01      | Fixed         | 3.90%                 | 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        |     6750000 | PA      | $6809258.25    | 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        |     3161000 | PA      | $3116948.30    | 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        |     4538000 | PA      | $4003559.74    | 0.00%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 144A LIFE SR UNSEC 4.703% 08-05-27/26                                                 | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    50000000 | PA      | $50171900.00   | 0.05%             | 2027-08-05      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 5.35% 02-15-33                                                     | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    33897000 | PA      | $35439347.40   | 0.04%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND 6.35% 02-09-35                                                | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      253000 | PA      | $267805.56     | 0.00%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 144A LIFE SR UNSEC 5.711% 01-12-27/26                                                 | CUSIP: 902613AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    20000000 | PA      | $20072060.00   | 0.02%             | 2027-01-12      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| US BANCORP                                                                      | US BANCORP SR UNSEC 4.653% 02-01-29/28                                                             | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    31436000 | PA      | $31789120.59   | 0.03%             | 2029-02-01      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                      | US BANCORP SR UNSEC 5.775% 06-12-29/28                                                             | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1561341.00    | 0.00%             | 2029-06-12      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 144A LIFE SR UNSEC 5.428% 02-08-30/29                                                 | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     9650000 | PA      | $9972049.45    | 0.01%             | 2030-02-08      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| US BANCORP                                                                      | US BANCORP SR UNSEC 5.384% 01-23-30/29                                                             | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     6064000 | PA      | $6270952.19    | 0.01%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD0477 11-01-50                                                                      | CUSIP: 3132DMQ65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     6983320 | PA      | $5648793.99    | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | 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        |     1010540 | PA      | $912289.52     | 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        |      687626 | PA      | $621834.21     | 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        |     5294940 | PA      | $4767166.90    | 0.00%             | 2048-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD0552 03-01-51                                                                      | CUSIP: 3132DMTH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      523597 | PA      | $423984.98     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 RA5258 05-01-51                                                                      | CUSIP: 3133KLZX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      367499 | PA      | $298631.42     | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | 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        |     3921901 | PA      | $3563274.26    | 0.00%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHARM FRN 760012 04-01-45                                                                          | CUSIP: 31342WAM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      354789 | PA      | $358923.93     | 0.00%             | 2045-04-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CA8450 01-01-51                                                                      | CUSIP: 3140QGL88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3519336 | PA      | $2847477.55    | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BU0968 11-01-51                                                                      | CUSIP: 3140M2CE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5328684 | PA      | $4300296.15    | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHARM FRN 760013 04-01-45                                                                          | CUSIP: 31342WAN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      246509 | PA      | $248199.67     | 0.00%             | 2045-04-01      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_18-3                                         | SCRT 2018-3 MA 3.5% 08-25-57                                                                       | CUSIP: 35563PGG8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    32790485 | PA      | $31964656.42   | 0.03%             | 2057-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8525 04-01-55                                                                      | CUSIP: 3132DWPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    65765077 | PA      | $67245251.58   | 0.07%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC7823 12-01-54                                                                      | CUSIP: 3140AVVR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2721071 | PA      | $2782344.56    | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 CA1189 02-01-48                                                                      | CUSIP: 3140Q8KB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1062327 | PA      | $985862.74     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 QA4673 11-01-49                                                                      | CUSIP: 31346YFN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     6202429 | PA      | $5589126.44    | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 2.5 CB4285 07-01-37                                                                      | CUSIP: 3140QPXP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1622351 | PA      | $1527270.14    | 0.00%             | 2037-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 2.5 FS7802 03-01-37                                                                      | CUSIP: 3140XPU49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2618286 | PA      | $2463870.27    | 0.00%             | 2037-03-01      | Fixed         | 2.50%                 | 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        |    22974717 | PA      | $21378548.41   | 0.02%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 QA5125 12-01-49                                                                      | CUSIP: 31346YVS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    17777640 | PA      | $16591480.00   | 0.02%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 CA4802 12-01-49                                                                      | CUSIP: 3140QCKQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    18281263 | PA      | $16947498.16   | 0.02%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 CA4021 08-01-49                                                                      | CUSIP: 3140QBPF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    19565748 | PA      | $18093835.91   | 0.02%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 2.5 FS0783 03-01-37                                                                      | CUSIP: 3140XF2R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      791523 | PA      | $744836.21     | 0.00%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 2.5 MA4568 03-01-37                                                                      | CUSIP: 31418ECE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      350157 | PA      | $329505.96     | 0.00%             | 2037-03-01      | Fixed         | 2.50%                 | 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        |    48161089 | PA      | $45045163.13   | 0.05%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.0 AL9668 10-01-30                                                                      | CUSIP: 3138ERW63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        1309 | PA      | $1295.30       | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 945680 09-01-37                                                                      | CUSIP: 31413HCR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       13327 | PA      | $14051.62      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCN UMBS 3.0 MA3131 09-01-27                                                                      | CUSIP: 31418CPR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       11171 | PA      | $11056.70      | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 2.5 CB2247 11-01-36                                                                      | CUSIP: 3140QMP99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2750716 | PA      | $2589287.51    | 0.00%             | 2036-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 2.5 MA4665 07-01-37                                                                      | CUSIP: 31418EFF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      624222 | PA      | $587632.20     | 0.00%             | 2037-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCN UMBS 3.0 MA2973 04-01-27                                                                      | CUSIP: 31418CJT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        1000 | PA      | $990.98        | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 2.5 BO1359 08-01-34                                                                      | CUSIP: 3140JVQM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      989888 | PA      | $943217.81     | 0.00%             | 2034-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K101                             | FHMS K101 A2 (MF) 2.524% 10-25-29                                                                  | CUSIP: 3137FQ3Z4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       62000 | PA      | $58714.56      | 0.00%             | 2029-10-25      | Fixed         | 2.52%                 | 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        |     5033499 | PA      | $4839966.11    | 0.01%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 CB4021 06-01-52                                                                      | CUSIP: 3140QPPF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    23679856 | PA      | $22397000.24   | 0.02%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 CB3379 04-01-52                                                                      | CUSIP: 3140QNXH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    11655981 | PA      | $11029902.88   | 0.01%             | 2052-04-01      | 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        |     1198025 | PA      | $1152168.11    | 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        |     1340335 | PA      | $1287689.50    | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 FM1062 06-01-49                                                                      | CUSIP: 3140X4FC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6724129 | PA      | $6303487.76    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 931768 08-01-39                                                                      | CUSIP: 31412QFH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       28742 | PA      | $29450.83      | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 FA0608 02-01-55                                                                      | CUSIP: 3140W0VA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    72687081 | PA      | $73353112.68   | 0.08%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS8792 08-01-54                                                                      | CUSIP: 3140XQXW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6901606 | PA      | $7067920.90    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS AT0300 03-01-43                                                                          | CUSIP: 3138WMKN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       55056 | PA      | $52776.13      | 0.00%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BH2847 05-01-47                                                                      | CUSIP: 3140GREV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       32854 | PA      | $30727.23      | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 AD3566 10-01-35                                                                      | CUSIP: 31418Q6C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       18862 | PA      | $19325.54      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BH2846 05-01-47                                                                      | CUSIP: 3140GREU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      125163 | PA      | $117329.35     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 MA5699 05-01-55                                                                      | CUSIP: 31418FKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6827626 | PA      | $6776746.65    | 0.01%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD8532 05-01-55                                                                      | CUSIP: 3132DWPR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     6484509 | PA      | $6436186.00    | 0.01%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q56591 06-01-48                                                                          | CUSIP: 3132Y0KD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      155635 | PA      | $144775.05     | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 695412 06-01-33                                                                      | CUSIP: 31400RR94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        2473 | PA      | $2528.79       | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5735 06-01-55                                                                      | CUSIP: 31418FLR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    83317734 | PA      | $84061677.62   | 0.09%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RQ0013 06-01-55                                                                      | CUSIP: 3142J6AP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    90664892 | PA      | $91474438.32   | 0.09%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q54700 03-01-48                                                                          | CUSIP: 3132XXGJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      686450 | PA      | $638498.83     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q19133 06-01-43                                                                          | CUSIP: 3132JASX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      445239 | PA      | $420170.93     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5701 05-01-55                                                                      | CUSIP: 31418FKP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   106843352 | PA      | $109224356.40  | 0.11%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 MA5697 05-01-55                                                                      | CUSIP: 31418FKK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5982198 | PA      | $5641756.73    | 0.01%             | 2055-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 BK5232 05-01-48                                                                      | CUSIP: 3140HJY62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      447472 | PA      | $430866.29     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.0 Q56175 05-01-48                                                                          | CUSIP: 3132XY2H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      308384 | PA      | $297302.12     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FASST 2025-PC1                                                                  | FASST 2025-PC1 A1 144A 4.5% 05-25-75                                                               | CUSIP: 316929AA6<br>LEI: 254900FJW75GV74X3O58 | Long             | ABS-CBDO         | CORP              | US        |    41676762 | PA      | $40307222.16   | 0.04%             | 2075-05-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 MA5734 06-01-55                                                                      | CUSIP: 31418FLQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3593227 | PA      | $3566450.25    | 0.00%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 AT7161 06-01-43                                                                      | CUSIP: 3138WU5X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      583633 | PA      | $550773.71     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q55056 03-01-48                                                                          | CUSIP: 3132XXTN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      523967 | PA      | $490441.59     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 RA1463 10-01-49                                                                      | CUSIP: 3133KGTU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     6054208 | PA      | $5675462.52    | 0.01%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q54781 03-01-48                                                                          | CUSIP: 3132XXJ34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      554352 | PA      | $518539.05     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q54699 03-01-48                                                                          | CUSIP: 3132XXGH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      363445 | PA      | $338297.01     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q54831 03-01-48                                                                          | CUSIP: 3132XXLM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      232963 | PA      | $218422.43     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 RQ0012 06-01-55                                                                      | CUSIP: 3142J6AN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     7924218 | PA      | $7865166.28    | 0.01%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SL1094 04-01-55                                                                      | CUSIP: 31427NGC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     6868945 | PA      | $6826343.72    | 0.01%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 BK6840 06-01-48                                                                      | CUSIP: 3140HLS64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      598858 | PA      | $576634.76     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 AC0794 10-01-39                                                                      | CUSIP: 31417J3C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       23936 | PA      | $24526.23      | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 AX8521 12-01-44                                                                      | CUSIP: 3138YAPF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      260794 | PA      | $245913.94     | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 QA2748 09-01-49                                                                      | CUSIP: 31339SBR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      741775 | PA      | $692786.42     | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SL0797 02-01-55                                                                      | CUSIP: 31427M3F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    14631626 | PA      | $15096560.58   | 0.02%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QD8711 03-01-52                                                                      | CUSIP: 3133B6VC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    11983714 | PA      | $9670857.33    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q28558 09-01-44                                                                          | CUSIP: 3132M9E75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2253269 | PA      | $2124947.51    | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 Q58411 09-01-48                                                                          | CUSIP: 3132Y2KZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2207759 | PA      | $2186012.26    | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS8790 07-01-54                                                                      | CUSIP: 3140XQXU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    28963758 | PA      | $29987336.71   | 0.03%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FM7751 05-01-51                                                                      | CUSIP: 3140XBTH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    19858003 | PA      | $16025845.60   | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.0 Q55970 05-01-48                                                                          | CUSIP: 3132XYT49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      175324 | PA      | $168066.48     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q17696 04-01-43                                                                          | CUSIP: 3132J87J3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      432582 | PA      | $409842.05     | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB0193 04-01-51                                                                      | CUSIP: 3140QKGB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2650091 | PA      | $2356816.19    | 0.00%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA4979 04-01-53                                                                      | CUSIP: 31418EQ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    67901398 | PA      | $68796135.23   | 0.07%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FM7512 04-01-51                                                                      | CUSIP: 3140XBK25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1152061 | PA      | $932510.41     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB0153 04-01-51                                                                      | CUSIP: 3140QKE38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2808108 | PA      | $2266258.45    | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD2948 11-01-52                                                                      | CUSIP: 3132DQHZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    50852339 | PA      | $51517131.98   | 0.05%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD8341 07-01-53                                                                      | CUSIP: 3132DWHS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      389457 | PA      | $388050.05     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 QD9587 04-01-52                                                                      | CUSIP: 3133B7UL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2150164 | PA      | $1892410.61    | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FM6556 03-01-51                                                                      | CUSIP: 3140XAJA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      496028 | PA      | $400315.71     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 RA3384 08-01-50                                                                      | CUSIP: 3133KJXM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2133415 | PA      | $1894233.99    | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CA7052 09-01-50                                                                      | CUSIP: 3140QEZS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2169527 | PA      | $1926972.08    | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB2095 11-01-51                                                                      | CUSIP: 3140QMKH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7839938 | PA      | $6899278.82    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CA8587 01-01-51                                                                      | CUSIP: 3140QGRH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      197570 | PA      | $159898.11     | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BW1243 10-01-52                                                                      | CUSIP: 3140MSLZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    18087636 | PA      | $18337191.62   | 0.02%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 FS4563 05-01-53                                                                      | CUSIP: 3140XLB98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    10509480 | PA      | $10507756.69   | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD8315 04-01-53                                                                      | CUSIP: 3132DWGY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3168209 | PA      | $3147625.22    | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD2716 04-01-53                                                                      | CUSIP: 3132DQAR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    16098058 | PA      | $16098734.27   | 0.02%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DA7883 02-01-54                                                                      | CUSIP: 3140A8XM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1610083 | PA      | $1668776.52    | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QX8778 03-01-55                                                                      | CUSIP: 31426FXG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3494561 | PA      | $3653193.54    | 0.00%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD8329 06-01-53                                                                      | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     8790478 | PA      | $8760986.30    | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BW1289 10-01-52                                                                      | CUSIP: 3140MSNF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    20086317 | PA      | $20357261.09   | 0.02%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DD8791 04-01-55                                                                      | CUSIP: 3140B9XV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1375886 | PA      | $1440464.37    | 0.00%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 BV1604 02-01-55                                                                      | CUSIP: 3140MEYA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      581664 | PA      | $602226.82     | 0.00%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 MA5071 07-01-53                                                                      | CUSIP: 31418ET59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1716051 | PA      | $1707812.35    | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 BX5931 01-01-53                                                                      | CUSIP: 3140NASV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1356350 | PA      | $1392248.96    | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 BO9414 06-01-53                                                                      | CUSIP: 3140K5N86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4438501 | PA      | $4549441.74    | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 BW5278 04-01-53                                                                      | CUSIP: 3140MW2L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1784812 | PA      | $1828920.52    | 0.00%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5073 07-01-53                                                                      | CUSIP: 31418ET75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4522496 | PA      | $4635960.47    | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 BX5666 01-01-53                                                                      | CUSIP: 3140NAJL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      263725 | PA      | $270504.91     | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DD1805 02-01-55                                                                      | CUSIP: 3140B2AF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1554112 | PA      | $1611203.50    | 0.00%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QX9148 03-01-55                                                                      | CUSIP: 31426GEW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2910051 | PA      | $3034811.00    | 0.00%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 6.0 MA4908 01-01-43                                                                      | CUSIP: 31418EN22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       37806 | PA      | $38818.39      | 0.00%             | 2043-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QF8331 02-01-53                                                                      | CUSIP: 3133BWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      442115 | PA      | $447633.79     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DB8661 07-01-54                                                                      | CUSIP: 3140AJTT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1998661 | PA      | $2067814.28    | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QJ3251 09-01-54                                                                      | CUSIP: 3133CTTG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5131381 | PA      | $5312734.31    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QF8462 03-01-53                                                                      | CUSIP: 3133BWMK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    18999173 | PA      | $19237308.53   | 0.02%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QG4632 06-01-53                                                                      | CUSIP: 3133C5ED9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    13357939 | PA      | $13524605.58   | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BX8514 03-01-53                                                                      | CUSIP: 3140NDN86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1646352 | PA      | $1670691.57    | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QG4096 06-01-53                                                                      | CUSIP: 3133C4RR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      461328 | PA      | $473002.80     | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DD9269 04-01-55                                                                      | CUSIP: 3140BAJP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1315140 | PA      | $1361613.20    | 0.00%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QJ0141 07-01-54                                                                      | CUSIP: 3133CQEN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1643637 | PA      | $1707577.57    | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BX6633 01-01-53                                                                      | CUSIP: 3140NBLP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      302966 | PA      | $306711.54     | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BY0003 04-01-53                                                                      | CUSIP: 3140NGAD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6320443 | PA      | $6402026.96    | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QJ3540 09-01-54                                                                      | CUSIP: 3133CT4Z9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1242826 | PA      | $1289396.03    | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DD3319 02-01-55                                                                      | CUSIP: 3140B3VM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2451011 | PA      | $2555100.14    | 0.00%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BX9116 04-01-53                                                                      | CUSIP: 3140NEDW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      927278 | PA      | $939258.64     | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QG5097 06-01-53                                                                      | CUSIP: 3133C5UW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     7155832 | PA      | $7246375.02    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DC5689 11-01-54                                                                      | CUSIP: 3140ATKB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2202392 | PA      | $2279761.93    | 0.00%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DD5571 03-01-55                                                                      | CUSIP: 3140B6FM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3777717 | PA      | $3916604.87    | 0.00%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QG3382 05-01-53                                                                      | CUSIP: 3133C3XK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5815860 | PA      | $5894525.77    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QF7144 02-01-53                                                                      | CUSIP: 3133BU5D5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4902797 | PA      | $4964876.55    | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DD4960 04-01-55                                                                      | CUSIP: 3140B5QN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5458217 | PA      | $5646454.63    | 0.01%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QI5490 05-01-54                                                                      | CUSIP: 3133WCC36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3981202 | PA      | $4117820.94    | 0.00%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BX9431 03-01-53                                                                      | CUSIP: 3140NEPR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1413804 | PA      | $1434619.23    | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QF7483 02-01-53                                                                      | CUSIP: 3133BVJ48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      750741 | PA      | $760054.77     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QJ7032 10-01-54                                                                      | CUSIP: 3133CXY53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     7398663 | PA      | $7655381.54    | 0.01%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FM5444 12-01-50                                                                      | CUSIP: 3140X9BN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       43265 | PA      | $35019.16      | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QF7774 02-01-53                                                                      | CUSIP: 3133BVT70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4053092 | PA      | $4107127.47    | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BX8556 04-01-53                                                                      | CUSIP: 3140NDQJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1810861 | PA      | $1833744.40    | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD8517 03-01-55                                                                      | CUSIP: 3132DWPA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    51700361 | PA      | $53476836.90   | 0.06%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BU2630 02-01-52                                                                      | CUSIP: 3140M34Q0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7339882 | PA      | $5923255.23    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BY0091 05-01-53                                                                      | CUSIP: 3140NGC57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1140379 | PA      | $1154644.24    | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BY0204 05-01-53                                                                      | CUSIP: 3140NGGN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3170466 | PA      | $3228602.78    | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BX7779 03-01-53                                                                      | CUSIP: 3140NCUD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3010558 | PA      | $3054879.19    | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QG3365 05-01-53                                                                      | CUSIP: 3133C3W28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3324904 | PA      | $3377580.86    | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BY3337 06-01-53                                                                      | CUSIP: 3140NKV73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5558365 | PA      | $5643663.40    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QG5136 06-01-53                                                                      | CUSIP: 3133C5V57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     6981755 | PA      | $7104333.25    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BY0007 04-01-53                                                                      | CUSIP: 3140NGAH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2499945 | PA      | $2534786.77    | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QG4732 06-01-53                                                                      | CUSIP: 3133C5HH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       29721 | PA      | $30155.76      | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QF9076 03-01-53                                                                      | CUSIP: 3133BXCM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     7513102 | PA      | $7605918.71    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QG1266 04-01-53                                                                      | CUSIP: 3133C1MP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      115782 | PA      | $117325.76     | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB5525 01-01-53                                                                      | CUSIP: 3140QRD75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       11604 | PA      | $11941.64      | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 FS4152 03-01-53                                                                      | CUSIP: 3140XKTJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      325973 | PA      | $330284.98     | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BX8835 03-01-53                                                                      | CUSIP: 3140NDY92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      278197 | PA      | $281317.73     | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QG1719 05-01-53                                                                      | CUSIP: 3133C14C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       45285 | PA      | $45808.62      | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BX8389 03-01-53                                                                      | CUSIP: 3140NDKB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      351930 | PA      | $355725.47     | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD2246 01-01-53                                                                      | CUSIP: 3132DPP77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       54178 | PA      | $55828.15      | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB7862 01-01-54                                                                      | CUSIP: 3140QTWY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    43079979 | PA      | $44228490.99   | 0.05%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ0856 02-01-54                                                                      | CUSIP: 3142GQ5S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    14623525 | PA      | $15171453.58   | 0.02%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS6610 12-01-53                                                                      | CUSIP: 3140XNKY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    34062903 | PA      | $35316656.29   | 0.04%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB7932 02-01-54                                                                      | CUSIP: 3140QTY60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    27140751 | PA      | $27856533.85   | 0.03%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB7933 02-01-54                                                                      | CUSIP: 3140QTY78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    39336433 | PA      | $40716276.67   | 0.04%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD4795 01-01-54                                                                      | CUSIP: 3132DSKG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    51963285 | PA      | $53361877.15   | 0.06%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 RA6771 02-01-52                                                                      | CUSIP: 3133KNQY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     7730359 | PA      | $6238369.03    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QB6579 12-01-50                                                                      | CUSIP: 3133ADJY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1992862 | PA      | $1608299.69    | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ0440 12-01-53                                                                      | CUSIP: 3142GQP22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    10835354 | PA      | $11123509.29   | 0.01%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD4897 02-01-54                                                                      | CUSIP: 3132DSNN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    26105305 | PA      | $26788246.32   | 0.03%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB8003 02-01-54                                                                      | CUSIP: 3140QT3M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    16724794 | PA      | $17138431.88   | 0.02%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD3559 08-01-53                                                                      | CUSIP: 3132DQ5U6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4709627 | PA      | $4787335.96    | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BR0772 01-01-51                                                                      | CUSIP: 3140KX2E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       77573 | PA      | $62651.31      | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QY1233 04-01-55                                                                      | CUSIP: 31426KLP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      556294 | PA      | $568820.82     | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS7221 02-01-54                                                                      | CUSIP: 3140XPAX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    12812258 | PA      | $13217650.22   | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 FS7252 11-01-53                                                                      | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    29684085 | PA      | $29569177.75   | 0.03%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD3639 08-01-53                                                                      | CUSIP: 3132E0BG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    75106204 | PA      | $77180186.94   | 0.08%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD4977 11-01-53                                                                      | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    93451550 | PA      | $93089798.67   | 0.10%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB8073 07-01-54                                                                      | CUSIP: 3140AH6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       21685 | PA      | $22192.44      | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC9957 01-01-55                                                                      | CUSIP: 3140AYB38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      124729 | PA      | $127576.37     | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS6873 01-01-54                                                                      | CUSIP: 3140XNT79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    53124247 | PA      | $54960380.27   | 0.06%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST FREMF_24-K517                                              | FHMS K517 A2 FRN 01-25-29                                                                          | CUSIP: 3137HC2C5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     9918000 | PA      | $10321345.22   | 0.01%             | 2029-01-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB4465 08-01-54                                                                      | CUSIP: 3140AD6B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3169811 | PA      | $3243899.02    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD0756 02-01-55                                                                      | CUSIP: 3140B0ZW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      114158 | PA      | $116737.01     | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ1066 03-01-54                                                                      | CUSIP: 3142GRFG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    28826377 | PA      | $29251940.76   | 0.03%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DA9344 01-01-54                                                                      | CUSIP: 3140YXL25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8508461 | PA      | $8715608.39    | 0.01%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ1076 03-01-54                                                                      | CUSIP: 3142GRFS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     6071665 | PA      | $6219527.84    | 0.01%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD4964 02-01-54                                                                      | CUSIP: 3132DSQR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     6810274 | PA      | $7015541.95    | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD4308 02-01-55                                                                      | CUSIP: 3140B4YE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      507202 | PA      | $518874.72     | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QX1463 12-01-54                                                                      | CUSIP: 31425VTV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      510521 | PA      | $522332.48     | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5296 03-01-54                                                                      | CUSIP: 31418E3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    21835579 | PA      | $22062625.19   | 0.02%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8408 03-01-54                                                                      | CUSIP: 3132DWKV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    59113727 | PA      | $59725377.14   | 0.06%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB8163 03-01-54                                                                      | CUSIP: 3140QUB96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    20911238 | PA      | $21575316.10   | 0.02%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 CB8151 03-01-54                                                                      | CUSIP: 3140QUBV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    12188489 | PA      | $12316638.88   | 0.01%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QX9257 04-01-55                                                                      | CUSIP: 31426GJB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       48337 | PA      | $49435.29      | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC3397 06-01-55                                                                      | CUSIP: 3140AQX31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1995306 | PA      | $2041002.68    | 0.00%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5271 02-01-54                                                                      | CUSIP: 31418E2D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8069377 | PA      | $8157018.18    | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB8153 03-01-54                                                                      | CUSIP: 3140QUBX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    25396683 | PA      | $26203586.15   | 0.03%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QC9779 09-01-51                                                                      | CUSIP: 3133AU2L1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      714028 | PA      | $576238.66     | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB2614 01-01-52                                                                      | CUSIP: 3140QM3Y8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2573546 | PA      | $2088823.95    | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 CB8143 03-01-54                                                                      | CUSIP: 3140QUBM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    29398817 | PA      | $29765831.70   | 0.03%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 CB8148 03-01-54                                                                      | CUSIP: 3140QUBS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    23996036 | PA      | $24329868.77   | 0.03%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD7200 04-01-55                                                                      | CUSIP: 3140B8AA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1991052 | PA      | $2037473.69    | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SL1413 04-01-55                                                                      | CUSIP: 31427NSB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3048671 | PA      | $3121308.29    | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB8168 03-01-54                                                                      | CUSIP: 3140QUCE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4532853 | PA      | $4644588.26    | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K516                             | FHMS K516 A2 (MF) 5.477% 01-25-29                                                                  | CUSIP: 3137HBPM0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    14962000 | PA      | $15563442.48   | 0.02%             | 2029-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 FS4191 03-01-53                                                                      | CUSIP: 3140XKUR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5042476 | PA      | $5125671.76    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES FNMA_24-M1A                                                      | FNA 2024-M1 A2 FRN 01-25-34                                                                        | CUSIP: 3136BQL23<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     8000000 | PA      | $8007832.00    | 0.01%             | 2034-01-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC6459 11-01-54                                                                      | CUSIP: 3140AUE90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      874479 | PA      | $894441.06     | 0.00%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC4816 05-01-55                                                                      | CUSIP: 3140ASK64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      960588 | PA      | $983847.22     | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD3177 06-01-53                                                                      | CUSIP: 3132DQQ66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    45839532 | PA      | $47058313.20   | 0.05%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD4896 02-01-54                                                                      | CUSIP: 3132DSNM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    15628497 | PA      | $16040151.43   | 0.02%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RA9854 09-01-53                                                                      | CUSIP: 3133KR5P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    30446461 | PA      | $31464559.90   | 0.03%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD2861 05-01-53                                                                      | CUSIP: 3132DQFA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    16152986 | PA      | $16593461.65   | 0.02%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD9296 04-01-55                                                                      | CUSIP: 3140BAKJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       85251 | PA      | $87178.51      | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QY0266 04-01-55                                                                      | CUSIP: 31426JJL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       87705 | PA      | $89656.76      | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ1216 04-01-54                                                                      | CUSIP: 3142GRK66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    18673869 | PA      | $18982006.82   | 0.02%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ1215 04-01-54                                                                      | CUSIP: 3142GRK58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5587549 | PA      | $5644788.17    | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD5117 03-01-54                                                                      | CUSIP: 3132DSVJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    47006465 | PA      | $48439973.73   | 0.05%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8401 02-01-54                                                                      | CUSIP: 3132DWKN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    10511433 | PA      | $10623169.36   | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QJ1576 08-01-54                                                                      | CUSIP: 3133CRXD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      996164 | PA      | $1032000.25    | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5295 03-01-54                                                                      | CUSIP: 31418E3D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      840812 | PA      | $861335.25     | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD8109 04-01-55                                                                      | CUSIP: 3140B9AK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2989996 | PA      | $3058475.70    | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QJ9527 11-01-54                                                                      | CUSIP: 3133D1SQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2156552 | PA      | $2206001.74    | 0.00%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8439 06-01-54                                                                      | CUSIP: 3132DWLU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      327136 | PA      | $334597.64     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS0369 01-01-52                                                                      | CUSIP: 3140XFMT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      318799 | PA      | $268925.28     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5354 05-01-54                                                                      | CUSIP: 31418E5Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       59319 | PA      | $60672.60      | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QC6516 09-01-51                                                                      | CUSIP: 3133ARGZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      800621 | PA      | $675377.29     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QY0860 04-01-55                                                                      | CUSIP: 31426J5W5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    10941420 | PA      | $11190643.70   | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD9841 05-01-55                                                                      | CUSIP: 3140BA5B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      996061 | PA      | $1018872.68    | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 MA5119 07-01-53                                                                      | CUSIP: 31418EVM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       22906 | PA      | $19327.18      | 0.00%             | 2053-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS6631 07-01-52                                                                      | CUSIP: 3140XNLM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      744156 | PA      | $629985.24     | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QJ6718 10-01-54                                                                      | CUSIP: 3133CXPB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      983053 | PA      | $1006128.92    | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QX2195 12-01-54                                                                      | CUSIP: 31425WNM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      987141 | PA      | $1010009.57    | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DE4980 07-01-55                                                                      | CUSIP: 3140BHRA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      455556 | PA      | $466393.17     | 0.00%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC6437 11-01-54                                                                      | CUSIP: 3140AUEK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       58890 | PA      | $60232.37      | 0.00%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QX9674 03-01-55                                                                      | CUSIP: 31426GXC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      921392 | PA      | $942380.18     | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC0503 09-01-54                                                                      | CUSIP: 3140AMRZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2123088 | PA      | $2172768.48    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEACO 2025-1H                                                                   | SEACO 2025-1H A 144A 6.169% 09-20-45                                                               | CUSIP: 37893FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    40021000 | PA      | $40098720.78   | 0.04%             | 2045-09-20      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                               | SORT 2020-1 A1 144A 1.69% 07-15-60                                                                 | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    89152000 | PA      | $77064237.10   | 0.08%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                               | SORT 2020-1 B1 144A 2.28% 07-15-60                                                                 | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12880500 | PA      | $9166317.55    | 0.01%             | 2060-07-15      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                               | SORT 2020-1 A2 144A 1.99% 07-15-60                                                                 | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15467065 | PA      | $13140214.83   | 0.01%             | 2060-07-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                               | SORT 2020-1 B2 144A 2.6% 07-15-60                                                                  | CUSIP: 12530MAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      989397 | PA      | $694203.62     | 0.00%             | 2060-07-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SL1416 04-01-55                                                                      | CUSIP: 31427NSE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4715568 | PA      | $4824578.01    | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DA5054 11-01-53                                                                      | CUSIP: 3140A5TL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      877893 | PA      | $901601.84     | 0.00%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEACO_20-1                                                                      | SEACO 2020-1A B 144A 3.55% 10-17-40                                                                | CUSIP: 37959PAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      703117 | PA      | $678723.31     | 0.00%             | 2040-10-17      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE VII SRL                                                       | SEACO 2020-2A A 144A 2.26% 11-19-40                                                                | CUSIP: 37959PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1545696 | PA      | $1478314.13    | 0.00%             | 2040-11-19      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_21-A                                       | SMB 2021-A APT2 144A 1.07% 01-15-53                                                                | CUSIP: 78448YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3062135 | PA      | $2793687.14    | 0.00%             | 2053-01-15      | Fixed         | 1.07%                 | Yes           |                  2 | On Loan: No      |
| CLIF FUNDING VII LLC CLIF_21-1                                                  | CLIF 2021-1A A 144A 1.64% 02-18-46                                                                 | CUSIP: 12565KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7096651 | PA      | $6566311.45    | 0.01%             | 2046-02-18      | Fixed         | 1.64%                 | Yes           |                  2 | On Loan: No      |
| CLIF FUNDING VII LLC CLIF_21-1                                                  | CLIF 2021-1A B 144A 2.38% 02-18-46                                                                 | CUSIP: 12565KAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      763156 | PA      | $705932.68     | 0.00%             | 2046-02-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_21-1                                               | SORT 2021-1A A1 144A 1.53% 03-15-61                                                                | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    89045194 | PA      | $74571521.03   | 0.08%             | 2061-03-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_21-1                                               | SORT 2021-1A B1 144A 1.98% 03-15-61                                                                | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5694268 | PA      | $4463696.95    | 0.00%             | 2061-03-15      | Fixed         | 1.98%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_21-1A                                               | SEACO 2021-1A A 144A 1.86% 04-17-41                                                                | CUSIP: 37959PAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    35450044 | PA      | $33037562.53   | 0.03%             | 2041-04-17      | Fixed         | 1.86%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DE5117 07-01-55                                                                      | CUSIP: 3140BHVK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2352435 | PA      | $2406312.99    | 0.00%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD5311 04-01-55                                                                      | CUSIP: 3140B53V7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1944002 | PA      | $1987977.20    | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS IV LTD TMCL_20-3A                                   | TMCL 2020-3A A 144A 2.11% 09-20-45                                                                 | CUSIP: 88315LAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5594425 | PA      | $5324947.14    | 0.01%             | 2045-09-20      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| TRINITAS CLO LTD TRNTS_20-12                                                    | TRNTS 2020-12A CR2 CLO 144A FRN 04-25-33                                                           | CUSIP: 89641GBC5<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-O            | CORP              | US        |      818000 | PA      | $820667.50     | 0.00%             | 2033-04-25      | Variable      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| TRNTS 2021-17A                                                                  | TRNTS 2021-17A CR CLO 144A FRN 10-20-34                                                            | CUSIP: 89642JAP0<br>LEI: 254900E0LENORBQRRG46 | Long             | ABS-O            | CORP              | KY        |     5075000 | PA      | $5074944.18    | 0.01%             | 2034-10-20      | Variable      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| TACLN 2025-1                                                                    | TACLN 2025-1 B 144A 4.728% 09-26-33                                                                | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    29502000 | PA      | $29553628.50   | 0.03%             | 2033-09-26      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QY3446 05-01-55                                                                      | CUSIP: 31426MZL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      998065 | PA      | $1020800.39    | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QY6174 06-01-55                                                                      | CUSIP: 31426Q2G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2993481 | PA      | $3062034.46    | 0.00%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                           | ACCENTURE CAPITAL INC SR UNSEC 4.25% 10-04-31                                                      | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $10990474.00   | 0.01%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                           | ACCENTURE CAPITAL INC SR UNSEC 4.5% 10-04-34                                                       | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    11394000 | PA      | $11244157.51   | 0.01%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                   | AMPHENOL CORP SR UNSEC 5.375% 11-15-54                                                             | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      842000 | PA      | $842323.33     | 0.00%             | 2054-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                   | AMPHENOL CORP SR UNSEC 5.0% 01-15-35                                                               | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     1506000 | PA      | $1537254.02    | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC SR UNSEC 4.5% 05-02-43                                                            | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      100000 | PA      | $86314.10      | 0.00%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                       | ALIBABA GROUP HOLDING LTD 144A SR UNSEC 5.25% 05-26-35                                             | CUSIP: 01609WBK7<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | HK        |    13830000 | PA      | $14486302.65   | 0.02%             | 2035-05-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | BOSTON PROPERTIES LP SR UNSEC 2.55% 04-01-32                                                       | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    74163000 | PA      | $64152552.42   | 0.07%             | 2032-04-01      | Fixed         | 2.55%                 | 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        |    29913000 | PA      | $29570615.80   | 0.03%             | 2027-03-11      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                       | ALIBABA GROUP HOLDING LTD 144A SR UNSEC 5.625% 11-26-54                                            | CUSIP: 01609WBL5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | HK        |     2690000 | PA      | $2815017.75    | 0.00%             | 2054-11-26      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                         | ARTHUR J GALLAGHER & CO SR UNSEC 5.0% 02-15-32                                                     | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2042306.00    | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | 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        |    24030000 | PA      | $21939630.30   | 0.02%             | 2034-04-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                              | BMW US CAPITAL LLC 144A LIFE SR UNSEC 2.55% 04-01-31                                               | CUSIP: 05565EBS3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     5056000 | PA      | $4568647.10    | 0.00%             | 2031-04-01      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                         | ARTHUR J GALLAGHER & CO SR UNSEC 4.85% 12-15-29                                                    | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    25500000 | PA      | $26041645.50   | 0.03%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                         | ARTHUR J GALLAGHER & CO SR UNSEC 5.15% 02-15-35                                                    | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    31000000 | PA      | $31388647.00   | 0.03%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                  | BNP PARIBAS SA 144A LIFE SR NON PREF 2.871% 04-19-32/31                                            | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      214000 | PA      | $194519.58     | 0.00%             | 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        |    30222000 | PA      | $28632383.24   | 0.03%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                         | ARTHUR J GALLAGHER & CO SR UNSEC 5.55% 02-15-55                                                    | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    18461000 | PA      | $18061467.04   | 0.02%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ARCOS DORADOS BV                                                                | ARCOS DORADOS BV 144A LIFE SR UNSEC 6.375% 01-29-32                                                | CUSIP: 03965TAC7<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |     3465000 | PA      | $3659040.00    | 0.00%             | 2032-01-29      | Fixed         | 6.38%                 | 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        |    68724000 | PA      | $60980454.58   | 0.06%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 2.972% 07-21-52/51                                                   | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      410000 | PA      | $273088.29     | 0.00%             | 2052-07-21      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO SR UNSEC 5.442% 01-30-36/35                                                    | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    13388000 | PA      | $13929611.54   | 0.01%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC SR UNSEC 4.875% 02-04-28                                                          | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     3256000 | PA      | $3309724.00    | 0.00%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                             | HILCORP ENERGY I LP 144A LIFE SR UNSEC 6.25% 04-15-32                                              | CUSIP: 431318AZ7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $8640351.00    | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  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        |    14472000 | PA      | $14596502.62   | 0.02%             | 2028-06-09      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC SR UNSEC 5.2% 03-15-35                                                                  | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    13146000 | PA      | $13611328.96   | 0.01%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC SR UNSEC 5.6% 03-15-55                                                                  | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     5833000 | PA      | $5972548.69    | 0.01%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 7.39% 11-03-28/27                                                       | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     3357000 | PA      | $3565724.83    | 0.00%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SUB 8.113% 11-03-33/32                                                           | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     6963000 | PA      | $8168657.38    | 0.01%             | 2033-11-03      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPERATING PARTNERSHIP LP                                       | AMERICOLD REALTY OPERATING PARTNERSHIP LP SR UNSEC 5.6% 05-15-32                                   | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |     9660000 | PA      | $9785154.96    | 0.01%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO SR UNSEC 4.731% 04-25-29/28                                                    | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10161150.00   | 0.01%             | 2029-04-25      | Variable      | 4.73%                 | 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        |      191582 | PA      | $155266.57     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 Q02705 08-01-41                                                                          | CUSIP: 3132GGAE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1674171 | PA      | $1674937.79    | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC GBP REG S SUB (B) 8.201% 11-16-34/29                                             | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |     5190000 | PA      | $7695470.18    | 0.01%             | 2034-11-16      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                                                 | HANESBRANDS INC 144A LIFE SR UNSEC 9.0% 02-15-31                                                   | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |     3681000 | PA      | $3901116.44    | 0.00%             | 2031-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO SR UNSEC 5.016% 04-25-31/30                                                    | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    15933000 | PA      | $16387202.03   | 0.02%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO SR UNSEC 5.667% 04-25-36/35                                                    | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    44992000 | PA      | $47557623.81   | 0.05%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.5% 03-30-26                                           | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5025980.00    | 0.01%             | 2026-03-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.6% 03-30-28                                           | CUSIP: 44891ACD7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3394419.60    | 0.00%             | 2028-03-30      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                | AMERICAN INTERNATIONAL GROUP INC SR UNSEC 4.85% 05-07-30                                           | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     5078000 | PA      | $5198059.15    | 0.01%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                           | ATHENE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 4.83% 05-09-28                                 | CUSIP: 04685A4N8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $20245220.00   | 0.02%             | 2028-05-09      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC SR UNSEC 5.2% 06-01-28                                                                     | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    12219000 | PA      | $12516190.52   | 0.01%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC FRN 08-14-27                                                            | CUSIP: 404280DY2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    13000000 | PA      | $13113542.00   | 0.01%             | 2027-08-14      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                                    | AEP TRANSMISSION CO LLC SR UNSEC 5.375% 06-15-35                                                   | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1371772.50    | 0.00%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                              | ATHENE HOLDING LTD SR UNSEC 6.625% 05-19-55                                                        | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    14536000 | PA      | $15570149.18   | 0.02%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD5558 03-01-55                                                                      | CUSIP: 3140B6E84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       39539 | PA      | $40429.14      | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QY1235 04-01-55                                                                      | CUSIP: 31426KLR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1267243 | PA      | $1296266.49    | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                           | ATHENE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 5.033% 07-17-30                                | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15247500.00   | 0.02%             | 2030-07-17      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                          | ADVANCE AUTO PARTS INC 144A LIFE SR UNSEC 7.0% 08-01-30                                            | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     5210000 | PA      | $5364257.68    | 0.01%             | 2030-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC SR UNSEC 3.625% 03-15-32                                                                   | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     9673000 | PA      | $9077307.64    | 0.01%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC SR UNSEC 4.625% 03-15-52                                                                   | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      323000 | PA      | $266912.67     | 0.00%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                          | ADVANCE AUTO PARTS INC 144A LIFE SR UNSEC 7.375% 08-01-33                                          | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     8205000 | PA      | $8467601.03    | 0.01%             | 2033-08-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC SR UNSEC 5.25% 08-06-35                                                           | CUSIP: 02209SBV4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5057010.00    | 0.01%             | 2035-08-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 6.1% 09-21-28                                           | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1046256.00    | 0.00%             | 2028-09-21      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 6.5% 01-16-29                                           | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     5119000 | PA      | $5428023.79    | 0.01%             | 2029-01-16      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                           | ATHENE GLOBAL FUNDING GIC 144A LIFE SR UNSEC 5.543% 08-22-35                                       | CUSIP: 04685A4S7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     2721000 | PA      | $2758811.02    | 0.00%             | 2035-08-22      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| APA CORP                                                                        | APA CORP SR UNSEC 4.75% 04-15-43                                                                   | CUSIP: 03743QBD9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     2588000 | PA      | $1990560.20    | 0.00%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC8675 01-01-55                                                                      | CUSIP: 3140AWT90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1567034 | PA      | $1602905.12    | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC3877 10-01-54                                                                      | CUSIP: 3140ARJX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1424074 | PA      | $1457096.44    | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 6.25% 11-03-25                                          | CUSIP: 44891ACQ8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6008940.00    | 0.01%             | 2025-11-03      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC SR UNSEC 5.95% 03-15-34                                                                 | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2630382.50    | 0.00%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                        | APA CORP SR UNSEC 4.25% 01-15-30                                                                   | CUSIP: 03743QAZ1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     9050000 | PA      | $8767911.50    | 0.01%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC SR UNSEC 4.5% 05-15-35                                                                    | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     7743000 | PA      | $7484414.77    | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                          | CHUBB INA HOLDINGS LLC SR UNSEC 3.35% 05-03-26                                                     | CUSIP: 00440EAV9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99597.80      | 0.00%             | 2026-05-03      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                          | CHUBB INA HOLDINGS LLC SR UNSEC 4.35% 11-03-45                                                     | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      100000 | PA      | $88300.30      | 0.00%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SUB 7.399% 11-13-34/33                                                           | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    26937000 | PA      | $30667559.00   | 0.03%             | 2034-11-13      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.3% 01-08-29                                           | CUSIP: 44891ACU9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     2748000 | PA      | $2815441.42    | 0.00%             | 2029-01-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS9860 06-01-52                                                                      | CUSIP: 3140XR5W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    25361714 | PA      | $20530713.51   | 0.02%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QY8509 07-01-55                                                                      | CUSIP: 31426TN37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    13941234 | PA      | $14260530.30   | 0.01%             | 2055-07-01      | Fixed         | 6.00%                 | 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        |    20139000 | PA      | $20112094.30   | 0.02%             | 2025-11-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ADT SECURITY CORP                                                               | ADT SECURITY CORP 144A LIFE SR SEC 1ST LIEN 4.875% 07-15-32                                        | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2909226.00    | 0.00%             | 2032-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP SR UNSEC 5.6% 02-21-54                                                                  | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    39950000 | PA      | $38385677.85   | 0.04%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC SR UNSEC 5.25% 06-15-31                                              | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    11768000 | PA      | $12301137.47   | 0.01%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QY7784 07-01-55                                                                      | CUSIP: 31426SUJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     9773888 | PA      | $9997739.68    | 0.01%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 BV1863 06-01-55                                                                      | CUSIP: 3140MFB93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    18462358 | PA      | $18885201.67   | 0.02%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ADANI TRANSMISSION STEP-ONE LTD                                                 | ADANI TRANSMISSION STEP-ONE LTD REG S SR SEC 1ST LIEN 4.0% 08-03-26                                | CUSIP: N/A<br>LEI: 335800Z8CGS7O7D72N41       | Long             | DBT              | CORP              | IN        |     2000000 | PA      | $1982820.00    | 0.00%             | 2026-08-03      | Fixed         | 4.00%                 | Yes           |                  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        |    22786000 | PA      | $25935458.13   | 0.03%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| INGERSOLL-RAND INC                                                              | INGERSOLL RAND INC SR UNSEC 5.45% 06-15-34                                                         | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     1453000 | PA      | $1515862.59    | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                     | IMPERIAL BRANDS FINANCE PLC 144A LIFE SR UNSEC 5.875% 07-01-34                                     | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     8300000 | PA      | $8695519.90    | 0.01%             | 2034-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                             | ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 3.95% 01-15-28                                        | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99450.10      | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC SR UNSEC 3.2% 05-11-27                                                                   | CUSIP: 037833CR9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   125000000 | PA      | $124021000.00  | 0.13%             | 2027-05-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BY0255 04-01-53                                                                      | CUSIP: 3140NGH94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      703153 | PA      | $593415.27     | 0.00%             | 2053-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SI2046 08-01-50                                                                      | CUSIP: 3133USHX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      118635 | PA      | $100079.55     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                     | IMPERIAL BRANDS FINANCE PLC 144A LIFE SR UNSEC 4.5% 06-30-28                                       | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    16058000 | PA      | $16165668.89   | 0.02%             | 2028-06-30      | Fixed         | 4.50%                 | Yes           |                  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        |    10025000 | PA      | $11834953.60   | 0.01%             | 2033-11-21      | Variable      | 8.25%                 | Yes           |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                                    | AEP TRANSMISSION CO LLC SR UNSEC 3.1% 12-01-26                                                     | CUSIP: 00115AAE9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     1085000 | PA      | $1073049.81    | 0.00%             | 2026-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                       | ALIBABA GROUP HOLDING LTD SR UNSEC 4.2% 12-06-47                                                   | CUSIP: 01609WAV4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | HK        |     6300000 | PA      | $5414383.80    | 0.01%             | 2047-12-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS6380 02-01-52                                                                      | CUSIP: 3140XNCS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      730515 | PA      | $616913.17     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD5691 06-01-54                                                                      | CUSIP: 3132DTKC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      285748 | PA      | $292666.44     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                             | INTESA SANPAOLO SPA 144A LIFE SR NON PREF 7.778% 06-20-54/53                                       | CUSIP: 46115HCB1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    24119000 | PA      | $28991616.86   | 0.03%             | 2054-06-20      | Variable      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| INGERSOLL-RAND INC                                                              | INGERSOLL RAND INC SR UNSEC 5.7% 08-14-33                                                          | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     4791000 | PA      | $5091601.71    | 0.01%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                       | ALIBABA GROUP HOLDING LTD SR UNSEC 4.0% 12-06-37                                                   | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | HK        |     4000000 | PA      | $3699424.00    | 0.00%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                    | ING GROEP NV SR UNSEC 6.083% 09-11-27/26                                                           | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    12000000 | PA      | $12206736.00   | 0.01%             | 2027-09-11      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 5.581% 04-22-30/29                                                    | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     7203000 | PA      | $7525672.79    | 0.01%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 5.571% 04-22-28/27                                                    | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    23168000 | PA      | $23680406.66   | 0.02%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                               | JOHNSON & JOHNSON SR UNSEC 5.25% 06-01-54                                                          | CUSIP: 478160CX0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     2555000 | PA      | $2605872.61    | 0.00%             | 2054-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC9238 12-01-54                                                                      | CUSIP: 3140AXHQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1281247 | PA      | $1310888.34    | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SL0924 03-01-55                                                                      | CUSIP: 31427NA25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      493737 | PA      | $505532.69     | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                               | JOHNSON & JOHNSON SR UNSEC 4.95% 06-01-34                                                          | CUSIP: 478160CW2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $13670085.00   | 0.01%             | 2034-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 4.995% 07-22-30/29                                                    | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     7120000 | PA      | $7305105.76    | 0.01%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QX0553 12-01-54                                                                      | CUSIP: 31425UTK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2283812 | PA      | $2335238.61    | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QY8512 07-01-55                                                                      | CUSIP: 31426TN60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      456249 | PA      | $466698.96     | 0.00%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 SD2079 10-01-52                                                                      | CUSIP: 3132DPJY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5262711 | PA      | $4975119.31    | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 SD8306 03-01-53                                                                      | CUSIP: 3132DWGP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      349688 | PA      | $340405.44     | 0.00%             | 2053-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMMT 2019-6                                                                    | JPMMT 2019-6 B3 144A FRN 12-25-49                                                                  | CUSIP: 46651BBA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1041236 | PA      | $978555.09     | 0.00%             | 2049-12-25      | Variable      | 4.26%                 | Yes           |                  2 | On Loan: No      |
| JW 2024-BERY                                                                    | JW 2024-BERY A 144A FRN 11-15-39                                                                   | CUSIP: 46676AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4950000 | PA      | $4964859.90    | 0.01%             | 2039-11-15      | Variable      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QF6121 01-01-53                                                                      | CUSIP: 3133BTYS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      346790 | PA      | $358395.18     | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB0449 05-01-51                                                                      | CUSIP: 3140QKQB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    21098404 | PA      | $17131545.31   | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMMT 2024-INV1                                                                 | JPMMT 2024-INV1 A4 144A FRN 04-25-55                                                               | CUSIP: 46658PAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6377680 | PA      | $6473179.34    | 0.01%             | 2055-04-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| JPMMT 2024-INV1                                                                 | JPMMT 2024-INV1 A2 144A FRN 04-25-55                                                               | CUSIP: 46658PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2436921 | PA      | $2472290.92    | 0.00%             | 2055-04-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K751                       | FHMS K751 A2 (MF) 4.412% 03-25-30                                                                  | CUSIP: 3137HA4B9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   116127000 | PA      | $117700985.36  | 0.12%             | 2030-03-25      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BR2095 07-01-51                                                                      | CUSIP: 3140L0KH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    45555088 | PA      | $38709206.23   | 0.04%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS2                                         | LMAT 2021-GS2 A1 144A 5.75% 04-25-61                                                               | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10509225 | PA      | $10508909.62   | 0.01%             | 2061-04-25      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS5                                         | LMAT 2021-GS5 A1 144A 2.25% 07-25-67                                                               | CUSIP: 52475XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10397116 | PA      | $10403687.12   | 0.01%             | 2067-07-25      | Variable      | 2.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BR2219 08-01-51                                                                      | CUSIP: 3140L0PD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    20956357 | PA      | $17846475.18   | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 QC7626 09-01-51                                                                      | CUSIP: 3133ASPK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      643947 | PA      | $571081.60     | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS1                                         | LMAT 2021-GS1 A1 144A 5.892% 10-25-66                                                              | CUSIP: 52474JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7378674 | PA      | $7384702.12    | 0.01%             | 2066-10-25      | Variable      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| LV TRUST LV_24-SHOW                                                             | LV 2024-SHOW A 144A FRN 10-10-41                                                                   | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1912000 | PA      | $1941263.16    | 0.00%             | 2041-10-10      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA4070 11-01-50                                                                      | CUSIP: 3133KKQX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    25170447 | PA      | $21441344.81   | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA8044 12-01-50                                                                      | CUSIP: 3140QF5E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6643006 | PA      | $5658831.66    | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA8130 12-01-50                                                                      | CUSIP: 3140QGA80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    16572272 | PA      | $14117056.96   | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD2880 10-01-51                                                                      | CUSIP: 3132DQFV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    15360304 | PA      | $13617785.25   | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LMAT 2021-GS3                                                                   | LMAT 2021-GS3 A1 144A 5.75% 07-25-61                                                               | CUSIP: 52474XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3974276 | PA      | $3976922.66    | 0.00%             | 2061-07-25      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MSBAM 2015-C22                                                                  | MSBAM 15-C22 A4 3.306% 04-15-48/04-17-25                                                           | CUSIP: 61690FAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      274391 | PA      | $270398.18     | 0.00%             | 2048-04-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FS4628 10-01-51                                                                      | CUSIP: 3140XLEA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7365899 | PA      | $6532351.59    | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 2.0 SC0148 07-01-41                                                                      | CUSIP: 3132D9EV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    64641266 | PA      | $56274940.97   | 0.06%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_16-C30                                          | MSBAM 16-C30 A4 2.6% 09-15-49/08-17-26                                                             | CUSIP: 61766NBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      190695 | PA      | $189360.61     | 0.00%             | 2049-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_15-C27                                          | MSBAM 15-C27 A4 3.753% 12-15-47/10-20-25                                                           | CUSIP: 61690AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      220873 | PA      | $220449.68     | 0.00%             | 2047-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 2.0 RB0544 06-01-41                                                                      | CUSIP: 3133KTS92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    22986845 | PA      | $20026024.13   | 0.02%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 2.0 SC0149 03-01-41                                                                      | CUSIP: 3132D9EW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    14954639 | PA      | $12929616.68   | 0.01%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA4980 04-01-53                                                                      | CUSIP: 31418ERA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    50849455 | PA      | $52262255.92   | 0.05%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5011 05-01-53                                                                      | CUSIP: 31418ER93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   276480320 | PA      | $284185550.43  | 0.29%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INSTITUTIONAL MORTGAGE SECURITIES CANADA INC MSCI_15-UBS8                       | MSC 2015-UBS8 AS 4.114% 12-15-48                                                                   | CUSIP: 61691ABN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1730000 | PA      | $1711708.71    | 0.00%             | 2048-12-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| MSBAM 2016-C31                                                                  | MSBAM 16-C31 AS 3.102% 11-15-49/10-19-26                                                           | CUSIP: 61766RAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2956437.00    | 0.00%             | 2049-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS1057 08-01-51                                                                      | CUSIP: 3140XGE70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      605849 | PA      | $515525.08     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8325 05-01-53                                                                      | CUSIP: 3132DWHA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    98929844 | PA      | $101534567.52  | 0.11%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 2.0 MA4407 08-01-41                                                                      | CUSIP: 31418D3R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   148275055 | PA      | $128899656.60  | 0.13%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 2.0 FM7690 07-01-41                                                                      | CUSIP: 3140XBRL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    19724751 | PA      | $17171835.93   | 0.02%             | 2041-07-01      | Fixed         | 2.00%                 | 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        |     5280000 | PA      | $5239740.00    | 0.01%             | 2049-12-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE TRUST MCMLT_18-1                                             | MCMLT 2018-1 A1 144A FRN 05-25-62                                                                  | CUSIP: 59980VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       28056 | PA      | $27869.72      | 0.00%             | 2062-05-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 2.0 SC0175 09-01-41                                                                      | CUSIP: 3132D9FQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    17527726 | PA      | $15259164.82   | 0.02%             | 2041-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 2.0 FM8120 08-01-41                                                                      | CUSIP: 3140XCAW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    18683289 | PA      | $16180662.49   | 0.02%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE TRUST MCMLT_19-GS2                                           | MCMLT 2019-GS2 A1 144A FRN 08-25-59                                                                | CUSIP: 59981TAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2289787 | PA      | $2229838.22    | 0.00%             | 2059-08-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| MFA TRUST MFRA_21-RPL1                                                          | MFRA 2021-RPL1 A1 144A FRN 07-25-60                                                                | CUSIP: 55283QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17398873 | PA      | $15974079.30   | 0.02%             | 2060-07-25      | Variable      | 1.13%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 2.0 SC0169 06-01-41                                                                      | CUSIP: 3132D9FJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     9136290 | PA      | $7948106.50    | 0.01%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 2.0 BT5941 07-01-41                                                                      | CUSIP: 3140LUS77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    10741230 | PA      | $9344332.62    | 0.01%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 2.0 MA4093 08-01-40                                                                      | CUSIP: 31418DRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5433033 | PA      | $4787789.53    | 0.00%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 2.0 SC0113 12-01-40                                                                      | CUSIP: 3132D9DS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5079702 | PA      | $4382482.67    | 0.00%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 FS5192 06-01-53                                                                      | CUSIP: 3140XLXW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    54567954 | PA      | $55292616.10   | 0.06%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RA8059 10-01-52                                                                      | CUSIP: 3133KP5U8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    40474055 | PA      | $41141957.40   | 0.04%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5040 06-01-53                                                                      | CUSIP: 31418ES68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    51765853 | PA      | $53128744.05   | 0.06%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 MA5038 06-01-53                                                                      | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    89963907 | PA      | $89662078.35   | 0.09%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MSC 2022-L8                                                                     | MSC 22-L8 A5 FRN 04-15-55/03-17-32                                                                 | CUSIP: 61774LBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      120000 | PA      | $112735.68     | 0.00%             | 2055-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST MCMLT_16-1                                        | MCMLT 2016-1 M3 144A FRN 04-25-57                                                                  | CUSIP: 59980TAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2867398 | PA      | $2832037.68    | 0.00%             | 2057-04-25      | Variable      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD3369 05-01-53                                                                      | CUSIP: 3132DQW69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    51222663 | PA      | $51885791.13   | 0.05%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB0737 06-01-51                                                                      | CUSIP: 3140QKZB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    14197996 | PA      | $12601999.17   | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 Q01992 07-01-41                                                                          | CUSIP: 3132GFF93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23446 | PA      | $23427.86      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA3932 11-01-50                                                                      | CUSIP: 3133KKLM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1169997 | PA      | $1002822.39    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8332 06-01-53                                                                      | CUSIP: 3132DWHH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    57159636 | PA      | $58652417.15   | 0.06%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5039 06-01-53                                                                      | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    84901176 | PA      | $85958365.94   | 0.09%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 QD3310 12-01-51                                                                      | CUSIP: 3133B0VB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4058894 | PA      | $3578706.19    | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 RA8647 05-01-53                                                                      | CUSIP: 3133KQTC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      225754 | PA      | $220040.85     | 0.00%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA7603 11-01-50                                                                      | CUSIP: 3140QFNV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    46826866 | PA      | $39889559.46   | 0.04%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB6491 06-01-53                                                                      | CUSIP: 3140QSF97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    20379731 | PA      | $21261786.00   | 0.02%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB6468 06-01-53                                                                      | CUSIP: 3140QSFJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5504923 | PA      | $5739174.01    | 0.01%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB6490 06-01-53                                                                      | CUSIP: 3140QSF89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7509925 | PA      | $7792937.03    | 0.01%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 SD2465 10-01-52                                                                      | CUSIP: 3132DPW20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      224871 | PA      | $219296.82     | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 QE9497 09-01-52                                                                      | CUSIP: 3133BKRS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      556842 | PA      | $545015.03     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB6486 06-01-53                                                                      | CUSIP: 3140QSF48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    16474690 | PA      | $16912866.90   | 0.02%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB6465 06-01-53                                                                      | CUSIP: 3140QSFF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    12121296 | PA      | $12505189.19   | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 QE8579 08-01-52                                                                      | CUSIP: 3133BJQ88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      504335 | PA      | $493734.95     | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 QF0212 09-01-52                                                                      | CUSIP: 3133BMGV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2260613 | PA      | $2204575.12    | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB6485 06-01-53                                                                      | CUSIP: 3140QSF30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    26566609 | PA      | $27244296.70   | 0.03%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RA9287 06-01-53                                                                      | CUSIP: 3133KRJ88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3726498 | PA      | $3923320.95    | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 FS4783 08-01-51                                                                      | CUSIP: 3140XLJ58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    53137752 | PA      | $51035622.46   | 0.05%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 SD3245 06-01-52                                                                      | CUSIP: 3132DQTA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    37093809 | PA      | $35631348.93   | 0.04%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RA9279 06-01-53                                                                      | CUSIP: 3133KRJY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    16431443 | PA      | $16952254.24   | 0.02%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RA9288 06-01-53                                                                      | CUSIP: 3133KRJ96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5304279 | PA      | $5579035.22    | 0.01%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RA9289 06-01-53                                                                      | CUSIP: 3133KRKA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5409081 | PA      | $5685598.29    | 0.01%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RA9290 06-01-53                                                                      | CUSIP: 3133KRKB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2895881 | PA      | $3037017.07    | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RA9281 06-01-53                                                                      | CUSIP: 3133KRJ21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     9786231 | PA      | $10097169.17   | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RA9291 06-01-53                                                                      | CUSIP: 3133KRKC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1805829 | PA      | $1873102.85    | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 FS5554 11-01-52                                                                      | CUSIP: 3140XME44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8392232 | PA      | $8157341.98    | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 MA4978 04-01-53                                                                      | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    26071344 | PA      | $25990600.94   | 0.03%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RA9292 06-01-53                                                                      | CUSIP: 3133KRKD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5770910 | PA      | $6011499.72    | 0.01%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RA9283 06-01-53                                                                      | CUSIP: 3133KRJ47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    14370133 | PA      | $14729932.73   | 0.02%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB0988 07-01-51                                                                      | CUSIP: 3140QLC20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    43192080 | PA      | $36831009.46   | 0.04%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA5836 09-01-51                                                                      | CUSIP: 3133KMPV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    65574673 | PA      | $56067460.33   | 0.06%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RA9294 06-01-53                                                                      | CUSIP: 3133KRKF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     6486598 | PA      | $6758386.36    | 0.01%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RA9284 06-01-53                                                                      | CUSIP: 3133KRJ54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     8010847 | PA      | $8329830.88    | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 5.5 G06020 12-01-39                                                                          | CUSIP: 3128M8AV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2737 | PA      | $2840.61       | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA4410 01-01-51                                                                      | CUSIP: 3133KK3T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1697154 | PA      | $1444620.77    | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RA9295 06-01-53                                                                      | CUSIP: 3133KRKG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1586249 | PA      | $1687631.35    | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BR6304 04-01-51                                                                      | CUSIP: 3140L5AE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1457851 | PA      | $1229808.22    | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD2629 01-01-52                                                                      | CUSIP: 3132DP4N5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      975411 | PA      | $824241.93     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QB5200 11-01-50                                                                      | CUSIP: 3133ABX54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       50686 | PA      | $42769.43      | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 MA5136 09-01-53                                                                      | CUSIP: 31418EV64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     9260461 | PA      | $9006983.28    | 0.01%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 SD0470 11-01-47                                                                      | CUSIP: 3132DMQX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5408004 | PA      | $5186075.57    | 0.01%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD8188 01-01-52                                                                      | CUSIP: 3132DWCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      308574 | PA      | $250214.22     | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD8199 03-01-52                                                                      | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   254814571 | PA      | $206512940.11  | 0.21%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM9530 07-01-51                                                                      | CUSIP: 3140XDSU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    10767114 | PA      | $9082889.43    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB1066 07-01-51                                                                      | CUSIP: 3140QLFG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       27946 | PA      | $23729.65      | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD8183 12-01-51                                                                      | CUSIP: 3132DWCU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      121869 | PA      | $103334.15     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD8182 12-01-51                                                                      | CUSIP: 3132DWCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1989628 | PA      | $1613944.84    | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM5994 02-01-51                                                                      | CUSIP: 3140X9UU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       17452 | PA      | $14721.78      | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD3729 12-01-51                                                                      | CUSIP: 3132E0EA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      583534 | PA      | $492816.60     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | 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        |     2276597 | PA      | $1928856.13    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA3022 06-01-50                                                                      | CUSIP: 3133KJLB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      150628 | PA      | $128312.84     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 QG7072 07-01-53                                                                      | CUSIP: 3133C72D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1557746 | PA      | $1550110.27    | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BY4405 06-01-53                                                                      | CUSIP: 3140NL3P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7744182 | PA      | $7717797.41    | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI4 3.0 BF0762 09-01-63                                                                         | CUSIP: 3140FXZ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    32122738 | PA      | $27596483.47   | 0.03%             | 2063-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD6404 09-01-54                                                                      | CUSIP: 3132DUDH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     9445910 | PA      | $9785008.96    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD8172 10-01-51                                                                      | CUSIP: 3132DWCH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      729838 | PA      | $592183.08     | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS AB1297 08-01-40                                                                          | CUSIP: 31416WNP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      200862 | PA      | $205914.21     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS9374 10-01-54                                                                      | CUSIP: 3140XRMY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    27294102 | PA      | $28382563.55   | 0.03%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD6733 10-01-54                                                                      | CUSIP: 3132DUPS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    42435353 | PA      | $43999944.27   | 0.05%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BX7642 06-01-53                                                                      | CUSIP: 3140NCP45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      574664 | PA      | $573180.17     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BY6759 07-01-53                                                                      | CUSIP: 3140NPQM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4534051 | PA      | $4511452.86    | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 AI3510 06-01-41                                                                      | CUSIP: 3138AG3U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      477347 | PA      | $489122.06     | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 AI1862 05-01-41                                                                      | CUSIP: 3138AFB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      951592 | PA      | $975062.78     | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD6531 09-01-54                                                                      | CUSIP: 3132DUHG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    22930261 | PA      | $23937105.57   | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QI2664 04-01-54                                                                      | CUSIP: 3133W85Z2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     6509865 | PA      | $6747312.80    | 0.01%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 AJ0704 09-01-41                                                                      | CUSIP: 3138ARYA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      441149 | PA      | $452557.50     | 0.00%             | 2041-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 AJ5391 11-01-41                                                                      | CUSIP: 3138AW7D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      249253 | PA      | $255401.24     | 0.00%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BY4222 06-01-53                                                                      | CUSIP: 3140NLVQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1465432 | PA      | $1459194.09    | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BY3600 06-01-53                                                                      | CUSIP: 3140NLAA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      550526 | PA      | $548905.88     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD3859 09-01-53                                                                      | CUSIP: 3132E0JC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    15404926 | PA      | $16068246.71   | 0.02%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BU5165 11-01-54                                                                      | CUSIP: 3140M6W33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    18236936 | PA      | $18462271.23   | 0.02%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD8177 11-01-51                                                                      | CUSIP: 3132DWCN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      302834 | PA      | $245773.16     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | 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        |      661723 | PA      | $538548.08     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BY2604 07-01-53                                                                      | CUSIP: 3140NJ3N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      694992 | PA      | $692839.52     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BX8625 04-01-53                                                                      | CUSIP: 3140NDSP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5852708 | PA      | $5822209.48    | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD8193 02-01-52                                                                      | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1992762 | PA      | $1615053.49    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | 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        |    56812704 | PA      | $46201852.37   | 0.05%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD3916 09-01-53                                                                      | CUSIP: 3132E0K50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    11227188 | PA      | $11548970.61   | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB8507 05-01-54                                                                      | CUSIP: 3140QUNZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    22365733 | PA      | $23322584.22   | 0.02%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 QG1829 04-01-53                                                                      | CUSIP: 3133C2A65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      267527 | PA      | $265932.92     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 QG4778 06-01-53                                                                      | CUSIP: 3133C5JX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      269876 | PA      | $269095.64     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 5.5 G05860 02-01-40                                                                          | CUSIP: 3128M7ZZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8357 | PA      | $8669.19       | 0.00%             | 2040-02-01      | Fixed         | 5.50%                 | 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        |    13809185 | PA      | $11247332.97   | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ1792 06-01-54                                                                      | CUSIP: 3142GR7E4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    33767026 | PA      | $35288128.99   | 0.04%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ1535 05-01-54                                                                      | CUSIP: 3142GRV56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    14771204 | PA      | $15402643.75   | 0.02%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 QG6394 07-01-53                                                                      | CUSIP: 3133C7C70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      208607 | PA      | $207422.98     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BU4046 07-01-53                                                                      | CUSIP: 3140M5P82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1921425 | PA      | $1915324.87    | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 G06769 08-01-41                                                                          | CUSIP: 3128M82A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      152898 | PA      | $153094.03     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 G06868 04-01-41                                                                          | CUSIP: 3128M86D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3881 | PA      | $3892.82       | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 BU5166 10-01-54                                                                      | CUSIP: 3140M6W41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    12703780 | PA      | $13039159.93   | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RA8309 12-01-52                                                                      | CUSIP: 3133KQGS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     9137873 | PA      | $9425432.77    | 0.01%             | 2052-12-01      | Fixed         | 6.00%                 | 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        |     8592283 | PA      | $6976633.14    | 0.01%             | 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        |    19436777 | PA      | $16697882.79   | 0.02%             | 2061-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 MA5530 11-01-54                                                                      | CUSIP: 31418FEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    81908257 | PA      | $81317043.54   | 0.08%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB9432 11-01-54                                                                      | CUSIP: 3140QVPS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    32705390 | PA      | $33621369.77   | 0.03%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 QG9079 07-01-53                                                                      | CUSIP: 3133CACQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2301310 | PA      | $2294182.71    | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 QG9140 08-01-53                                                                      | CUSIP: 3133CAEM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      267178 | PA      | $266143.80     | 0.00%             | 2053-08-01      | Fixed         | 5.00%                 | 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        |     8119043 | PA      | $8107075.30    | 0.01%             | 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        |     1438461 | PA      | $1353036.10    | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB9523 11-01-54                                                                      | CUSIP: 3140QVSM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    54428572 | PA      | $56726382.81   | 0.06%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 RJ2851 11-01-54                                                                      | CUSIP: 3142GTEZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    12555503 | PA      | $12193816.82   | 0.01%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 RJ2860 11-01-54                                                                      | CUSIP: 3142GTFA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    19127171 | PA      | $18991731.57   | 0.02%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ2917 11-01-54                                                                      | CUSIP: 3142GTG34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4261789 | PA      | $4308898.35    | 0.00%             | 2054-11-01      | Fixed         | 5.50%                 | 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        |      375185 | PA      | $352931.33     | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | 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        |    36150778 | PA      | $31064183.03   | 0.03%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 RJ2850 11-01-54                                                                      | CUSIP: 3142GTEY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    21922101 | PA      | $21331300.29   | 0.02%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ2913 11-01-54                                                                      | CUSIP: 3142GTGX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    27314960 | PA      | $27595866.97   | 0.03%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 QG0749 04-01-53                                                                      | CUSIP: 3133C0ZN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2343721 | PA      | $2330059.52    | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BY5875 06-01-53                                                                      | CUSIP: 3140NNQ57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1415026 | PA      | $1410132.39    | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | 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        |      285850 | PA      | $270537.61     | 0.00%             | 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        |    11821962 | PA      | $9615404.42    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ2922 11-01-54                                                                      | CUSIP: 3142GTG83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     9798502 | PA      | $10022927.04   | 0.01%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8493 12-01-54                                                                      | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     6590571 | PA      | $6651302.79    | 0.01%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CA6309 07-01-50                                                                      | CUSIP: 3140QEAK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    34363830 | PA      | $31007273.92   | 0.03%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 G06956 08-01-41                                                                          | CUSIP: 3128M9BZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      378530 | PA      | $379481.72     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 QG3743 05-01-53                                                                      | CUSIP: 3133C4EQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4373266 | PA      | $4356266.83    | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 FS4238 03-01-53                                                                      | CUSIP: 3140XKV80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      227233 | PA      | $226540.78     | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8432 05-01-54                                                                      | CUSIP: 3132DWLM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     6805503 | PA      | $6964554.59    | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FARM 2024-2                                                                     | FARM 2024-2 A1 144A FRN 08-01-54                                                                   | CUSIP: 307910AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    18242221 | PA      | $18266410.58   | 0.02%             | 2054-08-01      | Variable      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 RA3726 10-01-50                                                                      | CUSIP: 3133KKD71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1374475 | PA      | $1111820.73    | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM7409 05-01-51                                                                      | CUSIP: 3140XBGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      318160 | PA      | $268784.96     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FARM 2024-2                                                                     | FARM 2024-2 A 144A FRN 08-01-54                                                                    | CUSIP: 307910AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    15765378 | PA      | $15652513.59   | 0.02%             | 2054-08-01      | Variable      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA4206 12-01-50                                                                      | CUSIP: 3133KKU72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    21643518 | PA      | $18284248.94   | 0.02%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FS1374 03-01-52                                                                      | CUSIP: 3140XGQ44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2977761 | PA      | $2621715.97    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | 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        |     6009723 | PA      | $5091761.75    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FS4815 05-01-52                                                                      | CUSIP: 3140XLK56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      994540 | PA      | $875203.22     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD0776 02-01-51                                                                      | CUSIP: 3132DM2H7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       43736 | PA      | $35311.14      | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD0855 01-01-52                                                                      | CUSIP: 3132DM5Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    19760308 | PA      | $16766759.61   | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | 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        |      740879 | PA      | $700622.49     | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD8213 05-01-52                                                                      | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   393716721 | PA      | $346852226.07  | 0.36%             | 2052-05-01      | Fixed         | 3.00%                 | 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        |        5538 | PA      | $5675.02       | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FS1294 03-01-52                                                                      | CUSIP: 3140XGNL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      497894 | PA      | $437850.70     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM16                                                                  | OBX 2025-NQM16 A1A 144A 4.905% 08-25-65                                                            | CUSIP: 67122DAA1<br>LEI: 254900WI6P4MRT24JH23 | Long             | ABS-CBDO         | CORP              | US        |    30968000 | PA      | $30980387.20   | 0.03%             | 2065-08-25      | Variable      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 MA4563 03-01-52                                                                      | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      173226 | PA      | $146821.09     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM8745 09-01-51                                                                      | CUSIP: 3140XCWF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    11022760 | PA      | $9305215.66    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM18                                                                  | OBX 2025-NQM18 A1A 144A 5.057% 09-25-65                                                            | CUSIP: 673918AA6<br>LEI: 254900JLM1WC0WGYCA96 | Long             | ABS-CBDO         | CORP              | US        |    15030000 | PA      | $15061713.30   | 0.02%             | 2065-09-25      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| PRKCM_21-AFC2 TRUST                                                             | PRKCM 2021-AFC2 A1 144A FRN 11-25-56                                                               | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6817183 | PA      | $6085835.43    | 0.01%             | 2056-11-25      | Variable      | 2.07%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR3                                  | PROG 2022-SFR3 A 144A 3.2% 04-17-39                                                                | CUSIP: 74331UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6936756 | PA      | $6811769.93    | 0.01%             | 2039-04-17      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_24-SFR1                                         | PROG 2024-SFR1 A 144A 3.35% 02-17-41                                                               | CUSIP: 74331QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17169392 | PA      | $16583744.21   | 0.02%             | 2041-02-17      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 MA4737 08-01-52                                                                      | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      564080 | PA      | $562507.67     | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 MA4577 04-01-52                                                                      | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    55674552 | PA      | $45109414.97   | 0.05%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_21-SFR6                                         | PROG 2021-SFR6 A 144A 1.524% 07-17-38                                                              | CUSIP: 74333HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4884952 | PA      | $4809855.93    | 0.00%             | 2038-07-17      | Fixed         | 1.52%                 | Yes           |                  2 | On Loan: No      |
| PROG 2024-SFR2                                                                  | PROG 2024-SFR2 D 144A FRN 04-17-41                                                                 | CUSIP: 74290XAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6434000 | PA      | $6058781.99    | 0.01%             | 2041-04-17      | Variable      | 3.40%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 MA4562 03-01-52                                                                      | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2818641 | PA      | $2285994.30    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | 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        |       63886 | PA      | $56304.97      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROG 2024-SFR2                                                                  | PROG 2024-SFR2 B 144A FRN 04-17-41                                                                 | CUSIP: 74290XAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3969000 | PA      | $3795066.51    | 0.00%             | 2041-04-17      | Variable      | 3.40%                 | Yes           |                  2 | On Loan: No      |
| PROG 2024-SFR2                                                                  | PROG 2024-SFR2 A 144A 3.3% 04-17-41                                                                | CUSIP: 74290XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15339551 | PA      | $14759178.82   | 0.02%             | 2041-04-17      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| PROG 2024-SFR3                                                                  | PROG 2024-SFR3 A 144A 3.0% 06-17-41                                                                | CUSIP: 74331VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7004337 | PA      | $6675364.31    | 0.01%             | 2041-06-17      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_24-SFR5                                         | PROG 2024-SFR5 B 144A 3.25% 08-09-29                                                               | CUSIP: 74332HAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12534000 | PA      | $11852827.24   | 0.01%             | 2029-08-09      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_24-SFR5                                         | PROG 2024-SFR5 A 144A 3.0% 08-09-29                                                                | CUSIP: 74332HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8546957 | PA      | $8100908.58    | 0.01%             | 2029-08-09      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PMTLT 2024-INV1                                                                 | PMTLT 2024-INV1 A2 144A FRN 10-25-59                                                               | CUSIP: 73015BAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7616095 | PA      | $7755515.24    | 0.01%             | 2059-10-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PRKCM TRUST PRKCM_23-AFC4                                                       | PRKCM 2023-AFC4 A1 144A 7.225% 11-25-58                                                            | CUSIP: 69380GAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3270621 | PA      | $3326735.30    | 0.00%             | 2058-11-25      | Variable      | 7.22%                 | Yes           |                  2 | On Loan: No      |
| PROG 2025-SFR2                                                                  | PROG 2025-SFR2 A 144A 3.305% 04-17-42                                                              | CUSIP: 74334GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9119450 | PA      | $8660039.32    | 0.01%             | 2042-04-17      | Fixed         | 3.31%                 | Yes           |                  2 | On Loan: No      |
| SWCH 2025-DATA                                                                  | SWCH 2025-DATA A 144A FRN 03-15-42                                                                 | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    21716000 | PA      | $21633978.67   | 0.02%             | 2042-03-15      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2020-HQA5                                         | STACR 2020-HQA5 B1 144A FRN 11-25-50                                                               | CUSIP: 35565TBD0<br>LEI: 5493000IT2BRJ2Q9YQ96 | Long             | ABS-CBDO         | CORP              | US        |     9000000 | PA      | $9967014.00    | 0.01%             | 2050-11-25      | Variable      | 8.36%                 | Yes           |                  2 | On Loan: No      |
| STACR 2021-DNA1                                                                 | STACR 2021-DNA1 B1 144A FRN 01-25-51                                                               | CUSIP: 35564KBD0<br>LEI: 5493000IT1PBTE7DAT80 | Long             | ABS-CBDO         | CORP              | US        |     6500000 | PA      | $6793033.00    | 0.01%             | 2051-01-25      | Variable      | 7.01%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC - STACR 2020-DNA2                                                   | STACR 2021-DNA2 B1 144A FRN 08-25-33                                                               | CUSIP: 35564KDX4<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-CBDO         | CORP              | US        |     5000000 | PA      | $5545550.00    | 0.01%             | 2033-08-25      | Variable      | 7.76%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX USD 4.0135% 08-21-23/08-21-33 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $870212.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 4.1615% 11-10-23/05-15-33 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-363757.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 4.15% 11-10-23/05-15-33 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-770772.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX USD 3.998% 12-04-23/12-04-28 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $3390333.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX USD 4.4555% 12-06-23/12-06-25 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $221471.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.6038% 01-08-24/01-08-34 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-336160.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.8365% 03-06-24/03-06-34 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-269936.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 4.63358% 07-25-24/10-31-25 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-16484.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.3125% 10-07-24/10-07-29 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $146175.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 12.303% 10-03-24/01-02-29                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | FR        |           1 | NC      | $-4462510.38   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL / CONNECT US FINCO LLC                                       | CONNECT FINCO SARL 144A LIFE SR SEC 1ST LIEN 9.0% 09-15-29                                         | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1935000 | PA      | $2036887.43    | 0.00%             | 2029-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 4.542% 09-19-30/29                                                          | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    14228000 | PA      | $14299140.00   | 0.01%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTERNATIONAL 24 II LTD                                            | CK HUTCHISON INTERNATIONAL 24 II LTD REG S SR UNSEC 4.75% 09-13-34                                 | CUSIP: N/A<br>LEI: 254900C3VDI6RVRNF366       | Long             | DBT              | CORP              | HK        |     3700000 | PA      | $3701054.50    | 0.00%             | 2034-09-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP SR UNSEC 4.9% 03-15-55                                                                    | CUSIP: 126408HY2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    10605000 | PA      | $9743534.64    | 0.01%             | 2055-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATIONAL RAILWAY CO                                                    | CANADIAN NATIONAL RAILWAY CO SR UNSEC 4.375% 09-18-34                                              | CUSIP: 136375DR0<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     1488000 | PA      | $1456016.93    | 0.00%             | 2034-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD CFE                                            | COMISION FEDERAL DE ELECTRICIDAD 144A LIFE SR UNSEC 6.45% 01-24-35                                 | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    22000000 | PA      | $22450758.00   | 0.02%             | 2035-01-24      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| CAMPBELL'S COMPANY/THE                                                          | CAMPBELL'S COMPANY SR UNSEC 4.75% 03-23-35                                                         | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     7164000 | PA      | $6951186.22    | 0.01%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CANADIAN NATURAL RESOURCES LTD 144A SR UNSEC 5.4% 12-15-34                                         | CUSIP: 136385BC4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     3000000 | PA      | $3057021.00    | 0.00%             | 2034-12-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                       | COREBRIDGE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 4.9% 01-07-28                              | CUSIP: 00138CBD9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    10570000 | PA      | $10753452.92   | 0.01%             | 2028-01-07      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                              | CANADIAN IMPERIAL BANK OF COMMERCE SR UNSEC 5.245% 01-13-31/30                                     | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    22812000 | PA      | $23565046.93   | 0.02%             | 2031-01-13      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SUB 6.02% 01-24-36/35                                                                | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3315000 | PA      | $3474342.11    | 0.00%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                   | CARNIVAL CORP 144A LIFE SR UNSEC 6.12% 02-15-33                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    23270000 | PA      | $23867247.82   | 0.02%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                   | CARNIVAL CORP 144A LIFE SR UNSEC 5.75% 03-15-30                                                    | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    43000000 | PA      | $43931208.00   | 0.05%             | 2030-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC SR UNSEC 5.1% 02-24-35                                                           | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    60396000 | PA      | $62492949.12   | 0.06%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC SR UNSEC 4.95% 02-24-32                                                          | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    10200000 | PA      | $10551706.20   | 0.01%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                 | CHEVRON USA INC SR UNSEC 4.687% 04-15-30                                                           | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    27000000 | PA      | $27644949.00   | 0.03%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 4.786% 03-04-29/28                                                          | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    30000000 | PA      | $30391920.00   | 0.03%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| CHEVRON PHILLIPS CHEMICAL COMPANY LLC                                           | CHEVRON PHILLIPS CHEMICAL CO LLC 144A LIFE SR UNSEC 4.75% 05-15-30                                 | CUSIP: 166754AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6833000 | PA      | $6953998.76    | 0.01%             | 2030-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP SR UNSEC 5.05% 06-15-35                                                                   | CUSIP: 126408HZ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    34232000 | PA      | $34979592.65   | 0.04%             | 2035-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CIKARANG LISTRINDO TBK PT                                                       | CIKARANG LISTRINDO TBK PT REG S SR UNSEC 5.65% 03-12-35                                            | CUSIP: N/A<br>LEI: 254900NPCIO562Z7FN53       | Long             | DBT              | CORP              | ID        |     7050000 | PA      | $7114542.75    | 0.01%             | 2035-03-12      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PACIFIC RAILWAY CO SR UNSEC 5.2% 03-30-35                                                 | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    36787000 | PA      | $37942369.31   | 0.04%             | 2035-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PACIFIC RAILWAY CO SR UNSEC 4.8% 03-30-30                                                 | CUSIP: 13645RBJ2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    22797000 | PA      | $23354888.18   | 0.02%             | 2030-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 5.333% 03-27-36/35                                                          | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     6613000 | PA      | $6762321.54    | 0.01%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                        | CONSUMERS ENERGY CO SR SEC 1ST LIEN 4.5% 01-15-31                                                  | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    11384000 | PA      | $11507971.76   | 0.01%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                        | CONSUMERS ENERGY CO SR SEC 1ST LIEN 5.05% 05-15-35                                                 | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    17859000 | PA      | $18179372.60   | 0.02%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC SR UNSEC 4.8% 05-01-30                                                    | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     2570000 | PA      | $2607575.97    | 0.00%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO Y CONSTITUCION SA                                               | CELULOSA ARAUCO Y CONSTITUCION SA 144A LIFE SR UNSEC 6.18% 05-05-32                                | CUSIP: 151191BR3<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     2195000 | PA      | $2295970.00    | 0.00%             | 2032-05-05      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 4.952% 05-07-31/30                                                          | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    22024000 | PA      | $22449107.25   | 0.02%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP SR UNSEC 5.3% 05-15-35                                                                | CUSIP: 20030NEP2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     7531000 | PA      | $7746446.85    | 0.01%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                     | CITIBANK NA SR UNSEC 4.914% 05-29-30                                                               | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    30375000 | PA      | $31215688.88   | 0.03%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 144A LIFE SR UNSEC 6.442% 08-11-28/27                                                 | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     6000000 | PA      | $6235374.00    | 0.01%             | 2028-08-11      | Variable      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                              | CNX RESOURCES CORP 144A LIFE SR UNSEC 7.375% 01-15-31                                              | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     1437000 | PA      | $1482600.32    | 0.00%             | 2031-01-15      | Fixed         | 7.38%                 | Yes           |                  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        |    39666000 | PA      | $43302658.21   | 0.04%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 144A SR UNSEC 9.016% 11-15-33/32                                                      | CUSIP: 225401BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    15625000 | PA      | $19583125.00   | 0.02%             | 2033-11-15      | Variable      | 9.02%                 | Yes           |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CROWN CASTLE INC SR UNSEC 5.0% 01-11-28                                                            | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    14069000 | PA      | $14269398.84   | 0.01%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                    | CAIXABANK SA 144A LIFE SR NON PREF 6.208% 01-18-29/28                                              | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    13150000 | PA      | $13679274.35   | 0.01%             | 2029-01-18      | Variable      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP SR UNSEC 5.468% 02-01-29/28                                             | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      628000 | PA      | $644113.85     | 0.00%             | 2029-02-01      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                     | CRESCENT ENERGY FINANCE LLC 144A LIFE SR UNSEC 9.25% 02-15-28                                      | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     5560000 | PA      | $5776378.52    | 0.01%             | 2028-02-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 5.125% 02-21-30                                                           | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7177184.00    | 0.01%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 5.25% 02-21-33                                                            | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    10737000 | PA      | $10988771.91   | 0.01%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                        | CONSUMERS ENERGY CO SR SEC 1ST LIEN 4.625% 05-15-33                                                | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      944000 | PA      | $945348.03     | 0.00%             | 2033-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                            | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 6.75% 04-15-30                                             | CUSIP: 185899AN1<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $1195157.13    | 0.00%             | 2030-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CK HUTCHISON INTERNATIONAL (23) LTD                                             | CK HUTCHISON INTERNATIONAL 23 LTD REG S SR UNSEC 4.75% 04-21-28                                    | CUSIP: N/A<br>LEI: 2549003AJI1YI8883K46       | Long             | DBT              | CORP              | HK        |     7500000 | PA      | $7613760.00    | 0.01%             | 2028-04-21      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CK HUTCHISON INTERNATIONAL (23) LTD                                             | CK HUTCHISON INTERNATIONAL 23 LTD 144A LIFE SR UNSEC 4.75% 04-21-28                                | CUSIP: 12570FAA9<br>LEI: 2549003AJI1YI8883K46 | Long             | DBT              | CORP              | HK        |     9430000 | PA      | $9573034.24    | 0.01%             | 2028-04-21      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CARGILL INC                                                                     | CARGILL INC 144A LIFE SR UNSEC 4.5% 06-24-26                                                       | CUSIP: 141781CA0<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100401.60     | 0.00%             | 2026-06-24      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CK HUTCHISON INTERNATIONAL (23) LTD                                             | CK HUTCHISON INTERNATIONAL 23 LTD REG S SR UNSEC 4.875% 04-21-33                                   | CUSIP: N/A<br>LEI: 2549003AJI1YI8883K46       | Long             | DBT              | CORP              | HK        |     3000000 | PA      | $3038310.00    | 0.00%             | 2033-04-21      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC SR UNSEC 4.9% 05-01-33                                                    | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    18130000 | PA      | $18309922.12   | 0.02%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP SR UNSEC 4.8% 05-15-33                                                                | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    14307000 | PA      | $14456408.00   | 0.01%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS CO                                                               | CONOCOPHILLIPS CO SR UNSEC 5.3% 05-15-53                                                           | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    27401000 | PA      | $26148966.11   | 0.03%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                         | CHARLES SCHWAB CORP SR UNSEC 5.643% 05-19-29/28                                                    | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15580890.00   | 0.02%             | 2029-05-19      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC SR UNSEC 3.9% 04-05-32                                                    | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    18411000 | PA      | $17591673.68   | 0.02%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 5.25% 01-30-31                                                            | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7207200.00    | 0.01%             | 2031-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 6.0% 06-01-63                                                             | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     7180000 | PA      | $7078776.36    | 0.01%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG SR UNSEC 4.55% 04-17-26                                                               | CUSIP: 902613BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     7000000 | PA      | $7019516.00    | 0.01%             | 2026-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| COTY INC                                                                        | COTY INC 144A LIFE SR UNSEC 6.625% 07-15-30                                                        | CUSIP: 22207AAA0<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    10276000 | PA      | $10513570.84   | 0.01%             | 2030-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                                        | COLUMBIA PIPELINES OPERATING CO LLC 144A LIFE SR UNSEC 5.927% 08-15-30                             | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8467904.00    | 0.01%             | 2030-08-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                                        | COLUMBIA PIPELINES OPERATING CO LLC 144A LIFE SR UNSEC 6.497% 08-15-43                             | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3869000 | PA      | $4141772.24    | 0.00%             | 2043-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                                        | COLUMBIA PIPELINES OPERATING CO LLC 144A LIFE SR UNSEC 6.544% 11-15-53                             | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8155000 | PA      | $8754889.96    | 0.01%             | 2053-11-15      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| CONOCOPHILLIPS CO                                                               | CONOCOPHILLIPS CO SR UNSEC 5.55% 03-15-54                                                          | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    11488000 | PA      | $11328546.56   | 0.01%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                        | CELANESE US HOLDINGS LLC SR UNSEC 7.05% 11-15-30                                                   | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    61803000 | PA      | $63843920.47   | 0.07%             | 2030-11-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                        | CELANESE US HOLDINGS LLC SR UNSEC 7.2% 11-15-33                                                    | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    10425000 | PA      | $10844637.53   | 0.01%             | 2033-11-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                        | CELANESE US HOLDINGS LLC SR UNSEC 6.85% 11-15-28                                                   | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    63122000 | PA      | $65557309.88   | 0.07%             | 2028-11-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP SR UNSEC 5.2% 11-15-33                                                                    | CUSIP: 126408HW6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     7866000 | PA      | $8222825.36    | 0.01%             | 2033-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                    | CAIXABANK SA 144A LIFE SR NON PREF 6.84% 09-13-34/33                                               | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    11653000 | PA      | $12991020.77   | 0.01%             | 2034-09-13      | Variable      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                           | CIVITAS RESOURCES INC 144A LIFE SR UNSEC 8.625% 11-01-30                                           | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     4665000 | PA      | $4834922.63    | 0.01%             | 2030-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                          | COLOMBIA GOVERNMENT INTERNATIONAL BOND 8.0% 11-14-35                                               | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    36137000 | PA      | $38865343.50   | 0.04%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                         | CHARLES SCHWAB CORP SR UNSEC 6.196% 11-17-29/28                                                    | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5310660.00    | 0.01%             | 2029-11-17      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                              | CREDIT AGRICOLE SA 144A LIFE SR NON PREF 5.335% 01-10-30/29                                        | CUSIP: 22535WAK3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    15000000 | PA      | $15440490.00   | 0.02%             | 2030-01-10      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                                    | CITIZENS FINANCIAL GROUP INC SR UNSEC 5.841% 01-23-30/29                                           | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    65428000 | PA      | $68212026.83   | 0.07%             | 2030-01-23      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                              | DEUTSCHE BANK AG SR NON PREF 5.706% 02-08-28/27                                                    | CUSIP: 251526CV9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    17768000 | PA      | $18093349.85   | 0.02%             | 2028-02-08      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                      | DOW CHEMICAL CO SR UNSEC 5.15% 02-15-34                                                            | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     1795000 | PA      | $1800927.09    | 0.00%             | 2034-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                      | DOW CHEMICAL CO SR UNSEC 5.6% 02-15-54                                                             | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     5523000 | PA      | $5004351.64    | 0.01%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                   | DTE ENERGY CO SR UNSEC 5.1% 03-01-29                                                               | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     8650000 | PA      | $8866691.15    | 0.01%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_23-C5                                                    | BMO 2023-C5 A5 5.7653% 06-15-56                                                                    | CUSIP: 055988AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      403650 | PA      | $425906.05     | 0.00%             | 2056-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 MA5644 03-01-55                                                                      | CUSIP: 31418FHW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    28638594 | PA      | $27794672.29   | 0.03%             | 2055-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SL0419 10-01-53                                                                      | CUSIP: 31427MPD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     8822357 | PA      | $7772223.32    | 0.01%             | 2053-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8534 05-01-55                                                                      | CUSIP: 3132DWPT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    34013979 | PA      | $34771980.51   | 0.04%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DC1576 09-01-54                                                                      | CUSIP: 3140ANXE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1483274 | PA      | $1534232.06    | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DC3044 10-01-54                                                                      | CUSIP: 3140AQL26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1688715 | PA      | $1748635.78    | 0.00%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QX9677 03-01-55                                                                      | CUSIP: 31426GXF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1228978 | PA      | $1272403.84    | 0.00%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 RA5715 10-01-51                                                                      | CUSIP: 3133KMK46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      394255 | PA      | $320121.90     | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AERO CAPITAL SOLUTIONS FUND IV LP                                               | AERO CAPITAL SOLUTIONS INC TL (TSFR1M+300) FRN 11-17-29                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    56751158 | PA      | $56325524.43   | 0.06%             | 2029-11-17      | Variable      | 7.61%                 | Yes           |                  3 | On Loan: No      |
| AFFRM 2024-X2                                                                   | AFFRM 2024-X2 A 144A 5.22% 12-17-29                                                                | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3387128 | PA      | $3390348.88    | 0.00%             | 2029-12-17      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST AASET_25-1                          | AASET 2025-1A A 144A 5.943% 02-16-50                                                               | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14085363 | PA      | $14420538.11   | 0.01%             | 2050-02-16      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 RA6694 01-01-52                                                                      | CUSIP: 3133KNNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      403478 | PA      | $326723.39     | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB2789 02-01-52                                                                      | CUSIP: 3140QNC34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      675469 | PA      | $546138.94     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_23-3                          | ACAR 2023-3 D 144A 6.82% 10-12-29                                                                  | CUSIP: 02530EAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3000000 | PA      | $3070017.00    | 0.00%             | 2029-10-12      | Fixed         | 6.82%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2025-1                                                                     | ACAR 2025-1 B 144A 4.9% 03-12-29                                                                   | CUSIP: 02528DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2197000 | PA      | $2207176.50    | 0.00%             | 2029-03-12      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BV4692 04-01-52                                                                      | CUSIP: 3140MJGA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1735519 | PA      | $1407014.42    | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BV8499 04-01-52                                                                      | CUSIP: 3140MNNR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      288978 | PA      | $233784.91     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ACHV 2025-1PL                                                                   | ACHV 2025-1PL C 144A 5.31% 04-26-32                                                                | CUSIP: 00112MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11996814 | PA      | $12025978.25   | 0.01%             | 2032-04-26      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| ACHV 2025-1PL                                                                   | ACHV 2025-1PL B 144A 5.04% 04-26-32                                                                | CUSIP: 00112MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2582210 | PA      | $2594222.03    | 0.00%             | 2032-04-26      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BQ7411 06-01-51                                                                      | CUSIP: 3140KTGV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      266583 | PA      | $216682.90     | 0.00%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BU7089 12-01-51                                                                      | CUSIP: 3140M82X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      335396 | PA      | $271307.57     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ACHV 2025-1PL                                                                   | ACHV 2025-1PL A 144A 4.76% 04-26-32                                                                | CUSIP: 00112MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      876997 | PA      | $880417.61     | 0.00%             | 2032-04-26      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_22-4A                                      | AESOP 2022-4A A 144A 4.77% 02-20-29                                                                | CUSIP: 05377RFP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15000000 | PA      | $15197295.00   | 0.02%             | 2029-02-20      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS1681 03-01-47                                                                      | CUSIP: 3140XG2P3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      457219 | PA      | $377921.62     | 0.00%             | 2047-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CA8687 01-01-51                                                                      | CUSIP: 3140QGUM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      280230 | PA      | $227948.81     | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS3208 05-01-52                                                                      | CUSIP: 3140XJR62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      756292 | PA      | $611819.57     | 0.00%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FM6037 02-01-51                                                                      | CUSIP: 3140X9V77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       23521 | PA      | $19231.83      | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BW1732 05-01-52                                                                      | CUSIP: 3140MS4S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      823907 | PA      | $666126.33     | 0.00%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QD2129 11-01-51                                                                      | CUSIP: 3133AYLJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      522261 | PA      | $423595.27     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ACAR 2025-2                                                                     | ACAR 2025-2 B 144A 4.85% 05-14-29                                                                  | CUSIP: 024938AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6253000 | PA      | $6283389.58    | 0.01%             | 2029-05-14      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2025-2                                                                     | ACAR 2025-2 C 144A 5.11% 03-12-31                                                                  | CUSIP: 024938AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7035000 | PA      | $7098005.46    | 0.01%             | 2031-03-12      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QC8300 10-01-51                                                                      | CUSIP: 3133ATGH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      708255 | PA      | $575301.84     | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BV8155 04-01-52                                                                      | CUSIP: 3140MNBZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      352031 | PA      | $284930.89     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_25-1                                       | AESOP 2025-1A A 144A 4.8% 08-20-29                                                                 | CUSIP: 05377RKL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2885000 | PA      | $2925935.27    | 0.00%             | 2029-08-20      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_25-1                                       | AESOP 2025-1A B 144A 5.24% 08-20-29                                                                | CUSIP: 05377RKM5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      335000 | PA      | $341510.06     | 0.00%             | 2029-08-20      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS7080 02-01-52                                                                      | CUSIP: 3140XN2N3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      460338 | PA      | $372740.56     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QY3449 05-01-55                                                                      | CUSIP: 31426MZP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1053240 | PA      | $1076711.28    | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_25-2                                       | AESOP 2025-2A A 144A 5.12% 08-20-31                                                                | CUSIP: 05377RKQ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1751000 | PA      | $1803220.07    | 0.00%             | 2031-08-20      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BARDIN HILL CLO LTD BARDN_21-2                                                  | BARDN 2021-2A C CLO 144A FRN 10-25-34                                                              | CUSIP: 06744BAE3<br>LEI: 549300MBY3B6FX1O8T44 | Long             | ABS-O            | CORP              | KY        |     1240000 | PA      | $1243897.32    | 0.00%             | 2034-10-25      | Variable      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC3465 09-01-54                                                                      | CUSIP: 3140AQZ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4003745 | PA      | $4094982.84    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QJ3870 09-01-54                                                                      | CUSIP: 3133CUJP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1966875 | PA      | $2012889.82    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARINGS MIDDLE MARKET CLO BMM_21-I                                              | BMM 2021-IA A1 CLO 144A FRN 07-20-33                                                               | CUSIP: 06760WAC0<br>LEI: 549300NSFWDKJE15UK02 | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1000732.00    | 0.00%             | 2033-07-20      | Variable      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_23-1                        | BLAST 2023-1 B 6.8% 08-15-29                                                                       | CUSIP: 108056AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4500000 | PA      | $4525087.50    | 0.00%             | 2029-08-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QJ3734 09-01-54                                                                      | CUSIP: 3133CUEF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      995477 | PA      | $1018776.28    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 BU4711 07-01-54                                                                      | CUSIP: 3140M6GV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      997583 | PA      | $1020804.36    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3                                   | EART 2023-3A C 6.21% 06-15-28                                                                      | CUSIP: 301989AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2557711 | PA      | $2571980.27    | 0.00%             | 2028-06-15      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3                                   | EART 2023-3A E 144A 9.98% 01-15-31                                                                 | CUSIP: 301989AG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1150000 | PA      | $1241207.65    | 0.00%             | 2031-01-15      | Fixed         | 9.98%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD9268 05-01-55                                                                      | CUSIP: 3140BAJN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       41121 | PA      | $42057.30      | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 BU4791 07-01-54                                                                      | CUSIP: 3140M6KD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1611697 | PA      | $1647481.90    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACKROCK ELBERT CLO V LLC ELB_5                                                | ELB 5A AR CLO 144A FRN 06-15-34                                                                    | CUSIP: 092913AC6<br>LEI: 54930088K41XQK16ML36 | Long             | ABS-O            | CORP              | US        |     2377005 | PA      | $2379990.26    | 0.00%             | 2034-06-15      | Variable      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_24-1                                         | EFF 2024-1 A2 144A 5.23% 03-20-30                                                                  | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5322246 | PA      | $5368975.08    | 0.01%             | 2030-03-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DE2033 06-01-55                                                                      | CUSIP: 3140BEHK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      935955 | PA      | $957391.30     | 0.00%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS2824 12-01-51                                                                      | CUSIP: 3140XJD67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3074456 | PA      | $2593497.62    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_24-1                                         | EFF 2024-1 A3 144A 5.16% 09-20-30                                                                  | CUSIP: 29375PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5702000 | PA      | $5814095.62    | 0.01%             | 2030-09-20      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1                                 | EART 2024-1A B 5.29% 08-15-28                                                                      | CUSIP: 30167PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8338859 | PA      | $8367019.02    | 0.01%             | 2028-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QY8178 07-01-55                                                                      | CUSIP: 31426TCQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       25530 | PA      | $26114.16      | 0.00%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QX2593 01-01-55                                                                      | CUSIP: 31425W3B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2848696 | PA      | $2914600.23    | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1                                 | EART 2024-1A D 5.84% 06-17-30                                                                      | CUSIP: 30167PAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    21364000 | PA      | $21858832.97   | 0.02%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1                                 | EART 2024-1A C 5.41% 05-15-30                                                                      | CUSIP: 30167PAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10143000 | PA      | $10268681.91   | 0.01%             | 2030-05-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD8500 05-01-55                                                                      | CUSIP: 3140B9NS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7017883 | PA      | $7190740.46    | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS1978 03-01-52                                                                      | CUSIP: 3140XHFU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7824579 | PA      | $6600423.68    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.4445% 10-07-24/10-07-29 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-166946.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.455% 10-07-24/10-07-29 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-372189.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD1605 12-01-51                                                                      | CUSIP: 3132DNYA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      331608 | PA      | $279732.81     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QX3511 01-01-55                                                                      | CUSIP: 31425X3V9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2463624 | PA      | $2519286.62    | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EART 2024-2A                                                                    | EART 2024-2A D 5.92% 02-15-30                                                                      | CUSIP: 30166DAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15959000 | PA      | $16320104.29   | 0.02%             | 2030-02-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| EART 2024-2A                                                                    | EART 2024-2A C 5.74% 05-15-29                                                                      | CUSIP: 30166DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15785000 | PA      | $15974135.87   | 0.02%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| EART 2024-2A                                                                    | EART 2024-2A B 5.61% 04-17-28                                                                      | CUSIP: 30166DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8145033 | PA      | $8161518.81    | 0.01%             | 2028-04-17      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| EFF 2024-2                                                                      | EFF 2024-2 A4 144A 5.69% 12-20-30                                                                  | CUSIP: 29375RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7180000 | PA      | $7435478.76    | 0.01%             | 2030-12-20      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD6722 03-01-55                                                                      | CUSIP: 3140B7PG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1116222 | PA      | $1141506.49    | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD4340 03-01-55                                                                      | CUSIP: 3140B4ZE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      689834 | PA      | $705447.83     | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EFF 2024-2                                                                      | EFF 2024-2 A2 144A 5.74% 12-20-26                                                                  | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      249235 | PA      | $250478.62     | 0.00%             | 2026-12-20      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| EART 2024-3A                                                                    | EART 2024-3A C 5.7% 07-16-29                                                                       | CUSIP: 30165AAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9039000 | PA      | $9170146.85    | 0.01%             | 2029-07-16      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QJ1787 08-01-54                                                                      | CUSIP: 3133CR6Y4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       63333 | PA      | $64878.02      | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QY0962 04-01-55                                                                      | CUSIP: 31426KB88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      648764 | PA      | $663623.08     | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 12.36% 10-04-24/01-02-29                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2139089.01   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 12.36% 10-04-24/01-02-29                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | FR        |           1 | NC      | $-4251573.24   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QX5276 02-01-55                                                                      | CUSIP: 31426A2J6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      174975 | PA      | $178910.31     | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD4251 03-01-55                                                                      | CUSIP: 3140B4WM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1345923 | PA      | $1376747.07    | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC8824 12-01-54                                                                      | CUSIP: 3140AWYW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1149607 | PA      | $1175935.15    | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QX8824 03-01-55                                                                      | CUSIP: 31426FYW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       32375 | PA      | $33103.67      | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QX9923 03-01-55                                                                      | CUSIP: 31426HAZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      997359 | PA      | $1030973.07    | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB4425 07-01-54                                                                      | CUSIP: 3140AD4K4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      142684 | PA      | $146090.41     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.4805% 10-07-24/10-07-29 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-232594.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 12.365% 10-04-24/01-02-29                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-2113454.60   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QX8129 03-01-55                                                                      | CUSIP: 31426FA72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1297783 | PA      | $1328016.36    | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QY1065 04-01-55                                                                      | CUSIP: 31426KFF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      595031 | PA      | $608587.71     | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BX8673 04-01-53                                                                      | CUSIP: 3140NDT72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      215061 | PA      | $213942.09     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BX9135 04-01-53                                                                      | CUSIP: 3140NEEH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1378852 | PA      | $1371312.92    | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EFF 2024-3                                                                      | EFF 2024-3 A2 144A 5.31% 04-20-27                                                                  | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5932446 | PA      | $5964849.01    | 0.01%             | 2027-04-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| EART 2024-4A                                                                    | EART 2024-4A D 5.81% 12-16-30                                                                      | CUSIP: 30166UAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    16141000 | PA      | $16443530.76   | 0.02%             | 2030-12-16      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPITALS                                                     | KAISER FOUNDATION HOSPITALS SR UNSEC 2.81% 06-01-41                                                | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |      701000 | PA      | $519602.93     | 0.00%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                                                    | KBC GROUP NV 144A LIFE SR UNSEC 5.796% 01-19-29/28                                                 | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    14200000 | PA      | $14672959.40   | 0.02%             | 2029-01-19      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| KBC GROUP NV                                                                    | KBC GROUP NV 144A LIFE SR UNSEC 6.324% 09-21-34/33                                                 | CUSIP: 48241FAC8<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |     2318000 | PA      | $2536661.58    | 0.00%             | 2034-09-21      | Variable      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                | KILROY REALTY LP SR UNSEC 6.25% 01-15-36                                                           | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |      810000 | PA      | $838533.06     | 0.00%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP SR UNSEC 4.5% 02-15-29                                                        | CUSIP: 539830CC1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     6250000 | PA      | $6343575.00    | 0.01%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC SR UNSEC 5.721% 06-05-30/29                                               | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    13659000 | PA      | $14291179.50   | 0.01%             | 2030-06-05      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                                            | LADDER CAPITAL FINANCE HOLDINGS LLLP 144A LIFE SR UNSEC 7.0% 07-15-31                              | CUSIP: 505742AR7<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |    24933000 | PA      | $26158830.95   | 0.03%             | 2031-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| LG ENERGY SOLUTION LTD                                                          | LG ENERGY SOLUTION LTD REG S SR UNSEC 5.5% 07-02-34                                                | CUSIP: N/A<br>LEI: 988400QX6P286XA6ZS85       | Long             | DBT              | CORP              | KR        |     1000000 | PA      | $1014280.00    | 0.00%             | 2034-07-02      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SUB 5.297% 04-20-37/32                                                              | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    13453000 | PA      | $13652158.21   | 0.01%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                           | MINERAL RESOURCES LTD 144A LIFE SR UNSEC 8.0% 11-01-27                                             | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     5475000 | PA      | $5585261.03    | 0.01%             | 2027-11-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 5.133% 07-20-33/32                                     | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      631000 | PA      | $649411.32     | 0.00%             | 2033-07-20      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                              | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 4.3% 08-25-29                     | CUSIP: 59217GFD6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      884000 | PA      | $887877.22     | 0.00%             | 2029-08-25      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALD'S CORP SR UNSEC 5.15% 09-09-52                                                            | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      220000 | PA      | $208570.78     | 0.00%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                      | MARRIOTT INTERNATIONAL INC SR UNSEC 5.0% 10-15-27                                                  | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $20355300.00   | 0.02%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                      | MIDAMERICAN ENERGY CO SR SEC 1ST LIEN 5.75% 11-01-35                                               | CUSIP: 595620AE5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      576000 | PA      | $618283.58     | 0.00%             | 2035-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                              | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 5.05% 01-06-28                    | CUSIP: 592179KF1<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     1418000 | PA      | $1448494.09    | 0.00%             | 2028-01-06      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 5.422% 02-22-29                                        | CUSIP: 606822CS1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    10000000 | PA      | $10288510.00   | 0.01%             | 2029-02-22      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                              | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 5.15% 03-28-33                    | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     1868000 | PA      | $1936312.76    | 0.00%             | 2033-03-28      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                      | MARRIOTT INTERNATIONAL INC SR UNSEC 4.9% 04-15-29                                                  | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     6524000 | PA      | $6662458.85    | 0.01%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HOLDINGS SCA                                                   | MEDTRONIC GLOBAL HOLDINGS SCA SR UNSEC 4.25% 03-30-28                                              | CUSIP: 58507LBB4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |     4500000 | PA      | $4532823.00    | 0.00%             | 2028-03-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                                            | MATADOR RESOURCES CO 144A LIFE SR UNSEC 6.875% 04-15-28                                            | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     4950000 | PA      | $5055182.55    | 0.01%             | 2028-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                          | MORGAN STANLEY BANK NA SR UNSEC 4.754% 04-21-26                                                    | CUSIP: 61690U4T4<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    25000000 | PA      | $25072300.00   | 0.03%             | 2026-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                                        | MET TOWER GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 5.4% 06-20-26                               | CUSIP: 58989V2F0<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10094700.00   | 0.01%             | 2026-06-20      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC SR UNSEC 5.375% 07-15-33                                                               | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     8398000 | PA      | $8850375.07    | 0.01%             | 2033-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MODEC FINANCE BV                                                                | MODEC FINANCE BV 7.84% 07-15-26                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |     5000000 | PA      | $5062500.00    | 0.01%             | 2026-07-15      | Fixed         | 7.84%                 | Yes           |                  3 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                              | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 5.4% 09-12-28                     | CUSIP: 59217GFQ7<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6221694.00    | 0.01%             | 2028-09-12      | Fixed         | 5.40%                 | Yes           |                  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        |     9050000 | PA      | $8955518.00    | 0.01%             | 2027-01-26      | Variable      | 1.25%                 | Yes           |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                      | MIDAMERICAN ENERGY CO SR SEC 1ST LIEN 5.35% 01-15-34                                               | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      350000 | PA      | $366102.45     | 0.00%             | 2034-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                           | MINERAL RESOURCES LTD 144A LIFE SR UNSEC 9.25% 10-01-28                                            | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     7085000 | PA      | $7432583.02    | 0.01%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 1.122% 01-28-27/26                                                          | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4948735.00    | 0.01%             | 2027-01-28      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 144A LIFE SR UNSEC 1.305% 02-02-27/26                                                 | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    38389000 | PA      | $38008680.18   | 0.04%             | 2027-02-02      | Variable      | 1.30%                 | Yes           |                  2 | On Loan: No      |
| M&T BANK CORP                                                                   | M&T BANK CORP SR UNSEC 7.413% 10-30-29/28                                                          | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    62268000 | PA      | $67657170.86   | 0.07%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 6.407% 11-01-29/28                                                         | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4220000 | PA      | $4485952.84    | 0.00%             | 2029-11-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                            | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 4.625% 03-01-29                                            | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     4175000 | PA      | $4025923.28    | 0.00%             | 2029-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                            | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 4.875% 03-01-31                                            | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    10825000 | PA      | $10141184.75   | 0.01%             | 2031-03-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                              | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 4.85% 01-08-29                    | CUSIP: 59217GFR5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15322740.00   | 0.02%             | 2029-01-08      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP SR UNSEC 5.071% 05-20-31/30                                                  | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     8394000 | PA      | $8608164.52    | 0.01%             | 2031-05-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                    | CENTENE CORP SR UNSEC 2.5% 03-01-31                                                                | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    48319000 | PA      | $41652862.44   | 0.04%             | 2031-03-01      | Fixed         | 2.50%                 | 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        |   128808000 | PA      | $87302069.35   | 0.09%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                  | COMMONWEALTH BANK OF AUSTRALIA 144A LIFE SUB 2.688% 03-11-31                                       | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    17450000 | PA      | $15796228.60   | 0.02%             | 2031-03-11      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                                     | COMMONWEALTH EDISON CO SR SEC 1ST LIEN 3.125% 03-15-51                                             | CUSIP: 202795JT8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     1383000 | PA      | $933458.62     | 0.00%             | 2051-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                    | CHARLES RIVER LABORATORIES INTERNATIONAL INC 144A LIFE SR UNSEC 3.75% 03-15-29                     | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     4335000 | PA      | $4109016.45    | 0.00%             | 2029-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                | CCO HOLDINGS LLC 144A SR UNSEC 4.5% 06-01-33                                                       | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1680000 | PA      | $1494672.48    | 0.00%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                    | NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 4.6% 06-03-30                           | CUSIP: 64952WFN8<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3049419.00    | 0.00%             | 2030-06-03      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | NORTHROP GRUMMAN CORP SR UNSEC 4.65% 07-15-30                                                      | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    14212000 | PA      | $14462529.14   | 0.01%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTERNATIONAL 21 LTD                                               | CK HUTCHISON INTERNATIONAL 21 LTD REG S SR UNSEC 3.125% 04-15-41                                   | CUSIP: N/A<br>LEI: 254900E16YL0NL5TFN79       | Long             | DBT              | CORP              | KY        |     1400000 | PA      | $1084882.40    | 0.00%             | 2041-04-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| CORP INMOBILIARIA VESTA SAB DE CV                                               | CORP INMOBILIARIA VESTA SAB DE CV REG S SR UNSEC 3.625% 05-13-31                                   | CUSIP: N/A<br>LEI: 4469000001BIRIFZJ959       | Long             | DBT              | CORP              | MX        |     2000000 | PA      | $1860020.00    | 0.00%             | 2031-05-13      | Fixed         | 3.62%                 | 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        |     5500000 | PA      | $3737376.50    | 0.00%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  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: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     4874000 | PA      | $4702025.78    | 0.00%             | 2026-09-16      | Fixed         | 1.85%                 | Yes           |                  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        |     2490000 | PA      | $2315724.90    | 0.00%             | 2031-05-13      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 144A LIFE SR UNSEC 3.091% 05-14-32/31                                                 | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     8322000 | PA      | $7702893.13    | 0.01%             | 2032-05-14      | Variable      | 3.09%                 | 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: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $13775055.00   | 0.01%             | 2028-09-15      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                    | NAVIENT CORP SR UNSEC 5.5% 03-15-29                                                                | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7848800.00    | 0.01%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                | CCO HOLDINGS LLC SR UNSEC 4.5% 05-01-32                                                            | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3545000 | PA      | $3228399.60    | 0.00%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                          | CENTERPOINT ENERGY INC SR UNSEC 2.65% 06-01-31                                                     | CUSIP: 15189TBB2<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    10996000 | PA      | $9967181.25    | 0.01%             | 2031-06-01      | Fixed         | 2.65%                 | No            |                  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        |     1470000 | PA      | $1430029.23    | 0.00%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                                                       | NEWS CORP 144A LIFE SR UNSEC 5.125% 02-15-32                                                       | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |     8175000 | PA      | $8131860.53    | 0.01%             | 2032-02-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT LIGHT AND POWER COMPANY (THE)                                       | CONNECTICUT LIGHT AND POWER CO SR SEC 1ST LIEN 2.05% 07-01-31                                      | CUSIP: 207597EN1<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     8653000 | PA      | $7655361.02    | 0.01%             | 2031-07-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                    | CENTENE CORP SR UNSEC 2.45% 07-15-28                                                               | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    65553000 | PA      | $60966453.25   | 0.06%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                    | NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 3.25% 04-07-27                          | CUSIP: 64952WEQ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     2164000 | PA      | $2145766.14    | 0.00%             | 2027-04-07      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC SR UNSEC 5.0% 06-15-52                                                                | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |       24000 | PA      | $21674.28      | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                    | NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 4.55% 01-28-33                          | CUSIP: 64952WEZ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     3067000 | PA      | $3064834.70    | 0.00%             | 2033-01-28      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                    | NORFOLK SOUTHERN CORP SR UNSEC 4.45% 03-01-33                                                      | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    11653000 | PA      | $11591705.22   | 0.01%             | 2033-03-01      | Fixed         | 4.45%                 | 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        |     5951000 | PA      | $5248044.08    | 0.01%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                   | CARNIVAL CORP 144A LIFE SR SEC 1ST LIEN 4.0% 08-01-28                                              | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $986351.00     | 0.00%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | NORTHROP GRUMMAN CORP SR UNSEC 4.7% 03-15-33                                                       | CUSIP: 666807CH3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    11968000 | PA      | $12056479.42   | 0.01%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | NORTHROP GRUMMAN CORP SR UNSEC 4.95% 03-15-53                                                      | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     5032000 | PA      | $4623336.18    | 0.00%             | 2053-03-15      | Fixed         | 4.95%                 | 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        |    30803000 | PA      | $26481493.12   | 0.03%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                | CCO HOLDINGS LLC 144A SR UNSEC 4.25% 01-15-34                                                      | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    31825000 | PA      | $27534608.10   | 0.03%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                             | NEXTERA ENERGY CAPITAL HOLDINGS INC SR UNSEC 4.685% 09-01-27                                       | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    10700000 | PA      | $10818427.60   | 0.01%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC SR UNSEC 5.847% 03-02-27/26                                                      | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    20000000 | PA      | $20122160.00   | 0.02%             | 2027-03-02      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                                     | COMMONWEALTH EDISON CO SR SEC 1ST LIEN 2.75% 09-01-51                                              | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      616000 | PA      | $385394.24     | 0.00%             | 2051-09-01      | Fixed         | 2.75%                 | 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        |      200000 | PA      | $182747.80     | 0.00%             | 2031-08-12      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                                            | NOBLE FINANCE II LLC 144A LIFE SR UNSEC 8.0% 04-15-30                                              | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2071608.00    | 0.00%             | 2030-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                                       | NORTHERN STATES POWER CO SR SEC 1ST LIEN 5.1% 05-15-53                                             | CUSIP: 665772CX5<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |      944000 | PA      | $898871.14     | 0.00%             | 2053-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                             | COINBASE GLOBAL INC 144A LIFE SR UNSEC 3.625% 10-01-31                                             | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4465900.00    | 0.00%             | 2031-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                   | CARNIVAL CORP 144A LIFE SR UNSEC 6.0% 05-01-29                                                     | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8124528.00    | 0.01%             | 2029-05-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC SR UNSEC 5.4% 06-30-33                                                                | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     1422000 | PA      | $1474995.10    | 0.00%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                                              | NORTHWESTERN MUTUAL GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 4.9% 06-12-28                     | CUSIP: 66815L2M0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $12293052.00   | 0.01%             | 2028-06-12      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 2.52% 11-03-32/31                                                           | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    14613000 | PA      | $12985418.67   | 0.01%             | 2032-11-03      | Variable      | 2.52%                 | 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        |      947000 | PA      | $922596.76     | 0.00%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                    | NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 4.9% 06-13-28                           | CUSIP: 64952WFD0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7675942.50    | 0.01%             | 2028-06-13      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD (NEW YORK BRANCH)                                   | NATIONAL AUSTRALIA BANK LTD SR UNSEC 4.9% 06-13-28                                                 | CUSIP: 63253QAE4<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5123380.00    | 0.01%             | 2028-06-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PACIFIC RAILWAY CO SR UNSEC 3.0% 12-02-41                                                 | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     9905000 | PA      | $7428898.58    | 0.01%             | 2041-12-02      | 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        |    30869000 | PA      | $20929706.77   | 0.02%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                      | NASDAQ INC SR UNSEC 5.35% 06-28-28                                                                 | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     1356000 | PA      | $1398488.90    | 0.00%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NONGHYUP BANK                                                                   | NONGHYUP BANK 144A LIFE SR UNSEC 4.875% 07-03-28                                                   | CUSIP: 65540JAK4<br>LEI: 988400GSDJCW3LKJBD20 | Long             | DBT              | CORP              | KR        |    13213000 | PA      | $13482915.16   | 0.01%             | 2028-07-03      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP SR UNSEC 4.2% 08-15-34                                                                | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1432846.50    | 0.00%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COTY INC                                                                        | COTY INC 144A LIFE SR SEC 1ST LIEN 4.75% 01-15-29                                                  | CUSIP: 222070AG9<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |     3117000 | PA      | $3055155.60    | 0.00%             | 2029-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                    | NORFOLK SOUTHERN CORP SR UNSEC 5.05% 08-01-30                                                      | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     9546000 | PA      | $9903144.50    | 0.01%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| OIL & NATURAL GAS CORP LTD                                                      | OIL & NATURAL GAS CORP LTD REG S SR UNSEC 3.375% 12-05-29                                          | CUSIP: N/A<br>LEI: 335800FPDZ9MRSNO7N41       | Long             | DBT              | CORP              | IN        |     5000000 | PA      | $4796850.00    | 0.00%             | 2029-12-05      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                | CCO HOLDINGS LLC 144A SR UNSEC 4.75% 02-01-32                                                      | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7404936.00    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  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        |    15570000 | PA      | $15333725.25   | 0.02%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                                  | OPEN TEXT CORP 144A LIFE SR UNSEC 3.875% 02-15-28                                                  | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     6500000 | PA      | $6328120.50    | 0.01%             | 2028-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 3.6% 04-01-50                                                                 | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    25174000 | PA      | $17734176.74   | 0.02%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS CO                                                               | CONOCOPHILLIPS CO SR UNSEC 3.8% 03-15-52                                                           | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    12105000 | PA      | $9105719.94    | 0.01%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                            | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 4.4% 04-01-33                                 | CUSIP: 161175CJ1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4744185.00    | 0.00%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                            | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.25% 04-01-53                                | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    36493000 | PA      | $30513694.94   | 0.03%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 3.785% 03-17-33/32                                                          | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1810000 | PA      | $1720133.50    | 0.00%             | 2033-03-17      | Variable      | 3.79%                 | 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        |      432000 | PA      | $433185.84     | 0.00%             | 2026-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP SR UNSEC 8.875% 07-15-30                                                 | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    34500000 | PA      | $39884725.50   | 0.04%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.5% 04-01-63                                 | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    20555000 | PA      | $17237155.79   | 0.02%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                              | CANADIAN IMPERIAL BANK OF COMMERCE SR UNSEC 3.6% 04-07-32                                          | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      197000 | PA      | $187283.17     | 0.00%             | 2032-04-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.625% 09-01-30                                                 | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    80000000 | PA      | $85774640.00   | 0.09%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.125% 01-01-31                                                 | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     5698000 | PA      | $6006466.93    | 0.01%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                                               | OWENS & MINOR INC 144A LIFE SR UNSEC 4.5% 03-31-29                                                 | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     4995000 | PA      | $4013697.29    | 0.00%             | 2029-03-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB DE CV                                                    | ORBIA ADVANCE CORP SAB DE CV REG S SR UNSEC 2.875% 05-11-31                                        | CUSIP: N/A<br>LEI: 549300MVHZ20SBIOEQ79       | Long             | DBT              | CORP              | MX        |     7000000 | PA      | $5989221.00    | 0.01%             | 2031-05-11      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC SR UNSEC 4.75% 05-09-32                                                   | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    12733000 | PA      | $12809207.01   | 0.01%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 4.91% 05-24-33/32                                                           | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1490000 | PA      | $1508468.55    | 0.00%             | 2033-05-24      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                             | ONCOR ELECTRIC DELIVERY CO LLC SR SEC 1ST LIEN 4.55% 09-15-32                                      | CUSIP: 68233JCK8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      807000 | PA      | $806411.70     | 0.00%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                             | ONCOR ELECTRIC DELIVERY CO LLC SR SEC 1ST LIEN 0.55% 10-01-25                                      | CUSIP: 68233JBZ6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      716000 | PA      | $716000.00     | 0.00%             | 2025-10-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                        | CELANESE US HOLDINGS LLC SR UNSEC 6.665% 07-15-27                                                  | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    75210000 | PA      | $77202012.06   | 0.08%             | 2027-07-15      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                        | CELANESE US HOLDINGS LLC SR UNSEC 6.83% 07-15-29                                                   | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    53181000 | PA      | $54961978.51   | 0.06%             | 2029-07-15      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                        | CELANESE US HOLDINGS LLC SR UNSEC 6.879% 07-15-32                                                  | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    13762000 | PA      | $14072002.81   | 0.01%             | 2032-07-15      | Variable      | 6.88%                 | 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        |    25000000 | PA      | $21600225.00   | 0.02%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC SR UNSEC 5.55% 11-01-26                                                                  | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1977000 | PA      | $2002665.41    | 0.00%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC SR UNSEC 5.65% 11-01-28                                                                  | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    11023000 | PA      | $11434521.66   | 0.01%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP SR UNSEC 4.1% 11-15-32                                                                    | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    13676000 | PA      | $13443508.00   | 0.01%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                        | CONSUMERS ENERGY CO SR SEC 1ST LIEN 3.6% 08-15-32                                                  | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    37600000 | PA      | $35607876.80   | 0.04%             | 2032-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                            | ONEMAIN FINANCE CORP SR UNSEC 7.875% 03-15-30                                                      | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     9120000 | PA      | $9657624.00    | 0.01%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.25% 02-13-34                                            | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    19605000 | PA      | $20251788.56   | 0.02%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                                            | DTE ELECTRIC CO SR SEC 1ST LIEN 4.85% 12-01-26                                                     | CUSIP: 23338VAU0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1364592.15    | 0.00%             | 2026-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                          | DIAMONDBACK ENERGY INC SR UNSEC 5.15% 01-30-30                                                     | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      836000 | PA      | $861355.04     | 0.00%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 02-13-31                                           | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     3640000 | PA      | $3768706.76    | 0.00%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.8% 05-15-34                                          | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    15750000 | PA      | $16328529.00   | 0.02%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                          | DIAMONDBACK ENERGY INC SR UNSEC 5.75% 04-18-54                                                     | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7224375.00    | 0.01%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP                                                               | DEVON ENERGY CORP SR UNSEC 5.2% 09-15-34                                                           | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    23000000 | PA      | $22910277.00   | 0.02%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.55% 05-15-29                                         | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     4219000 | PA      | $4344515.25    | 0.00%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                              | PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 5.35% 05-15-34                                       | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      445000 | PA      | $459846.98     | 0.00%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP                                                               | DEVON ENERGY CORP SR UNSEC 5.75% 09-15-54                                                          | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    10898000 | PA      | $10117310.87   | 0.01%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                              | DEUTSCHE BANK AG SR NON PREF 4.999% 09-11-30/29                                                    | CUSIP: 251526CX5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15497000 | PA      | $15723473.16   | 0.02%             | 2030-09-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                                                 | PIRAEUS BANK SA EUR REG S SR UNSEC (B) 5.0% 04-16-30/29                                            | CUSIP: N/A<br>LEI: 213800OYHR1MPQ5VJL60       | Long             | DBT              | CORP              | GR        |    73825000 | PA      | $92295672.60   | 0.10%             | 2030-04-16      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING CO                                                     | PUBLIC STORAGE OPERATING CO SR UNSEC FRN 04-16-27                                                  | CUSIP: 74464AAA9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $12040476.00   | 0.01%             | 2027-04-16      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                              | DEUTSCHE BANK AG SR NON PREF 5.403% 09-11-35/34                                                    | CUSIP: 251526CY3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15825000 | PA      | $16142512.80   | 0.02%             | 2035-09-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| DAI-ICHI LIFE INSURANCE CO LTD/THE                                              | DAI-ICHI LIFE INSURANCE CO LTD PRP 144A LIFE SUB (H) 6.2% 12-31-79/01-16-35                        | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |     6500000 | PA      | $6761475.50    | 0.01%             | 2079-12-31      | Variable      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.492% 05-14-30/29                                       | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    18392000 | PA      | $19147690.50   | 0.02%             | 2030-05-14      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| PLUSPETROL CAMISEA SA / PLUSPETROL LOTE 56 SA                                   | PLUSPETROL CAMISEA SA 144A LIFE SR UNSEC SF 6.24% 07-03-36                                         | CUSIP: 72941KAA4<br>LEI: 254900VNCHIPPJ2OFY98 | Long             | DBT              | CORP              | PE        |     1270000 | PA      | $1360464.64    | 0.00%             | 2036-07-03      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                        | DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.25% 01-13-30                          | CUSIP: 233853BD1<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    25000000 | PA      | $25724225.00   | 0.03%             | 2030-01-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                        | DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 4.95% 01-13-28                          | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10145200.00   | 0.01%             | 2028-01-13      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| PG&E CORP                                                                       | PG&E CORP SR SEC 1ST LIEN 5.0% 07-01-28                                                            | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $10906544.00   | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                       | PG&E CORP SR SEC 1ST LIEN 5.25% 07-01-30                                                           | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $11841240.00   | 0.01%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                      | DOW CHEMICAL CO SR UNSEC 5.35% 03-15-35                                                            | CUSIP: 260543DL4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     5434000 | PA      | $5405906.22    | 0.01%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                      | DOW CHEMICAL CO SR UNSEC 5.95% 03-15-55                                                            | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    17250000 | PA      | $16403059.50   | 0.02%             | 2055-03-15      | Fixed         | 5.95%                 | 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        |   121882000 | PA      | $121084526.07  | 0.13%             | 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 5.9% 06-15-32                                          | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    22466000 | PA      | $23504198.79   | 0.02%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                          | DIAMONDBACK ENERGY INC SR UNSEC 5.55% 04-01-35                                                     | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    33155000 | PA      | $34052870.56   | 0.04%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                      | DOW CHEMICAL CO SR UNSEC 5.65% 03-15-36                                                            | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     7988000 | PA      | $8031350.88    | 0.01%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                      | DOW CHEMICAL CO SR UNSEC 4.8% 01-15-31                                                             | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $8965710.00    | 0.01%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                           | DIRECTV FINANCING LLC 144A LIFE SR SEC 1ST LIEN 8.875% 02-01-30                                    | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3260000 | PA      | $3224045.46    | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  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        |     1046000 | PA      | $1130105.72    | 0.00%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.0% 11-17-25                                             | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    30000000 | PA      | $30021510.00   | 0.03%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                                                  | CAPITAL ONE NA SR UNSEC 3.45% 07-27-26                                                             | CUSIP: 25466AAJ0<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |     2343000 | PA      | $2329441.06    | 0.00%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                   | DTE ENERGY CO SR UNSEC 2.85% 10-01-26                                                              | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      539000 | PA      | $532531.46     | 0.00%             | 2026-10-01      | Fixed         | 2.85%                 | 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        |     9375000 | PA      | $9579534.38    | 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        |     4032000 | PA      | $4243905.79    | 0.00%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  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        |    19801000 | PA      | $21110479.73   | 0.02%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  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        |    10000000 | PA      | $10257120.00   | 0.01%             | 2028-12-02      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP SR SEC 1ST LIEN 5.35% 12-01-53                                                          | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    13345000 | PA      | $12321705.40   | 0.01%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.15% 01-15-33                                         | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    12489000 | PA      | $13227874.22   | 0.01%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| POSCO CO LTD                                                                    | POSCO 144A LIFE SR UNSEC 5.75% 01-17-28                                                            | CUSIP: 73730EAD5<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |     5195000 | PA      | $5364845.33    | 0.01%             | 2028-01-17      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| POSCO CO LTD                                                                    | POSCO 144A LIFE SR UNSEC 5.875% 01-17-33                                                           | CUSIP: 73730EAE3<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |      630000 | PA      | $667615.41     | 0.00%             | 2033-01-17      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.875% 02-13-26                                           | CUSIP: 718172CY3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    17505000 | PA      | $17544858.89   | 0.02%             | 2026-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 02-15-30                                           | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    17500000 | PA      | $18092812.50   | 0.02%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                         | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 5.125% 03-15-53                                 | CUSIP: 74456QCM6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     1054000 | PA      | $1004906.79    | 0.00%             | 2053-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP SR UNSEC 4.75% 06-15-33                                                                | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     1726000 | PA      | $1741963.77    | 0.00%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                                            | DTE ELECTRIC CO SR SEC 1ST LIEN 3.7% 03-15-45                                                      | CUSIP: 23338VAE6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      107000 | PA      | $84392.61      | 0.00%             | 2045-03-15      | 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        |     4936000 | PA      | $4931024.51    | 0.01%             | 2026-01-13      | Fixed         | 4.10%                 | 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        |    16415000 | PA      | $16398158.21   | 0.02%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                                         | DARLING INGREDIENTS INC 144A LIFE SR UNSEC 5.25% 04-15-27                                          | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5991528.00    | 0.01%             | 2027-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                       | DUKE ENERGY CAROLINAS LLC SR SEC 1ST LIEN 2.45% 08-15-29                                           | CUSIP: 26442CAY0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     3530000 | PA      | $3324645.78    | 0.00%             | 2029-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                      | DOW CHEMICAL CO SR UNSEC 4.55% 11-30-25                                                            | CUSIP: 260543CN1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       33000 | PA      | $32992.94      | 0.00%             | 2025-11-30      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                      | DOW CHEMICAL CO SR UNSEC 5.55% 11-30-48                                                            | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $5930684.50    | 0.01%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                      | DOW CHEMICAL CO SR UNSEC 4.8% 05-15-49                                                             | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    10493000 | PA      | $8573221.71    | 0.01%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                                            | DTE ELECTRIC CO SR SEC 1ST LIEN 2.25% 03-01-30                                                     | CUSIP: 23338VAK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     1557000 | PA      | $1437635.71    | 0.00%             | 2030-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                            | DUKE ENERGY OHIO INC SR SEC 1ST LIEN 2.125% 06-01-30                                               | CUSIP: 26442EAH3<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     5250000 | PA      | $4796788.50    | 0.00%             | 2030-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| EART 2024-4A                                                                    | EART 2024-4A C 5.48% 08-15-30                                                                      | CUSIP: 30166UAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9158000 | PA      | $9247281.34    | 0.01%             | 2030-08-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| EART 2024-4A                                                                    | EART 2024-4A B 5.29% 08-15-30                                                                      | CUSIP: 30166UAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12630000 | PA      | $12711286.68   | 0.01%             | 2030-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                         | DUKE ENERGY FLORIDA LLC SR SEC 1ST LIEN 1.75% 06-15-30                                             | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    10577000 | PA      | $9474220.83    | 0.01%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                      | DAVITA INC 144A LIFE SR UNSEC 3.75% 02-15-31                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3666432.00    | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| EQS 2024-1C                                                                     | EQS 2024-1C A 144A 6.05% 01-20-31                                                                  | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    22781515 | PA      | $23122987.34   | 0.02%             | 2031-01-20      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| EART 2024-5A                                                                    | EART 2024-5A C 4.64% 01-15-30                                                                      | CUSIP: 30165BAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15775000 | PA      | $15819012.25   | 0.02%             | 2030-01-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| EFF 2024-4                                                                      | EFF 2024-4 A2 144A 4.69% 07-20-27                                                                  | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8890621 | PA      | $8923134.21    | 0.01%             | 2027-07-20      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| EQUIPMENTSHARE EQS_24-2M                                                        | EQS 2024-2M B 144A 6.43% 12-20-32                                                                  | CUSIP: 69121NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2505393 | PA      | $2552875.50    | 0.00%             | 2032-12-20      | Fixed         | 6.43%                 | Yes           |                  2 | On Loan: No      |
| EQUIPMENTSHARE EQS_24-2M                                                        | EQS 2024-2M A 144A 5.7% 12-20-32                                                                   | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    41081018 | PA      | $41736177.68   | 0.04%             | 2032-12-20      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| EVGRN 2025-CRT5                                                                 | EVGRN 2025-CRT5 B 144A 5.24% 05-15-29                                                              | CUSIP: 30023JCX4<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | US        |     1928000 | PA      | $1952448.97    | 0.00%             | 2029-05-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| EVGRN 2025-CRT5                                                                 | EVGRN 2025-CRT5 C 144A 5.53% 05-15-29                                                              | CUSIP: 30023JCY2<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | US        |     1475000 | PA      | $1492202.93    | 0.00%             | 2029-05-15      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| EART 2025-1A                                                                    | EART 2025-1A C 5.09% 05-15-31                                                                      | CUSIP: 30167MAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    18932000 | PA      | $19159165.07   | 0.02%             | 2031-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                      | DOW CHEMICAL CO SR UNSEC 3.6% 11-15-50                                                             | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     6445000 | PA      | $4369239.52    | 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        |      354000 | PA      | $213221.28     | 0.00%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC SR UNSEC 5.3% 05-15-65                                                                | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     4875000 | PA      | $4854773.63    | 0.01%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC SR UNSEC 5.25% 05-15-55                                                               | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    17105000 | PA      | $17155015.02   | 0.02%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                | AMERICAN INTERNATIONAL GROUP INC SR UNSEC 5.45% 05-07-35                                           | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     9483000 | PA      | $9884728.33    | 0.01%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC SR UNSEC 4.9% 02-15-38                                                                | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    19162000 | PA      | $19068087.04   | 0.02%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY CO                                                    | BERKSHIRE HATHAWAY ENERGY CO SR UNSEC 4.5% 02-01-45                                                | CUSIP: 084659AF8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      200000 | PA      | $177332.60     | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 3.824% 01-20-28/27                                                   | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    26930000 | PA      | $26809138.16   | 0.03%             | 2028-01-20      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                  | BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 4.5% 01-10-28                                        | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |     1777000 | PA      | $768552.50     | 0.00%             | 2028-01-10      | Fixed         | 4.50%                 | 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        |     6617000 | PA      | $6614730.37    | 0.01%             | 2027-01-15      | Fixed         | 3.88%                 | 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        |    17490000 | PA      | $17226163.35   | 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 4.375% 12-15-28                                         | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     4250000 | PA      | $4235732.75    | 0.00%             | 2028-12-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORP                                                 | BERKSHIRE HATHAWAY FINANCE CORP SR UNSEC 4.2% 08-15-48                                             | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     7829000 | PA      | $6693959.41    | 0.01%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  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        |    17969000 | PA      | $17789256.09   | 0.02%             | 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        |     5656000 | PA      | $4746000.50    | 0.00%             | 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        |     5000000 | PA      | $4587140.00    | 0.00%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 3.9% 05-01-49                                                                   | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $756432.00     | 0.00%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 3.6% 05-01-34                                                                   | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     6790000 | PA      | $6145011.11    | 0.01%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 MA4237 01-01-51                                                                      | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    39746849 | PA      | $32364825.76   | 0.03%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                | BERRY GLOBAL INC 144A LIFE SR SEC 1ST LIEN 4.875% 07-15-26                                         | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     9875000 | PA      | $9876639.25    | 0.01%             | 2026-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 2.7% 02-01-27                                                                   | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    11304000 | PA      | $11077750.44   | 0.01%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 MA4255 02-01-51                                                                      | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8141274 | PA      | $6615680.97    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD8129 02-01-51                                                                      | CUSIP: 3132DWA60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      143084 | PA      | $121728.10     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 3.75% 02-01-50                                                                  | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      537000 | PA      | $397046.52     | 0.00%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | BOSTON PROPERTIES LP SR UNSEC 2.9% 03-15-30                                                        | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    68683000 | PA      | $63799501.33   | 0.07%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD0185 12-01-49                                                                      | CUSIP: 3132DMF26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3756148 | PA      | $3365129.07    | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | 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        |    10361731 | PA      | $9654728.93    | 0.01%             | 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        |    33437293 | PA      | $31154462.03   | 0.03%             | 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        |    45276779 | PA      | $40683811.90   | 0.04%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 3.215% 09-06-26                                                          | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     6482000 | PA      | $6434253.59    | 0.01%             | 2026-09-06      | Fixed         | 3.21%                 | 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        |     3873000 | PA      | $3298850.99    | 0.00%             | 2049-09-06      | Fixed         | 4.76%                 | 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        |     4133131 | PA      | $3691911.04    | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 MA4282 03-01-51                                                                      | CUSIP: 31418DXL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5649976 | PA      | $4789857.60    | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 MA4306 04-01-51                                                                      | CUSIP: 31418DYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    16067841 | PA      | $13646867.48   | 0.01%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI4 3.5 BF0299 08-01-58                                                                         | CUSIP: 3140FXKM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    19422237 | PA      | $17637974.22   | 0.02%             | 2058-08-01      | Fixed         | 3.50%                 | 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        |    19965000 | PA      | $18905357.63   | 0.02%             | 2034-09-25      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP SR UNSEC 5.25% 06-15-53                                                                | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      426000 | PA      | $412429.34     | 0.00%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 4.45% 05-19-28                                      | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      140000 | PA      | $141618.12     | 0.00%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 4.75% 05-19-33                                      | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    69106000 | PA      | $69836657.74   | 0.07%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CA9391 03-01-51                                                                      | CUSIP: 3140QHNH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   166203668 | PA      | $147296670.90  | 0.15%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 RA4658 02-01-51                                                                      | CUSIP: 3133KLE78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    32123677 | PA      | $28742948.84   | 0.03%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 5.11% 05-19-43                                      | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     3000000 | PA      | $2908995.00    | 0.00%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 5.3% 05-19-53                                       | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    33259000 | PA      | $32163880.91   | 0.03%             | 2053-05-19      | Fixed         | 5.30%                 | 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        |    33499845 | PA      | $31817851.75   | 0.03%             | 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        |    40027305 | PA      | $35034298.93   | 0.04%             | 2060-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP SR SEC 1ST LIEN 5.5% 05-15-54                                                           | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    27425000 | PA      | $25922960.18   | 0.03%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.4% 06-15-33                                          | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   113985000 | PA      | $122580722.84  | 0.13%             | 2033-06-15      | Fixed         | 6.40%                 | 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        |    46504528 | PA      | $42225274.39   | 0.04%             | 2060-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI4 3.5 BF0379 04-01-59                                                                         | CUSIP: 3140FXM58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    30166284 | PA      | $27394998.41   | 0.03%             | 2059-04-01      | 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        |    12434611 | PA      | $11307563.02   | 0.01%             | 2057-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHMS_K127                                                                       | FHMS K127 A2 (MF) 2.108% 01-25-31                                                                  | CUSIP: 3137FXZ35<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     1000000 | PA      | $906176.00     | 0.00%             | 2031-01-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.582% 06-12-29/28                                       | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    39255000 | PA      | $40684117.53   | 0.04%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE SA                                                         | RAIZEN FUELS FINANCE SA 144A LIFE SR UNSEC 6.45% 03-05-34                                          | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     1325000 | PA      | $1286094.03    | 0.00%             | 2034-03-05      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB0041 04-01-51                                                                      | CUSIP: 3140QKBK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    47029284 | PA      | $42342016.37   | 0.04%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 2.0 MA4333 05-01-41                                                                      | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    41668459 | PA      | $36301811.91   | 0.04%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE SA                                                         | RAIZEN FUELS FINANCE SA 144A LIFE SR UNSEC 6.95% 03-05-54                                          | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     1050000 | PA      | $966664.65     | 0.00%             | 2054-03-05      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                              | ROCHE HOLDINGS INC 144A LIFE SR UNSEC 5.218% 03-08-54                                              | CUSIP: 771196CM2<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     1967000 | PA      | $1938153.95    | 0.00%             | 2054-03-08      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI4 3.5 BF0480 06-01-60                                                                         | CUSIP: 3140FXRA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    29921780 | PA      | $27168527.55   | 0.03%             | 2060-06-01      | Fixed         | 3.50%                 | 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        |     7145712 | PA      | $5821546.92    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                     | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 6.0% 02-01-33                                       | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    40000000 | PA      | $41035240.00   | 0.04%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC SR UNSEC 4.9% 10-15-34                                                      | CUSIP: 776696AJ5<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |     9931000 | PA      | $9947157.74    | 0.01%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB2092 11-01-51                                                                      | CUSIP: 3140QMKE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    37928966 | PA      | $31995396.72   | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 SD8392 12-01-53                                                                      | CUSIP: 3132DWKD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1112391 | PA      | $1049586.17    | 0.00%             | 2053-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB6905 07-01-54                                                                      | CUSIP: 3140AGU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      569872 | PA      | $583363.52     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5471 09-01-54                                                                      | CUSIP: 31418FCH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      433849 | PA      | $443618.66     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                              | ROCHE HOLDINGS INC 144A LIFE SR UNSEC 4.592% 09-09-34                                              | CUSIP: 771196CQ3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    18067000 | PA      | $18072383.97   | 0.02%             | 2034-09-09      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                     | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 5.625% 09-30-31                                     | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    15115000 | PA      | $15423300.66   | 0.02%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ1879 04-01-54                                                                      | CUSIP: 3142GSCR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      207018 | PA      | $212210.19     | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BQ7459 01-01-52                                                                      | CUSIP: 3140KTJD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1184140 | PA      | $1004302.68    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA SR UNSEC 4.65% 10-18-30/29                                                    | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    43788000 | PA      | $44313674.94   | 0.05%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                              | RGA GLOBAL FUNDING GIC 144A LIFE SR UNSEC 5.25% 01-09-30                                           | CUSIP: 76209PAG8<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15523980.00   | 0.02%             | 2030-01-09      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT0610 06-01-51                                                                      | CUSIP: 3140LNVC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      102767 | PA      | $87283.60      | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 MA5270 02-01-54                                                                      | CUSIP: 31418E2C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3456339 | PA      | $3435832.22    | 0.00%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BR0999 05-01-51                                                                      | CUSIP: 3140KYDD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1923405 | PA      | $1622540.53    | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BQ7729 03-01-51                                                                      | CUSIP: 3140KTST3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       54754 | PA      | $46189.95      | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM7407 04-01-51                                                                      | CUSIP: 3140XBGR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       90002 | PA      | $76033.68      | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BQ7422 08-01-51                                                                      | CUSIP: 3140KTG82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2186109 | PA      | $1850418.50    | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA SR UNSEC 5.153% 02-04-31/30                                                   | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    29212000 | PA      | $30108253.37   | 0.03%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                                     | RIO TINTO FINANCE USA PLC SR UNSEC 4.875% 03-14-30                                                 | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     4500000 | PA      | $4612567.50    | 0.00%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT1265 06-01-51                                                                      | CUSIP: 3140LPMP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2392411 | PA      | $2021087.44    | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FMBT 2024-FBLU                                                                  | FMBT 2024-FBLU A 144A FRN 12-15-29                                                                 | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3468000 | PA      | $3473815.84    | 0.00%             | 2029-12-15      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5531 11-01-54                                                                      | CUSIP: 31418FED5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    40524471 | PA      | $40904996.16   | 0.04%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 RJ3163 12-01-54                                                                      | CUSIP: 3142GTQR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    50739144 | PA      | $50526952.59   | 0.05%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 CB9616 12-01-54                                                                      | CUSIP: 3140QVVJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    14183818 | PA      | $14357612.47   | 0.01%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB9675 12-01-54                                                                      | CUSIP: 3140QVXD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    32271059 | PA      | $33247871.62   | 0.03%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BU5234 12-01-54                                                                      | CUSIP: 3140M6Y80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    11183990 | PA      | $11321027.01   | 0.01%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QX0376 12-01-54                                                                      | CUSIP: 31425UM28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      898251 | PA      | $909441.45     | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                                     | RIO TINTO FINANCE USA PLC SR UNSEC 5.75% 03-14-55                                                  | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     8045000 | PA      | $8285448.96    | 0.01%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                                     | RIO TINTO FINANCE USA PLC SR UNSEC 5.25% 03-14-35                                                  | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    14824000 | PA      | $15282061.60   | 0.02%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8469 10-01-54                                                                      | CUSIP: 3132DWMS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    38317155 | PA      | $38680900.19   | 0.04%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DC8825 12-01-54                                                                      | CUSIP: 3140AWYX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      495790 | PA      | $516772.39     | 0.00%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                           | REPUBLIC SERVICES INC SR UNSEC 5.15% 03-15-35                                                      | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5165665.00    | 0.01%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA SR UNSEC 4.971% 05-02-31/30                                                   | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    38750000 | PA      | $39699026.25   | 0.04%             | 2031-05-02      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 BX0008 09-01-52                                                                      | CUSIP: 3140N4AJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      123636 | PA      | $116822.46     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8494 01-01-55                                                                      | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    19838161 | PA      | $20019938.50   | 0.02%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL2                                   | BRAVO 2020-RPL2 A1 144A FRN 05-25-59                                                               | CUSIP: 10569BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1545056 | PA      | $1458828.06    | 0.00%             | 2059-05-25      | Variable      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_20-B20                                           | BMARK 2020-B20 AS 2.3748% 10-15-53                                                                 | CUSIP: 08162XBL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1450000 | PA      | $1248345.60    | 0.00%             | 2053-10-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QG2329 04-01-53                                                                      | CUSIP: 3133C2SS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      143230 | PA      | $135287.54     | 0.00%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QJ6847 10-01-54                                                                      | CUSIP: 3133CXTC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2785421 | PA      | $2628322.88    | 0.00%             | 2054-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QC1292 05-01-51                                                                      | CUSIP: 3133AKNH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      495011 | PA      | $419620.13     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8475 11-01-54                                                                      | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   124071865 | PA      | $125249183.35  | 0.13%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_20-B20                                           | BMARK 2020-B20 A5 2.0341% 10-15-53                                                                 | CUSIP: 08162XBG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9000000 | PA      | $7933086.00    | 0.01%             | 2053-10-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC WI CERTIFICATES SERIES WI-K749                                      | FHMS K749 AM (MF) 2.12% 06-25-29                                                                   | CUSIP: 3137H6ML6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     2069000 | PA      | $1939550.95    | 0.00%             | 2029-06-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 DC9197 12-01-54                                                                      | CUSIP: 3140AXGF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      364115 | PA      | $354863.50     | 0.00%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 CB9456 11-01-54                                                                      | CUSIP: 3140QVQJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      930802 | PA      | $903770.86     | 0.00%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 6.5 RB5297 05-01-44                                                                      | CUSIP: 3133KY3E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      468102 | PA      | $485375.98     | 0.00%             | 2044-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS8138 06-01-54                                                                      | CUSIP: 3140XQBG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       82665 | PA      | $86637.35      | 0.00%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC WI CERTIFICATES SERIES WI-K749                                      | FHMS K749 A2 (MF) 2.12% 06-25-29                                                                   | CUSIP: 3137H6MM4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     2113000 | PA      | $1995392.53    | 0.00%             | 2029-06-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FM7687 06-01-51                                                                      | CUSIP: 3140XBRH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6257604 | PA      | $5619040.26    | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 6.5 MA5431 07-01-44                                                                      | CUSIP: 31418FA98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2440318 | PA      | $2523425.53    | 0.00%             | 2044-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 DC2101 11-01-54                                                                      | CUSIP: 3140APKP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      263747 | PA      | $248943.38     | 0.00%             | 2054-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST FKH_22-SFR1                                                | FKH 2022-SFR1 A 144A 4.145% 05-17-39                                                               | CUSIP: 33768NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8460635 | PA      | $8429575.69    | 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        |    27600150 | PA      | $24688720.58   | 0.03%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 RA7772 08-01-52                                                                      | CUSIP: 3133KPT57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      152250 | PA      | $143788.42     | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 DC8823 12-01-54                                                                      | CUSIP: 3140AWYV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       25486 | PA      | $25735.03      | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_WI-K144                            | FHMS K144 AM (MF) 2.45% 07-25-32                                                                   | CUSIP: 3137H73K7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     5000000 | PA      | $4479290.00    | 0.00%             | 2032-07-25      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_WI-K144                            | FHMS K144 A2 (MF) 2.45% 07-25-32                                                                   | CUSIP: 3137H73J0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     3551000 | PA      | $3194880.86    | 0.00%             | 2032-07-25      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5586 01-01-55                                                                      | CUSIP: 31418FF44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    15973978 | PA      | $16130219.10   | 0.02%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 Z40273 10-01-48                                                                          | CUSIP: 3132FCJS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4770042 | PA      | $4719098.13    | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K142                             | FHMS K142 A2 2.4% 03-25-32                                                                         | CUSIP: 3137H73P6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     7924000 | PA      | $7127867.80    | 0.01%             | 2032-03-25      | Fixed         | 2.40%                 | No            |                  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        |    52152481 | PA      | $45143239.54   | 0.05%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 FS9792 12-01-50                                                                      | CUSIP: 3140XR3A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2050837 | PA      | $2026050.95    | 0.00%             | 2050-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS8795 08-01-54                                                                      | CUSIP: 3140XQXZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5039331 | PA      | $5155134.93    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 2.0 RB5138 12-01-41                                                                      | CUSIP: 3133KYV71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    53486599 | PA      | $46297999.90   | 0.05%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 2.0 QK1181 11-01-41                                                                      | CUSIP: 3133D4J20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    10193784 | PA      | $8830079.99    | 0.01%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ3240 01-01-55                                                                      | CUSIP: 3142GTS64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    43554064 | PA      | $44857375.54   | 0.05%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ3291 01-01-55                                                                      | CUSIP: 3142GTUR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    28912302 | PA      | $29275497.90   | 0.03%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FM7909 06-01-51                                                                      | CUSIP: 3140XBYF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1983487 | PA      | $1759031.62    | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM6569 03-01-51                                                                      | CUSIP: 3140XAJP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      798506 | PA      | $679529.00     | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ3301 01-01-55                                                                      | CUSIP: 3142GTU38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    18367839 | PA      | $18951477.22   | 0.02%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ3305 01-01-55                                                                      | CUSIP: 3142GTU79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    13056166 | PA      | $13441884.24   | 0.01%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 CB9737 01-01-55                                                                      | CUSIP: 3140QVZB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    25894605 | PA      | $25764329.30   | 0.03%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 CB9736 01-01-55                                                                      | CUSIP: 3140QVZA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    42824675 | PA      | $41572738.07   | 0.04%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB9840 01-01-55                                                                      | CUSIP: 3140QV5A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6427782 | PA      | $6653281.57    | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 CB9770 12-01-54                                                                      | CUSIP: 3140QV2C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1421633 | PA      | $1381723.22    | 0.00%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 CB9800 01-01-55                                                                      | CUSIP: 3140QV3J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8483900 | PA      | $8604871.98    | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB9821 01-01-55                                                                      | CUSIP: 3140QV4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    12656805 | PA      | $12987691.55   | 0.01%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB9836 01-01-55                                                                      | CUSIP: 3140QV4W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    10504605 | PA      | $10932604.48   | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 CB9768 12-01-54                                                                      | CUSIP: 3140QV2A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      527802 | PA      | $512372.92     | 0.00%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 745140 11-01-35                                                                      | CUSIP: 31403CZD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      111612 | PA      | $114217.51     | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FM5166 12-01-50                                                                      | CUSIP: 3140X8W45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5352841 | PA      | $4725381.38    | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BU5360 12-01-54                                                                      | CUSIP: 3140M65W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    27572781 | PA      | $27910630.61   | 0.03%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 BU5358 12-01-54                                                                      | CUSIP: 3140M65U3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2338902 | PA      | $2401488.34    | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BU5361 12-01-54                                                                      | CUSIP: 3140M65X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    14496572 | PA      | $14423639.26   | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QX1881 12-01-54                                                                      | CUSIP: 31425WCT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2273658 | PA      | $2333275.31    | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 QX1743 12-01-54                                                                      | CUSIP: 31425V5D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    12486268 | PA      | $12425060.33   | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 QX2834 12-01-54                                                                      | CUSIP: 31425XEG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4130117 | PA      | $4109016.54    | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FM6293 01-01-51                                                                      | CUSIP: 3140X97F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    14223572 | PA      | $12561547.28   | 0.01%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BO9395 08-01-51                                                                      | CUSIP: 3140K5NM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1119970 | PA      | $954149.76     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QX1754 12-01-54                                                                      | CUSIP: 31425V5Q2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    21886913 | PA      | $22156231.21   | 0.02%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BU5380 12-01-54                                                                      | CUSIP: 3140M66S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     9650583 | PA      | $9769323.90    | 0.01%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QX2812 01-01-55                                                                      | CUSIP: 31425XDS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     9141091 | PA      | $9255912.02    | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 MA4547 02-01-52                                                                      | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4910325 | PA      | $3970219.02    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD0554 03-01-51                                                                      | CUSIP: 3132DMTK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1904637 | PA      | $1606712.19    | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB0520 05-01-51                                                                      | CUSIP: 3140QKSJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    14464966 | PA      | $12202384.96   | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QB4847 10-01-50                                                                      | CUSIP: 3133ABL40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      591045 | PA      | $499478.94     | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BR7222 04-01-51                                                                      | CUSIP: 3140L6AY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       77727 | PA      | $65568.20      | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD8271 10-01-52                                                                      | CUSIP: 3132DWFL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      846816 | PA      | $716413.04     | 0.00%             | 2052-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD8224 07-01-52                                                                      | CUSIP: 3132DWD59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      804332 | PA      | $680032.19     | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB3031 03-01-52                                                                      | CUSIP: 3140QNLM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2261251 | PA      | $1916568.17    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM9335 10-01-51                                                                      | CUSIP: 3140XDLR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       74046 | PA      | $62891.28      | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB4274 07-01-52                                                                      | CUSIP: 3140QPXC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4125051 | PA      | $3483209.48    | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD9578 04-01-52                                                                      | CUSIP: 3133B7UB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3371782 | PA      | $2857800.62    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB3744 03-01-52                                                                      | CUSIP: 3140QPES2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1025452 | PA      | $866931.15     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 6.5 745316 02-01-26                                                                      | CUSIP: 31403DAR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         419 | PA      | $432.22        | 0.00%             | 2026-02-01      | Fixed         | 6.50%                 | No            |                  2 | 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        |      348592 | PA      | $306847.81     | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 5.294% 07-22-35/34                                                    | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     5729000 | PA      | $5919414.77    | 0.01%             | 2035-07-22      | Variable      | 5.29%                 | 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        |     1231446 | PA      | $1084079.24    | 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        |      908819 | PA      | $799279.73     | 0.00%             | 2052-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 4.979% 07-22-28/27                                                    | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    14106000 | PA      | $14324121.08   | 0.01%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 4.603% 10-22-30/29                                                    | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    40175000 | PA      | $40656216.15   | 0.04%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 4.505% 10-22-28/27                                                    | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    27736000 | PA      | $27980576.05   | 0.03%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                           | JANE STREET GROUP 144A LIFE SR SEC 1ST LIEN 6.125% 11-01-32                                        | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10143090.00   | 0.01%             | 2032-11-01      | Fixed         | 6.12%                 | Yes           |                  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        |      362814 | PA      | $319117.80     | 0.00%             | 2053-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 MA4785 10-01-52                                                                      | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5277487 | PA      | $5262229.99    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 5.534% 11-29-45/44                                                    | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    15060000 | PA      | $15497086.38   | 0.02%             | 2045-11-29      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 5.14% 01-24-31/30                                                     | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     8331000 | PA      | $8606064.63    | 0.01%             | 2031-01-24      | Variable      | 5.14%                 | 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        |      847608 | PA      | $746095.79     | 0.00%             | 2052-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM6871 04-01-51                                                                      | CUSIP: 3140XAT51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      745827 | PA      | $629163.44     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 5.502% 01-24-36/35                                                    | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    24264000 | PA      | $25397978.04   | 0.03%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                               | JOHNSON & JOHNSON SR UNSEC 5.0% 03-01-35                                                           | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     4783000 | PA      | $4974477.84    | 0.01%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 5.103% 04-22-31/30                                                    | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     5956000 | PA      | $6154507.52    | 0.01%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 5.572% 04-22-36/35                                                    | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    49624000 | PA      | $52331535.06   | 0.05%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                                            | JACKSON NATIONAL LIFE GLOBAL FUNDING GIC 144A LIFE SR UNSEC 4.55% 09-09-30                         | CUSIP: 46849LVH1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $20036360.00   | 0.02%             | 2030-09-09      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 3.782% 02-01-28/27                                                    | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    17500000 | PA      | $17426045.00   | 0.02%             | 2028-02-01      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 4.203% 07-23-29/28                                                    | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      875000 | PA      | $876867.25     | 0.00%             | 2029-07-23      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 3.109% 04-22-51/50                                                    | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4273000 | PA      | $2956933.09    | 0.00%             | 2051-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                               | JOHNSON & JOHNSON SR UNSEC 1.3% 09-01-30                                                           | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    22427000 | PA      | $19834057.54   | 0.02%             | 2030-09-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 1.045% 11-19-26/25                                                    | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      355000 | PA      | $353424.87     | 0.00%             | 2026-11-19      | Variable      | 1.04%                 | 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        |    12415462 | PA      | $10918318.34   | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 QE6185 07-01-52                                                                      | CUSIP: 3133BF2S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      685169 | PA      | $683159.28     | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 1.764% 11-19-31/30                                                    | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    10624000 | PA      | $9383244.29    | 0.01%             | 2031-11-19      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 1.04% 02-04-27/26                                                     | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     7980000 | PA      | $7892858.40    | 0.01%             | 2027-02-04      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 ZA0583 03-01-29                                                                      | CUSIP: 31329HUG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |          20 | PA      | $20.55         | 0.00%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD9765 04-01-52                                                                      | CUSIP: 3133B7Z68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1069143 | PA      | $903017.17     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 1.953% 02-04-32/31                                                    | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    17591000 | PA      | $15555052.84   | 0.02%             | 2032-02-04      | Variable      | 1.95%                 | 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        |      488000 | PA      | $436663.86     | 0.00%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM7304 05-01-51                                                                      | CUSIP: 3140XBDJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    11131725 | PA      | $9390255.30    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QC3654 07-01-51                                                                      | CUSIP: 3133ANBX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      171424 | PA      | $144606.75     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 2.545% 11-08-32/31                                                    | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    22866000 | PA      | $20515512.40   | 0.02%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  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        |    14275000 | PA      | $14054137.20   | 0.01%             | 2028-02-24      | Variable      | 2.95%                 | 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        |    13250000 | PA      | $13428133.00   | 0.01%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC                                              | JOHNSON CONTROLS INTERNATIONAL PLC SR UNSEC 4.9% 12-01-32                                          | CUSIP: 47837RAE0<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | US        |     2774000 | PA      | $2826517.37    | 0.00%             | 2032-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QE2317 04-01-52                                                                      | CUSIP: 3133BBSE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1562925 | PA      | $1323025.77    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BQ7453 11-01-51                                                                      | CUSIP: 3140KTH73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2451355 | PA      | $2081011.26    | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 5.299% 07-24-29/28                                                    | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     5016000 | PA      | $5169003.05    | 0.01%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                                        | JBS USA HOLDING LUX SARL SR UNSEC 3.0% 02-02-29                                                    | CUSIP: 46590XAN6<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | US        |     2818000 | PA      | $2702986.15    | 0.00%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 SD8286 01-01-53                                                                      | CUSIP: 3132DWF32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    10565170 | PA      | $9984540.25    | 0.01%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QB9901 03-01-51                                                                      | CUSIP: 3133AHAA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1143119 | PA      | $964318.84     | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO (THE)                                                             | J M SMUCKER CO SR UNSEC 5.9% 11-15-28                                                              | CUSIP: 832696AW8<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4203028.00    | 0.00%             | 2028-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO (THE)                                                             | J M SMUCKER CO SR UNSEC 6.2% 11-15-33                                                              | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3259881.00    | 0.00%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 6.07% 10-22-27/26                                                     | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10200640.00   | 0.01%             | 2027-10-22      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 5.04% 01-23-28/27                                                     | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    34937000 | PA      | $35339124.87   | 0.04%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 6.5 AL1237 02-01-26                                                                      | CUSIP: 3138EHLT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |          80 | PA      | $82.85         | 0.00%             | 2026-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 6.5 995401 10-01-27                                                                      | CUSIP: 31416BX60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |          65 | PA      | $67.34         | 0.00%             | 2027-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KOOKMIN BANK                                                                    | KOOKMIN BANK 144A LIFE SR UNSEC 5.375% 05-08-27                                                    | CUSIP: 50050GAW8<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |     3270000 | PA      | $3337365.27    | 0.00%             | 2027-05-08      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| KRAKATAU POSCO PT                                                               | KRAKATAU POSCO PT REG S SR UNSEC 6.375% 06-11-27                                                   | CUSIP: N/A<br>LEI: 98450003F1F2D08D9C16       | Long             | DBT              | CORP              | ID        |     9000000 | PA      | $9172935.00    | 0.01%             | 2027-06-11      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| KRAKATAU POSCO PT                                                               | KRAKATAU POSCO PT REG S SR UNSEC 6.375% 06-11-29                                                   | CUSIP: N/A<br>LEI: 98450003F1F2D08D9C16       | Long             | DBT              | CORP              | ID        |     8000000 | PA      | $8236648.00    | 0.01%             | 2029-06-11      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| LG ENERGY SOLUTION LTD                                                          | LG ENERGY SOLUTION LTD 144A LIFE SR UNSEC 5.25% 04-02-28                                           | CUSIP: 50205MAF6<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |     3920000 | PA      | $3996683.04    | 0.00%             | 2028-04-02      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 6.5 ZA1959 10-01-26                                                                      | CUSIP: 31329KE83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |         524 | PA      | $527.22        | 0.00%             | 2026-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 5.0 ZT0799 09-01-31                                                                      | CUSIP: 3132AC3G3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |         724 | PA      | $729.22        | 0.00%             | 2031-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LG ENERGY SOLUTION LTD                                                          | LG ENERGY SOLUTION LTD 144A LIFE SR UNSEC 5.375% 04-02-30                                          | CUSIP: 50205MAG4<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |     3000000 | PA      | $3071448.00    | 0.00%             | 2030-04-02      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| LG ENERGY SOLUTION LTD                                                          | LG ENERGY SOLUTION LTD REG S SR UNSEC 5.875% 04-02-35                                              | CUSIP: N/A<br>LEI: 988400QX6P286XA6ZS85       | Long             | DBT              | CORP              | KR        |     5500000 | PA      | $5694760.50    | 0.01%             | 2035-04-02      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT7263 09-01-51                                                                      | CUSIP: 3140LWB97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1772437 | PA      | $1497329.89    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB2088 11-01-51                                                                      | CUSIP: 3140QMKA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1595803 | PA      | $1351435.80    | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LG ENERGY SOLUTION LTD                                                          | LG ENERGY SOLUTION LTD 144A LIFE SR UNSEC 5.875% 04-02-35                                          | CUSIP: 50205MAJ8<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |      500000 | PA      | $517705.50     | 0.00%             | 2035-04-02      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                               | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 6.15% 05-15-35                                          | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     1652000 | PA      | $1722555.27    | 0.00%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                                            | LADDER CAPITAL FINANCE HOLDINGS LLLP SR UNSEC 5.5% 08-01-30                                        | CUSIP: 505742AS5<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |    52454000 | PA      | $53526946.57   | 0.06%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                                         | LATAM AIRLINES GROUP SA 144A LIFE SR SEC 1ST LIEN 7.625% 01-07-31                                  | CUSIP: 51817RAE6<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |     6380000 | PA      | $6622031.68    | 0.01%             | 2031-01-07      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| LEGEND FORTUNE LTD                                                              | LEGEND FORTUNE LTD REG S SR UNSEC FRN 08-26-28                                                     | CUSIP: N/A<br>LEI: 549300ZK4C5GBWRE7L09       | Long             | DBT              | CORP              | HK        |     1160000 | PA      | $1161597.32    | 0.00%             | 2028-08-26      | Variable      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FINANCE LTD                                                   | LIMA METRO LINE 2 FINANCE LTD REG S SR SEC 1ST LIEN SF 5.875% 07-05-34                             | CUSIP: N/A<br>LEI: 5493009BVQNQT1UKQ352       | Long             | DBT              | CORP              | KY        |      428441 | PA      | $442559.00     | 0.00%             | 2034-07-05      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FINANCE LTD                                                   | LIMA METRO LINE 2 FINANCE LTD 144A LIFE SR SEC 1ST LIEN SF 5.875% 07-05-34                         | CUSIP: 532522AA7<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |     2012506 | PA      | $2078820.34    | 0.00%             | 2034-07-05      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                                                | LENOVO GROUP LTD REG S SR UNSEC 3.421% 11-02-30                                                    | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | DBT              | CORP              | CN        |     4000000 | PA      | $3799392.00    | 0.00%             | 2030-11-02      | Fixed         | 3.42%                 | Yes           |                  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        |      312000 | PA      | $307033.90     | 0.00%             | 2027-05-11      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FINANCE LTD                                                   | LIMA METRO LINE 2 FINANCE LTD REG S SR SEC 1ST LIEN SF 4.35% 04-05-36                              | CUSIP: N/A<br>LEI: 5493009BVQNQT1UKQ352       | Long             | DBT              | CORP              | KY        |     5001416 | PA      | $4843796.06    | 0.01%             | 2036-04-05      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                                                | LENOVO GROUP LTD REG S SR UNSEC 6.536% 07-27-32                                                    | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | DBT              | CORP              | CN        |     6000000 | PA      | $6611706.00    | 0.01%             | 2032-07-27      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORPORATION SR UNSEC 5.25% 01-15-33                                                | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    26990000 | PA      | $28397798.40   | 0.03%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORPORATION SR UNSEC 5.7% 11-15-54                                                 | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    14795000 | PA      | $15277080.28   | 0.02%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC SR UNSEC 5.871% 03-06-29/28                                               | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     8100000 | PA      | $8405588.70    | 0.01%             | 2029-03-06      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP SR UNSEC 4.75% 02-15-34                                                       | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      813000 | PA      | $820954.39     | 0.00%             | 2034-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FINANCE LTD                                                   | LIMA METRO LINE 2 FINANCE LTD 144A SR SEC 1ST LIEN SF 4.35% 04-05-36                               | CUSIP: 532522AB5<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |     2395538 | PA      | $2320042.50    | 0.00%             | 2036-04-05      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                       | L3HARRIS TECHNOLOGIES INC SR UNSEC 5.4% 07-31-33                                                   | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    11257000 | PA      | $11737831.50   | 0.01%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC SR UNSEC 5.679% 01-05-35/34                                               | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    13132000 | PA      | $13771331.42   | 0.01%             | 2035-01-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                  | MARSH & MCLENNAN COS INC SR UNSEC 5.45% 03-15-54                                                   | CUSIP: 571748BX9<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      950000 | PA      | $942273.65     | 0.00%             | 2054-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO (LABUAN) LTD                                                   | MISC CAPITAL TWO LABUAN LTD 144A LIFE SR UNSEC 3.75% 04-06-27                                      | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |    13872000 | PA      | $13732073.14   | 0.01%             | 2027-04-06      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                                         | RELIANCE INDUSTRIES LTD REG S SR UNSEC 3.667% 11-30-27                                             | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | IN        |     3000000 | PA      | $2967711.00    | 0.00%             | 2027-11-30      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC SR UNSEC 4.445% 05-08-30/29                                                      | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     9464000 | PA      | $9491284.71    | 0.01%             | 2030-05-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                           | REYNOLDS AMERICAN INC SR UNSEC 4.75% 11-01-42                                                      | CUSIP: 761713AW6<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2096237.50    | 0.00%             | 2042-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC SR UNSEC 3.073% 05-22-28/27                                                      | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     7500000 | PA      | $7369875.00    | 0.01%             | 2028-05-22      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                                         | RELIANCE INDUSTRIES LTD REG S SR UNSEC 6.25% 10-19-40                                              | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | IN        |      750000 | PA      | $831613.50     | 0.00%             | 2040-10-19      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                     | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 5.5% 04-01-28                                       | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    28000000 | PA      | $28550592.00   | 0.03%             | 2028-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP SR UNSEC 1.9% 09-01-31                                                                    | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     2488000 | PA      | $2165846.30    | 0.00%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP SR UNSEC 2.82% 09-01-51                                                                   | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1112690.25    | 0.00%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                           | REPUBLIC SERVICES INC SR UNSEC 2.375% 03-15-33                                                     | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     1252000 | PA      | $1092672.98    | 0.00%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP SR UNSEC 2.375% 03-15-32                                                                  | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     7474000 | PA      | $6607456.97    | 0.01%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP SR UNSEC 3.03% 03-15-52                                                                   | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $4619013.00    | 0.00%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                              | ROCHE HOLDINGS INC 144A LIFE SR UNSEC 1.93% 12-13-28                                               | CUSIP: 771196BW1<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     3114000 | PA      | $2927838.85    | 0.00%             | 2028-12-13      | Fixed         | 1.93%                 | Yes           |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                              | ROCHE HOLDINGS INC 144A LIFE SR UNSEC 2.076% 12-13-31                                              | CUSIP: 771196BX9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    28187000 | PA      | $24746861.21   | 0.03%             | 2031-12-13      | Fixed         | 2.08%                 | Yes           |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                                         | RELIANCE INDUSTRIES LTD REG S SR UNSEC 3.625% 01-12-52                                             | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | IN        |     2000000 | PA      | $1483144.00    | 0.00%             | 2052-01-12      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                                         | RELIANCE INDUSTRIES LTD REG S SR UNSEC 2.875% 01-12-32                                             | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | IN        |     3000000 | PA      | $2726577.00    | 0.00%             | 2032-01-12      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                                         | RELIANCE INDUSTRIES LTD REG S SR UNSEC 3.75% 01-12-62                                              | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | IN        |      300000 | PA      | $217354.50     | 0.00%             | 2062-01-12      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA SR UNSEC 3.625% 05-04-27                                                      | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      748000 | PA      | $745151.62     | 0.00%             | 2027-05-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA SR UNSEC 4.9% 01-12-28                                                        | CUSIP: 78016FZW7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     1650000 | PA      | $1684447.05    | 0.00%             | 2028-01-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA SR UNSEC 5.0% 02-01-33                                                        | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     7246000 | PA      | $7487349.77    | 0.01%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP SR UNSEC 5.15% 02-27-33                                                                   | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      428000 | PA      | $443446.09     | 0.00%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP SR UNSEC 5.375% 02-27-53                                                                  | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     3194000 | PA      | $3126986.69    | 0.00%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                                                          | RB GLOBAL HOLDINGS INC 144A LIFE SR UNSEC 7.75% 03-15-31                                           | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |     1511000 | PA      | $1582248.18    | 0.00%             | 2031-03-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                           | REPUBLIC SERVICES INC SR UNSEC 4.875% 04-01-29                                                     | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     4090000 | PA      | $4194094.59    | 0.00%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                                    | SK HYNIX INC 144A LIFE SR UNSEC 1.5% 01-19-26                                                      | CUSIP: 78392BAB3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    19275000 | PA      | $19110237.30   | 0.02%             | 2026-01-19      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 QC6456 09-01-51                                                                      | CUSIP: 3133ARE50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3650664 | PA      | $3213475.29    | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD8235 08-01-52                                                                      | CUSIP: 3132DWEG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      570670 | PA      | $501946.79     | 0.00%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                                    | SK HYNIX INC 144A LIFE SR UNSEC 2.375% 01-19-31                                                    | CUSIP: 78392BAC1<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |     4830000 | PA      | $4335393.51    | 0.00%             | 2031-01-19      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                 | SANDS CHINA LTD SR UNSEC 4.375% 06-18-30                                                           | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |    12000000 | PA      | $11807304.00   | 0.01%             | 2030-06-18      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                 | SANDS CHINA LTD SR UNSEC 3.8% 01-08-26                                                             | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |    13000000 | PA      | $12974078.00   | 0.01%             | 2026-01-08      | Variable      | 3.80%                 | No            |                  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        |    11375000 | PA      | $11242731.50   | 0.01%             | 2026-03-15      | Fixed         | 1.65%                 | 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        |     3285653 | PA      | $3203866.89    | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QC0416 04-01-51                                                                      | CUSIP: 3133AJN90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      485683 | PA      | $409713.95     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | 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        |      187000 | PA      | $151861.20     | 0.00%             | 2051-11-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                             | SIRIUS XM RADIO LLC 144A LIFE SR UNSEC 4.0% 07-15-28                                               | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     4300000 | PA      | $4158525.70    | 0.00%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BN9135 04-01-51                                                                      | CUSIP: 3140JSEH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      419967 | PA      | $354279.33     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNW 1998-W5 B3 144A 6.5% 07-25-28                                                                  | CUSIP: 31359UWG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |      112356 | PA      | $18705.46      | 0.00%             | 2028-07-25      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.65% 06-01-51                                       | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1178000 | PA      | $815931.10     | 0.00%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.5% 06-01-31                                        | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    24190000 | PA      | $21469012.04   | 0.02%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-1                                                                    | DRIVE 2025-1 A3 4.73% 09-15-32                                                                     | CUSIP: 262102AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      476000 | PA      | $479573.33     | 0.00%             | 2032-09-15      | Fixed         | 4.73%                 | 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        |     2537000 | PA      | $2296621.79    | 0.00%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                       | SUNOCO LP SR UNSEC 4.5% 05-15-29                                                                   | CUSIP: 86765LAT4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     5215000 | PA      | $5091289.77    | 0.01%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA4894 01-01-53                                                                      | CUSIP: 31418ENL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    21818175 | PA      | $22367774.69   | 0.02%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV9932 06-01-52                                                                      | CUSIP: 3140MQBA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      484459 | PA      | $411488.66     | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-1                                                                    | DRIVE 2025-1 D 5.41% 09-15-32                                                                      | CUSIP: 262102AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6403000 | PA      | $6489875.90    | 0.01%             | 2032-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-1                                                                    | DRIVE 2025-1 C 4.99% 09-15-32                                                                      | CUSIP: 262102AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2068000 | PA      | $2090015.93    | 0.00%             | 2032-09-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                             | SUZANO AUSTRIA GMBH SR UNSEC 3.125% 01-15-32                                                       | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | BR        |     3000000 | PA      | $2695758.00    | 0.00%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                             | SIRIUS XM RADIO LLC 144A SR UNSEC 3.875% 09-01-31                                                  | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4534535.00    | 0.00%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| DRIVE 2025-1                                                                    | DRIVE 2025-1 B 4.79% 09-15-32                                                                      | CUSIP: 262102AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12789000 | PA      | $12892399.07   | 0.01%             | 2032-09-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| DEXT 2025-1                                                                     | DEXT 2025-1 A3 144A 4.77% 08-15-35                                                                 | CUSIP: 252154AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3325000 | PA      | $3360800.28    | 0.00%             | 2035-08-15      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV8166 04-01-52                                                                      | CUSIP: 3140MNCC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2142727 | PA      | $1812322.84    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD7556 08-01-52                                                                      | CUSIP: 3132DVMD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    25809944 | PA      | $22950692.67   | 0.02%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUMMIT DIGITEL INFRASTRUCTURE PVT LTD                                           | SUMMIT DIGITEL INFRASTRUCTURE LTD 144A LIFE SR SEC 1ST LIEN 2.875% 08-12-31                        | CUSIP: 86608CAA6<br>LEI: 3358004TNI1SSIQ9BQ37 | Long             | DBT              | CORP              | IN        |    12355000 | PA      | $11145470.21   | 0.01%             | 2031-08-12      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                    | NAVIENT CORP SR UNSEC 5.625% 08-01-33                                                              | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2739228.00    | 0.00%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DLLMT 2024-1A                                                                   | DLLMT 2024-1A A4 144A 4.98% 04-20-32                                                               | CUSIP: 23347AAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4920000 | PA      | $5020609.08    | 0.01%             | 2032-04-20      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| DLLAD 2025-1A                                                                   | DLLAD 2025-1A A3 144A 4.42% 09-20-30                                                               | CUSIP: 23347BAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3145000 | PA      | $3176550.64    | 0.00%             | 2030-09-20      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                  | SHELL INTERNATIONAL FINANCE BV SR UNSEC 3.0% 11-26-51                                              | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    10603000 | PA      | $7057738.51    | 0.01%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  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        |    10775000 | PA      | $10515710.40   | 0.01%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8301 02-01-53                                                                      | CUSIP: 3132DWGJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    14628524 | PA      | $15020173.67   | 0.02%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8290 01-01-53                                                                      | CUSIP: 3132DWF73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    34246342 | PA      | $35165513.82   | 0.04%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-2                                                                    | DRIVE 2025-2 A3 4.14% 09-15-32                                                                     | CUSIP: 262103AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13117000 | PA      | $13122732.13   | 0.01%             | 2032-09-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-2                                                                    | DRIVE 2025-2 C 4.39% 09-15-32                                                                      | CUSIP: 262103AF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8108000 | PA      | $8097524.46    | 0.01%             | 2032-09-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                          | STANDARD CHARTERED PLC 144A LIFE SR UNSEC 2.608% 01-12-28/27                                       | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     9200000 | PA      | $9000912.00    | 0.01%             | 2028-01-12      | Variable      | 2.61%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                 | SANTANDER UK GROUP HOLDINGS PLC SR UNSEC 2.469% 01-11-28/27                                        | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     7500000 | PA      | $7326690.00    | 0.01%             | 2028-01-11      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| BARCLAYS DRYROCK ISSUANCE TRUST DROCK_25-1                                      | DROCK 2025-1 A 3.97% 07-15-31                                                                      | CUSIP: 06742LBF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    33244000 | PA      | $33170863.20   | 0.03%             | 2031-07-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-2                                   | EART 2021-2A D 1.4% 04-15-27                                                                       | CUSIP: 30165XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5675319 | PA      | $5621494.35    | 0.01%             | 2027-04-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.45% 02-01-52                                       | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     9748000 | PA      | $6492538.42    | 0.01%             | 2052-02-01      | Fixed         | 3.45%                 | 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        |     5448000 | PA      | $4793591.69    | 0.00%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2                                      | EART 2022-2A D 4.56% 07-17-28                                                                      | CUSIP: 30166QAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6994425 | PA      | $6995865.39    | 0.01%             | 2028-07-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_22-3                                         | EFF 2022-3 A2 144A 4.38% 07-20-29                                                                  | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      552382 | PA      | $552484.84     | 0.00%             | 2029-07-20      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LP                                                    | SUN COMMUNITIES OPERATING LP SR UNSEC 4.2% 04-15-32                                                | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |      541000 | PA      | $524508.70     | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| STE TRANSCORE HOLDINGS INC                                                      | STE TRANSCORE HOLDINGS INC REG S SR UNSEC 3.375% 05-05-27                                          | CUSIP: N/A<br>LEI: 2549005ISD49W0N6WG55       | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2973885.00    | 0.00%             | 2027-05-05      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_22-3                                         | EFF 2022-3 A3 144A 4.29% 07-20-29                                                                  | CUSIP: 29374FAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5938000 | PA      | $5947453.30    | 0.01%             | 2029-07-20      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_22-4                                         | EFF 2022-4 A2 144A 5.76% 10-22-29                                                                  | CUSIP: 29374GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      288484 | PA      | $289889.50     | 0.00%             | 2029-10-22      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| SWEDBANK AB                                                                     | SWEDBANK AB 144A LIFE SR NON PREF 6.136% 09-12-26                                                  | CUSIP: 87020PAX5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    12825000 | PA      | $13068585.23   | 0.01%             | 2026-09-12      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTD                                                  | SUMITOMO MITSUI TRUST BANK LTD 144A LIFE SR UNSEC 5.55% 09-14-28                                   | CUSIP: 86563VBM0<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    10000000 | PA      | $10391710.00   | 0.01%             | 2028-09-14      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-6                                   | EART 2022-6A D 8.03% 04-06-29                                                                      | CUSIP: 30168AAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1913000 | PA      | $1972303.00    | 0.00%             | 2029-04-06      | Fixed         | 8.03%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-6                                   | EART 2022-6A C 6.32% 05-15-28                                                                      | CUSIP: 30168AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3757330 | PA      | $3773080.28    | 0.00%             | 2028-05-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                       | SUNOCO LP 144A LIFE SR UNSEC 7.0% 09-15-28                                                         | CUSIP: 86765KAA7<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     6715000 | PA      | $6927617.05    | 0.01%             | 2028-09-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                  | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 6.0% 12-01-32                              | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    15755000 | PA      | $16420034.31   | 0.02%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-1                                   | EART 2023-1A D 6.69% 06-15-29                                                                      | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3227000 | PA      | $3288464.67    | 0.00%             | 2029-06-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| GLGU 2018-1A                                                                    | GLGU 2018-1A A1R CLO 144A FRN 04-22-30                                                             | CUSIP: 26829CAY3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      605069 | PA      | $605090.95     | 0.00%             | 2030-04-22      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                                       | TORONTO-DOMINION BANK SR UNSEC 4.808% 06-03-30                                                     | CUSIP: 89115KAB6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    34000000 | PA      | $34760886.00   | 0.04%             | 2030-06-03      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FINANCING INC                                                         | TAKEDA US FINANCING INC SR UNSEC 5.9% 07-07-55                                                     | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    19095000 | PA      | $19686734.96   | 0.02%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3                                   | EART 2023-3A D 6.68% 04-16-29                                                                      | CUSIP: 301989AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5584000 | PA      | $5715827.07    | 0.01%             | 2029-04-16      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| EART 2025-1A                                                                    | EART 2025-1A B 4.91% 08-15-29                                                                      | CUSIP: 30167MAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    23206000 | PA      | $23404109.62   | 0.02%             | 2029-08-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FINANCING INC                                                         | TAKEDA US FINANCING INC SR UNSEC 5.2% 07-07-35                                                     | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    78820000 | PA      | $80148038.18   | 0.08%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COMPANIES INC                                                         | TRAVELERS COS INC SR UNSEC 5.05% 07-24-35                                                          | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     2819000 | PA      | $2870677.91    | 0.00%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| EART 2025-1A                                                                    | EART 2025-1A A2 4.7% 09-15-27                                                                      | CUSIP: 30167MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      510598 | PA      | $510935.78     | 0.00%             | 2027-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EART 2025-1A                                                                    | EART 2025-1A A3 4.67% 08-15-28                                                                     | CUSIP: 30167MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5583000 | PA      | $5596633.69    | 0.01%             | 2028-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| TEXAS COMBINED TIRZ I LLC                                                       | TEXAS COMBINED TIRZ I LLC 144A LIFE 0.0% 12-07-62                                                  | CUSIP: 881935AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3337606 | PA      | $3337605.72    | 0.00%             | 2062-12-07      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| TRANSDIGM INC                                                                   | TRANSDIGM INC 144A LIFE SR SEC 1ST LIEN 6.25% 01-31-34                                             | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    14345000 | PA      | $14763357.58   | 0.02%             | 2034-01-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| EART 2025-1A                                                                    | EART 2025-1A D 5.49% 05-15-31                                                                      | CUSIP: 30167MAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    23284000 | PA      | $23686021.54   | 0.02%             | 2031-05-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| EART 2025-2A                                                                    | EART 2025-2A D 5.89% 07-15-31                                                                      | CUSIP: 30168JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9000000 | PA      | $9244512.00    | 0.01%             | 2031-07-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                                      | TRONOX INC 144A LIFE SR SEC 1ST LIEN 9.125% 09-30-30                                               | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     1985000 | PA      | $1945990.78    | 0.00%             | 2030-09-30      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                  | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 3.15% 10-01-26                             | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     3926000 | PA      | $3859544.60    | 0.00%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| EART 2025-2A                                                                    | EART 2025-2A A2 4.78% 06-15-27                                                                     | CUSIP: 30168JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2477902 | PA      | $2479398.41    | 0.00%             | 2027-06-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| EART 2025-2A                                                                    | EART 2025-2A B 4.92% 09-17-29                                                                      | CUSIP: 30168JAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6660000 | PA      | $6727459.14    | 0.01%             | 2029-09-17      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                  | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 4.1% 10-01-46                              | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   110790000 | PA      | $82780072.20   | 0.09%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                            | TENCENT HOLDINGS LTD REG S SR UNSEC 3.595% 01-19-28                                                | CUSIP: 88032XAG9<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |     7500000 | PA      | $7446840.00    | 0.01%             | 2028-01-19      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| EART 2025-2A                                                                    | EART 2025-2A C 5.16% 07-15-31                                                                      | CUSIP: 30168JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9000000 | PA      | $9116784.00    | 0.01%             | 2031-07-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TRUST ESART_25-1                           | ESART 2025-1 A2 4.83% 10-16-28                                                                     | CUSIP: 30185AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3542248 | PA      | $3555269.62    | 0.00%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 CB5986 03-01-53                                                                      | CUSIP: 3140QRUL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       24826 | PA      | $24750.10      | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BX9041 04-01-53                                                                      | CUSIP: 3140NEBK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       48519 | PA      | $48325.12      | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TRUST ESART_25-1                           | ESART 2025-1 C 5.4% 08-15-31                                                                       | CUSIP: 30185AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4513000 | PA      | $4613770.78    | 0.00%             | 2031-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TRUST ESART_25-1                           | ESART 2025-1 A3 4.69% 04-15-30                                                                     | CUSIP: 30185AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9672000 | PA      | $9772124.54    | 0.01%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| THAIOIL TREASURY CENTER CO LTD                                                  | THAIOIL TREASURY CENTER CO LTD REG S SR UNSEC 4.875% 01-23-43                                      | CUSIP: 88323AAB8<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |     1408000 | PA      | $1234528.77    | 0.00%             | 2043-01-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                  | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 6.75% 03-01-28                             | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   168379000 | PA      | $174930290.13  | 0.18%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| THAIOIL TREASURY CENTER CO LTD                                                  | THAIOIL TREASURY CENTER CO LTD REG S SR UNSEC 5.375% 11-20-48                                      | CUSIP: 88323AAD4<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |     2895000 | PA      | $2691698.63    | 0.00%             | 2048-11-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| THAIOIL TREASURY CENTER CO LTD                                                  | THAIOIL TREASURY CENTER CO LTD REG S SR UNSEC 4.625% 11-20-28                                      | CUSIP: 88323AAC6<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |     4252000 | PA      | $4242390.48    | 0.00%             | 2028-11-20      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| EART 2025-3A                                                                    | EART 2025-3A D 5.57% 10-15-31                                                                      | CUSIP: 30166XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7153000 | PA      | $7276918.57    | 0.01%             | 2031-10-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| EART 2025-3A                                                                    | EART 2025-3A C 5.09% 10-15-31                                                                      | CUSIP: 30166XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5905000 | PA      | $5982786.57    | 0.01%             | 2031-10-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| PROG 2025-SFR3                                                                  | PROG 2025-SFR3 A 144A 3.39% 07-17-42                                                               | CUSIP: 74334BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15589000 | PA      | $14781739.22   | 0.02%             | 2042-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| PRPM 2025-RPL3                                                                  | PRPM 2025-RPL3 A1 144A 3.25% 04-25-55                                                              | CUSIP: 69392NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3512422 | PA      | $3389076.31    | 0.00%             | 2055-04-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| EART 2025-3A                                                                    | EART 2025-3A B 4.86% 02-15-30                                                                      | CUSIP: 30166XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7458000 | PA      | $7555311.98    | 0.01%             | 2030-02-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| EART 2025-3A                                                                    | EART 2025-3A A3 4.78% 07-16-29                                                                     | CUSIP: 30166XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      679000 | PA      | $684863.17     | 0.00%             | 2029-07-16      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| SG COMMERCIAL MORTGAGE SECURITIES TRUST SGCMS_16-C5                             | SGCMS 2016-C5 A3 2.779% 10-10-48                                                                   | CUSIP: 78419CAC8<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-CBDO         | CORP              | US        |    10104392 | PA      | $10032934.15   | 0.01%             | 2048-10-10      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-1                                         | SCRT 2017-1 HA FRN 01-25-56                                                                        | CUSIP: 35563PAP4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    18902996 | PA      | $17815336.59   | 0.02%             | 2056-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| OWN EQUIPMENT FUND II LLC 25-1M                                                 | EQS 2025-1M A 144A 5.48% 09-26-33                                                                  | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    18093470 | PA      | $18286653.98   | 0.02%             | 2033-09-26      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| ELM15 2022-2A                                                                   | ELM15 2022-2A DR CLO 144A FRN 04-22-35                                                             | CUSIP: 29003JAW4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5600000 | PA      | $5610808.00    | 0.01%             | 2035-04-22      | Variable      | 7.16%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-4                                      | EART 2025-4A A3 4.39% 09-17-29                                                                     | CUSIP: 30167KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6376000 | PA      | $6403818.49    | 0.01%             | 2029-09-17      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-4                                      | EART 2025-4A A2 4.53% 03-15-28                                                                     | CUSIP: 30167KAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7000000 | PA      | $7008904.00    | 0.01%             | 2028-03-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-4                                      | EART 2025-4A D 5.23% 01-15-32                                                                      | CUSIP: 30167KAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4740000 | PA      | $4760789.64    | 0.00%             | 2032-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| EDVESTINU PRIVATE EDUCATION LOAN TRUST EDVES_21-A                               | EDVES 2021-A A 144A 1.8% 11-25-45                                                                  | CUSIP: 28166LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      703134 | PA      | $658285.65     | 0.00%             | 2045-11-25      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_21-1                                         | FORDR 2021-1 A 144A 1.37% 10-17-33                                                                 | CUSIP: 345340AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    21970000 | PA      | $21644931.88   | 0.02%             | 2033-10-17      | Fixed         | 1.37%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_23-1                             | FORDF 2023-1 A1 144A 4.92% 05-15-28                                                                | CUSIP: 34528QHV9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    25883000 | PA      | $26011742.04   | 0.03%             | 2028-05-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_23-2                                         | FORDR 2023-2 A 144A 5.28% 02-15-36                                                                 | CUSIP: 34535CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    85137000 | PA      | $87925662.44   | 0.09%             | 2036-02-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST FCAT_23-3                                            | FCAT 2023-3 B 144A 5.64% 07-16-29                                                                  | CUSIP: 33846BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2211000 | PA      | $2230819.40    | 0.00%             | 2029-07-16      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST FCAT_23-3                                            | FCAT 2023-3 C 144A 6.01% 07-16-29                                                                  | CUSIP: 33846BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3215000 | PA      | $3207431.89    | 0.00%             | 2029-07-16      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST FCAT_23-3                                            | FCAT 2023-3 D 144A 6.58% 08-15-29                                                                  | CUSIP: 33846BAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1800000 | PA      | $1768554.00    | 0.00%             | 2029-08-15      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST FCAT_23-3                                            | FCAT 2023-3 A3 144A 5.44% 04-17-28                                                                 | CUSIP: 33846BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1965076 | PA      | $1971814.23    | 0.00%             | 2028-04-17      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST FIAOT_23-1                                     | FIAOT 2023-1A A 144A 6.44% 10-16-28                                                                | CUSIP: 320986AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1926654 | PA      | $1945003.84    | 0.00%             | 2028-10-16      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST FORDL_24-A                                         | FORDL 2024-A A4 5.05% 06-15-27                                                                     | CUSIP: 345290AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2339000 | PA      | $2354821.00    | 0.00%             | 2027-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST FORDL_24-A                                         | FORDL 2024-A A3 5.06% 05-15-27                                                                     | CUSIP: 345290AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7398269 | PA      | $7417349.01    | 0.01%             | 2027-05-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| FCAT 2024-1                                                                     | FCAT 2024-1 C 144A 5.79% 02-15-30                                                                  | CUSIP: 33843VAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5750000 | PA      | $5674652.00    | 0.01%             | 2030-02-15      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| FCAT 2024-1                                                                     | FCAT 2024-1 B 144A 5.63% 04-16-29                                                                  | CUSIP: 33843VAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6949000 | PA      | $6959034.36    | 0.01%             | 2029-04-16      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| FIRST NATIONAL MASTER NOTE TRUST FNMNT_24-1                                     | FNMNT 2024-1 A 5.34% 05-15-30                                                                      | CUSIP: 32113CCB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4219000 | PA      | $4311079.68    | 0.00%             | 2030-05-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL LIMITED FCBSL_22-2A                                         | FCBSL 2022-2A CR CLO 144A FRN 10-18-33                                                             | CUSIP: 34964WAS1<br>LEI: 254900VHYDP7XYPMH337 | Long             | ABS-O            | CORP              | KY        |     6000000 | PA      | $6017136.00    | 0.01%             | 2033-10-18      | Variable      | 6.93%                 | Yes           |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL LIMITED FCBSL_22-2A                                         | FCBSL 2022-2A AR CLO 144A FRN 10-18-33                                                             | CUSIP: 34964WAN2<br>LEI: 254900VHYDP7XYPMH337 | Long             | ABS-O            | CORP              | KY        |     7874000 | PA      | $7886708.64    | 0.01%             | 2033-10-18      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| FORDO 2024-C                                                                    | FORDO 2024-C A4 4.11% 07-15-30                                                                     | CUSIP: 34532UAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7868000 | PA      | $7901619.96    | 0.01%             | 2030-07-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| FCBSL 2022-3A                                                                   | FCBSL 2022-3A BR CLO 144A FRN 10-20-35                                                             | CUSIP: 349927AQ6<br>LEI: 254900KG4E8W7Q68M916 | Long             | ABS-O            | CORP              | KY        |     2000000 | PA      | $2004778.00    | 0.00%             | 2035-10-20      | Variable      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_24-3                             | FORDF 2024-3 A1 144A 4.3% 09-15-29                                                                 | CUSIP: 34528QJK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    38805000 | PA      | $39013732.10   | 0.04%             | 2029-09-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| FCBSL 2019-1A                                                                   | FCBSL 2019-1A CR CLO 144A FRN 07-23-32                                                             | CUSIP: 34956NAS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4250000 | PA      | $4266961.75    | 0.00%             | 2032-07-23      | Variable      | 6.42%                 | Yes           |                  2 | On Loan: No      |
| FCBSL 2019-2A                                                                   | FCBSL 2019-2A A1AR CLO 144A FRN 10-20-32                                                           | CUSIP: 34962DAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7166158 | PA      | $7168494.28    | 0.01%             | 2032-10-20      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| FCBSL 2019-2A                                                                   | FCBSL 2019-2A DR CLO 144A FRN 10-20-32                                                             | CUSIP: 34962DAW6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2470000 | PA      | $2473868.02    | 0.00%             | 2032-10-20      | Variable      | 7.18%                 | Yes           |                  2 | On Loan: No      |
| FCBSL 2019-2A                                                                   | FCBSL 2019-2A CR CLO 144A FRN 10-20-32                                                             | CUSIP: 34962DAU0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3500000 | PA      | $3510269.00    | 0.00%             | 2032-10-20      | Variable      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| FIRST NATIONAL MASTER NOTE TRUST FNMNT_25-1                                     | FNMNT 2025-1 A 4.85% 02-15-30                                                                      | CUSIP: 32113CCE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9652000 | PA      | $9844036.19    | 0.01%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL LTD FCBSL_23-1                                              | FCBSL 2023-1A BR CLO 144A FRN 04-23-36                                                             | CUSIP: 34965DAY9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2488000 | PA      | $2487888.04    | 0.00%             | 2036-04-23      | Variable      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| FORDF 2025-1                                                                    | FORDF 2025-1 A1 4.63% 04-15-30                                                                     | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |     1039000 | PA      | $1054882.15    | 0.00%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT OPPORTUNITIES XXXVII CLO LLC FCO_25-37A                         | FCO 2025-37A B CLO 144A FRN 07-20-33                                                               | CUSIP: 34967BAC9<br>LEI: 254900DYT3A93SMZEQ40 | Long             | ABS-O            | CORP              | KY        |     6000000 | PA      | $6010920.00    | 0.01%             | 2033-07-20      | Variable      | 6.87%                 | Yes           |                  2 | On Loan: No      |
| FLATIRON CLO 28 LTD FLAT_24-1A                                                  | FLAT 2024-1A A1R CLO 144A FRN 07-15-36                                                             | CUSIP: 33884EAQ4<br>LEI: 254900U51J2X527SRJ56 | Long             | ABS-O            | CORP              | KY        |     9846000 | PA      | $9860316.08    | 0.01%             | 2036-07-15      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| GCI FUNDING I LLC GCI_21-1                                                      | GCI 2021-1 A 144A 2.38% 06-18-46                                                                   | CUSIP: 36166VAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5076494 | PA      | $4715773.44    | 0.00%             | 2046-06-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| GCI FUNDING I LLC GCI_21-1                                                      | GCI 2021-1 B 144A 3.04% 06-18-46                                                                   | CUSIP: 36166VAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      171257 | PA      | $157324.80     | 0.00%             | 2046-06-18      | Fixed         | 3.04%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_22-1                             | GMREV 2022-1 A 144A 5.91% 10-11-35                                                                 | CUSIP: 36265UAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    42166000 | PA      | $43740394.11   | 0.05%             | 2035-10-11      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| GREYWOLF CLO LTD GWOLF_13-1A                                                    | GWOLF 2013-1A B1RR CLO 144A FRN 04-15-34                                                           | CUSIP: 398079BE2<br>LEI: 549300DX0ZYWEZ6TY764 | Long             | ABS-O            | CORP              | KY        |      500000 | PA      | $501764.50     | 0.00%             | 2034-04-15      | Variable      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2025-2A                                                                    | GCAR 2025-2A A3 144A 4.75% 01-16-29                                                                | CUSIP: 37989BAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5176000 | PA      | $5214369.69    | 0.01%             | 2029-01-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GOST 2024-1A                                                                    | GOST 2024-1A AR CLO 144A FRN 07-20-35                                                              | CUSIP: 381929AN8<br>LEI: 25490083RWI1EQQYLH43 | Long             | ABS-O            | CORP              | US        |    16863000 | PA      | $16870251.09   | 0.02%             | 2035-07-20      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| GOST 2024-1A                                                                    | GOST 2024-1A CR CLO 144A FRN 07-20-35                                                              | CUSIP: 381929AS7<br>LEI: 25490083RWI1EQQYLH43 | Long             | ABS-O            | CORP              | US        |     9437000 | PA      | $9448135.66    | 0.01%             | 2035-07-20      | Variable      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GSAR_25-3                                            | GSAR 2025-3A A2 144A 4.46% 10-15-30                                                                | CUSIP: 36272GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4373000 | PA      | $4403978.33    | 0.00%             | 2030-10-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2025-3A                                                                    | GCAR 2025-3A B 144A 4.57% 01-15-30                                                                 | CUSIP: 37989YAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8712000 | PA      | $8749435.46    | 0.01%             | 2030-01-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2025-3A                                                                    | GCAR 2025-3A D 144A 5.16% 06-16-31                                                                 | CUSIP: 37989YAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9720000 | PA      | $9760104.72    | 0.01%             | 2031-06-16      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2025-3A                                                                    | GCAR 2025-3A A3 144A 4.44% 03-15-29                                                                | CUSIP: 37989YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3425000 | PA      | $3440970.78    | 0.00%             | 2029-03-15      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| GCI 2020-1                                                                      | GCI 2020-1 A 144A 2.82% 10-18-45                                                                   | CUSIP: 36166VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      946264 | PA      | $899925.89     | 0.00%             | 2045-10-18      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| GCI 2020-1                                                                      | GCI 2020-1 B 144A 3.81% 10-18-45                                                                   | CUSIP: 36166VAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      480888 | PA      | $457254.73     | 0.00%             | 2045-10-18      | Fixed         | 3.81%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                          | HERTZ 2021-2A A 144A 1.68% 12-27-27                                                                | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   118941000 | PA      | $115991976.85  | 0.12%             | 2027-12-27      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                          | HERTZ 2021-2A B 144A 2.12% 12-27-27                                                                | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6275000 | PA      | $6099438.05    | 0.01%             | 2027-12-27      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                          | HERTZ 2021-2A C 144A 2.52% 12-27-27                                                                | CUSIP: 42806MAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3138000 | PA      | $3054563.72    | 0.00%             | 2027-12-27      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-2                                      | HERTZ 2022-2A A 144A 2.33% 06-26-28                                                                | CUSIP: 42806MAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7743000 | PA      | $7522076.72    | 0.01%             | 2028-06-26      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_23-2                                      | HERTZ 2023-2A A 144A 5.57% 09-25-29                                                                | CUSIP: 42806MBW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4700000 | PA      | $4847166.40    | 0.01%             | 2029-09-25      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_23-1                                      | HERTZ 2023-1A A 144A 5.49% 06-25-27                                                                | CUSIP: 42806MBS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    16179000 | PA      | $16278662.64   | 0.02%             | 2027-06-25      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_23-1                                   | HAROT 2023-1 A3 5.04% 04-21-27                                                                     | CUSIP: 43815JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      547160 | PA      | $548791.82     | 0.00%             | 2027-04-21      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-2                                      | HERTZ 2022-2A D 144A 5.16% 06-26-28                                                                | CUSIP: 42806MAR0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8361000 | PA      | $8167911.07    | 0.01%             | 2028-06-26      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_23-1                                      | HERTZ 2023-1A 1D 144A 9.13% 06-25-27                                                               | CUSIP: 42806MCJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2352000 | PA      | $2384996.21    | 0.00%             | 2027-06-25      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_24-A                              | HALST 2024-A A4 144A 5.07% 02-15-28                                                                | CUSIP: 448988AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3562000 | PA      | $3585480.70    | 0.00%             | 2028-02-15      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| HARBOR PARK CLO LTD HARB_18-1A                                                  | HARB 2018-1A CR CLO 144A FRN 01-20-31                                                              | CUSIP: 41154XAU9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7558000 | PA      | $7567976.56    | 0.01%             | 2031-01-20      | Variable      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| 321 HENDERSON RECEIVABLES LLC HENDR_06-3A                                       | HENDR 2006-3A A1 144A FRN 09-15-41                                                                 | CUSIP: 88576NAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      180102 | PA      | $177217.74     | 0.00%             | 2041-09-15      | Variable      | 4.46%                 | Yes           |                  2 | On Loan: No      |
| HPEFS 2024-2A                                                                   | HPEFS 2024-2A A2 144A 5.5% 10-20-31                                                                | CUSIP: 40444MAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1595088 | PA      | $1597282.89    | 0.00%             | 2031-10-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HPEFS 2024-2A                                                                   | HPEFS 2024-2A B 144A 5.35% 10-20-31                                                                | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2717000 | PA      | $2751049.44    | 0.00%             | 2031-10-20      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| HPEFS 2024-2A                                                                   | HPEFS 2024-2A A3 144A 5.36% 10-20-31                                                               | CUSIP: 40444MAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8249000 | PA      | $8313375.20    | 0.01%             | 2031-10-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_24-1                                          | HERTZ 2024-1A C 144A 6.7% 01-25-29                                                                 | CUSIP: 42806MCR8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4154000 | PA      | $4266411.39    | 0.00%             | 2029-01-25      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_24-1                                          | HERTZ 2024-1A A 144A 5.44% 01-25-29                                                                | CUSIP: 42806MCK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    17272000 | PA      | $17643900.70   | 0.02%             | 2029-01-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_24-1                                          | HERTZ 2024-1A B 144A 6.12% 01-25-29                                                                | CUSIP: 42806MCQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6869000 | PA      | $7015536.38    | 0.01%             | 2029-01-25      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| HORZN 2024-1                                                                    | HORZN 2024-1 A 144A 5.375% 09-15-49                                                                | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    23722450 | PA      | $24005411.38   | 0.02%             | 2049-09-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_23-3                                      | HERTZ 2023-3A A 144A 5.94% 02-25-28                                                                | CUSIP: 42806MCA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    36391000 | PA      | $37091890.66   | 0.04%             | 2028-02-25      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES HACLN_24-2                      | HACLN 2024-2 B1 144A 5.442% 10-20-32                                                               | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9447887 | PA      | $9544340.44    | 0.01%             | 2032-10-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-1                                      | HERTZ 2025-1A B 144A 5.45% 09-25-29                                                                | CUSIP: 42806MCU1<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     3341000 | PA      | $3380938.31    | 0.00%             | 2029-09-25      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2025-2A                                                                   | LADAR 2025-2A D 144A 5.01% 12-15-32                                                                | CUSIP: 505912AH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3285000 | PA      | $3304805.27    | 0.00%             | 2032-12-15      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| MHC COMMERCIAL MORTGAGE TRUST MHC_21-MHC                                        | MHC 2021-MHC A 144A FRN 04-15-38                                                                   | CUSIP: 55316VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2639377 | PA      | $2640287.50    | 0.00%             | 2038-04-15      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_21-50A                                            | MDPK 2021-50A A CLO 144A FRN 04-19-34                                                              | CUSIP: 55821FAA5<br>LEI: 549300XQII222AK58E79 | Long             | ABS-O            | CORP              | US        |      250000 | PA      | $250300.75     | 0.00%             | 2034-04-19      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC MFF_23-1                                            | MFF 2023-1A A 144A 7.21% 05-20-36                                                                  | CUSIP: 588926AA3<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |     4048022 | PA      | $4072852.39    | 0.00%             | 2036-05-20      | Fixed         | 7.21%                 | Yes           |                  2 | On Loan: No      |
| MONROE CAPITAL MML CLO MCMML_21-2                                               | MCMML 2021-2A A1 CLO 144A FRN 09-14-33                                                             | CUSIP: 61034VAC7<br>LEI: 549300015LLKJVT5UL74 | Long             | ABS-O            | CORP              | KY        |     3500000 | PA      | $3500787.50    | 0.00%             | 2033-09-14      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| MONROE CAPITAL MML CLO MCMML_21-1A                                              | MCMML 2021-1A A1 CLO 144A FRN 05-20-33                                                             | CUSIP: 61034NAA9<br>LEI: 549300JM3KC77XXZOT62 | Long             | ABS-O            | CORP              | KY        |     2063743 | PA      | $2064186.33    | 0.00%             | 2033-05-20      | Variable      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| MP14 2018-2A                                                                    | MP14 2018-2A A12R CLO 144A FRN 01-20-32                                                            | CUSIP: 56608KAW3<br>LEI: 254900N4UCG37B1HFL93 | Long             | ABS-O            | CORP              | KY        |    23104116 | PA      | $23115667.66   | 0.02%             | 2032-01-20      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| MCLO 2019-1A                                                                    | MCLO 2019-1A BLR CLO 144A FRN 04-15-32                                                             | CUSIP: 56579ABM1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3000000 | PA      | $3003450.00    | 0.00%             | 2032-04-15      | Variable      | 6.97%                 | Yes           |                  2 | On Loan: No      |
| MCLO 2019-1A                                                                    | MCLO 2019-1A A2R2 CLO 144A FRN 04-15-32                                                            | CUSIP: 56579ABL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6000000 | PA      | $6023694.00    | 0.01%             | 2032-04-15      | Variable      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| MTLRF 2023-1A                                                                   | MTLRF 2023-1A A3 144A 5.74% 07-15-30                                                               | CUSIP: 551925AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2155299 | PA      | $2170821.52    | 0.00%             | 2030-07-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| MBALT 2024-A                                                                    | MBALT 2024-A A3 5.32% 01-18-28                                                                     | CUSIP: 58770JAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5915000 | PA      | $5991948.24    | 0.01%             | 2028-01-18      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MAGNE 2019-22A                                                                  | MAGNE 2019-22A ARR CLO 144A FRN 07-15-36                                                           | CUSIP: 55954HAW2<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-O            | CORP              | US        |    24476000 | PA      | $24497636.78   | 0.03%             | 2036-07-15      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| MERCURY FINANCIAL CREDIT CARD MASTER TRUST MFCC_24-2                            | MFCC 2024-2A A 144A 6.56% 07-20-29                                                                 | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6712000 | PA      | $6766521.58    | 0.01%             | 2029-07-20      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC MFF_24-1                                            | MFF 2024-1A A 144A 5.82% 04-20-37                                                                  | CUSIP: 588926AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12729133 | PA      | $12831411.93   | 0.01%             | 2037-04-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_24-A                                     | MLANE 2024-A A1 144A 6.2% 08-15-29                                                                 | CUSIP: 60510MAY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8468000 | PA      | $8547294.35    | 0.01%             | 2029-08-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_24-A                                     | MLANE 2024-A B 144A 6.59% 08-15-29                                                                 | CUSIP: 60510MBA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4941000 | PA      | $4978719.59    | 0.01%             | 2029-08-15      | Fixed         | 6.59%                 | Yes           |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC 2020-A                                               | MMAF 2020-A A3 144A 0.97% 04-09-27                                                                 | CUSIP: 60700MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1628693 | PA      | $1610435.10    | 0.00%             | 2027-04-09      | Fixed         | 0.97%                 | Yes           |                  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        |    52185000 | PA      | $49481608.26   | 0.05%             | 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        |    11265000 | PA      | $11224254.50   | 0.01%             | 2026-11-24      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                       | DUKE ENERGY CAROLINAS LLC SR SEC 1ST LIEN 2.55% 04-15-31                                           | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      419000 | PA      | $383897.44     | 0.00%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                    | DNB BANK ASA 144A LIFE SR NON PREF 1.535% 05-25-27/26                                              | CUSIP: 23329PAG5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |     8037000 | PA      | $7898249.23    | 0.01%             | 2027-05-25      | Variable      | 1.53%                 | Yes           |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                           | DIRECTV FINANCING LLC 144A LIFE SR SEC 1ST LIEN 5.875% 08-15-27                                    | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14346000 | PA      | $14340735.02   | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | DUKE ENERGY PROGRESS LLC SR SEC 1ST LIEN 2.0% 08-15-31                                             | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      769000 | PA      | $676659.25     | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  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        |    76884000 | PA      | $75210542.86   | 0.08%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                         | DUKE ENERGY FLORIDA LLC SR SEC 1ST LIEN 3.0% 12-15-51                                              | CUSIP: 26444HAL5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     8566000 | PA      | $5624101.53    | 0.01%             | 2051-12-15      | Fixed         | 3.00%                 | 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        |     9125000 | PA      | $8601617.38    | 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        |     7312000 | PA      | $6479360.62    | 0.01%             | 2031-12-14      | Fixed         | 2.50%                 | 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        |    66634000 | PA      | $65184443.96   | 0.07%             | 2028-01-07      | Variable      | 2.55%                 | No            |                  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        |     8300000 | PA      | $8309702.70    | 0.01%             | 2028-04-01      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                | DUKE ENERGY CORP SR UNSEC 5.0% 08-15-52                                                            | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      331000 | PA      | $298383.92     | 0.00%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                               | DISH NETWORK CORP 144A LIFE SR SEC 1ST LIEN 11.75% 11-15-27                                        | CUSIP: 25470MAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14925000 | PA      | $15806724.23   | 0.02%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                       | DUKE ENERGY CAROLINAS LLC SR SEC 1ST LIEN 5.35% 01-15-53                                           | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     4276000 | PA      | $4199835.89    | 0.00%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                              | DEUTSCHE BANK AG SR NON PREF 6.72% 01-18-29/28                                                     | CUSIP: 251526CS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    29053000 | PA      | $30526451.95   | 0.03%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                              | DEUTSCHE BANK AG SR NON PREF 7.146% 07-13-27/26                                                    | CUSIP: 25160PAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7493000 | PA      | $7654039.56    | 0.01%             | 2027-07-13      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| PART 2024-1A                                                                    | PART 2024-1A B 144A 5.71% 05-15-28                                                                 | CUSIP: 74113QAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1703840 | PA      | $1708329.94    | 0.00%             | 2028-05-15      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| PART 2024-1A                                                                    | PART 2024-1A D 144A 6.21% 02-15-30                                                                 | CUSIP: 74113QAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5777000 | PA      | $5906029.30    | 0.01%             | 2030-02-15      | Fixed         | 6.21%                 | Yes           |                  2 | On Loan: No      |
| PART 2024-1A                                                                    | PART 2024-1A C 144A 5.73% 03-15-29                                                                 | CUSIP: 74113QAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3728000 | PA      | $3767926.88    | 0.00%             | 2029-03-15      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| PMIT 2024-1A                                                                    | PMIT 2024-1A A 144A 6.12% 08-15-29                                                                 | CUSIP: 74363CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       61170 | PA      | $61196.40      | 0.00%             | 2029-08-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| PFS FINANCING CORP PFSFC_24-C                                                   | PFSFC 2024-C A 144A FRN 04-17-28                                                                   | CUSIP: 69335PFG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10000000 | PA      | $10015410.00   | 0.01%             | 2028-04-17      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QD8820 03-01-52                                                                      | CUSIP: 3133B6YR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      507122 | PA      | $410110.48     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QE1586 04-01-52                                                                      | CUSIP: 3133BAXP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1024441 | PA      | $828650.76     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA4920 02-01-53                                                                      | CUSIP: 31418EPE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8503747 | PA      | $8717922.67    | 0.01%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD8240 07-01-52                                                                      | CUSIP: 3132DWEM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      428464 | PA      | $346398.24     | 0.00%             | 2052-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GMCAR 2024-4                                                                    | GMCAR 2024-4 A3 4.4% 08-16-29                                                                      | CUSIP: 38014AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    16818000 | PA      | $16941040.49   | 0.02%             | 2029-08-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GMCAR 2024-4                                                                    | GMCAR 2024-4 B 4.67% 05-16-30                                                                      | CUSIP: 38014AAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1222000 | PA      | $1236015.12    | 0.00%             | 2030-05-16      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| GCAR 2024-4A                                                                    | GCAR 2024-4A C 144A 5.1% 06-17-30                                                                  | CUSIP: 36270YAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13825000 | PA      | $14002374.75   | 0.01%             | 2030-06-17      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-4A                                                                    | GCAR 2024-4A D 144A 5.65% 07-15-30                                                                 | CUSIP: 36270YAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15909000 | PA      | $16268368.40   | 0.02%             | 2030-07-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-4A                                                                    | GCAR 2024-4A A2 144A 4.76% 10-15-27                                                                | CUSIP: 36270YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4502384 | PA      | $4506053.20    | 0.00%             | 2027-10-15      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-4A                                                                    | GCAR 2024-4A B 144A 4.89% 04-16-29                                                                 | CUSIP: 36270YAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7548000 | PA      | $7608421.74    | 0.01%             | 2029-04-16      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-4A                                                                    | GCAR 2024-4A A3 144A 4.75% 07-17-28                                                                | CUSIP: 36270YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3109000 | PA      | $3120397.59    | 0.00%             | 2028-07-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2025-1A                                                                    | GSAR 2025-1A D 144A 5.74% 04-15-32                                                                 | CUSIP: 36271FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2092000 | PA      | $2137396.40    | 0.00%             | 2032-04-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2025-1A                                                                    | GSAR 2025-1A C 144A 5.26% 03-15-31                                                                 | CUSIP: 36271FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1046000 | PA      | $1065239.08    | 0.00%             | 2031-03-15      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2025-1A                                                                    | GSAR 2025-1A A2 144A 4.71% 04-15-30                                                                | CUSIP: 36271FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8512570 | PA      | $8565739.98    | 0.01%             | 2030-04-15      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2025-1A                                                                    | GCAR 2025-1A B 144A 4.98% 07-16-29                                                                 | CUSIP: 36271KAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7220000 | PA      | $7301622.10    | 0.01%             | 2029-07-16      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2025-1A                                                                    | GCAR 2025-1A A3 144A 4.77% 09-15-28                                                                | CUSIP: 36271KAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4184000 | PA      | $4209313.20    | 0.00%             | 2028-09-15      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2025-1A                                                                    | GCAR 2025-1A A2 144A 4.68% 12-15-27                                                                | CUSIP: 36271KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5744342 | PA      | $5752607.85    | 0.01%             | 2027-12-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| GALC 2025-1                                                                     | GALC 2025-1 A3 144A 4.49% 04-16-29                                                                 | CUSIP: 39154GAJ5<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |     2407000 | PA      | $2432451.62    | 0.00%             | 2029-04-16      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| GALC 2025-1                                                                     | GALC 2025-1 A2 144A 4.52% 10-15-27                                                                 | CUSIP: 39154GAH9<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |     3404000 | PA      | $3421118.72    | 0.00%             | 2027-10-15      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_25-2                                  | GFORT 2025-2A A 144A 4.64% 03-15-30                                                                | CUSIP: 361886EB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    17724000 | PA      | $17971994.21   | 0.02%             | 2030-03-15      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2025-2A                                                                    | GCAR 2025-2A B 144A 4.97% 10-15-29                                                                 | CUSIP: 37989BAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    21213000 | PA      | $21446067.23   | 0.02%             | 2029-10-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| RESEARCHDRIVEN PAGAYA MOTOR ASSET TRUST RPM_25-5                                | RPM 2025-5A A3 144A 4.838% 06-26-34                                                                | CUSIP: 76089KAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12388000 | PA      | $12395258.59   | 0.01%             | 2034-06-26      | Fixed         | 4.84%                 | Yes           |                  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        |    62772000 | PA      | $60951863.09   | 0.06%             | 2026-11-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_21-2                                                | SEACO 2021-2A A 144A 1.95% 08-17-41                                                                | CUSIP: 37959PAG2<br>LEI: 549300JZYOMTAKV6RT73 | Long             | ABS-O            | CORP              | BM        |    25074459 | PA      | $23548377.70   | 0.02%             | 2041-08-17      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_21-2                                                | SEACO 2021-2A B 144A 2.49% 08-17-41                                                                | CUSIP: 37959PAH0<br>LEI: 549300JZYOMTAKV6RT73 | Long             | ABS-O            | CORP              | BM        |     2029905 | PA      | $1884385.33    | 0.00%             | 2041-08-17      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| SLAM LTD SLAM_21-1                                                              | SLAM 2021-1A A 144A 2.434% 06-15-46                                                                | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13195734 | PA      | $12462327.83   | 0.01%             | 2046-06-15      | Fixed         | 2.43%                 | Yes           |                  2 | On Loan: No      |
| SLAM LTD SLAM_21-1                                                              | SLAM 2021-1A B 144A 3.422% 06-15-46                                                                | CUSIP: 78449AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2429423 | PA      | $2308687.87    | 0.00%             | 2046-06-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| SUTTONPARK STRUCTURED SETTLEMENTS SPSS_2021-1                                   | SPSS 2021-A A 144A 1.95% 09-15-75                                                                  | CUSIP: 78472VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5089783 | PA      | $4950974.90    | 0.01%             | 2075-09-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| STONEPEAK 2021-1 ABS SALTT_21-1A                                                | SALTT 2021-1A A 144A 2.675% 02-28-33                                                               | CUSIP: 78433XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2910536 | PA      | $2810250.38    | 0.00%             | 2033-02-28      | Fixed         | 2.67%                 | Yes           |                  2 | On Loan: No      |
| STONEPEAK 2021-1 ABS SALTT_21-1A                                                | SALTT 2021-1A AA 144A 2.301% 02-28-33                                                              | CUSIP: 78433XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2143352 | PA      | $2072233.49    | 0.00%             | 2033-02-28      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| STELLAR JAY US LLC STELLAR_21-1                                                 | STELR 2021-1 A 144A 3.967% 10-15-41                                                                | CUSIP: 858558AA7<br>LEI: 254900N0ZJ7Y0Q6V4A92 | Long             | ABS-O            | CORP              | US        |      737165 | PA      | $730519.45     | 0.00%             | 2041-10-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| SPRITE LIMITED SPRTE_21-1                                                       | SPRTE 2021-1 A 144A 3.75% 11-15-46                                                                 | CUSIP: 85208UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7685929 | PA      | $7478770.55    | 0.01%             | 2046-11-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SOLRR AIRCRAFT SOLRR_21-1 LIMITED                                               | SOLRR 2021-1 A 144A 2.636% 10-15-46                                                                | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    10005044 | PA      | $9464161.54    | 0.01%             | 2046-10-15      | Fixed         | 2.64%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-4                               | SDART 2022-4 B 4.42% 11-15-27                                                                      | CUSIP: 80286FAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      186401 | PA      | $186404.58     | 0.00%             | 2027-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-4                               | SDART 2022-4 C 5.0% 11-15-29                                                                       | CUSIP: 80286FAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6365000 | PA      | $6400503.97    | 0.01%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_22-1                                               | SORT 2022-1A A1 144A 5.97% 08-15-62                                                                | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    98644114 | PA      | $95737269.54   | 0.10%             | 2062-08-15      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_22-1                                               | SORT 2022-1A A2 144A 6.11% 08-15-62                                                                | CUSIP: 12530MAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    43294789 | PA      | $41607114.96   | 0.04%             | 2062-08-15      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5                               | SDART 2022-5 C 4.74% 10-16-28                                                                      | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2705994 | PA      | $2708594.85    | 0.00%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| SDART 2022-6                                                                    | SDART 2022-6 C 4.96% 11-15-28                                                                      | CUSIP: 802918AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3198381 | PA      | $3205241.19    | 0.00%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7                               | SDART 2022-7 C 6.69% 03-17-31                                                                      | CUSIP: 80287FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2368000 | PA      | $2415854.91    | 0.00%             | 2031-03-17      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7                               | SDART 2022-7 B 5.95% 01-17-28                                                                      | CUSIP: 80287FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      506485 | PA      | $507511.76     | 0.00%             | 2028-01-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SDART 2023-1                                                                    | SDART 2023-1 B 4.98% 02-15-28                                                                      | CUSIP: 80287GAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      149446 | PA      | $149479.69     | 0.00%             | 2028-02-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| SDART 2023-1                                                                    | SDART 2023-1 C 5.09% 05-15-30                                                                      | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3968000 | PA      | $3997593.34    | 0.00%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO LTD SNDPT_21-1A                                                 | SNDPT 2021-1A C1 CLO 144A FRN 04-25-34                                                             | CUSIP: 83614VAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2000000 | PA      | $2007426.00    | 0.00%             | 2034-04-25      | Variable      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| SOUND POINT CLO LTD SNDPT_19-2A                                                 | SNDPT 2019-2A CR CLO 144A FRN 07-15-34                                                             | CUSIP: 83614BAU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1003801.00    | 0.00%             | 2034-07-15      | Variable      | 6.83%                 | Yes           |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_23-1                            | SFAST 2023-1A B 144A 5.71% 01-22-30                                                                | CUSIP: 78398AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2244000 | PA      | $2302952.12    | 0.00%             | 2030-01-22      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_23-1                            | SFAST 2023-1A C 144A 5.97% 02-20-31                                                                | CUSIP: 78398AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3578000 | PA      | $3684849.81    | 0.00%             | 2031-02-20      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-3                               | SDART 2023-3 B 5.61% 07-17-28                                                                      | CUSIP: 80285XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7247777 | PA      | $7285530.55    | 0.01%             | 2028-07-17      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-3                               | SDART 2023-3 C 5.77% 11-15-30                                                                      | CUSIP: 80285XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5960000 | PA      | $6073317.48    | 0.01%             | 2030-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| STCP 2023-4A                                                                    | STCP 2023-4A D CLO 144A FRN 10-20-36                                                               | CUSIP: 870923AJ8<br>LEI: 5493000NGQSA68NFD567 | Long             | ABS-O            | CORP              | KY        |     2000000 | PA      | $2000000.00    | 0.00%             | 2036-10-20      | Variable      | 9.83%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST SYNIT_23-A1                                       | SYNIT 2023-A1 A 5.54% 07-15-29                                                                     | CUSIP: 87166PAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    26177000 | PA      | $26484972.41   | 0.03%             | 2029-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_23-C                                       | SMB 2023-C A1A 144A 5.67% 11-15-52                                                                 | CUSIP: 83207DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2148296 | PA      | $2209144.14    | 0.00%             | 2052-11-15      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| SDART 2023-4                                                                    | SDART 2023-4 A3 5.73% 04-17-28                                                                     | CUSIP: 802927AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3601780 | PA      | $3611594.99    | 0.00%             | 2028-04-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| SDART 2023-4                                                                    | SDART 2023-4 B 5.77% 12-15-28                                                                      | CUSIP: 802927AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4957000 | PA      | $5017049.10    | 0.01%             | 2028-12-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-5                               | SDART 2023-5 A3 6.02% 09-15-28                                                                     | CUSIP: 80286PAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2009238 | PA      | $2017550.59    | 0.00%             | 2028-09-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-6                               | SDART 2023-6 A3 5.93% 07-17-28                                                                     | CUSIP: 80287DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5215544 | PA      | $5237684.00    | 0.01%             | 2028-07-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| SDART 2024-1                                                                    | SDART 2024-1 A3 5.25% 04-17-28                                                                     | CUSIP: 80288AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3714544 | PA      | $3720454.24    | 0.00%             | 2028-04-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SDART 2024-1                                                                    | SDART 2024-1 C 5.45% 03-15-30                                                                      | CUSIP: 80288AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2142000 | PA      | $2171844.49    | 0.00%             | 2030-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SDART 2024-1                                                                    | SDART 2024-1 B 5.23% 12-15-28                                                                      | CUSIP: 80288AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2556000 | PA      | $2571003.72    | 0.00%             | 2028-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| SYCAMORE TREE CLO LTD STCP_23-2R                                                | STCP 2023-2A DR CLO 144A FRN 01-20-37                                                              | CUSIP: 87122CAQ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     3000000 | PA      | $3011136.00    | 0.00%             | 2037-01-20      | Variable      | 8.83%                 | Yes           |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST SBALT_24-A                                                | SBALT 2024-A A3 144A 5.39% 11-20-26                                                                | CUSIP: 78414SAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3677248 | PA      | $3688555.43    | 0.00%             | 2026-11-20      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| SYCAMORE TREE CLO LTD STCP_24-5A                                                | STCP 2024-5A A1 CLO 144A FRN 04-20-36                                                              | CUSIP: 87122YAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    29500000 | PA      | $29559118.00   | 0.03%             | 2036-04-20      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SDART 2024-2                                                                    | SDART 2024-2 B 5.78% 07-16-29                                                                      | CUSIP: 80286YAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15172000 | PA      | $15409896.96   | 0.02%             | 2029-07-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| SBALT 2024-B                                                                    | SBALT 2024-B A3 144A 5.56% 11-22-27                                                                | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4985000 | PA      | $5019117.34    | 0.01%             | 2027-11-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY 2024-1A                                                                  | SUBWAY 2024-1A A2I 144A 6.028% 07-30-54                                                            | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    44351848 | PA      | $45007900.03   | 0.05%             | 2054-07-30      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY 2024-1A                                                                  | SUBWAY 2024-1A A2II 144A 6.268% 07-30-54                                                           | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    50803098 | PA      | $52185449.78   | 0.05%             | 2054-07-30      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| SCFET 2024-1A                                                                   | SCFET 2024-1A C 144A 5.82% 09-20-32                                                                | CUSIP: 783896AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1625000 | PA      | $1685688.88    | 0.00%             | 2032-09-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| SCFET 2024-1A                                                                   | SCFET 2024-1A A2 144A 5.88% 11-20-29                                                               | CUSIP: 783896AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3691489 | PA      | $3719112.75    | 0.00%             | 2029-11-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SCFET 2024-1A                                                                   | SCFET 2024-1A A3 144A 5.52% 01-20-32                                                               | CUSIP: 783896AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1439000 | PA      | $1479204.22    | 0.00%             | 2032-01-20      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| SCFET 2024-1A                                                                   | SCFET 2024-1A B 144A 5.56% 04-20-32                                                                | CUSIP: 783896AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4000000 | PA      | $4141284.00    | 0.00%             | 2032-04-20      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-2A                                                                   | WLAKE 2024-2A D 144A 5.91% 04-15-30                                                                | CUSIP: 96042YAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7064000 | PA      | $7239582.78    | 0.01%             | 2030-04-15      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-2A                                                                   | WLAKE 2024-2A C 144A 5.68% 03-15-30                                                                | CUSIP: 96042YAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    20300000 | PA      | $20653788.40   | 0.02%             | 2030-03-15      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| WOSAT 2024-A                                                                    | WOSAT 2024-A A2A 5.37% 02-15-28                                                                    | CUSIP: 98164LAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2098010 | PA      | $2101754.97    | 0.00%             | 2028-02-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| WFNMT 2024-B                                                                    | WFNMT 2024-B A 4.62% 05-15-31                                                                      | CUSIP: 981464HU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2109000 | PA      | $2131330.09    | 0.00%             | 2031-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WOART 2024-C                                                                    | WOART 2024-C A3 4.43% 12-17-29                                                                     | CUSIP: 98164NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15040000 | PA      | $15128450.24   | 0.02%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| WEF 2024-1A                                                                     | WEF 2024-1A C 144A 5.28% 09-20-32                                                                  | CUSIP: 97415AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      721000 | PA      | $729539.52     | 0.00%             | 2032-09-20      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| WEF 2024-1A                                                                     | WEF 2024-1A A2 144A 4.99% 09-20-32                                                                 | CUSIP: 97415AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3351437 | PA      | $3372172.20    | 0.00%             | 2032-09-20      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC WFLF_24-2                                        | WFLF 2024-2A A1 144A 4.87% 06-21-39                                                                | CUSIP: 96328GBT3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    30896944 | PA      | $31224821.90   | 0.03%             | 2039-06-21      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| WOODS 2018-12BA                                                                 | WOODS 2018-12BA CR CLO 144A FRN 06-15-31                                                           | CUSIP: 66858CAS6<br>LEI: 549300R06FSYRU75ZW78 | Long             | ABS-O            | CORP              | KY        |     4000000 | PA      | $4004240.00    | 0.00%             | 2031-06-15      | Variable      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| WOODS 2018-12BA                                                                 | WOODS 2018-12BA BR CLO 144A FRN 06-15-31                                                           | CUSIP: 66858CAQ0<br>LEI: 549300R06FSYRU75ZW78 | Long             | ABS-O            | CORP              | KY        |     4000000 | PA      | $4002360.00    | 0.00%             | 2031-06-15      | Variable      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-3A                                                                   | WLAKE 2024-3A D 144A 5.21% 04-15-30                                                                | CUSIP: 96043CAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    31100000 | PA      | $31523519.80   | 0.03%             | 2030-04-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-3A                                                                   | WLAKE 2024-3A A2A 144A 4.82% 09-15-27                                                              | CUSIP: 96043CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12102170 | PA      | $12117225.58   | 0.01%             | 2027-09-15      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-3A                                                                   | WLAKE 2024-3A C 144A 4.92% 11-15-29                                                                | CUSIP: 96043CAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    20412000 | PA      | $20569601.05   | 0.02%             | 2029-11-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-3A                                                                   | WLAKE 2024-3A A3 144A 4.71% 04-17-28                                                               | CUSIP: 96043CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11517000 | PA      | $11580090.13   | 0.01%             | 2028-04-17      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-4                                                                     | ACAR 2024-4 A 144A 4.81% 03-13-28                                                                  | CUSIP: 024945AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1229174 | PA      | $1230144.94    | 0.00%             | 2028-03-13      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| WIND RIVER CLO LTD WINDR_22-1                                                   | WINDR 2022-1A AR CLO 144A FRN 07-20-35                                                             | CUSIP: 97316YAU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5000000 | PA      | $5001340.00    | 0.01%             | 2035-07-20      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC WFLF_24-3                                        | WFLF 2024-3A A1 144A 4.8% 09-19-39                                                                 | CUSIP: 96328GBZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    24820304 | PA      | $25075109.70   | 0.03%             | 2039-09-19      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2025-1                                                                    | WLAKE 2025-1A D 144A 5.54% 11-15-30                                                                | CUSIP: 96043VAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1139000 | PA      | $1163840.45    | 0.00%             | 2030-11-15      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2025-1                                                                    | WLAKE 2025-1A B 144A 4.98% 09-16-30                                                                | CUSIP: 96043VAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5362000 | PA      | $5417957.83    | 0.01%             | 2030-09-16      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2025-1                                                                    | WLAKE 2025-1A C 144A 5.14% 10-15-30                                                                | CUSIP: 96043VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1754000 | PA      | $1776652.91    | 0.00%             | 2030-10-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2025-1                                                                    | WLAKE 2025-1A A3 144A 4.75% 08-15-28                                                               | CUSIP: 96043VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7121000 | PA      | $7172363.77    | 0.01%             | 2028-08-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2025-1                                                                    | WLAKE 2025-1A A2A 144A 4.66% 01-18-28                                                              | CUSIP: 96043VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1003867 | PA      | $1005672.53    | 0.00%             | 2028-01-18      | Fixed         | 4.66%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2025-P1                                                                   | WLAKE 2025-P1 A2 144A 4.65% 02-15-28                                                               | CUSIP: 96043LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1756000 | PA      | $1762660.51    | 0.00%             | 2028-02-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| WELF 2021-1A                                                                    | WELF 2021-1A CR CLO 144A FRN 04-20-34                                                              | CUSIP: 94950CAS5<br>LEI: 2549004R1NTM2HJCGO78 | Long             | ABS-O            | CORP              | US        |     6000000 | PA      | $6013584.00    | 0.01%             | 2034-04-20      | Variable      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-2                                    | WLAKE 2025-2A C 144A 4.85% 01-15-31                                                                | CUSIP: 96041KAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1297000 | PA      | $1304761.25    | 0.00%             | 2031-01-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-2                                    | WLAKE 2025-2A B 144A 4.63% 01-15-31                                                                | CUSIP: 96041KAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9014000 | PA      | $9066677.82    | 0.01%             | 2031-01-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC SR UNSEC 5.2% 04-15-32                                                                | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     8250000 | PA      | $8592614.25    | 0.01%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 144A LIFE SR NON PREF 6.293% 01-14-36/35                                                   | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    59829000 | PA      | $64055141.07   | 0.07%             | 2036-01-14      | Variable      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 144A LIFE SR NON PREF 5.876% 01-14-31/30                                                   | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    33000000 | PA      | $34474770.00   | 0.04%             | 2031-01-14      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 5.162% 01-24-31/30                                                   | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    16841000 | PA      | $17386496.83   | 0.02%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA/THE                                                         | BANK OF NOVA SCOTIA SR UNSEC 4.932% 02-14-29/28                                                    | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    20000000 | PA      | $20342160.00   | 0.02%             | 2029-02-14      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP                                                    | BANK OF NEW YORK MELLON CORP SR UNSEC 4.942% 02-11-31/30                                           | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    77296000 | PA      | $79419089.23   | 0.08%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD8204 04-01-52                                                                      | CUSIP: 3132DWDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3159286 | PA      | $2554412.58    | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD8212 05-01-52                                                                      | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4834809 | PA      | $4082812.54    | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 MA4599 05-01-52                                                                      | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      198786 | PA      | $175124.47     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | 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        |     2704250 | PA      | $2287430.61    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 RA7556 06-01-52                                                                      | CUSIP: 3133KPMD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    21213025 | PA      | $20682805.21   | 0.02%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA9289 02-01-51                                                                      | CUSIP: 3140QHKB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      234657 | PA      | $198507.37     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD1450 03-01-52                                                                      | CUSIP: 3132DNTF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2371732 | PA      | $2036608.49    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | 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        |    21756777 | PA      | $17807008.11   | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | 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        |     5994593 | PA      | $5164809.50    | 0.01%             | 2050-09-01      | 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        |     2661385 | PA      | $2164342.02    | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BV9804 05-01-52                                                                      | CUSIP: 3140MP3N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      482184 | PA      | $389961.63     | 0.00%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB3346 04-01-52                                                                      | CUSIP: 3140QNWG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     9262432 | PA      | $7474782.95    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  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        |     4227757 | PA      | $3893866.07    | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD1385 11-01-51                                                                      | CUSIP: 3132DNRE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     9349362 | PA      | $8030849.73    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB1527 09-01-51                                                                      | CUSIP: 3140QLVV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    12246694 | PA      | $10422034.81   | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM7900 07-01-51                                                                      | CUSIP: 3140XBX62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3339384 | PA      | $2870277.75    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA7257 10-01-50                                                                      | CUSIP: 3140QFB32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2107941 | PA      | $1812820.42    | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | 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        |     6648606 | PA      | $6458462.29    | 0.01%             | 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        |    15405095 | PA      | $13194140.73   | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QC4006 06-01-51                                                                      | CUSIP: 3133ANNX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       39640 | PA      | $33438.81      | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QE0615 03-01-52                                                                      | CUSIP: 3133B9VG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      116511 | PA      | $98593.93      | 0.00%             | 2052-03-01      | 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        |      238419 | PA      | $201597.84     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CA7325 10-01-50                                                                      | CUSIP: 3140QFD71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6629879 | PA      | $5446379.14    | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QE0312 04-01-52                                                                      | CUSIP: 3133B9KZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1157105 | PA      | $935833.34     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM7408 05-01-51                                                                      | CUSIP: 3140XBGS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      809684 | PA      | $683029.77     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD9911 04-01-52                                                                      | CUSIP: 3133B8AL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      161064 | PA      | $136288.01     | 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        |      924680 | PA      | $779997.50     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB2029 11-01-51                                                                      | CUSIP: 3140QMHF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1217660 | PA      | $1032434.19    | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS8757 08-01-54                                                                      | CUSIP: 3140XQWT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3919235 | PA      | $4034088.33    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 BU4968 08-01-54                                                                      | CUSIP: 3140M6QW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1026367 | PA      | $1049836.91    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QC6597 09-01-51                                                                      | CUSIP: 3133ARKJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      560266 | PA      | $472619.90     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM9067 10-01-51                                                                      | CUSIP: 3140XDCD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    12290932 | PA      | $10384080.06   | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS2535 08-01-52                                                                      | CUSIP: 3140XHY92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       25525 | PA      | $21549.32      | 0.00%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA7021 03-01-52                                                                      | CUSIP: 3133KNYS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       88635 | PA      | $74824.31      | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS8866 09-01-54                                                                      | CUSIP: 3140XQZ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4001008 | PA      | $4115792.69    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD0933 02-01-52                                                                      | CUSIP: 3132DNBA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      595619 | PA      | $480665.72     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM8436 09-01-51                                                                      | CUSIP: 3140XCLS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    22434662 | PA      | $18924916.08   | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS1885 02-01-52                                                                      | CUSIP: 3140XHCX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    17707357 | PA      | $14959104.33   | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QJ6336 10-01-54                                                                      | CUSIP: 3133CXBD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      250385 | PA      | $259997.79     | 0.00%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QD5035 01-01-52                                                                      | CUSIP: 3133B2SY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    18006341 | PA      | $14531117.04   | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA9291 02-01-51                                                                      | CUSIP: 3140QHKD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    18029201 | PA      | $15209073.75   | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV8015 08-01-52                                                                      | CUSIP: 3140MM3Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       29884 | PA      | $25296.55      | 0.00%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BQ6858 12-01-51                                                                      | CUSIP: 3140KSTQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      692959 | PA      | $559232.76     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BR1283 01-01-51                                                                      | CUSIP: 3140KYM92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2349216 | PA      | $1901486.28    | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV4656 04-01-52                                                                      | CUSIP: 3140MJE68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1694327 | PA      | $1433944.38    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM8692 09-01-51                                                                      | CUSIP: 3140XCUS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    23161096 | PA      | $19537982.53   | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 6.5 256821 07-01-27                                                                      | CUSIP: 31371NG66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         332 | PA      | $342.91        | 0.00%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 6.5 257145 03-01-28                                                                      | CUSIP: 31371NTA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        2965 | PA      | $3060.42       | 0.00%             | 2028-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BR3771 04-01-51                                                                      | CUSIP: 3140L2FM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      226328 | PA      | $183170.35     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB1621 09-01-51                                                                      | CUSIP: 3140QLYT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      395618 | PA      | $319274.51     | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | 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        |     9248894 | PA      | $8136270.71    | 0.01%             | 2052-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA7263 01-01-52                                                                      | CUSIP: 3133KPB80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       61315 | PA      | $51987.97      | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QD3473 12-01-51                                                                      | CUSIP: 3133B02E2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      967369 | PA      | $780662.08     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FM8114 06-01-51                                                                      | CUSIP: 3140XCAQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     9807875 | PA      | $7915210.31    | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT0849 07-01-51                                                                      | CUSIP: 3140LN5K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    11199811 | PA      | $9463750.54    | 0.01%             | 2051-07-01      | 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        |      268579 | PA      | $226563.27     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BV7866 07-01-52                                                                      | CUSIP: 3140MMW46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6753915 | PA      | $6180966.45    | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QF0666 09-01-52                                                                      | CUSIP: 3133BMW35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      220275 | PA      | $208043.42     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QF1560 10-01-52                                                                      | CUSIP: 3133BNWV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      448208 | PA      | $423194.20     | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 RA7618 07-01-52                                                                      | CUSIP: 3133KPPB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      333124 | PA      | $332709.94     | 0.00%             | 2052-07-01      | 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        |   185057557 | PA      | $162852315.40  | 0.17%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QC3428 06-01-51                                                                      | CUSIP: 3133AMYZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      125875 | PA      | $106181.95     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT1523 07-01-51                                                                      | CUSIP: 3140LPVR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      629427 | PA      | $530953.91     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB1027 07-01-51                                                                      | CUSIP: 3140QLD94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       45481 | PA      | $38523.21      | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA5767 09-01-51                                                                      | CUSIP: 3133KMMQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      851408 | PA      | $718218.99     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 QE8282 08-01-52                                                                      | CUSIP: 3133BJFX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       27026 | PA      | $26944.77      | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BR9366 05-01-51                                                                      | CUSIP: 3140L8MQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8906915 | PA      | $7513517.50    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 RA6806 02-01-52                                                                      | CUSIP: 3133KNR39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     8198193 | PA      | $7209572.66    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS1630 09-01-51                                                                      | CUSIP: 3140XGY45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    10571778 | PA      | $8917928.69    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QE7412 08-01-52                                                                      | CUSIP: 3133BHGV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       92249 | PA      | $87203.04      | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | 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        |     9970479 | PA      | $8774090.88    | 0.01%             | 2052-09-01      | 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        |      381805 | PA      | $335763.66     | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 6.5 ZS8948 03-01-26                                                                      | CUSIP: 3132A95H6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |          41 | PA      | $40.71         | 0.00%             | 2026-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 6.5 256449 10-01-26                                                                      | CUSIP: 31371MZN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        2897 | PA      | $2989.70       | 0.00%             | 2026-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 6.5 ZA1940 04-01-26                                                                      | CUSIP: 31329KEM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |         867 | PA      | $894.45        | 0.00%             | 2026-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 6.5 ZA1955 09-01-26                                                                      | CUSIP: 31329KE42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |         520 | PA      | $536.74        | 0.00%             | 2026-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 6.5 ZS8801 03-01-26                                                                      | CUSIP: 3132A9X69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |          31 | PA      | $30.90         | 0.00%             | 2026-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 6.5 257431 10-01-28                                                                      | CUSIP: 31371N4Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         647 | PA      | $668.01        | 0.00%             | 2028-10-01      | Fixed         | 6.50%                 | 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        |    13444307 | PA      | $11842565.28   | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  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        |     9362257 | PA      | $8233271.69    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BV0790 01-01-52                                                                      | CUSIP: 3140MD2Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      528052 | PA      | $483616.55     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | 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        |      745748 | PA      | $655819.61     | 0.00%             | 2052-02-01      | 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        |     7188005 | PA      | $6322403.60    | 0.01%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BW5402 07-01-52                                                                      | CUSIP: 3140MXAC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      602872 | PA      | $612122.11     | 0.00%             | 2052-07-01      | 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        |      212208 | PA      | $186948.75     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 BV8459 04-01-52                                                                      | CUSIP: 3140MNMH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       77400 | PA      | $68200.97      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA4842 12-01-52                                                                      | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    29136924 | PA      | $29565965.64   | 0.03%             | 2052-12-01      | Fixed         | 5.50%                 | 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        |      201192 | PA      | $177207.34     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | 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        |      488799 | PA      | $430038.10     | 0.00%             | 2052-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB3061 03-01-52                                                                      | CUSIP: 3140QNMK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      497998 | PA      | $440139.47     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 QF0925 09-01-52                                                                      | CUSIP: 3133BNA29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      645955 | PA      | $568604.14     | 0.00%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB3120 03-01-52                                                                      | CUSIP: 3140QNPE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3218557 | PA      | $2830434.11    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 QD8337 03-01-52                                                                      | CUSIP: 3133B6HN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4030162 | PA      | $3550347.38    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | 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        |      111719 | PA      | $111609.32     | 0.00%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 CA2102 07-01-48                                                                      | CUSIP: 3140Q9KQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      309263 | PA      | $312924.19     | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 5.0 AL6344 02-01-31                                                                      | CUSIP: 3138EPBN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       72462 | PA      | $72920.61      | 0.00%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 CB4135 07-01-52                                                                      | CUSIP: 3140QPSZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      145953 | PA      | $145771.68     | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 5.0 FM9892 09-01-31                                                                      | CUSIP: 3140XD7E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        9363 | PA      | $9408.81       | 0.00%             | 2031-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 CB5019 08-01-52                                                                      | CUSIP: 3140QQSH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      169857 | PA      | $169297.84     | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BV3869 03-01-52                                                                      | CUSIP: 3140MHJP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      779250 | PA      | $630064.52     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QD6139 02-01-52                                                                      | CUSIP: 3133B3ZC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5015947 | PA      | $4047854.38    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BU6919 04-01-52                                                                      | CUSIP: 3140M8VM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1595684 | PA      | $1292637.91    | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BU4112 07-01-53                                                                      | CUSIP: 3140M5SA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       26040 | PA      | $25959.46      | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BX5673 12-01-52                                                                      | CUSIP: 3140NAJT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       54828 | PA      | $54538.01      | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BR2225 08-01-51                                                                      | CUSIP: 3140L0PK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    12922877 | PA      | $10429123.77   | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QB3931 10-01-50                                                                      | CUSIP: 3133AALL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1429448 | PA      | $1156576.13    | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QB5275 11-01-50                                                                      | CUSIP: 3133AB2G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     7007395 | PA      | $5667546.33    | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QB8132 01-01-51                                                                      | CUSIP: 3133AFA92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4091462 | PA      | $3310888.79    | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QC2407 05-01-51                                                                      | CUSIP: 3133ALU89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     7721830 | PA      | $6231601.63    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QB6480 12-01-50                                                                      | CUSIP: 3133ADFV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      359932 | PA      | $291332.85     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FM5849 12-01-50                                                                      | CUSIP: 3140X9QB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       76951 | PA      | $62141.05      | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FM9783 12-01-51                                                                      | CUSIP: 3140XD2R6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1286690 | PA      | $1038372.89    | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FS1372 03-01-52                                                                      | CUSIP: 3140XGQ28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    38059035 | PA      | $33504776.40   | 0.03%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 MA4932 01-01-53                                                                      | CUSIP: 31418EPS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1675219 | PA      | $1473651.88    | 0.00%             | 2053-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB3365 04-01-52                                                                      | CUSIP: 3140QNW32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8980592 | PA      | $7907536.82    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB2666 01-01-52                                                                      | CUSIP: 3140QM6C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    15575557 | PA      | $13697191.83   | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD7346 08-01-52                                                                      | CUSIP: 3132DVET8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      105880 | PA      | $93175.52      | 0.00%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD4673 07-01-52                                                                      | CUSIP: 3132DSFN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1558557 | PA      | $1372384.18    | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 BU9641 01-01-52                                                                      | CUSIP: 3140MBWB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      998065 | PA      | $879242.95     | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QX8785 03-01-55                                                                      | CUSIP: 31426FXP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      590014 | PA      | $614288.10     | 0.00%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB3523 05-01-52                                                                      | CUSIP: 3140QN4H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      399044 | PA      | $351621.43     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB3247 04-01-52                                                                      | CUSIP: 3140QNTD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    17701040 | PA      | $15566401.22   | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QD3751 01-01-52                                                                      | CUSIP: 3133B1EY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      383208 | PA      | $309251.67     | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD6203 06-01-52                                                                      | CUSIP: 3132DT3L2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    31261326 | PA      | $27491741.90   | 0.03%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 QD3812 01-01-52                                                                      | CUSIP: 3133B1GV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5942348 | PA      | $5231262.66    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FS2676 06-01-52                                                                      | CUSIP: 3140XH6N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      995289 | PA      | $876854.61     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 SD8338 06-01-53                                                                      | CUSIP: 3132DWHP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    11251220 | PA      | $10616020.96   | 0.01%             | 2053-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 SD8321 05-01-53                                                                      | CUSIP: 3132DWG64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      407869 | PA      | $385221.48     | 0.00%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QF2693 10-01-52                                                                      | CUSIP: 3133BP7E2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      951029 | PA      | $767455.66     | 0.00%             | 2052-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QC5125 08-01-51                                                                      | CUSIP: 3133APVS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      227255 | PA      | $184665.74     | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FA0287 12-01-54                                                                      | CUSIP: 3140W0J97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    55764022 | PA      | $57015031.76   | 0.06%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SL1138 05-01-55                                                                      | CUSIP: 31427NHQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1522558 | PA      | $1557392.26    | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SL1137 05-01-55                                                                      | CUSIP: 31427NHP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1383586 | PA      | $1414718.37    | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RQ0028 07-01-55                                                                      | CUSIP: 3142J6A60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   424238495 | PA      | $433692649.40  | 0.45%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 DD7303 06-01-55                                                                      | CUSIP: 3140B8DH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4249635 | PA      | $4289684.00    | 0.00%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB1186 07-01-51                                                                      | CUSIP: 3140QLJ80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    69996960 | PA      | $56837181.48   | 0.06%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 MA5177 10-01-53                                                                      | CUSIP: 31418EXF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    15832038 | PA      | $14943100.31   | 0.02%             | 2053-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 SD8357 08-01-53                                                                      | CUSIP: 3132DWJA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4675132 | PA      | $4412627.63    | 0.00%             | 2053-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5761 07-01-55                                                                      | CUSIP: 31418FMK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    59980109 | PA      | $61316765.75   | 0.06%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ4529 05-01-55                                                                      | CUSIP: 3142GVA76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5809861 | PA      | $5942924.08    | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 SD3214 06-01-53                                                                      | CUSIP: 3132DQSB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    18204317 | PA      | $17197709.09   | 0.02%             | 2053-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 MA5027 05-01-53                                                                      | CUSIP: 31418ESR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8386362 | PA      | $7920700.68    | 0.01%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BT7848 07-01-52                                                                      | CUSIP: 3140LWWJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4893006 | PA      | $4474996.08    | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QY7483 07-01-55                                                                      | CUSIP: 31426SJ59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    11691351 | PA      | $11966331.94   | 0.01%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FA1162 04-01-55                                                                      | CUSIP: 3140W1JG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8630516 | PA      | $8825513.81    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD4459 04-01-55                                                                      | CUSIP: 3140B45V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    11332903 | PA      | $11588256.13   | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 QD9838 04-01-52                                                                      | CUSIP: 3133B74X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      424136 | PA      | $387881.10     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC4756 04-01-55                                                                      | CUSIP: 3140ASJA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       69420 | PA      | $71304.57      | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QY5512 05-01-55                                                                      | CUSIP: 31426QDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1996415 | PA      | $2041891.24    | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QY3388 04-01-55                                                                      | CUSIP: 31426MXS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1937594 | PA      | $1987235.37    | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QY1975 05-01-55                                                                      | CUSIP: 31426LFR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      714891 | PA      | $733496.31     | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 BV1947 02-01-52                                                                      | CUSIP: 3140MFEV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1579956 | PA      | $1390882.31    | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 RA6605 01-01-52                                                                      | CUSIP: 3133KNKS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      294810 | PA      | $259405.75     | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP PFSFC_24-D                                                   | PFSFC 2024-D A 144A 5.34% 04-16-29                                                                 | CUSIP: 69335PFJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11858000 | PA      | $12086147.92   | 0.01%             | 2029-04-16      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| PKAIR 2024-1                                                                    | PKAIR 2024-1 A1 144A 5.842% 09-15-39                                                               | CUSIP: 69291VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10013988 | PA      | $10261934.56   | 0.01%             | 2039-09-15      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| PKAIR 2024-1                                                                    | PKAIR 2024-1 AF 144A FRN 09-15-39                                                                  | CUSIP: 69291VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2934855 | PA      | $2952916.43    | 0.00%             | 2039-09-15      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2024-1A                                                                    | PEAC 2024-1A A2 144A 5.79% 06-21-27                                                                | CUSIP: 69433BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12822635 | PA      | $12938577.52   | 0.01%             | 2027-06-21      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2024-1A                                                                    | PEAC 2024-1A B 144A 5.79% 11-20-30                                                                 | CUSIP: 69433BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2728000 | PA      | $2803557.42    | 0.00%             | 2030-11-20      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| PG&E RECOVERY FUNDING LLC PCG_24-A                                              | PCG 2024-A A1 4.838% 06-01-35                                                                      | CUSIP: 71710TAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11731390 | PA      | $11952597.46   | 0.01%             | 2033-06-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| PILOT 2024-1A                                                                   | PILOT 2024-1A A3 144A 4.67% 11-22-27                                                               | CUSIP: 73328AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9164000 | PA      | $9212834.96    | 0.01%             | 2027-11-22      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| PART 2024-2A                                                                    | PART 2024-2A B 144A 4.56% 02-15-29                                                                 | CUSIP: 74113SAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3815000 | PA      | $3828627.18    | 0.00%             | 2029-02-15      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| PKAIR 2024-2                                                                    | PKAIR 2024-2 A 144A 5.052% 10-15-39                                                                | CUSIP: 69381EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    19179872 | PA      | $19226133.50   | 0.02%             | 2039-10-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| PKAIR 2024-2                                                                    | PKAIR 2024-2 B 144A 5.142% 10-15-39                                                                | CUSIP: 69381EAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6763796 | PA      | $6740271.80    | 0.01%             | 2039-10-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_22-4                                       | PSTAT 2022-4A A1RN CLO 144A FRN 07-24-31                                                           | CUSIP: 69702YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1057053 | PA      | $1057327.77    | 0.00%             | 2031-07-24      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_22-4                                       | PSTAT 2022-4A CR CLO 144A FRN 07-24-31                                                             | CUSIP: 69702YAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3571000 | PA      | $3565536.37    | 0.00%             | 2031-07-24      | Variable      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2024-2A                                                                    | PEAC 2024-2A A2 144A 4.74% 04-20-27                                                                | CUSIP: 69392BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3667084 | PA      | $3675463.20    | 0.00%             | 2027-04-20      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2024-2A                                                                    | PEAC 2024-2A A3 144A 4.65% 10-20-31                                                                | CUSIP: 69392BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5839000 | PA      | $5878967.96    | 0.01%             | 2031-10-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2024-2A                                                                    | PEAC 2024-2A B 144A 4.83% 10-20-31                                                                 | CUSIP: 69392BAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2847000 | PA      | $2865337.53    | 0.00%             | 2031-10-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| PILOT 2024-2A                                                                   | PILOT 2024-2A A4 144A 4.26% 09-20-30                                                               | CUSIP: 73328NAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8230000 | PA      | $8256541.75    | 0.01%             | 2030-09-20      | Fixed         | 4.26%                 | Yes           |                  2 | On Loan: No      |
| PILOT 2024-2A                                                                   | PILOT 2024-2A A3 144A 4.35% 10-20-27                                                               | CUSIP: 73328NAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6547000 | PA      | $6563793.06    | 0.01%             | 2027-10-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| PSTAT 2024-2A                                                                   | PSTAT 2024-2A C CLO 144A FRN 01-15-33                                                              | CUSIP: 69703RAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5627000 | PA      | $5639441.30    | 0.01%             | 2033-01-15      | Variable      | 6.82%                 | Yes           |                  2 | On Loan: No      |
| PSTAT 2024-2A                                                                   | PSTAT 2024-2A A1N CLO 144A FRN 01-15-33                                                            | CUSIP: 69703RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    28909531 | PA      | $28908836.96   | 0.03%             | 2033-01-15      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| PSTAT 2024-2A                                                                   | PSTAT 2024-2A B CLO 144A FRN 01-15-33                                                              | CUSIP: 69703RAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13000000 | PA      | $12988833.00   | 0.01%             | 2033-01-15      | Variable      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| PSTAT 2024-2A                                                                   | PSTAT 2024-2A A2 CLO 144A FRN 01-15-33                                                             | CUSIP: 69703RAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    26016000 | PA      | $26014959.36   | 0.03%             | 2033-01-15      | Variable      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| PREF 2025-1A                                                                    | PREF 2025-1A C 144A 5.13% 05-15-31                                                                 | CUSIP: 73747LAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1725000 | PA      | $1752888.08    | 0.00%             | 2031-05-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| PREF 2025-1A                                                                    | PREF 2025-1A B 144A 5.04% 05-15-31                                                                 | CUSIP: 73747LAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      725000 | PA      | $735841.65     | 0.00%             | 2031-05-15      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| PREF 2025-1A                                                                    | PREF 2025-1A A2 144A 4.9% 05-15-31                                                                 | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3489000 | PA      | $3518269.22    | 0.00%             | 2031-05-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2025-1A                                                                    | PEAC 2025-1A A2 144A 4.94% 10-20-28                                                                | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4348000 | PA      | $4382918.79    | 0.00%             | 2028-10-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| PROG 2022-SFR1                                                                  | PROG 2022-SFR1 A 144A 2.709% 02-17-41                                                              | CUSIP: 74333YAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2470751 | PA      | $2345493.95    | 0.00%             | 2041-02-17      | Fixed         | 2.71%                 | Yes           |                  2 | On Loan: No      |
| PIPK 2020-6A                                                                    | PIPK 2020-6A ARR CLO 144A FRN 05-18-34                                                             | CUSIP: 72132YAY1<br>LEI: 635400BKNXKWEO3G2J74 | Long             | ABS-O            | CORP              | US        |     3840000 | PA      | $3837427.20    | 0.00%             | 2034-05-18      | Variable      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| PARL 2023-1A                                                                    | PARL 2023-1A BR CLO 144A FRN 07-20-36                                                              | CUSIP: 69915NAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     2455000 | PA      | $2461847.00    | 0.00%             | 2036-07-20      | Variable      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| PARL 2023-1A                                                                    | PARL 2023-1A A1R CLO 144A FRN 07-20-36                                                             | CUSIP: 69915NAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     3000000 | PA      | $3010431.00    | 0.00%             | 2036-07-20      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| PNFED 2025-A                                                                    | PNFED 2025-A B 144A 4.37% 07-15-31                                                                 | CUSIP: 706916AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      847000 | PA      | $848312.85     | 0.00%             | 2031-07-15      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| PNFED 2025-A                                                                    | PNFED 2025-A A4 144A 4.19% 05-15-31                                                                | CUSIP: 706916AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2273000 | PA      | $2267135.66    | 0.00%             | 2031-05-15      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| PNFED 2025-A                                                                    | PNFED 2025-A A3 144A 4.03% 07-15-30                                                                | CUSIP: 706916AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6292000 | PA      | $6289357.36    | 0.01%             | 2030-07-15      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| PKAIR 2025-2                                                                    | PKAIR 2025-2 A 144A 4.75% 03-15-43                                                                 | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10977000 | PA      | $11005924.40   | 0.01%             | 2043-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST I RPM_22-3                             | RPM 2022-3A A 144A 5.38% 11-25-30                                                                  | CUSIP: 76088TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      235800 | PA      | $235873.04     | 0.00%             | 2030-11-25      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| RAD 2020-7A                                                                     | RAD 2020-7A A1R CLO 144A FRN 04-17-36                                                              | CUSIP: 74936GAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    15000000 | PA      | $15021300.00   | 0.02%             | 2036-04-17      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| RAD 2020-7A                                                                     | RAD 2020-7A CR CLO 144A FRN 04-17-36                                                               | CUSIP: 74936GAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     3000000 | PA      | $3000945.00    | 0.00%             | 2036-04-17      | Variable      | 6.92%                 | Yes           |                  2 | On Loan: No      |
| RRAM 2020-8A                                                                    | RRAM 2020-8A A1R CLO 144A FRN 07-15-37                                                             | CUSIP: 74980FAQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    20255000 | PA      | $20306792.04   | 0.02%             | 2037-07-15      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| REACH 2024-2A                                                                   | REACH 2024-2A B 144A 5.84% 07-15-31                                                                | CUSIP: 75525HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9090000 | PA      | $9244802.70    | 0.01%             | 2031-07-15      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| REACH 2024-2A                                                                   | REACH 2024-2A A 144A 5.88% 07-15-31                                                                | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2524584 | PA      | $2537916.08    | 0.00%             | 2031-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| REG22 2022-2A                                                                   | REG22 2022-2A CR CLO 144A FRN 07-20-35                                                             | CUSIP: 758968AS0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3500000 | PA      | $3500224.00    | 0.00%             | 2035-07-20      | Variable      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| RESEARCH DRIVEN PAGAYA MOTOR ASSET TRUST RPM _25-4                              | RPM 2025-4A A2 144A 5.124% 04-25-34                                                                | CUSIP: 76089MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6324000 | PA      | $6356176.51    | 0.01%             | 2034-04-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| RESEARCHDRIVEN PAGAYA MOTOR ASSET TRUST RPM_25-5                                | RPM 2025-5A B 144A 5.228% 06-26-34                                                                 | CUSIP: 76089KAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8134000 | PA      | $8139083.75    | 0.01%             | 2034-06-26      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| RESEARCHDRIVEN PAGAYA MOTOR ASSET TRUST RPM_25-5                                | RPM 2025-5A A2 144A 4.575% 06-26-34                                                                | CUSIP: 76089KAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5344000 | PA      | $5345878.75    | 0.01%             | 2034-06-26      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 10-15-26                                 | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |         473 | PA      | $470.37        | 0.00%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.125% 10-31-26                                                        | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    99997000 | PA      | $97276371.62   | 0.10%             | 2026-10-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.0% 11-15-41                                                          | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      685000 | PA      | $481317.37     | 0.00%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 11-30-31                                                        | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8000000 | PA      | $8115234.40    | 0.01%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 11-30-29                                                        | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   150330000 | PA      | $152761121.73  | 0.16%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS7653 03-01-54                                                                      | CUSIP: 3140XPQF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6623405 | PA      | $6929943.10    | 0.01%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS8229 06-01-54                                                                      | CUSIP: 3140XQEB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8769036 | PA      | $9180250.80    | 0.01%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 6.5 MA5412 06-01-44                                                                      | CUSIP: 31418FAN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       22807 | PA      | $23600.42      | 0.00%             | 2044-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DC3061 09-01-54                                                                      | CUSIP: 3140AQMK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1199485 | PA      | $1251173.47    | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 2.5 FM2499 02-01-35                                                                      | CUSIP: 3140X5X57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    11594333 | PA      | $11026013.85   | 0.01%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD6271 09-01-54                                                                      | CUSIP: 3132DT6G0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    17189189 | PA      | $17837564.84   | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS8783 08-01-54                                                                      | CUSIP: 3140XQXM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    16757979 | PA      | $17463339.13   | 0.02%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QJ4693 09-01-54                                                                      | CUSIP: 3133CVGA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     7119177 | PA      | $7419820.24    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QI9151 07-01-54                                                                      | CUSIP: 3133WGEY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    18833571 | PA      | $19628912.92   | 0.02%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS8762 08-01-54                                                                      | CUSIP: 3140XQWY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2272188 | PA      | $2364009.65    | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QI4365 04-01-54                                                                      | CUSIP: 3133WAZ68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2056821 | PA      | $2132972.85    | 0.00%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FP0015 09-01-50                                                                      | CUSIP: 3140XTAR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      182071 | PA      | $153817.39     | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QJ5733 10-01-54                                                                      | CUSIP: 3133CWLN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       25535 | PA      | $26133.57      | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8476 11-01-54                                                                      | CUSIP: 3132DWMZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       34279 | PA      | $35049.86      | 0.00%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QJ1440 08-01-54                                                                      | CUSIP: 3133CRS53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      470616 | PA      | $482524.58     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS7879 07-01-52                                                                      | CUSIP: 3140XPXH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    13572084 | PA      | $11448866.77   | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC0901 08-01-54                                                                      | CUSIP: 3140ANAB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6663119 | PA      | $6831728.92    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB2588 08-01-54                                                                      | CUSIP: 3140AB2W4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4560003 | PA      | $4665142.89    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB2535 07-01-54                                                                      | CUSIP: 3140ABY90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       57425 | PA      | $58801.85      | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DA2723 11-01-53                                                                      | CUSIP: 3140A3AZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       29205 | PA      | $29925.08      | 0.00%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB2541 08-01-54                                                                      | CUSIP: 3140ABZF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       27710 | PA      | $28355.83      | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8463 09-01-54                                                                      | CUSIP: 3132DWML4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1589273 | PA      | $1625114.28    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FP0060 10-01-50                                                                      | CUSIP: 3140XTB67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      940801 | PA      | $794801.89     | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB0517 05-01-51                                                                      | CUSIP: 3140QKSF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      824539 | PA      | $696461.75     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DA9742 03-01-54                                                                      | CUSIP: 3140YXZG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      260239 | PA      | $266477.28     | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU5890 12-01-51                                                                      | CUSIP: 3140M7RL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       63554 | PA      | $53867.97      | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT1339 07-01-51                                                                      | CUSIP: 3140LPPZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3297310 | PA      | $2791354.00    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM5713 02-01-51                                                                      | CUSIP: 3140X9K38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3542148 | PA      | $3012720.99    | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QB8934 02-01-51                                                                      | CUSIP: 3133AF4T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      156828 | PA      | $132632.80     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB3050 03-01-52                                                                      | CUSIP: 3140QNL83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      630271 | PA      | $532049.15     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD1345 10-01-51                                                                      | CUSIP: 3132DNP64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    26921669 | PA      | $22738230.45   | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB3110 03-01-47                                                                      | CUSIP: 3140QNN40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      226568 | PA      | $194794.56     | 0.00%             | 2047-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS5172 06-01-52                                                                      | CUSIP: 3140XLXA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1794485 | PA      | $1516702.31    | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 12-31-26                                                         | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    50000000 | PA      | $50325865.00   | 0.05%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.375% 12-31-29                                                        | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   253000000 | PA      | $259577114.50  | 0.27%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA6614 01-01-52                                                                      | CUSIP: 3133KNK36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       90966 | PA      | $76929.55      | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QB7147 01-01-51                                                                      | CUSIP: 3133AD5G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      815704 | PA      | $694009.61     | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 01-15-28                                                         | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10000000 | PA      | $10136767.00   | 0.01%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 01-31-27                                                        | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    69000000 | PA      | $69376091.40   | 0.07%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QB5608 11-01-50                                                                      | CUSIP: 3133ACGR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      442108 | PA      | $376518.72     | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 6.0 FS2493 09-01-29                                                                      | CUSIP: 3140XHXX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      469434 | PA      | $479520.36     | 0.00%             | 2029-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.375% 01-31-32                                                        | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    41000000 | PA      | $42140312.50   | 0.04%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 01-31-30                                                         | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2996000 | PA      | $3060016.13    | 0.00%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 12.35% 10-07-24/01-02-29                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-4301541.05   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.552% 10-07-24/10-07-29 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-237511.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.625% 02-15-35                                                        | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   286118900 | PA      | $297397220.64  | 0.31%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.625% 02-15-55                                                        | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   260697500 | PA      | $256218325.90  | 0.27%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 12.32% 10-07-24/01-02-29                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1463654.69   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX USD 3.948% 11-06-24/11-06-26 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $160217.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 02-15-28                                                         | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    18000000 | PA      | $18258046.20   | 0.02%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.75% 02-15-45                                                         | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   200842000 | PA      | $202128674.19  | 0.21%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 13.05% 11-06-24/01-02-29                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1062786.70   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 13.04% 11-06-24/01-02-29                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-595130.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.375% 02-15-55                                 | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   240293364 | PA      | $234689742.32  | 0.24%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 02-29-32                                                        | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   154346300 | PA      | $156459501.50  | 0.16%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 02-28-27                                                        | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   267039800 | PA      | $268656138.50  | 0.28%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| STATE OF VICTORIA AUSTRALIA                                                     | TREASURY CORP OF VICTORIA AUD 5.5% 09-15-39                                                        | CUSIP: N/A<br>LEI: 98450066F0AF9A5F9744       | Long             | DBT              | NUSS              | AU        |    22079000 | PA      | $14762637.58   | 0.02%             | 2039-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.75% 04-15-28                                                         | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      310600 | PA      | $311562.43     | 0.00%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.0% 04-30-32                                                          | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   285000000 | PA      | $286725589.50  | 0.30%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.901% 11-08-24/11-08-29 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-3454045.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 12.99% 11-06-24/01-02-29                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-725994.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.909% 11-08-24/11-08-29 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1161226.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 12.99% 11-06-24/01-02-29                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-648422.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.917% 11-08-24/11-08-29 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-593199.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.9195% 11-15-24/11-15-29 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1435477.89   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.75% 04-30-27                                                         | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   279020400 | PA      | $279428578.94  | 0.29%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 04-30-30                                                        | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   429435700 | PA      | $432179622.35  | 0.45%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 13.18% 11-13-24/01-02-29                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-349147.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 14.24% 12-10-24/01-02-29                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |           1 | NC      | $5174798.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.763% 12-12-24/12-12-29 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1504533.24   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.7815% 03-31-25/03-31-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1484283.51   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.794% 03-31-25/03-31-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-773391.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.796% 03-31-25/03-31-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-777050.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 14.5956% 03-27-25/01-02-29                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $11541238.76   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.797% 03-31-25/03-31-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-407550.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 14.585% 03-27-25/01-02-29                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $1363224.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.75% 05-15-55                                                         | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   241465000 | PA      | $242196566.51  | 0.25%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 05-15-35                                                         | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    67536000 | PA      | $68158600.88   | 0.07%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.75% 05-15-28                                                         | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3764100 | PA      | $3776247.88    | 0.00%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.25% 02-15-27                                                         | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3000000 | PA      | $2943298.80    | 0.00%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.0% 11-15-26                                                          | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    55600000 | PA      | $54556782.76   | 0.06%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.375% 05-15-27                                                        | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    41700000 | PA      | $40866800.64   | 0.04%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.0% 05-15-47                                                          | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    26000000 | PA      | $19800666.60   | 0.02%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS3619 05-01-52                                                                      | CUSIP: 3140XKAV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      259364 | PA      | $218924.97     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS4203 01-01-52                                                                      | CUSIP: 3140XKU57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5935257 | PA      | $5006780.96    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS4711 09-01-51                                                                      | CUSIP: 3140XLGV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1380817 | PA      | $1164824.27    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5107 08-01-53                                                                      | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   164535332 | PA      | $166246005.51  | 0.17%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8368 10-01-53                                                                      | CUSIP: 3132DWJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    76191962 | PA      | $78071389.24   | 0.08%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FS COMMERCIAL TRUST FS_23-4SZN                                                  | FS 2023-4SZN A 144A 7.06626% 11-10-39                                                              | CUSIP: 30334RAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16156000 | PA      | $16531820.87   | 0.02%             | 2039-11-10      | Fixed         | 7.07%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS5749 09-01-53                                                                      | CUSIP: 3140XML79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    29281008 | PA      | $30307980.37   | 0.03%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD8369 10-01-53                                                                      | CUSIP: 3132DWJN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     7039794 | PA      | $7287587.24    | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 QE5750 07-01-52                                                                      | CUSIP: 3133BFL73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    26588344 | PA      | $26519693.11   | 0.03%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BW1296 11-01-52                                                                      | CUSIP: 3140MSNN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    30071203 | PA      | $29872673.03   | 0.03%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGEBACKED SECURITIES TRUST GSMBS_23-PJ5                                 | GSMBS 2023-PJ5 A22 144A FRN 02-25-54                                                               | CUSIP: 36268ABL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7500000 | PA      | $7750110.00    | 0.01%             | 2054-02-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST HPA_21-2                                         | HPA 2021-2 A 144A 1.901% 12-17-26                                                                  | CUSIP: 43732VAT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    22642431 | PA      | $21997212.18   | 0.02%             | 2026-12-17      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 QF4623 12-01-52                                                                      | CUSIP: 3133BSD41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    75591694 | PA      | $75365372.38   | 0.08%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BW5057 12-01-52                                                                      | CUSIP: 3140MWTP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    18358112 | PA      | $18307884.66   | 0.02%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST HPA_22-1                                         | HPA 2022-1 A 144A 3.93% 04-17-39                                                                   | CUSIP: 43730NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      812704 | PA      | $808158.86     | 0.00%             | 2039-04-17      | Fixed         | 3.93%                 | Yes           |                  2 | On Loan: No      |
| MCAS 2024-01                                                                    | MCAS 2024-01 M7 144A FRN 07-25-54                                                                  | CUSIP: 62548RAA7<br>LEI: 254900QY3MMJFMNKXA93 | Long             | ABS-CBDO         | CORP              | US        |     3928919 | PA      | $3987467.43    | 0.00%             | 2054-07-25      | Variable      | 7.11%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 QF1352 10-01-52                                                                      | CUSIP: 3133BNQD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    22041864 | PA      | $21976995.18   | 0.02%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BW0958 07-01-52                                                                      | CUSIP: 3140MSB46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    20992916 | PA      | $20934388.08   | 0.02%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST MSRM_24-INV2                     | MSRM 2024-INV2 A1 144A FRN 02-25-54                                                                | CUSIP: 617939AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10880398 | PA      | $11074014.35   | 0.01%             | 2054-02-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST MSRM_24-INV3                     | MSRM 2024-INV3 A1 144A FRN 06-25-54                                                                | CUSIP: 61776GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8598190 | PA      | $8784951.61    | 0.01%             | 2054-06-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 FS5313 01-01-50                                                                      | CUSIP: 3140XL3X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   148894959 | PA      | $138826830.48  | 0.14%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5216 12-01-53                                                                      | CUSIP: 31418EYN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    30427003 | PA      | $31176390.09   | 0.03%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MFRA 2024-NQM3                                                                  | MFRA 2024-NQM3 A1 144A 5.722% 12-25-69                                                             | CUSIP: 55287GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    18678905 | PA      | $18853066.97   | 0.02%             | 2069-12-25      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| MSBAM 2025-5C1                                                                  | MSBAM 25-5C1 AS 6.011% 03-15-30                                                                    | CUSIP: 61778GAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2530000 | PA      | $2632189.23    | 0.00%             | 2058-03-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5166 10-01-53                                                                      | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    39368561 | PA      | $40339901.08   | 0.04%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5190 11-01-53                                                                      | CUSIP: 31418EXU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    57014546 | PA      | $57662288.51   | 0.06%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MCAS 2025-01                                                                    | MCAS 2025-01 M1 144A FRN 05-25-55                                                                  | CUSIP: 62549CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6309638 | PA      | $6349780.13    | 0.01%             | 2055-05-25      | Variable      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| MCAS 2025-01                                                                    | MCAS 2025-01 M2 144A FRN 05-25-55                                                                  | CUSIP: 62549CAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6296000 | PA      | $6344598.82    | 0.01%             | 2055-05-25      | Variable      | 7.46%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD4053 10-01-53                                                                      | CUSIP: 3132E0QE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     6615755 | PA      | $6787262.05    | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BV3083 02-01-52                                                                      | CUSIP: 3140MGM99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1608071 | PA      | $1301067.51    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MFA TRUST MFRA_25-NQM3                                                          | MFRA 2025-NQM3 A1 144A 5.261% 08-25-70                                                             | CUSIP: 58004LAA5<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-CBDO         | CORP              | US        |    16458762 | PA      | $16525600.87   | 0.02%             | 2070-08-25      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| MSRM 2025-NQM1                                                                  | MSRM 2025-NQM1 A1 144A FRN 11-25-69                                                                | CUSIP: 617932AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4748164 | PA      | $4789364.03    | 0.00%             | 2069-11-25      | Variable      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BV4172 03-01-52                                                                      | CUSIP: 3140MHT66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1705767 | PA      | $1379324.43    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BV4118 03-01-52                                                                      | CUSIP: 3140MHSG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      335377 | PA      | $271453.41     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT 19-2A                                  | NRZT 2019-2A A1 144A FRN 12-25-57                                                                  | CUSIP: 64830DAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1330365 | PA      | $1309217.41    | 0.00%             | 2057-12-25      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| NYMT 2024-CP1                                                                   | NYMT 2024-CP1 A1 144A FRN 02-25-68                                                                 | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5094757 | PA      | $4737013.04    | 0.00%             | 2068-02-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| NY 2025-299P                                                                    | NY 2025-299P A 144A FRN 02-10-47                                                                   | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6497000 | PA      | $6833395.17    | 0.01%             | 2047-02-10      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| NY 2025-299P                                                                    | NY 2025-299P B 144A FRN 02-10-47                                                                   | CUSIP: 62957FAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1848000 | PA      | $1926554.78    | 0.00%             | 2047-02-10      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8372 11-01-53                                                                      | CUSIP: 3132DWJR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     7906469 | PA      | $8001497.29    | 0.01%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BV8976 08-01-52                                                                      | CUSIP: 3140MN6N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4132883 | PA      | $4144603.57    | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 FS6769 01-01-53                                                                      | CUSIP: 3140XNQX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   107399803 | PA      | $107089310.09  | 0.11%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 FS5520 01-01-53                                                                      | CUSIP: 3140XMD29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    15674302 | PA      | $15280924.12   | 0.02%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RA8544 02-01-53                                                                      | CUSIP: 3133KQP59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    69273265 | PA      | $70272601.37   | 0.07%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ1441 05-01-54                                                                      | CUSIP: 3142GRS76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5634037 | PA      | $5870982.07    | 0.01%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ1429 05-01-54                                                                      | CUSIP: 3142GRST8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    63232057 | PA      | $64987568.70   | 0.07%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ1415 05-01-54                                                                      | CUSIP: 3142GRSD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    16023065 | PA      | $16296979.15   | 0.02%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ1448 05-01-54                                                                      | CUSIP: 3142GRTE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5695916 | PA      | $5757494.77    | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ1447 05-01-54                                                                      | CUSIP: 3142GRTD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    16763847 | PA      | $17458590.92   | 0.02%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ1431 05-01-54                                                                      | CUSIP: 3142GRSV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    10380604 | PA      | $10657714.03   | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ1435 04-01-54                                                                      | CUSIP: 3142GRSZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    12847835 | PA      | $13220023.94   | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ1512 05-01-54                                                                      | CUSIP: 3142GRVE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    34634270 | PA      | $35247226.95   | 0.04%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 CB8536 05-01-54                                                                      | CUSIP: 3140QUPW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    53662791 | PA      | $54612514.89   | 0.06%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 SD8390 11-01-53                                                                      | CUSIP: 3132DWKB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      290649 | PA      | $274299.45     | 0.00%             | 2053-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 MA5320 03-01-54                                                                      | CUSIP: 31418E4E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4663707 | PA      | $4400398.46    | 0.00%             | 2054-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QI0001 02-01-54                                                                      | CUSIP: 3133W6AA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1344982 | PA      | $1268774.39    | 0.00%             | 2054-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 CB4818 10-01-52                                                                      | CUSIP: 3140QQK87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2446158 | PA      | $2312487.80    | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 RA7918 09-01-52                                                                      | CUSIP: 3133KPYP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      289163 | PA      | $273451.71     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 CB4604 09-01-52                                                                      | CUSIP: 3140QQDJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      405266 | PA      | $382723.14     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QE8533 07-01-52                                                                      | CUSIP: 3133BJPS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      196765 | PA      | $186134.99     | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 BW9888 10-01-52                                                                      | CUSIP: 3140N27A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      187518 | PA      | $177242.30     | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 BW9778 06-01-53                                                                      | CUSIP: 3140N22L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      293288 | PA      | $276912.12     | 0.00%             | 2053-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB6768 07-01-53                                                                      | CUSIP: 3140QSQW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    56970430 | PA      | $59344615.79   | 0.06%             | 2053-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD5109 06-01-52                                                                      | CUSIP: 3132DSVA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4693692 | PA      | $3802115.47    | 0.00%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD5404 05-01-54                                                                      | CUSIP: 3132DTAD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    58422538 | PA      | $60711883.10   | 0.06%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ1726 06-01-54                                                                      | CUSIP: 3142GR4L1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    24996244 | PA      | $25976347.13   | 0.03%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD4966 02-01-54                                                                      | CUSIP: 3132DSQT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    34338703 | PA      | $35779589.22   | 0.04%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB3155 03-01-52                                                                      | CUSIP: 3140QNQH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    10500748 | PA      | $8497961.38    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS6986 07-01-52                                                                      | CUSIP: 3140XNXQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3221583 | PA      | $2607295.04    | 0.00%             | 2052-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QG0719 04-01-53                                                                      | CUSIP: 3133C0YQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2622782 | PA      | $2475051.26    | 0.00%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 FS3981 01-01-53                                                                      | CUSIP: 3140XKM72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    30182720 | PA      | $30639323.68   | 0.03%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD3083 06-01-53                                                                      | CUSIP: 3132DQM86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    20401840 | PA      | $20927717.95   | 0.02%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 MA5163 10-01-53                                                                      | CUSIP: 31418EWZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      827340 | PA      | $804437.35     | 0.00%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO/TX    | BBVA BANCOMER SA INST DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEX 144A LIFE SUB 7.625% 02-11-35/30 | CUSIP: 072912AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4290000 | PA      | $4523805.00    | 0.00%             | 2035-02-11      | Variable      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                                                  | BHP BILLITON FINANCE USA LTD SR UNSEC 5.3% 02-21-35                                                | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     6077000 | PA      | $6326959.16    | 0.01%             | 2035-02-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 FS3189 04-01-50                                                                      | CUSIP: 3140XJRK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    16167782 | PA      | $15544158.41   | 0.02%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5191 11-01-53                                                                      | CUSIP: 31418EXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    18126012 | PA      | $18567796.78   | 0.02%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 5.35% 08-15-32                                                           | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    28800000 | PA      | $29790777.60   | 0.03%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 5.625% 08-15-35                                                          | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    32322000 | PA      | $33604343.03   | 0.03%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8373 11-01-53                                                                      | CUSIP: 3132DWJS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    19150420 | PA      | $19633967.84   | 0.02%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB7344 10-01-53                                                                      | CUSIP: 3140QTES4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    33253181 | PA      | $34109251.34   | 0.04%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8367 10-01-53                                                                      | CUSIP: 3132DWJL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    24876806 | PA      | $25171745.71   | 0.03%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 6.25% 08-15-55                                                           | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    37660000 | PA      | $39406369.52   | 0.04%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 5.464% 05-09-36/35                                                   | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    12474000 | PA      | $13011354.97   | 0.01%             | 2036-05-09      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 144A LIFE SR NON PREF 6.027% 05-28-36/35                                                   | CUSIP: 056121AB2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    28521000 | PA      | $30052492.14   | 0.03%             | 2036-05-28      | Variable      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 144A LIFE SR NON PREF 5.389% 05-28-31/30                                                   | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    23408000 | PA      | $24026158.46   | 0.02%             | 2031-05-28      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP                                                    | BANK OF NEW YORK MELLON CORP SR UNSEC 5.316% 06-06-36/35                                           | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    14000000 | PA      | $14491288.00   | 0.02%             | 2036-06-06      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP                                                    | BANK OF NEW YORK MELLON CORP SR UNSEC 4.441% 06-09-28/27                                           | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4028580.00    | 0.00%             | 2028-06-09      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                               | BROWN & BROWN INC SR UNSEC 5.25% 06-23-32                                                          | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     5133000 | PA      | $5267217.68    | 0.01%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                               | BROWN & BROWN INC SR UNSEC 4.9% 06-23-30                                                           | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    13746000 | PA      | $13941646.82   | 0.01%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                               | BROWN & BROWN INC SR UNSEC 5.55% 06-23-35                                                          | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    44786000 | PA      | $46105888.21   | 0.05%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                               | BROWN & BROWN INC SR UNSEC 6.25% 06-23-55                                                          | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    24803000 | PA      | $26120014.50   | 0.03%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC SR UNSEC 5.2% 07-15-35                                                                | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    78977000 | PA      | $81424260.30   | 0.08%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC SR UNSEC 5.86% 08-11-46/45                                                            | CUSIP: 06738EDE2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     3300000 | PA      | $3392538.60    | 0.00%             | 2046-08-11      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MEXICO HOLDINGS SA DE CV                                         | BUFFALO ENERGY MEXICO HOLDINGS REG S SR SEC 1ST LIEN SF 7.875% 02-15-39                            | CUSIP: N/A<br>LEI: 254900881F7MS73FUK11       | Long             | DBT              | CORP              | MX        |     7412088 | PA      | $8021613.56    | 0.01%             | 2039-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| BUFFALO ENERGY MEXICO HOLDINGS SA DE CV                                         | BUFFALO ENERGY MEXICO HOLDINGS SA 144A LIFE SR SEC 1ST LIEN SF 7.875% 02-15-39                     | CUSIP: 11952AAA0<br>LEI: 254900881F7MS73FUK11 | Long             | DBT              | CORP              | MX        |      825776 | PA      | $893683.12     | 0.00%             | 2039-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| BLOCK INC                                                                       | BLOCK INC 144A LIFE SR UNSEC 5.625% 08-15-30                                                       | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     9080000 | PA      | $9206284.64    | 0.01%             | 2030-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| BLOCK INC                                                                       | BLOCK INC 144A LIFE SR UNSEC 6.0% 08-15-33                                                         | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     5815000 | PA      | $5958746.80    | 0.01%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                                                  | BHP BILLITON FINANCE USA LTD SR UNSEC 5.75% 09-05-55                                               | CUSIP: 055451BM9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    22658000 | PA      | $23567424.15   | 0.02%             | 2055-09-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 AE1290 02-01-42                                                                      | CUSIP: 31419BNG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      124714 | PA      | $127099.11     | 0.00%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BH2848 05-01-47                                                                      | CUSIP: 3140GREW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      114382 | PA      | $106871.34     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 CA2850 12-01-48                                                                      | CUSIP: 3140QAEY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1082223 | PA      | $1047684.66    | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BE8742 05-01-47                                                                      | CUSIP: 3140FUWC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      248704 | PA      | $233346.42     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 FM1443 09-01-49                                                                      | CUSIP: 3140X4S98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4957114 | PA      | $4636393.33    | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.0 Q55971 05-01-48                                                                          | CUSIP: 3132XYT56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      424442 | PA      | $405881.19     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 AR1512 01-01-43                                                                      | CUSIP: 3138NXVE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      417439 | PA      | $394499.13     | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q54709 03-01-48                                                                          | CUSIP: 3132XXGT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      827220 | PA      | $771725.57     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q56590 06-01-48                                                                          | CUSIP: 3132Y0KC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      464049 | PA      | $434257.27     | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 AE1248 06-01-41                                                                      | CUSIP: 31419BL60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       37489 | PA      | $38321.52      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q56589 06-01-48                                                                          | CUSIP: 3132Y0KB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      253100 | PA      | $237009.30     | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 CA4151 09-01-49                                                                      | CUSIP: 3140QBTH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8820127 | PA      | $8268357.86    | 0.01%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.0 Q15874 02-01-43                                                                          | CUSIP: 3132J66L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21974 | PA      | $21286.46      | 0.00%             | 2043-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BE5017 02-01-45                                                                      | CUSIP: 3140FQSF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1051374 | PA      | $988997.08     | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 Q58378 09-01-48                                                                          | CUSIP: 3132Y2JY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      703753 | PA      | $694373.67     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 AY1829 12-01-44                                                                      | CUSIP: 3138YFA79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       92652 | PA      | $87443.17      | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 AT0412 03-01-43                                                                      | CUSIP: 3138WMN64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      193665 | PA      | $182418.84     | 0.00%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q51622 10-01-47                                                                          | CUSIP: 3132XTYU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      844335 | PA      | $778279.95     | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q47615 04-01-47                                                                          | CUSIP: 3132WMN91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      839571 | PA      | $775577.62     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 AT3954 04-01-43                                                                      | CUSIP: 3138WRMC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       79241 | PA      | $75082.55      | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.0 Q56599 06-01-48                                                                          | CUSIP: 3132Y0KM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      624770 | PA      | $601708.75     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q18236 05-01-43                                                                          | CUSIP: 3132J9S25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      579721 | PA      | $549601.58     | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BE8740 05-01-47                                                                      | CUSIP: 3140FUWA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      895555 | PA      | $837225.51     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q54782 03-01-48                                                                          | CUSIP: 3132XXJ42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      393902 | PA      | $367122.09     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 Q57242 07-01-48                                                                          | CUSIP: 3132Y1BL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      298283 | PA      | $294068.86     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 AJ1873 10-01-41                                                                      | CUSIP: 3138ATCK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      138724 | PA      | $135283.94     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q55060 04-01-48                                                                          | CUSIP: 3132XXTS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      160283 | PA      | $148895.20     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q54698 03-01-48                                                                          | CUSIP: 3132XXGG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      215945 | PA      | $200711.63     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 AL3829 06-01-43                                                                      | CUSIP: 3138ELHF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1758074 | PA      | $1664813.30    | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 Q58436 09-01-48                                                                          | CUSIP: 3132Y2LS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1081036 | PA      | $1070587.76    | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SCRT SCRT_17-3                                                    | SCRT 2017-3 HT 3.25% 07-25-56                                                                      | CUSIP: 35563PBX6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      984473 | PA      | $873503.48     | 0.00%             | 2056-07-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SCRT SCRT_17-3                                                    | SCRT 2017-3 MT 3.0% 07-25-56                                                                       | CUSIP: 35563PBS7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     4909177 | PA      | $4305431.52    | 0.00%             | 2056-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_18-1SC                                                        | SCRT 2018-1 HT 3.0% 05-25-57                                                                       | CUSIP: 35563PDT3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     5160885 | PA      | $4426702.96    | 0.00%             | 2057-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K105                       | FHMS K105 A2 (MF) 1.872% 03-25-53                                                                  | CUSIP: 3137FRUJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       23000 | PA      | $21114.55      | 0.00%             | 2053-03-25      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BN6708 06-01-49                                                                      | CUSIP: 3140JPN27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6766685 | PA      | $6335911.05    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.5 AY1948 01-01-30                                                                      | CUSIP: 3138YFEW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      115994 | PA      | $114522.87     | 0.00%             | 2030-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.5 AZ0554 10-01-30                                                                      | CUSIP: 3138YRTL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      174131 | PA      | $171652.74     | 0.00%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD0187 01-01-50                                                                      | CUSIP: 3132DMF42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    10208560 | PA      | $9206508.51    | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CA5506 04-01-50                                                                      | CUSIP: 3140QDDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    34145129 | PA      | $30688549.00   | 0.03%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BP1954 04-01-50                                                                      | CUSIP: 3140K9E47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    14419913 | PA      | $13350590.23   | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS QA1885 08-01-49                                                                          | CUSIP: 31334YCW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3657780 | PA      | $3401988.00    | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CA5338 03-01-50                                                                      | CUSIP: 3140QC4Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    10368932 | PA      | $9159987.01    | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 RA2319 03-01-50                                                                      | CUSIP: 3133KHSG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    16411892 | PA      | $14590352.53   | 0.02%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD7517 05-01-50                                                                      | CUSIP: 3132DVK61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    23705840 | PA      | $21262739.84   | 0.02%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 5.0 A87873 08-01-39                                                                          | CUSIP: 312934XA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1536466 | PA      | $1566849.74    | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | 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        |       23741 | PA      | $24045.31      | 0.00%             | 2038-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES FKH_20-SFR2                                                      | FKH 2020-SFR2 A 144A 1.266% 10-19-37                                                               | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17103950 | PA      | $17024433.83   | 0.02%             | 2037-10-19      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 889982 11-01-38                                                                      | CUSIP: 31410KXK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       11784 | PA      | $12234.84      | 0.00%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 2.0 MA4364 06-01-41                                                                      | CUSIP: 31418DZ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    82997233 | PA      | $71844479.52   | 0.07%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 2.0 RB5118 07-01-41                                                                      | CUSIP: 3133KYVK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    87634822 | PA      | $75758725.79   | 0.08%             | 2041-07-01      | Fixed         | 2.00%                 | 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        |    28392269 | PA      | $24699883.07   | 0.03%             | 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        |       57327 | PA      | $53530.38      | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K742                             | FHMS K742 A2 (MF) 1.76% 03-25-28                                                                   | CUSIP: 3137FYZK5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     3000000 | PA      | $2854887.00    | 0.00%             | 2028-03-25      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                    | CAIXABANK SA 144A LIFE SR NON PREF 5.581% 07-03-36/35                                              | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    34181000 | PA      | $35028859.71   | 0.04%             | 2036-07-03      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                                                    | CAIXABANK SA 144A LIFE SR NON PREF 4.885% 07-03-31/30                                              | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    14000000 | PA      | $14148918.00   | 0.01%             | 2031-07-03      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI3 5.5 BF0320 01-01-49                                                                         | CUSIP: 3140FXLA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4399781 | PA      | $4573888.99    | 0.00%             | 2049-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.0 Q47620 04-01-47                                                                          | CUSIP: 3132WMPE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5686976 | PA      | $5505868.72    | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                    | CAIXABANK SA 144A LIFE SR NON PREF 4.634% 07-03-29/28                                              | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    15000000 | PA      | $15108600.00   | 0.02%             | 2029-07-03      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                   | CARNIVAL CORP 144A LIFE SR UNSEC 5.75% 08-01-32                                                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    56125000 | PA      | $57187334.00   | 0.06%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FM7694 06-01-51                                                                      | CUSIP: 3140XBRQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    16014752 | PA      | $14314593.45   | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 G67700 08-01-46                                                                          | CUSIP: 3132XCRV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3968941 | PA      | $3720973.31    | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                          | CHUBB INA HOLDINGS LLC SR UNSEC 4.9% 08-15-35                                                      | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $12075924.00   | 0.01%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 5.45% 09-15-35                                                            | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    53914000 | PA      | $54887902.50   | 0.06%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 G60238 10-01-45                                                                          | CUSIP: 31335AHP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    10609601 | PA      | $9992185.50    | 0.01%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 6.25% 09-15-65                                                            | CUSIP: 126650EM8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     5085000 | PA      | $5175823.19    | 0.01%             | 2065-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 5.0% 09-15-32                                                             | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    46173000 | PA      | $46756303.51   | 0.05%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 6.2% 09-15-55                                                             | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    54897000 | PA      | $56540341.70   | 0.06%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                            | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.85% 12-01-35                                | CUSIP: 161175CS1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    11070000 | PA      | $11179914.03   | 0.01%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                            | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.7% 12-01-55                                 | CUSIP: 161175CT9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     3239000 | PA      | $3279824.36    | 0.00%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                 | CIGNA GROUP SR UNSEC 5.25% 01-15-36                                                                | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    40500000 | PA      | $41032008.00   | 0.04%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                 | CIGNA GROUP SR UNSEC 6.0% 01-15-56                                                                 | CUSIP: 125523DA5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    20442000 | PA      | $21220799.32   | 0.02%             | 2056-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                            | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 7.62% 01-15-34                                             | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     2845000 | PA      | $2933365.70    | 0.00%             | 2034-01-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 5.174% 09-11-36/35                                                          | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    15789000 | PA      | $15955384.48   | 0.02%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 4.503% 09-11-31/30                                                          | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    25975000 | PA      | $25995026.73   | 0.03%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINANCIAL GROUP INC SR UNSEC 5.376% 05-26-30/29                                             | CUSIP: 60687YDD8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    15000000 | PA      | $15507555.00   | 0.02%             | 2030-05-26      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                        | MICROCHIP TECHNOLOGY INC SR UNSEC 5.05% 03-15-29                                                   | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    20525000 | PA      | $20985457.85   | 0.02%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORP                                                                   | M&T BANK CORP SR UNSEC 6.082% 03-13-32/31                                                          | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     7154000 | PA      | $7606991.28    | 0.01%             | 2032-03-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                             | MEDLINE BORROWER LP 144A LIFE SR SEC 1ST LIEN 6.25% 04-01-29                                       | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     5194000 | PA      | $5332446.07    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO SR UNSEC 6.338% 10-30-26/25                                                    | CUSIP: 025816DL0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     4374000 | PA      | $4381523.28    | 0.00%             | 2026-10-30      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO SR UNSEC 6.489% 10-30-31/30                                                    | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     8649000 | PA      | $9482287.91    | 0.01%             | 2031-10-30      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                                         | BECTON DICKINSON & CO SR UNSEC 4.874% 02-08-29                                                     | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10200430.00   | 0.01%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                  | BNP PARIBAS SA 144A LIFE SR NON PREF 5.497% 05-20-30/29                                            | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    88800000 | PA      | $91866974.40   | 0.10%             | 2030-05-20      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                                        | MET TOWER GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 5.25% 04-12-29                              | CUSIP: 58989V2H6<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $12424788.00   | 0.01%             | 2029-04-12      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 5.258% 04-17-30/29                                     | CUSIP: 606822DE1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    10000000 | PA      | $10319230.00   | 0.01%             | 2030-04-17      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 5.652% 04-13-28/27                                                         | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2594000 | PA      | $2652624.40    | 0.00%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 5.656% 04-18-30/29                                                         | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    31689000 | PA      | $33098019.70   | 0.03%             | 2030-04-18      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.2% 02-22-34                                                     | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    87310000 | PA      | $90573385.87   | 0.09%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.1% 02-22-31                                                     | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     8299000 | PA      | $8632711.09    | 0.01%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO SR UNSEC 4.9% 02-22-29                                                     | CUSIP: 110122EF1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15405810.00   | 0.02%             | 2029-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.55% 02-22-54                                                    | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    36405000 | PA      | $36309182.04   | 0.04%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.65% 02-22-64                                                    | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    16350000 | PA      | $16227309.60   | 0.02%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 5.834% 02-20-31                                                          | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     4243000 | PA      | $4489543.76    | 0.00%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 6.0% 02-20-34                                                            | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    15700000 | PA      | $16778998.20   | 0.02%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP                                                    | BANK OF NEW YORK MELLON CORP SR UNSEC 4.975% 03-14-30/29                                           | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    20345000 | PA      | $20910285.83   | 0.02%             | 2030-03-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                                              | BAYTEX ENERGY CORP 144A LIFE SR UNSEC 7.375% 03-15-32                                              | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |     3610000 | PA      | $3537175.47    | 0.00%             | 2032-03-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                 | BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.125% 03-26-29                                                 | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     5445000 | PA      | $5609319.21    | 0.01%             | 2029-03-26      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 5.831% 04-19-35/34                                                         | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    12622000 | PA      | $13460138.67   | 0.01%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC SR UNSEC 4.875% 05-09-34                                                            | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     6040000 | PA      | $6187243.12    | 0.01%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                 | BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.25% 03-26-31                                                  | CUSIP: 05523RAK3<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     1593000 | PA      | $1652726.35    | 0.00%             | 2031-03-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                | BANK OF MONTREAL SR UNSEC 4.35% 09-22-31/30                                                        | CUSIP: 06368MXV1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    31492000 | PA      | $31350978.82   | 0.03%             | 2031-09-22      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALD'S CORP SR UNSEC 5.0% 05-17-29                                                             | CUSIP: 58013MFX7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     7788000 | PA      | $8021764.61    | 0.01%             | 2029-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC SR UNSEC 5.3% 12-15-34                                                                 | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4163076.00    | 0.00%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                | BANK OF MONTREAL SR UNSEC 4.062% 09-22-28/27                                                       | CUSIP: 06368MXU3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      903000 | PA      | $902040.11     | 0.00%             | 2028-09-22      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 4.625% 03-22-33                                                          | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    16219000 | PA      | $16057280.35   | 0.02%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINANCIAL GROUP INC SR UNSEC 5.594% 07-10-35/34                                             | CUSIP: 60687YDG1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    11000000 | PA      | $11523831.00   | 0.01%             | 2035-07-10      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                          | MORGAN STANLEY BANK NA SR UNSEC 4.968% 07-14-28/27                                                 | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3552419.50    | 0.00%             | 2028-07-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC SR UNSEC 4.8% 02-15-36                                                                | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    17088000 | PA      | $17042750.98   | 0.02%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC SR UNSEC 4.2% 10-15-30                                                                | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4992740.00    | 0.01%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 5.32% 07-19-35/34                                                          | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    16861000 | PA      | $17404092.81   | 0.02%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC SR UNSEC 5.4% 08-15-54                                                          | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    22000000 | PA      | $21752896.00   | 0.02%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                      | MARRIOTT INTERNATIONAL INC SR UNSEC 5.35% 03-15-35                                                 | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5116005.00    | 0.01%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC SR UNSEC 4.55% 01-15-35                                                             | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    14992000 | PA      | $14968567.50   | 0.02%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MEIJI YASUDA LIFE INSURANCE CO                                                  | MEIJI YASUDA LIFE INSURANCE CO 144A LIFE SUB (H) 5.8% 09-11-54/34                                  | CUSIP: 585270AD3<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |     6000000 | PA      | $6133542.00    | 0.01%             | 2054-09-11      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                                            | MATADOR RESOURCES CO 144A LIFE SR UNSEC 6.25% 04-15-33                                             | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2014398.00    | 0.00%             | 2033-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 4.654% 10-18-30/29                                                         | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    42304000 | PA      | $42779412.35   | 0.04%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                  | MARSH & MCLENNAN COS INC SR UNSEC 5.4% 03-15-55                                                    | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    18947000 | PA      | $18595627.89   | 0.02%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 CB6012 04-01-53                                                                      | CUSIP: 3140QRVE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      550762 | PA      | $519669.33     | 0.00%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM6856 04-01-51                                                                      | CUSIP: 3140XATN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3172262 | PA      | $2700607.09    | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB0844 06-01-51                                                                      | CUSIP: 3140QK5E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    12082610 | PA      | $10192563.95   | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BQ6335 11-01-50                                                                      | CUSIP: 3140KSBD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      887421 | PA      | $748813.84     | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 FS7990 02-01-54                                                                      | CUSIP: 3140XP2Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1140268 | PA      | $1077024.28    | 0.00%             | 2054-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QB2781 09-01-50                                                                      | CUSIP: 3133A9CS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       15890 | PA      | $13486.13      | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD0975 04-01-51                                                                      | CUSIP: 3132DNCL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      200934 | PA      | $169501.93     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BR8465 04-01-51                                                                      | CUSIP: 3140L7MP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       67288 | PA      | $57234.40      | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB7242 10-01-53                                                                      | CUSIP: 3140QTBL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5316559 | PA      | $5515972.41    | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 RJ3017 12-01-54                                                                      | CUSIP: 3142GTK70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    39995036 | PA      | $39746787.17   | 0.04%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 RJ3012 12-01-54                                                                      | CUSIP: 3142GTK21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    18395637 | PA      | $18340780.83   | 0.02%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ3078 12-01-54                                                                      | CUSIP: 3142GTM45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    13218310 | PA      | $13434429.12   | 0.01%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 FS9025 09-01-54                                                                      | CUSIP: 3140XRA39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    22063237 | PA      | $22432973.10   | 0.02%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 MA5552 12-01-54                                                                      | CUSIP: 31418FE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    83045938 | PA      | $82446512.81   | 0.09%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 FS9507 02-01-54                                                                      | CUSIP: 3140XRR56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    23574056 | PA      | $22965326.35   | 0.02%             | 2054-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 FS9508 03-01-54                                                                      | CUSIP: 3140XRR64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    13061261 | PA      | $12715894.87   | 0.01%             | 2054-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 SD6706 01-01-54                                                                      | CUSIP: 3132DUNX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    48434324 | PA      | $47138609.07   | 0.05%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5587 01-01-55                                                                      | CUSIP: 31418FF51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    23085035 | PA      | $23609989.07   | 0.02%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 RA6816 02-01-52                                                                      | CUSIP: 3133KNSD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    15291826 | PA      | $12340427.11   | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD7060 09-01-52                                                                      | CUSIP: 3132DUZZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       96449 | PA      | $78045.47      | 0.00%             | 2052-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 MA5612 02-01-55                                                                      | CUSIP: 31418FGW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7879387 | PA      | $7649041.21    | 0.01%             | 2055-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 RJ3264 02-01-55                                                                      | CUSIP: 3142GTTW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    19060310 | PA      | $18503082.24   | 0.02%             | 2055-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8507 02-01-55                                                                      | CUSIP: 3132DWNY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    46595914 | PA      | $47673957.36   | 0.05%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8506 02-01-55                                                                      | CUSIP: 3132DWNX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    50796354 | PA      | $51261800.60   | 0.05%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8516 03-01-55                                                                      | CUSIP: 3132DWN90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    39968341 | PA      | $40877261.42   | 0.04%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD7486 11-01-52                                                                      | CUSIP: 3132DVJ71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      201862 | PA      | $171031.97     | 0.00%             | 2052-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                                              | CROWN AMERICAS LLC SR UNSEC 4.25% 09-30-26                                                         | CUSIP: 22819KAB6<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3983188.00    | 0.00%             | 2026-09-30      | Fixed         | 4.25%                 | 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        |     7281000 | PA      | $7155220.73    | 0.01%             | 2028-04-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 SD8503 02-01-55                                                                      | CUSIP: 3132DWNU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3629803 | PA      | $3424091.00    | 0.00%             | 2055-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 MA5643 03-01-55                                                                      | CUSIP: 31418FHV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    16398119 | PA      | $15464934.38   | 0.02%             | 2055-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                            | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 4.2% 03-15-28                                 | CUSIP: 161175BK9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9955740.00    | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                              | CENOVUS ENERGY INC SR UNSEC 5.25% 06-15-37                                                         | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      822000 | PA      | $802833.43     | 0.00%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 SD8512 03-01-55                                                                      | CUSIP: 3132DWN58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1670299 | PA      | $1575245.23    | 0.00%             | 2055-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8496 01-01-55                                                                      | CUSIP: 3132DWNM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    26360058 | PA      | $26959406.39   | 0.03%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                              | CENOVUS ENERGY INC SR UNSEC 5.4% 06-15-47                                                          | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    12727000 | PA      | $11739028.44   | 0.01%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 144A LIFE SR UNSEC 3.869% 01-12-29/28                                                 | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     5485000 | PA      | $5439644.54    | 0.01%             | 2029-01-12      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5615 02-01-55                                                                      | CUSIP: 31418FGZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    93013483 | PA      | $95122377.66   | 0.10%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5647 03-01-55                                                                      | CUSIP: 31418FHZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    42799248 | PA      | $43769635.66   | 0.05%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC SR UNSEC 4.1% 02-15-48                                                    | CUSIP: 21036PAZ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $789756.00     | 0.00%             | 2048-02-15      | Fixed         | 4.10%                 | 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        |     2460000 | PA      | $2450797.14    | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD8491 12-01-54                                                                      | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    13283203 | PA      | $13187324.36   | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QX6698 02-01-55                                                                      | CUSIP: 31426CNQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2967687 | PA      | $3084575.62    | 0.00%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                              | CONAGRA BRANDS INC SR UNSEC 4.6% 11-01-25                                                          | CUSIP: 205887CB6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     6110000 | PA      | $6108258.65    | 0.01%             | 2025-11-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                        | CONSUMERS ENERGY CO SR SEC 1ST LIEN 3.8% 11-15-28                                                  | CUSIP: 210518DC7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      593000 | PA      | $590015.43     | 0.00%             | 2028-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DD4797 02-01-55                                                                      | CUSIP: 3140B5KK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      926234 | PA      | $973987.92     | 0.00%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QJ0143 07-01-54                                                                      | CUSIP: 3133CQEQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       18958 | PA      | $19725.81      | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMPETITION TEAM TECHNOLOGIES LTD                                               | COMPETITION TEAM TECHNOLOGIES LTD REG S SR UNSEC 4.25% 03-12-29                                    | CUSIP: N/A<br>LEI: 254900B6P01H4XAT6880       | Long             | DBT              | CORP              | BS        |     3000000 | PA      | $3006801.00    | 0.00%             | 2029-03-12      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                | CCO HOLDINGS LLC 144A SR UNSEC 5.375% 06-01-29                                                     | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2684034.90    | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QH7176 12-01-53                                                                      | CUSIP: 3133CK6M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       43973 | PA      | $45484.24      | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5674 04-01-55                                                                      | CUSIP: 31418FJU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    72285086 | PA      | $73895959.51   | 0.08%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                               | CLEAN HARBORS INC 144A LIFE SR UNSEC 5.125% 07-15-29                                               | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9925600.00    | 0.01%             | 2029-07-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                               | CLEAN HARBORS INC 144A LIFE SR UNSEC 4.875% 07-15-27                                               | CUSIP: 184496AN7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1099995.60    | 0.00%             | 2027-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 RJ2664 10-01-54                                                                      | CUSIP: 3142GS6A1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      180115 | PA      | $179176.47     | 0.00%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 RJ2836 11-01-54                                                                      | CUSIP: 3142GTEJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       98653 | PA      | $97940.59      | 0.00%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                            | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.125% 07-01-49                               | CUSIP: 161175BS2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     5900000 | PA      | $4881866.50    | 0.01%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 3.25% 08-15-29                                                            | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    10362000 | PA      | $9935593.34    | 0.01%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RQ0022 05-01-55                                                                      | CUSIP: 3142J6AY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    11277581 | PA      | $11378278.78   | 0.01%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8533 05-01-55                                                                      | CUSIP: 3132DWPS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    88239003 | PA      | $89026889.28   | 0.09%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 MA5670 04-01-55                                                                      | CUSIP: 31418FJQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    22588117 | PA      | $21302672.05   | 0.02%             | 2055-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QJ8523 11-01-54                                                                      | CUSIP: 3133D0PG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       40318 | PA      | $40716.99      | 0.00%             | 2054-11-01      | Fixed         | 5.50%                 | 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        |     1515000 | PA      | $1045981.76    | 0.00%             | 2050-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP SR UNSEC 2.4% 02-15-30                                                                    | CUSIP: 126408HQ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    11598000 | PA      | $10804847.57   | 0.01%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 DC9986 01-01-55                                                                      | CUSIP: 3140AYCY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      476134 | PA      | $480385.78     | 0.00%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QJ8904 11-01-54                                                                      | CUSIP: 3133D03M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      276956 | PA      | $279493.52     | 0.00%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                | CCO HOLDINGS LLC 144A SR UNSEC 4.75% 03-01-30                                                      | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9665000 | PA      | $9281753.76    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CK HUTCHISON INTERNATIONAL (19) (II) LTD                                        | CK HUTCHISON INTERNATIONAL 19 II LTD REG S SR UNSEC 3.375% 09-06-49                                | CUSIP: N/A<br>LEI: 2549000ZHWNMHC09DR77       | Long             | DBT              | CORP              | KY        |     3700000 | PA      | $2723410.90    | 0.00%             | 2049-09-06      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 SD8521 04-01-55                                                                      | CUSIP: 3132DWPE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    26870877 | PA      | $25341709.27   | 0.03%             | 2055-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QY0231 04-01-55                                                                      | CUSIP: 31426JHH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      714912 | PA      | $674226.90     | 0.00%             | 2055-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                                    | CALPINE CORP 144A LIFE SR SEC 1ST LIEN 4.5% 02-15-28                                               | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3985784.00    | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 2.666% 01-29-31/30                                                          | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    12520000 | PA      | $11640632.76   | 0.01%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QY2903 05-01-55                                                                      | CUSIP: 31426MGM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2924115 | PA      | $2757703.24    | 0.00%             | 2055-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD8505 02-01-55                                                                      | CUSIP: 3132DWNW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    12435754 | PA      | $12345992.90   | 0.01%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                | CCO HOLDINGS LLC 144A SR UNSEC 4.5% 08-15-30                                                       | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    18675000 | PA      | $17649649.13   | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5700 05-01-55                                                                      | CUSIP: 31418FKN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   166467684 | PA      | $167954074.14  | 0.17%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5646 03-01-55                                                                      | CUSIP: 31418FHY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4162652 | PA      | $4200794.28    | 0.00%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8515 03-01-55                                                                      | CUSIP: 3132DWN82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1299797 | PA      | $1311706.90    | 0.00%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 DC5604 10-01-54                                                                      | CUSIP: 3140ATGN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1142944 | PA      | $1153946.98    | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SL0796 04-01-55                                                                      | CUSIP: 31427M3E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    14265292 | PA      | $14591810.12   | 0.02%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC7035 12-01-54                                                                      | CUSIP: 3140AUY98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7895774 | PA      | $8073981.66    | 0.01%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QX4065 01-01-55                                                                      | CUSIP: 31425YQT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4998379 | PA      | $5111707.48    | 0.01%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD0835 01-01-55                                                                      | CUSIP: 3140B04V7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7321181 | PA      | $7486046.45    | 0.01%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FARM MORTGAGE TRUST FARM_25-1                                                   | FARM 2025-1 A1 144A FRN 08-01-55                                                                   | CUSIP: 30768CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     2892553 | PA      | $2922057.09    | 0.00%             | 2055-08-01      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 MA5671 04-01-55                                                                      | CUSIP: 31418FJR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    30253140 | PA      | $29361610.29   | 0.03%             | 2055-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST NYC_25-3BP                                        | NYC 2025-3BP B 144A FRN 02-15-42                                                                   | CUSIP: 67120UAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11881000 | PA      | $11877780.25   | 0.01%             | 2042-02-15      | Variable      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| NRZT 2025-NQM2                                                                  | NRZT 2025-NQM2 A1 144A 5.566% 04-25-65                                                             | CUSIP: 64831XAC2<br>LEI: 2138006ZAYPD4ZHQYX81 | Long             | ABS-CBDO         | CORP              | US        |     3635993 | PA      | $3675694.40    | 0.00%             | 2065-04-25      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| ONE MARKET PLAZA TRUST OMPT_17-1MKT                                             | OMPT 2017-1MKT A 144A 3.6139% 02-10-32                                                             | CUSIP: 68245HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4543385 | PA      | $4405888.61    | 0.00%             | 2032-02-10      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_2023-NQM4                                          | OBX 2023-NQM4 A1 144A 6.113% 03-25-63                                                              | CUSIP: 67448GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5227695 | PA      | $5251188.09    | 0.01%             | 2063-03-25      | Variable      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_24-NMQ1                                            | OBX 2024-NQM1 A1 144A 5.928% 11-25-63                                                              | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-CBDO         | CORP              | US        |     5720067 | PA      | $5770901.03    | 0.01%             | 2063-11-25      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-HYB1                                                                   | OBX 2024-HYB1 A1 144A FRN 03-25-53                                                                 | CUSIP: 67448MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8272494 | PA      | $8146983.50    | 0.01%             | 2053-03-25      | Variable      | 3.63%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM4                                                                   | OBX 2024-NQM4 A1 144A 6.067% 01-25-64                                                              | CUSIP: 67118TAA2<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-CBDO         | CORP              | US        |    32558273 | PA      | $32922567.48   | 0.03%             | 2064-01-25      | Variable      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-HYB2                                                                   | OBX 2024-HYB2 A1 144A FRN 04-25-53                                                                 | CUSIP: 67118RAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13677758 | PA      | $13478349.54   | 0.01%             | 2053-04-25      | Variable      | 3.69%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM5                                                                   | OBX 2024-NQM5 A1 144A 5.988% 03-25-28                                                              | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-CBDO         | CORP              | US        |    16767738 | PA      | $16946448.37   | 0.02%             | 2028-03-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC TRUST OBX_23-NQM5                                      | OBX 2023-NQM5 A1A 144A 6.567% 06-25-63                                                             | CUSIP: 673919AL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11951546 | PA      | $12047648.49   | 0.01%             | 2063-06-25      | Variable      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM6                                                                   | OBX 2024-NQM6 A1 144A 6.447% 02-25-64                                                              | CUSIP: 67118XAA3<br>LEI: 254900LMIQVUH9BFZJ05 | Long             | ABS-CBDO         | CORP              | US        |     7291989 | PA      | $7411920.09    | 0.01%             | 2064-02-25      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM7                                            | OBX 2024-NQM7 A1 144A 6.243% 03-25-64                                                              | CUSIP: 67119FAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    21890241 | PA      | $22196901.70   | 0.02%             | 2064-03-25      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM8                                                                   | OBX 2024-NQM8 A1 144A 6.233% 05-25-64                                                              | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-CBDO         | CORP              | US        |    18848185 | PA      | $19126233.44   | 0.02%             | 2064-05-25      | Variable      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST OBX_22-NQM6                                                           | OBX 2022-NQM6 A1 144A 4.7% 07-25-62                                                                | CUSIP: 67116VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    33996277 | PA      | $33970848.15   | 0.04%             | 2062-07-25      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST OBX_22-NQM5                                                           | OBX 2022-NQM5 A1 144A 4.31% 05-25-62                                                               | CUSIP: 67115FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    44246045 | PA      | $43883713.79   | 0.05%             | 2062-05-25      | Variable      | 4.31%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM10                                                                  | OBX 2024-NQM10 A1 144A 6.18% 05-25-64                                                              | CUSIP: 67119MAA6<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-CBDO         | CORP              | US        |    32395052 | PA      | $32836661.38   | 0.03%             | 2064-05-25      | Variable      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM11                                                                  | OBX 2024-NQM11 A1 144A 5.875% 06-25-64                                                             | CUSIP: 67119EAA4<br>LEI: 254900F5LT8CA1U6PK21 | Long             | ABS-CBDO         | CORP              | US        |     7295725 | PA      | $7376569.03    | 0.01%             | 2064-06-25      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM13                                                                  | OBX 2024-NQM13 A1 144A 5.116% 06-25-64                                                             | CUSIP: 67119PAP6<br>LEI: 254900W2SY2Z6X7UAX78 | Long             | ABS-CBDO         | CORP              | US        |    37423195 | PA      | $37514769.31   | 0.04%             | 2064-06-25      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QD7967 02-01-52                                                                      | CUSIP: 3133B5Z88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      462230 | PA      | $373976.25     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS6891 03-01-51                                                                      | CUSIP: 3140XNUR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    21994416 | PA      | $17805557.83   | 0.02%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BR3283 02-01-51                                                                      | CUSIP: 3140L1UH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4452429 | PA      | $3593257.39    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 BV8526 05-01-52                                                                      | CUSIP: 3140MNPL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      704629 | PA      | $621272.51     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM17                                                                  | OBX 2024-NQM17 A1 144A 5.61% 11-25-64                                                              | CUSIP: 673911AC7<br>LEI: 254900HMH8TR6ZSMCB34 | Long             | ABS-CBDO         | CORP              | US        |    15516463 | PA      | $15663404.22   | 0.02%             | 2064-11-25      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM1                                                                   | OBX 2025-NQM1 A1 144A 5.547% 12-25-64                                                              | CUSIP: 673914AC1<br>LEI: 2549007E8KF1RJ2ZV866 | Long             | ABS-CBDO         | CORP              | US        |     5323001 | PA      | $5371695.78    | 0.01%             | 2064-12-25      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_23-NQM7                                            | OBX 2023-NQM7 A1 144A 6.844% 04-25-63                                                              | CUSIP: 67117XAA4<br>LEI: 254900K7TTKPUWNMSZ83 | Long             | ABS-CBDO         | CORP              | US        |     3839937 | PA      | $3892936.16    | 0.00%             | 2063-04-25      | Variable      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM3                                                                   | OBX 2025-NQM3 A1 144A 5.648% 12-01-64                                                              | CUSIP: 67448YAC8<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-CBDO         | CORP              | US        |    31565358 | PA      | $31912387.71   | 0.03%             | 2064-12-01      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST OBX_23-NQM6                                                           | OBX 2023-NQM6 A1 144A 6.52% 07-25-63                                                               | CUSIP: 67117VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4549987 | PA      | $4591633.13    | 0.00%             | 2063-07-25      | Variable      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX TRUST OBX_23-NQM10                                 | OBX 2023-NQM10 A1 144A 6.465% 10-25-63                                                             | CUSIP: 67449CAA9<br>LEI: 254900O44XNRXAW7W466 | Long             | ABS-CBDO         | CORP              | US        |     2433532 | PA      | $2463617.99    | 0.00%             | 2063-10-25      | Variable      | 6.46%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM8                                                                   | OBX 2025-NQM8 A1 144A 5.472% 03-25-65                                                              | CUSIP: 67449AAA3<br>LEI: 2549006UJL1L84XG2C80 | Long             | ABS-CBDO         | CORP              | US        |     5071390 | PA      | $5118487.66    | 0.01%             | 2065-03-25      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM14                                                                  | OBX 2025-NQM14 A1A 144A 5.162% 07-25-65                                                            | CUSIP: 673924AA4<br>LEI: 254900T4WKE0IYMYAI09 | Long             | ABS-CBDO         | CORP              | US        |    12074146 | PA      | $12182088.67   | 0.01%             | 2065-07-25      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD1844 06-01-52                                                                      | CUSIP: 3132DPBM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      102276 | PA      | $90551.89      | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FS7063 10-01-53                                                                      | CUSIP: 3140XNZ56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2236554 | PA      | $1967313.48    | 0.00%             | 2053-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 2.884% 10-22-30/29                                                   | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     9150000 | PA      | $8687266.20    | 0.01%             | 2030-10-22      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                  | BRASKEM NETHERLANDS FINANCE BV 144A LIFE SR UNSEC 4.5% 01-31-30                                    | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     4600000 | PA      | $1737006.00    | 0.00%             | 2030-01-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| STRYKER CORP                                                                    | STRYKER CORP SR UNSEC 5.2% 02-10-35                                                                | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $9284760.00    | 0.01%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP SR UNSEC 5.146% 02-28-36/35                                                      | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     6895000 | PA      | $7058838.99    | 0.01%             | 2036-02-28      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                                    | SK HYNIX INC REG S SR UNSEC 2.375% 01-19-31                                                        | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |     5000000 | PA      | $4487985.00    | 0.00%             | 2031-01-19      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                 | SANDS CHINA LTD SR UNSEC 3.25% 08-08-31                                                            | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |    19600000 | PA      | $18079451.60   | 0.02%             | 2031-08-08      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                 | SANDS CHINA LTD SR UNSEC 2.3% 03-08-27                                                             | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |     8000000 | PA      | $7774128.00    | 0.01%             | 2027-03-08      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                  | BRASKEM NETHERLANDS FINANCE BV 144A LIFE SR UNSEC 5.875% 01-31-50                                  | CUSIP: 10554TAE5<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     4000000 | PA      | $1449660.00    | 0.00%             | 2050-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO SR UNSEC 2.55% 11-13-50                                                    | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    15075000 | PA      | $9062818.65    | 0.01%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FS1373 11-01-51                                                                      | CUSIP: 3140XGQ36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      339240 | PA      | $298333.46     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 MA4967 02-01-53                                                                      | CUSIP: 31418EQV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       89152 | PA      | $78424.90      | 0.00%             | 2053-02-01      | Fixed         | 3.00%                 | 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        |     7800000 | PA      | $7612581.60    | 0.01%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                  | BNP PARIBAS SA 144A LIFE SR NON PREF 2.159% 09-15-29/28                                            | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    25187000 | PA      | $23626866.85   | 0.02%             | 2029-09-15      | Variable      | 2.16%                 | Yes           |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | BOSTON PROPERTIES LP SR UNSEC 2.45% 10-01-33                                                       | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    16815000 | PA      | $13765112.12   | 0.01%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FM6824 04-01-51                                                                      | CUSIP: 3140XASN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5097061 | PA      | $4113445.63    | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BT6275 12-01-51                                                                      | CUSIP: 3140LU6M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1490012 | PA      | $1206128.95    | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BQ7559 11-01-50                                                                      | CUSIP: 3140KTMH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      141649 | PA      | $114593.52     | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BQ7452 12-01-51                                                                      | CUSIP: 3140KTH65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      748219 | PA      | $605410.55     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP                                                    | BANK OF NEW YORK MELLON CORP SR UNSEC 5.802% 10-25-28/27                                           | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10354530.00   | 0.01%             | 2028-10-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC SR UNSEC 7.437% 11-02-33/32                                                           | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    20000000 | PA      | $22954920.00   | 0.02%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS1621 07-01-51                                                                      | CUSIP: 3140XGYT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      155499 | PA      | $126440.51     | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SL1564 06-01-52                                                                      | CUSIP: 31427NW21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       49378 | PA      | $43591.99      | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | 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        |     5375000 | PA      | $5562141.38    | 0.01%             | 2027-11-03      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                                              | BLACKSTONE HOLDINGS FINANCE CO LLC 144A LIFE SR UNSEC 6.2% 04-22-33                                | CUSIP: 09261BAK6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     1020000 | PA      | $1112779.20    | 0.00%             | 2033-04-22      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BQ6530 08-01-51                                                                      | CUSIP: 3140KSHG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      514268 | PA      | $417566.47     | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 RQ0026 07-01-55                                                                      | CUSIP: 3142J6A45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2707250 | PA      | $2687075.44    | 0.00%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                | BANK OF MONTREAL SR UNSEC 5.203% 02-01-28                                                          | CUSIP: 06368LGV2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $2049366.00    | 0.00%             | 2028-02-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 144A LIFE SR NON PREF 5.975% 01-18-27/26                                                   | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    15000000 | PA      | $15057390.00   | 0.02%             | 2027-01-18      | Variable      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 5.08% 01-20-27/26                                                    | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3343000 | PA      | $3349451.99    | 0.00%             | 2027-01-20      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                                            | BANCO DE SABADELL SA EUR REG S SR NON PREF (B) 5.25% 02-07-29/28                                   | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |    10000000 | PA      | $12426109.99   | 0.01%             | 2029-02-07      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                  | BRASKEM NETHERLANDS FINANCE BV 144A LIFE SR UNSEC 7.25% 02-13-33                                   | CUSIP: 10554TAG0<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      924000 | PA      | $355259.52     | 0.00%             | 2033-02-13      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP                                                    | BANK OF NEW YORK MELLON CORP SR UNSEC 4.947% 04-26-27/26                                           | CUSIP: 06406RBQ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15074835.00   | 0.02%             | 2027-04-26      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC SR UNSEC 5.829% 05-09-27/26                                                           | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    15000000 | PA      | $15134370.00   | 0.02%             | 2027-05-09      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | BOSTON PROPERTIES LP SR UNSEC 6.5% 01-15-34                                                        | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     2157000 | PA      | $2327558.30    | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RQ0050 09-01-55                                                                      | CUSIP: 3142J6BU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    33825128 | PA      | $34578954.77   | 0.04%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RQ0027 07-01-55                                                                      | CUSIP: 3142J6A52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    89097837 | PA      | $89893391.25   | 0.09%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                                  | BP CAPITAL MARKETS AMERICA INC SR UNSEC 4.893% 09-11-33                                            | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     2719000 | PA      | $2759431.53    | 0.00%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                | BANK OF MONTREAL SR UNSEC 5.3% 06-05-26                                                            | CUSIP: 06368LNT9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    10000000 | PA      | $10087690.00   | 0.01%             | 2026-06-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RQ0056 10-01-55                                                                      | CUSIP: 3142J6B28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    16468000 | PA      | $16615059.24   | 0.02%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNR 2001-50 BA 7.0% 10-25-41                                                                       | CUSIP: 31392AJW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |       66513 | PA      | $67367.77      | 0.00%             | 2041-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO/TX    | BBVA BANCOMER SA 144A LIFE SUB (H) 8.45% 06-29-38/33                                               | CUSIP: 07336UAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14100000 | PA      | $15656019.60   | 0.02%             | 2038-06-29      | Variable      | 8.45%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 6.421% 08-02-33                                                          | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    26154000 | PA      | $28722558.19   | 0.03%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNGT 2001-T10 A1 7.0% 12-25-41                                                                     | CUSIP: 3139216A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |      537329 | PA      | $549794.58     | 0.00%             | 2041-12-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 AL2745 03-01-42                                                                      | CUSIP: 3138EKBP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2048102 | PA      | $1993501.21    | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 AB4050 12-01-41                                                                      | CUSIP: 31417AQC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      489467 | PA      | $476317.12     | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 890407 02-01-42                                                                      | CUSIP: 31410LGQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      706254 | PA      | $688008.90     | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 6.343% 08-02-30                                                          | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7559055.00    | 0.01%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                                            | BANCO DE SABADELL SA EUR REG S SR NON PREF (B) 5.5% 09-08-29/28                                    | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |    10000000 | PA      | $12636875.45   | 0.01%             | 2029-09-08      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC SR UNSEC 6.49% 09-13-29/28                                                            | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     7000000 | PA      | $7415289.00    | 0.01%             | 2029-09-13      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO SOCIAL COOPERATIVO SA                                          | BANCO DE CREDITO SOCIAL COOPERATIVO SA EUR REG S SR NON PREF 7.5% 09-14-29/28                      | CUSIP: N/A<br>LEI: 95980020140005881190       | Long             | DBT              | CORP              | ES        |     6200000 | PA      | $8231916.39    | 0.01%             | 2029-09-14      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 144A LIFE SR NON PREF 6.714% 10-19-29/28                                                   | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    56713000 | PA      | $60233346.05   | 0.06%             | 2029-10-19      | Variable      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                           | BANQUE FEDERATIVE DU CREDIT MUTUEL SA JPY SR UNSEC 0.82% 10-16-26                                  | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |  2100000000 | PA      | $14133666.70   | 0.01%             | 2026-10-16      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| BORR IHC LTD                                                                    | BORR IHC LTD 144A LIFE SR SEC 1ST LIEN SF 10.375% 11-15-30                                         | CUSIP: 100018AB6<br>LEI: 254900WQF2MM46DNLY83 | Long             | DBT              | CORP              | US        |     3286869 | PA      | $3295260.33    | 0.00%             | 2030-11-15      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO SR UNSEC 6.25% 11-15-53                                                    | CUSIP: 110122EB0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     7840000 | PA      | $8566956.16    | 0.01%             | 2053-11-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                            | BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.25% 01-21-29                                             | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    18629000 | PA      | $19597409.94   | 0.02%             | 2029-01-21      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA JPY SR UNSEC 0.895% 12-14-26                                                               | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |   500000000 | PA      | $3362751.46    | 0.00%             | 2026-12-14      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 144A LIFE SR NON PREF 5.716% 01-18-30/29                                                   | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    26614000 | PA      | $27532901.58   | 0.03%             | 2030-01-18      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                           | BANQUE FEDERATIVE DU CREDIT MUTUEL SA 144A LIFE SR UNSEC 5.088% 01-23-27                           | CUSIP: 06675FBC0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    30000000 | PA      | $30379470.00   | 0.03%             | 2027-01-23      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP SR UNSEC 5.7% 02-01-30/29                                               | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     2510000 | PA      | $2606527.07    | 0.00%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP SR UNSEC 6.051% 02-01-35/34                                             | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     4196000 | PA      | $4455749.18    | 0.00%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 5.174% 02-13-30/29                                                          | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     4380000 | PA      | $4493761.74    | 0.00%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                  | CONSOLIDATED ENERGY FINANCE SA 144A LIFE SR UNSEC 12.0% 02-15-31                                   | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    10000000 | PA      | $9162560.00    | 0.01%             | 2031-02-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 AE8073 12-01-40                                                                      | CUSIP: 31419J6K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      261695 | PA      | $255097.23     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 AJ4189 12-01-41                                                                      | CUSIP: 3138AVUP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      283049 | PA      | $275444.44     | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 AJ4154 11-01-41                                                                      | CUSIP: 3138AVTL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      271672 | PA      | $264373.10     | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 AJ0257 09-01-41                                                                      | CUSIP: 3138ARJB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       88671 | PA      | $86892.22      | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 4.5 AL0658 08-01-41                                                                      | CUSIP: 3138EGWU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      446106 | PA      | $446692.92     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                              | CNX RESOURCES CORP 144A LIFE SR UNSEC 7.25% 03-01-32                                               | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     2935000 | PA      | $3047049.50    | 0.00%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC SR UNSEC 4.95% 02-26-31                                                          | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    14875000 | PA      | $15401530.38   | 0.02%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC SR UNSEC 5.05% 02-26-34                                                          | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    17822000 | PA      | $18442276.89   | 0.02%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC SR UNSEC 5.3% 02-26-54                                                           | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     5831000 | PA      | $5759931.77    | 0.01%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC SR UNSEC 4.85% 02-26-29                                                          | CUSIP: 17275RBR2<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $20529160.00   | 0.02%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | CARRIER GLOBAL CORP SR UNSEC 5.9% 03-15-34                                                         | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     1828000 | PA      | $1962593.81    | 0.00%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                          | CHUBB INA HOLDINGS LLC SR UNSEC 5.0% 03-15-34                                                      | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    42263000 | PA      | $43355794.39   | 0.04%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                    | CAIXABANK SA 144A LIFE SR NON PREF 5.673% 03-15-30/29                                              | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    73421000 | PA      | $76180087.76   | 0.08%             | 2030-03-15      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                                                    | CAIXABANK SA 144A LIFE SR NON PREF 6.037% 06-15-35/34                                              | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    20574000 | PA      | $21874667.71   | 0.02%             | 2035-06-15      | Variable      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                              | CANADIAN IMPERIAL BANK OF COMMERCE SR UNSEC 5.26% 04-08-29                                         | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    12000000 | PA      | $12426576.00   | 0.01%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTERNATIONAL 24 LTD                                               | CK HUTCHISON INTERNATIONAL 24 LTD 144A LIFE SR UNSEC 5.5% 04-26-34                                 | CUSIP: 17887UAB1<br>LEI: 254900GAYV1MAUETUO84 | Long             | DBT              | CORP              | HK        |     6780000 | PA      | $7120356.00    | 0.01%             | 2034-04-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| COCA-COLA CO                                                                    | COCA-COLA CO SR UNSEC 5.0% 05-13-34                                                                | CUSIP: 191216DR8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     3966000 | PA      | $4131195.80    | 0.00%             | 2034-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 5.55% 06-01-31                                                            | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    80915000 | PA      | $84667271.30   | 0.09%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 5.7% 06-01-34                                                             | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    45173000 | PA      | $47160521.65   | 0.05%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 6.05% 06-01-54                                                            | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    32405000 | PA      | $32801021.51   | 0.03%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO                                                                    | COCA-COLA CO SR UNSEC 5.4% 05-13-64                                                                | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     2121000 | PA      | $2112793.85    | 0.00%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                            | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.1% 06-01-29                                 | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    25275000 | PA      | $26528134.50   | 0.03%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.55% 06-01-34                                | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1332603.75    | 0.00%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP SR UNSEC 5.65% 06-01-54                                                               | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    24517000 | PA      | $24077998.60   | 0.02%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP SR UNSEC 5.3% 06-01-34                                                                | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     9545000 | PA      | $9905982.36    | 0.01%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                       | COREBRIDGE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 5.2% 06-24-29                              | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15411975.00   | 0.02%             | 2029-06-24      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                              | CANADIAN IMPERIAL BANK OF COMMERCE SR UNSEC 5.237% 06-28-27                                        | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    20000000 | PA      | $20404760.00   | 0.02%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| CHINA HUANENG GROUP HONG KONG TREASURY MANAGEMENT HOLDING LTD                   | CHINA HUANENG GROUP HONG KONG TREASURY MANAGEMENT HOLDING PRP REG S SUB (H) 5.3% 12-31-79/07-05-27 | CUSIP: N/A<br>LEI: 254900S9905REJFRBF91       | Long             | DBT              | CORP              | CN        |     4009000 | PA      | $4075854.08    | 0.00%             | 2079-12-31      | Variable      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                                    | CITIZENS FINANCIAL GROUP INC SR UNSEC 5.718% 07-23-32/31                                           | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    27931000 | PA      | $29173035.71   | 0.03%             | 2032-07-23      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO                                                                    | COCA-COLA CO SR UNSEC 4.65% 08-14-34                                                               | CUSIP: 191216DY3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     9855000 | PA      | $10037169.68   | 0.01%             | 2034-08-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO                                                                    | COCA-COLA CO SR UNSEC 5.2% 01-14-55                                                                | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    11249000 | PA      | $11028013.40   | 0.01%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                       | COREBRIDGE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 4.65% 08-20-27                             | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     9280000 | PA      | $9386812.80    | 0.01%             | 2027-08-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                              | CANADIAN IMPERIAL BANK OF COMMERCE SR UNSEC 4.631% 09-11-30/29                                     | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    13112000 | PA      | $13269317.78   | 0.01%             | 2030-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | CARRIER GLOBAL CORP SR UNSEC 2.722% 02-15-30                                                       | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    12746000 | PA      | $11950381.93   | 0.01%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 1.875% 02-28-31                                                           | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    13185000 | PA      | $11462564.34   | 0.01%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | CARRIER GLOBAL CORP SR UNSEC 2.7% 02-15-31                                                         | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      479000 | PA      | $439908.33     | 0.00%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 2.196% 02-04-26                                                                 | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    22816000 | PA      | $22646089.25   | 0.02%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                                  | SYNCHRONY BANK SR UNSEC 5.625% 08-23-27                                                            | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    17000000 | PA      | $17363732.00   | 0.02%             | 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        |      430000 | PA      | $445122.24     | 0.00%             | 2028-11-04      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.95% 11-01-32                                       | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     2702000 | PA      | $2850137.15    | 0.00%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                          | SPIRIT AEROSYSTEMS INC 144A LIFE SR SEC 1ST LIEN 9.375% 11-30-29                                   | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15817035.00   | 0.02%             | 2029-11-30      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| SK HYNIX INC                                                                    | SK HYNIX INC REG S SR UNSEC 6.375% 01-17-28                                                        | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |     2800000 | PA      | $2926341.60    | 0.00%             | 2028-01-17      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SK HYNIX INC                                                                    | SK HYNIX INC 144A LIFE SR UNSEC 6.375% 01-17-28                                                    | CUSIP: 78392BAE7<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    10000000 | PA      | $10451220.00   | 0.01%             | 2028-01-17      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SK HYNIX INC                                                                    | SK HYNIX INC REG S SR UNSEC 6.5% 01-17-33                                                          | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |     3000000 | PA      | $3311367.00    | 0.00%             | 2033-01-17      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP SR UNSEC 4.821% 01-26-34/33                                                      | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      254000 | PA      | $257472.43     | 0.00%             | 2034-01-26      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                          | STANDARD CHARTERED PLC REG S SUB 4.866% 03-15-33/28                                                | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |     5200000 | PA      | $5216338.40    | 0.01%             | 2033-03-15      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| SUNCORP GROUP LTD                                                               | SUNCORP GROUP LTD AUD SUB (H) FRN 12-01-38                                                         | CUSIP: N/A<br>LEI: 549300BVOKRTHDIWVT46       | Long             | DBT              | CORP              | AU        |       50000 | PA      | $34304.51      | 0.00%             | 2038-12-01      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FINANCE DAC                                               | SMBC AVIATION CAPITAL FINANCE DAC 144A LIFE SR UNSEC 5.45% 05-03-28                                | CUSIP: 78448TAH5<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    10000000 | PA      | $10255060.00   | 0.01%             | 2028-05-03      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP SR UNSEC 5.159% 05-18-34/33                                                      | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    35398000 | PA      | $36684540.31   | 0.04%             | 2034-05-18      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                               | CLEAN HARBORS INC 144A LIFE SR UNSEC 5.75% 10-15-33                                                | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     3930000 | PA      | $3967437.18    | 0.00%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                 | CMS ENERGY CORP SR UNSEC 3.0% 05-15-26                                                             | CUSIP: 125896BQ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     5589000 | PA      | $5545724.37    | 0.01%             | 2026-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                            | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.384% 10-23-35                               | CUSIP: 161175AZ7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     5373000 | PA      | $5631006.09    | 0.01%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                            | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.484% 10-23-45                               | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     6850000 | PA      | $6770916.75    | 0.01%             | 2045-10-23      | Fixed         | 6.48%                 | 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        |     2275000 | PA      | $2260940.50    | 0.00%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP SR UNSEC 3.75% 04-01-40                                                               | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     6430000 | PA      | $5410163.42    | 0.01%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 144A LIFE SR UNSEC 4.194% 04-01-31/30                                                 | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    18250000 | PA      | $18046695.00   | 0.02%             | 2031-04-01      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                            | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 2.8% 04-01-31                                 | CUSIP: 161175BU7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    12775000 | PA      | $11529143.68   | 0.01%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                            | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 3.7% 04-01-51                                 | CUSIP: 161175BV5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   133303000 | PA      | $88004241.15   | 0.09%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC SR UNSEC 2.875% 05-01-30                                                  | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     8545000 | PA      | $7997769.66    | 0.01%             | 2030-05-01      | Fixed         | 2.88%                 | 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        |    58085000 | PA      | $57086925.45   | 0.06%             | 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        |    41054000 | PA      | $37792752.35   | 0.04%             | 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        |    41433000 | PA      | $40199581.02   | 0.04%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                    | CHEVRON CORP SR UNSEC 3.078% 05-11-50                                                              | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8419000 | PA      | $5847593.25    | 0.01%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTERNATIONAL 20 LTD                                               | CK HUTCHISON INTERNATIONAL 20 LTD REG S SR UNSEC 3.375% 05-08-50                                   | CUSIP: N/A<br>LEI: 254900SSPRZHBMNJF043       | Long             | DBT              | CORP              | KY        |     3200000 | PA      | $2367801.60    | 0.00%             | 2050-05-08      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 2.572% 06-03-31/30                                                          | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    49396000 | PA      | $45458546.05   | 0.05%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CANADIAN NATURAL RESOURCES LTD SR UNSEC 2.95% 07-15-30                                             | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      206000 | PA      | $193116.76     | 0.00%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                 | CHEVRON USA INC SR UNSEC 1.018% 08-12-27                                                           | CUSIP: 166756AL0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     2757000 | PA      | $2624142.93    | 0.00%             | 2027-08-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 1.75% 08-21-30                                                            | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     5660000 | PA      | $4969887.52    | 0.01%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 1.3% 08-21-27                                                             | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9476300.00    | 0.01%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                      | COPT DEFENSE PROPERTIES LP SR UNSEC 2.25% 03-15-26                                                 | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     9530000 | PA      | $9434242.56    | 0.01%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                    | CENTENE CORP SR UNSEC 3.0% 10-15-30                                                                | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    12066000 | PA      | $10788958.69   | 0.01%             | 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        |      527000 | PA      | $496542.04     | 0.00%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 2.3% 02-01-32                                 | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    20000000 | PA      | $17117540.00   | 0.02%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                              | CNX RESOURCES CORP 144A LIFE SR UNSEC 6.0% 01-15-29                                                | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     1608000 | PA      | $1609825.08    | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP SR UNSEC 2.5% 05-15-51                                                                    | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     1595000 | PA      | $948380.62     | 0.00%             | 2051-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                        | DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.0% 01-15-27                           | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     5837000 | PA      | $5899917.02    | 0.01%             | 2027-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | ENTERGY LOUISIANA LLC SR SEC 1ST LIEN 5.35% 03-15-34                                               | CUSIP: 29364WBM9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5193610.00    | 0.01%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                        | ELECTRICITE DE FRANCE SA 144A LIFE SR UNSEC 5.65% 04-22-29                                         | CUSIP: 268317AY0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    10000000 | PA      | $10434600.00   | 0.01%             | 2029-04-22      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| EUROBANK SA                                                                     | EUROBANK SA EUR REG S SR UNSEC (B) 4.875% 04-30-31/30                                              | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |     4490000 | PA      | $5633872.71    | 0.01%             | 2031-04-30      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP SR UNSEC 5.25% 07-01-29                                                         | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     6493000 | PA      | $6683576.04    | 0.01%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                   | ENEL FINANCE INTERNATIONAL NV 144A LIFE SR UNSEC 5.125% 06-26-29                                   | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    15000000 | PA      | $15371100.00   | 0.02%             | 2029-06-26      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL SR UNSEC 5.45% 06-15-29                                                       | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    44640000 | PA      | $45003637.44   | 0.05%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODUCTS OPERATING LLC SR UNSEC 4.95% 02-15-35                                          | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     5081000 | PA      | $5125585.78    | 0.01%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                | ERP OPERATING LP SR UNSEC 4.65% 09-15-34                                                           | CUSIP: 26884ABP7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     6976000 | PA      | $6899480.26    | 0.01%             | 2034-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                                                     | EUROBANK SA EUR REG S SR UNSEC (B) 4.0% 09-24-30/29                                                | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |     6720000 | PA      | $8146391.45    | 0.01%             | 2030-09-24      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC SR UNSEC 5.2% 02-15-35                                                         | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    10490000 | PA      | $10695813.80   | 0.01%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC SR UNSEC 4.75% 02-15-30                                                        | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     4178000 | PA      | $4250517.55    | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC SR UNSEC 5.7% 02-15-55                                                         | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     5012000 | PA      | $4964130.39    | 0.01%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL SR UNSEC 5.25% 03-15-32                                                       | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    53340000 | PA      | $52872528.24   | 0.05%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                               | EOG RESOURCES INC SR UNSEC 5.65% 12-01-54                                                          | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     6490000 | PA      | $6502720.40    | 0.01%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                                | ELI LILLY & CO SR UNSEC 5.1% 02-12-35                                                              | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    39525000 | PA      | $40905924.45   | 0.04%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                                | ELI LILLY & CO SR UNSEC 5.5% 02-12-55                                                              | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    30556000 | PA      | $31233426.52   | 0.03%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL SR UNSEC 6.25% 03-15-30                                                       | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    50588000 | PA      | $52628416.39   | 0.05%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                               | EOG RESOURCES INC SR UNSEC 5.35% 01-15-36                                                          | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     2642000 | PA      | $2713740.87    | 0.00%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                               | EOG RESOURCES INC SR UNSEC 4.4% 07-15-28                                                           | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     1024000 | PA      | $1033725.95    | 0.00%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                                                         | ENFRAGEN ENERGIA SUR SAU 144A LIFE SR SEC 1ST LIEN 8.499% 06-30-32                                 | CUSIP: 29281MAA8<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |     2480000 | PA      | $2611911.20    | 0.00%             | 2032-06-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                        | EAGLE FUNDING LUXCO SARL 144A LIFE SR UNSEC SF 5.5% 08-17-30                                       | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |   464215000 | PA      | $471554239.15  | 0.49%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  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        |     3106000 | PA      | $2716942.44    | 0.00%             | 2046-10-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                              | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 3.45% 12-18-26                    | CUSIP: 59217GBY4<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     2315000 | PA      | $2301151.67    | 0.00%             | 2026-12-18      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                                                             | MINEJESA CAPITAL BV REG S SR SEC 1ST LIEN SF 4.625% 08-10-30                                       | CUSIP: N/A<br>LEI: 549300KS7ERCP10BKC35       | Long             | DBT              | CORP              | NL        |     3693092 | PA      | $3668374.14    | 0.00%             | 2030-08-10      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                                                             | MINEJESA CAPITAL BV REG S SR SEC 1ST LIEN SF 5.625% 08-10-37                                       | CUSIP: N/A<br>LEI: 549300KS7ERCP10BKC35       | Long             | DBT              | CORP              | NL        |    12000000 | PA      | $11930760.00   | 0.01%             | 2037-08-10      | Fixed         | 5.62%                 | Yes           |                  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        |     2485000 | PA      | $2159527.13    | 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 3.875% 04-30-28                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |    11400000 | PA      | $11154159.00   | 0.01%             | 2028-04-30      | Fixed         | 3.88%                 | 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        |    14409000 | PA      | $12521781.23   | 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        |      690000 | PA      | $675120.15     | 0.00%             | 2028-04-30      | Fixed         | 3.88%                 | Yes           |                  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        |     1486000 | PA      | $1482178.01    | 0.00%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSEC 4.0% 03-15-28                                                                     | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3484439.00    | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| METLIFE CAPITAL TRUST IV                                                        | METLIFE CAPITAL TRUST IV PFD 144A LIFE JR SUB (H) 7.875% 12-15-67/37                               | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $112013.10     | 0.00%             | 2067-12-15      | Variable      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALD'S CORP SR UNSEC 4.45% 09-01-48                                                            | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      242000 | PA      | $208911.58     | 0.00%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALD'S CORP SR UNSEC 3.625% 09-01-49                                                           | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     6857000 | PA      | $5140487.19    | 0.01%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                      | MIDAMERICAN ENERGY CO SR SEC 1ST LIEN 3.15% 04-15-50                                               | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     2964000 | PA      | $2041117.10    | 0.00%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC SR UNSEC 4.55% 03-23-30                                                                | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      417000 | PA      | $424391.33     | 0.00%             | 2030-03-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALD'S CORP SR UNSEC 4.2% 04-01-50                                                             | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      708000 | PA      | $582607.54     | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                              | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 2.95% 04-09-30                    | CUSIP: 59217GEG0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      980000 | PA      | $927446.52     | 0.00%             | 2030-04-09      | Fixed         | 2.95%                 | Yes           |                  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        |      221000 | PA      | $200410.09     | 0.00%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                           | MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 4.375% 06-15-28                                           | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     2125000 | PA      | $2074337.88    | 0.00%             | 2028-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| MERCK & CO INC                                                                  | MERCK & CO INC SR UNSEC 1.45% 06-24-30                                                             | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      465000 | PA      | $412158.33     | 0.00%             | 2030-06-24      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                                                 | MV24 CAPITAL BV 144A LIFE SR SEC 1ST LIEN SF 6.748% 06-01-34                                       | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1453655 | PA      | $1444145.39    | 0.00%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| METHANEX CORP                                                                   | METHANEX CORP SR UNSEC 5.125% 10-15-27                                                             | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    13150000 | PA      | $13175287.45   | 0.01%             | 2027-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                                                         | MEITUAN REG S SR UNSEC 3.05% 10-28-30                                                              | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | DBT              | CORP              | CN        |    15000000 | PA      | $13982700.00   | 0.01%             | 2030-10-28      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.15% 03-01-55                                         | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     3578000 | PA      | $3601947.55    | 0.00%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.7% 03-01-35                                          | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    67166000 | PA      | $68851329.27   | 0.07%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                         | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 5.05% 03-01-35                                  | CUSIP: 74456QCU8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     9800000 | PA      | $10004016.40   | 0.01%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                            | TENCENT HOLDINGS LTD 144A LIFE SR UNSEC 3.29% 06-03-60                                             | CUSIP: 88032WAW6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |     5000000 | PA      | $3499380.00    | 0.00%             | 2060-06-03      | Fixed         | 3.29%                 | Yes           |                  2 | On Loan: No      |
| THAIOIL TREASURY CENTER CO LTD                                                  | THAIOIL TREASURY CENTER CO LTD REG S SR UNSEC 3.75% 06-18-50                                       | CUSIP: 88323AAH5<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |     2166000 | PA      | $1564040.44    | 0.00%             | 2050-06-18      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                                                 | TSMC GLOBAL LTD REG S SR UNSEC 1.0% 09-28-27                                                       | CUSIP: N/A<br>LEI: 549300N2ZLI21P85T117       | Long             | DBT              | CORP              | TW        |    10000000 | PA      | $9417600.00    | 0.01%             | 2027-09-28      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| TEGNA INC                                                                       | TEGNA INC SR UNSEC 5.0% 09-15-29                                                                   | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $8462923.00    | 0.01%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  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        |    15000000 | PA      | $13833810.00   | 0.01%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 3.5% 04-15-31                                                            | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9514790.00    | 0.01%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                            | TENCENT HOLDINGS LTD REG S SR UNSEC 3.68% 04-22-41                                                 | CUSIP: 88032XBB9<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |      794000 | PA      | $683233.03     | 0.00%             | 2041-04-22      | Fixed         | 3.68%                 | Yes           |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                                                 | TSMC GLOBAL LTD REG S SR UNSEC 1.75% 04-23-28                                                      | CUSIP: N/A<br>LEI: 549300N2ZLI21P85T117       | Long             | DBT              | CORP              | TW        |     5000000 | PA      | $4724565.00    | 0.00%             | 2028-04-23      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                                                 | TSMC GLOBAL LTD REG S SR UNSEC 2.25% 04-23-31                                                      | CUSIP: N/A<br>LEI: 549300N2ZLI21P85T117       | Long             | DBT              | CORP              | TW        |    11000000 | PA      | $9943241.00    | 0.01%             | 2031-04-23      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                                                 | TSMC GLOBAL LTD REG S SR UNSEC 1.25% 04-23-26                                                      | CUSIP: N/A<br>LEI: 549300N2ZLI21P85T117       | Long             | DBT              | CORP              | TW        |    10000000 | PA      | $9848260.00    | 0.01%             | 2026-04-23      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 3.0% 02-15-41                                                            | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $3157803.60    | 0.00%             | 2041-02-15      | Fixed         | 3.00%                 | 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        |    10000000 | PA      | $9944720.00    | 0.01%             | 2027-04-15      | Fixed         | 3.75%                 | 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        |    12500000 | PA      | $11361362.50   | 0.01%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 3.875% 04-15-30                                                          | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    16475000 | PA      | $16159948.58   | 0.02%             | 2030-04-15      | Fixed         | 3.88%                 | 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        |      221000 | PA      | $210735.21     | 0.00%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  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        |    15346000 | PA      | $13692913.53   | 0.01%             | 2031-06-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                               | TSMC ARIZONA CORP SR UNSEC 3.25% 10-25-51                                                          | CUSIP: 872898AE1<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $8434888.00    | 0.01%             | 2051-10-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                               | TSMC ARIZONA CORP SR UNSEC 3.125% 10-25-41                                                         | CUSIP: 872898AD3<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4062580.00    | 0.00%             | 2041-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                  | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 4.75% 05-09-27                             | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    11455000 | PA      | $11453316.12   | 0.01%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                  | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 5.125% 05-09-29                            | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   101090000 | PA      | $101718072.17  | 0.11%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE PARK IMPROVEMENT ASSOCIATION NO 1                                     | TREEHOUSE PARK IMPROVEMENT ASSOCIATION NO 1 144A LIFE SR UNSEC SF 9.75% 12-01-33                   | CUSIP: 89469TAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8590927 | PA      | $8590927.00    | 0.01%             | 2033-12-01      | Fixed         | 9.75%                 | Yes           |                  3 | On Loan: No      |
| TSMC ARIZONA CORP                                                               | TSMC ARIZONA CORP SR UNSEC 4.25% 04-22-32                                                          | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8041368.00    | 0.01%             | 2032-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRANSPORTADORA DE GAS DEL PERU SA                                               | TRANSPORTADORA DE GAS DEL PERU SA REG S SR UNSEC SF 4.25% 04-30-28                                 | CUSIP: N/A<br>LEI: 529900SKHHNI5HVI0Y66       | Long             | DBT              | CORP              | PE        |      514200 | PA      | $514085.33     | 0.00%             | 2028-04-30      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 4.611% 04-25-53/52                                                       | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    49366000 | PA      | $43400513.83   | 0.04%             | 2053-04-25      | Variable      | 4.61%                 | 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        |    38248000 | PA      | $38708008.70   | 0.04%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER AND LIGHT COMPANY                                               | WISCONSIN POWER AND LIGHT CO SR UNSEC 3.95% 09-01-32                                               | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     1276000 | PA      | $1225762.60    | 0.00%             | 2032-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC SR UNSEC 3.95% 09-09-27                                                                | CUSIP: 931142EX7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    75000000 | PA      | $75347100.00   | 0.08%             | 2027-09-09      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                            | WEC ENERGY GROUP INC SR UNSEC 5.15% 10-01-27                                                       | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     8793000 | PA      | $8962863.17    | 0.01%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC SR UNSEC 4.5% 04-15-53                                                                 | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     6632000 | PA      | $5945574.74    | 0.01%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 5.389% 04-24-34/33                                                       | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    35000000 | PA      | $36378370.00   | 0.04%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 5.557% 07-25-34/33                                                       | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1038000 | PA      | $1090682.65    | 0.00%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 5.574% 07-25-29/28                                                       | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    12580000 | PA      | $13040088.34   | 0.01%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 6.303% 10-23-29/28                                                       | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $21187660.00   | 0.02%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 6.491% 10-23-34/33                                                       | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1056000 | PA      | $1173686.98    | 0.00%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 5.198% 01-23-30/29                                                       | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    37105000 | PA      | $38220153.67   | 0.04%             | 2030-01-23      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                 | XCEL ENERGY INC SR UNSEC 5.5% 03-15-34                                                             | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     6406000 | PA      | $6615290.43    | 0.01%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                 | XCEL ENERGY INC SR UNSEC 5.6% 04-15-35                                                             | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    33584000 | PA      | $34841787.97   | 0.04%             | 2035-04-15      | Fixed         | 5.60%                 | 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        |      439000 | PA      | $434829.94     | 0.00%             | 2026-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| XIAOMI BEST TIME INTERNATIONAL LTD                                              | XIAOMI BEST TIME INTERNATIONAL LTD REG S SR UNSEC 3.375% 04-29-30                                  | CUSIP: N/A<br>LEI: 254900IGJCVEY8WNJT74       | Long             | DBT              | CORP              | HK        |     2165000 | PA      | $2081918.13    | 0.00%             | 2030-04-29      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| XIAOMI BEST TIME INTERNATIONAL LTD                                              | XIAOMI BEST TIME INTERNATIONAL LTD REG S SR UNSEC 4.1% 07-14-51                                    | CUSIP: N/A<br>LEI: 254900IGJCVEY8WNJT74       | Long             | DBT              | CORP              | HK        |     5000000 | PA      | $4097830.00    | 0.00%             | 2051-07-14      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| XIAOMI BEST TIME INTERNATIONAL LTD                                              | XIAOMI BEST TIME INTERNATIONAL LTD REG S SR UNSEC 2.875% 07-14-31                                  | CUSIP: N/A<br>LEI: 254900IGJCVEY8WNJT74       | Long             | DBT              | CORP              | HK        |     1000000 | PA      | $922749.00     | 0.00%             | 2031-07-14      | Fixed         | 2.88%                 | Yes           |                  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        |    29892000 | PA      | $26342085.86   | 0.03%             | 2031-11-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                 | XCEL ENERGY INC SR UNSEC 5.45% 08-15-33                                                            | CUSIP: 98389BBA7<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    22747000 | PA      | $23546557.05   | 0.02%             | 2033-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | ZOETIS INC SR UNSEC 5.6% 11-16-32                                                                  | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    12980000 | PA      | $13811888.20   | 0.01%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AXIATA SPV2 BHD                                                                 | AXIATA SPV2 BHD SUKUK REG S SR UNSEC 2.163% 08-19-30                                               | CUSIP: N/A<br>LEI: 254900P49KQFQ10AF282       | Long             | DBT              | CORP              | MY        |     4883000 | PA      | $4394363.07    | 0.00%             | 2030-08-19      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| AEROPUERTO INTERNACIONAL DE TOCUMEN SA                                          | AEROPUERTO INTERNACIONAL DE TOCUMEN SA 144A LIFE SR SEC 1ST LIEN SF 4.0% 08-11-41                  | CUSIP: 00787CAD4<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |     4100000 | PA      | $3413024.50    | 0.00%             | 2041-08-11      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BLAST 2025-1                                                                    | BLAST 2025-1 A2 4.71% 09-15-27                                                                     | CUSIP: 10806HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4358789 | PA      | $4359908.82    | 0.00%             | 2027-09-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| BLAST 2025-1                                                                    | BLAST 2025-1 B 4.92% 03-15-29                                                                      | CUSIP: 10806HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8757000 | PA      | $8796161.30    | 0.01%             | 2029-03-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD BATLN_18-12A                                                  | BATLN 2018-12A ARR CLO 144A FRN 05-17-31                                                           | CUSIP: 07133RAW5<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-O            | CORP              | KY        |    23336672 | PA      | $23326100.97   | 0.02%             | 2031-05-17      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BATTALION CLO LTD BATLN_18-12A                                                  | BATLN 2018-12A BRR CLO 144A FRN 05-17-31                                                           | CUSIP: 07133RAY1<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-O            | CORP              | KY        |    15875000 | PA      | $15858950.38   | 0.02%             | 2031-05-17      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| BEACN 2021-1A                                                                   | BEACN 2021-1A A 144A 2.25% 10-22-46                                                                | CUSIP: 07359BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2486258 | PA      | $2317605.62    | 0.00%             | 2046-10-22      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| BLAST 2025-2                                                                    | BLAST 2025-2 D 5.62% 03-17-31                                                                      | CUSIP: 10807HAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5372000 | PA      | $5448631.58    | 0.01%             | 2031-03-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BLAST 2025-2                                                                    | BLAST 2025-2 B 4.81% 08-15-29                                                                      | CUSIP: 10807HAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11367000 | PA      | $11432746.73   | 0.01%             | 2029-08-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BLAST 2025-2                                                                    | BLAST 2025-2 C 5.17% 03-17-31                                                                      | CUSIP: 10807HAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5563000 | PA      | $5626529.46    | 0.01%             | 2031-03-17      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_25-3                        | BLAST 2025-3 C 4.81% 05-15-31                                                                      | CUSIP: 107920AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3000000 | PA      | $3011070.00    | 0.00%             | 2031-05-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_25-3                        | BLAST 2025-3 B 4.73% 09-17-29                                                                      | CUSIP: 107920AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    17181000 | PA      | $17239535.67   | 0.02%             | 2029-09-17      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| BHG 2020-A                                                                      | BHG 2020-A B 144A 3.59% 09-17-31                                                                   | CUSIP: 06616PAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       87280 | PA      | $87227.24      | 0.00%             | 2031-09-17      | Fixed         | 3.59%                 | Yes           |                  2 | On Loan: No      |
| CAL FUNDING LIMITED CAI_20-1                                                    | CAI 2020-1A A 144A 2.22% 09-25-45                                                                  | CUSIP: 12807CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      383002 | PA      | $365602.31     | 0.00%             | 2045-09-25      | Fixed         | 2.22%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2024-A                                               | CPS 2024-A D 144A 6.13% 04-15-30                                                                   | CUSIP: 22411CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      982000 | PA      | $1003729.70    | 0.00%             | 2030-04-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| CNH 2024-A                                                                      | CNH 2024-A A3 4.77% 06-15-29                                                                       | CUSIP: 18978FAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1766000 | PA      | $1781874.57    | 0.00%             | 2029-06-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N1                                                                   | CRVNA 2024-N1 A3 144A 5.6% 03-10-28                                                                | CUSIP: 14687QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6754471 | PA      | $6773113.24    | 0.01%             | 2028-03-10      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-1A                                                                    | GCAR 2024-1A D 144A 5.95% 12-17-29                                                                 | CUSIP: 36269HAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9610000 | PA      | $9846309.90    | 0.01%             | 2029-12-17      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-1A                                                                    | GCAR 2024-1A C 144A 5.64% 12-17-29                                                                 | CUSIP: 36269HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12145000 | PA      | $12332215.18   | 0.01%             | 2029-12-17      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_24-1                                  | GFORT 2024-1A A1 144A 5.13% 03-15-29                                                               | CUSIP: 361886DA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9679000 | PA      | $9836119.21    | 0.01%             | 2029-03-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2024-2A                                                                    | GSAR 2024-2A A2 144A 5.58% 06-17-30                                                                | CUSIP: 379924AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6265840 | PA      | $6346481.74    | 0.01%             | 2030-06-17      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-2A                                                                    | GCAR 2024-2A A3 144A 5.64% 01-18-28                                                                | CUSIP: 37964VAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4246143 | PA      | $4255251.11    | 0.00%             | 2028-01-18      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-2A                                                                    | GCAR 2024-2A B 144A 5.77% 11-15-28                                                                 | CUSIP: 37964VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10734000 | PA      | $10839815.77   | 0.01%             | 2028-11-15      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-2A                                                                    | GCAR 2024-2A E 144A 7.98% 05-15-31                                                                 | CUSIP: 37964VAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1170000 | PA      | $1228460.22    | 0.00%             | 2031-05-15      | Fixed         | 7.98%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-2A                                                                    | GCAR 2024-2A C 144A 6.03% 02-15-30                                                                 | CUSIP: 37964VAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14916000 | PA      | $15246359.57   | 0.02%             | 2030-02-15      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| GALC 2023-1                                                                     | GALC 2023-1 A3 144A 5.15% 07-15-27                                                                 | CUSIP: 39154TCC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1358520 | PA      | $1367014.48    | 0.00%             | 2027-07-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING LLC GALC_22-1                          | GALC 2022-1 A4 144A 5.35% 07-16-29                                                                 | CUSIP: 39154TBX5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12551000 | PA      | $12681178.97   | 0.01%             | 2029-07-16      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| GALC 2024-2                                                                     | GALC 2024-2 A3 144A 5.0% 09-15-28                                                                  | CUSIP: 39154GAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15472000 | PA      | $15724797.01   | 0.02%             | 2028-09-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GALC 2024-2                                                                     | GALC 2024-2 A4 144A 5.02% 05-15-31                                                                 | CUSIP: 39154GAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10419000 | PA      | $10678401.84   | 0.01%             | 2031-05-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| GALC 2024-2                                                                     | GALC 2024-2 A2 144A 5.28% 03-15-27                                                                 | CUSIP: 39154GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      755935 | PA      | $760149.86     | 0.00%             | 2027-03-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-3A                                                                    | GCAR 2024-3A C 144A 5.21% 02-18-31                                                                 | CUSIP: 37989AAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9109000 | PA      | $9224729.85    | 0.01%             | 2031-02-18      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-3A                                                                    | GCAR 2024-3A A2 144A 5.35% 08-16-27                                                                | CUSIP: 37989AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2072090 | PA      | $2074592.73    | 0.00%             | 2027-08-16      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-3A                                                                    | GCAR 2024-3A A3 144A 5.02% 04-17-28                                                                | CUSIP: 37989AAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6032000 | PA      | $6052014.18    | 0.01%             | 2028-04-17      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-3A                                                                    | GCAR 2024-3A B 144A 5.08% 01-16-29                                                                 | CUSIP: 37989AAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8308000 | PA      | $8381052.24    | 0.01%             | 2029-01-16      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| GMREV 2024-2                                                                    | GMREV 2024-2 A 144A 4.52% 03-11-37                                                                 | CUSIP: 379925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    29583000 | PA      | $29991482.06   | 0.03%             | 2037-03-11      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD GOCAP_16-31A                                     | GOCAP 2016-31A A1RR CLO 144A FRN 11-05-37                                                          | CUSIP: 38180JAA8<br>LEI: 254900IYMACYUBOF5J66 | Long             | ABS-O            | CORP              | KY        |     5000000 | PA      | $5011050.00    | 0.01%             | 2037-11-05      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2024-4A                                                                    | GSAR 2024-4A A2 144A 4.43% 12-17-29                                                                | CUSIP: 36271BAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5475726 | PA      | $5491621.77    | 0.01%             | 2029-12-17      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS2660 02-01-52                                                                      | CUSIP: 3140XH5W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1090490 | PA      | $920794.84     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT1335 07-01-51                                                                      | CUSIP: 3140LPPV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    17861984 | PA      | $15067548.31   | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD6078 10-01-51                                                                      | CUSIP: 3132DTXF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    31596464 | PA      | $26699075.32   | 0.03%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 2.5 FS4250 08-01-42                                                                      | CUSIP: 3140XKWL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      394222 | PA      | $352668.74     | 0.00%             | 2042-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.9% 06-01-26                                        | CUSIP: 842400HW6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10033570.00   | 0.01%             | 2026-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                                        | SVENSKA HANDELSBANKEN AB 144A LIFE SR NON PREF 5.5% 06-15-28                                       | CUSIP: 86959LAP8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |     5000000 | PA      | $5182385.00    | 0.01%             | 2028-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA6918 08-01-50                                                                      | CUSIP: 3140QEVL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5470817 | PA      | $4623108.15    | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA5435 06-01-51                                                                      | CUSIP: 3133KMBC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    11018118 | PA      | $9294554.01    | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA8136 12-01-50                                                                      | CUSIP: 3140QGBE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3991227 | PA      | $3402640.54    | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD6081 04-01-52                                                                      | CUSIP: 3132DTXJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4512089 | PA      | $3812381.05    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                      | SANTANDER HOLDINGS USA INC SR UNSEC 6.565% 06-12-29/28                                             | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     3644000 | PA      | $3820854.25    | 0.00%             | 2029-06-12      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINANCIAL GROUP INC SR UNSEC 5.8% 07-13-28                                         | CUSIP: 86562MDB3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     7500000 | PA      | $7841527.50    | 0.01%             | 2028-07-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD6089 04-01-52                                                                      | CUSIP: 3132DTXS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     6304550 | PA      | $5347456.39    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BR9603 05-01-51                                                                      | CUSIP: 3140L8U57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2430677 | PA      | $2050409.91    | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD2101 12-01-51                                                                      | CUSIP: 3132DPKN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      232616 | PA      | $197617.77     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BR7795 04-01-51                                                                      | CUSIP: 3140L6UV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       82310 | PA      | $69977.65      | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FP0034 10-01-50                                                                      | CUSIP: 3140XTBC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      172661 | PA      | $145866.22     | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA4179 12-01-50                                                                      | CUSIP: 3133KKUC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       39883 | PA      | $33767.80      | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINANCIAL GROUP INC SR UNSEC 5.88% 07-13-26                                        | CUSIP: 86562MDA5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    10264000 | PA      | $10411278.14   | 0.01%             | 2026-07-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC CO                                                     | SAN DIEGO GAS & ELECTRIC CO SR SEC 1ST LIEN 4.95% 08-15-28                                         | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     1934000 | PA      | $1981636.35    | 0.00%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.65% 10-01-28                                       | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     2679000 | PA      | $2764711.93    | 0.00%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                          | STANDARD CHARTERED PLC 144A LIFE SR UNSEC 7.018% 02-08-30/29                                       | CUSIP: 853254CX6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     4930000 | PA      | $5321422.28    | 0.01%             | 2030-02-08      | Variable      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA4530 02-01-51                                                                      | CUSIP: 3133KLA72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      959894 | PA      | $809747.94     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS6035 06-01-51                                                                      | CUSIP: 3140XMV52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1935878 | PA      | $1635447.01    | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                        | SERVICE PROPERTIES TRUST 144A LIFE SR SEC 1ST LIEN 8.625% 11-15-31                                 | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    29085000 | PA      | $30989165.87   | 0.03%             | 2031-11-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.2% 06-01-34                                        | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    12157000 | PA      | $12093358.11   | 0.01%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS5125 10-01-51                                                                      | CUSIP: 3140XLVT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    16092547 | PA      | $13575125.60   | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM7325 05-01-51                                                                      | CUSIP: 3140XBD72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3871959 | PA      | $3281132.65    | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SATS TREASURY PTE LTD                                                           | SATS TREASURY PTE LTD REG S SR UNSEC 4.828% 01-23-29                                               | CUSIP: N/A<br>LEI: 254900I8S3NS01XMTR57       | Long             | DBT              | CORP              | SG        |    10360000 | PA      | $10572804.76   | 0.01%             | 2029-01-23      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                           | TEXAS INSTRUMENTS INC SR UNSEC 5.15% 02-08-54                                                      | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    14750000 | PA      | $14234944.75   | 0.01%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QB5838 11-01-50                                                                      | CUSIP: 3133ACPX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      124242 | PA      | $104931.26     | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM6764 03-01-51                                                                      | CUSIP: 3140XAQS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    38167706 | PA      | $32197398.71   | 0.03%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS6479 01-01-52                                                                      | CUSIP: 3140XNFV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      723322 | PA      | $611069.60     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD3478 04-01-52                                                                      | CUSIP: 3132DQ2K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      922724 | PA      | $778376.52     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU0070 10-01-51                                                                      | CUSIP: 3140M1CG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      612367 | PA      | $519753.73     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD4816 01-01-54                                                                      | CUSIP: 3132DSK50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2282558 | PA      | $1928083.80    | 0.00%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                           | TEXAS INSTRUMENTS INC SR UNSEC 4.6% 02-08-29                                                       | CUSIP: 882508CG7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     3968000 | PA      | $4052276.35    | 0.00%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                           | TEXAS INSTRUMENTS INC SR UNSEC 4.85% 02-08-34                                                      | CUSIP: 882508CH5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     3706000 | PA      | $3806847.67    | 0.00%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_23-1                                             | TPMT 2023-1 A1 144A 3.75% 01-25-63                                                                 | CUSIP: 89181JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1493436 | PA      | $1450598.37    | 0.00%             | 2063-01-25      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST TCN_23-SFR1                                            | TCN 2023-SFR1 C 144A 5.1% 07-17-40                                                                 | CUSIP: 89616WAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1536000 | PA      | $1535425.54    | 0.00%             | 2040-07-17      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                        | TOTALENERGIES CAPITAL SA SR UNSEC 5.15% 04-05-34                                                   | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     1221000 | PA      | $1267831.46    | 0.00%             | 2034-04-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                        | TOTALENERGIES CAPITAL SA SR UNSEC 5.488% 04-05-54                                                  | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    42076000 | PA      | $41658984.76   | 0.04%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST TCN_23-SFR1                                            | TCN 2023-SFR1 B 144A 5.1% 07-17-40                                                                 | CUSIP: 89616WAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7963000 | PA      | $8002775.19    | 0.01%             | 2040-07-17      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST TCN_23-SFR2                                            | TCN 2023-SFR2 A 144A 5.0% 12-17-40                                                                 | CUSIP: 895978AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7395874 | PA      | $7435582.49    | 0.01%             | 2040-12-17      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP SR UNSEC 5.153% 08-05-32/31                                                  | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    24833000 | PA      | $25563934.52   | 0.03%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                        | TOTALENERGIES CAPITAL SA SR UNSEC 4.724% 09-10-34                                                  | CUSIP: 89157XAD3<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     5000000 | PA      | $5036360.00    | 0.01%             | 2034-09-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                        | TOTALENERGIES CAPITAL SA SR UNSEC 5.275% 09-10-54                                                  | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    14400000 | PA      | $13847414.40   | 0.01%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                                       | TORONTO-DOMINION BANK SR UNSEC 4.568% 12-17-26                                                     | CUSIP: 89115A3A8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     8891000 | PA      | $8942069.90    | 0.01%             | 2026-12-17      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| TCN 2024-SFR1                                                                   | TCN 2024-SFR1 B 144A 4.75% 04-17-41                                                                | CUSIP: 89616UAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2116000 | PA      | $2109893.22    | 0.00%             | 2041-04-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| TCN 2024-SFR1                                                                   | TCN 2024-SFR1 A 144A 4.65% 04-17-41                                                                | CUSIP: 89616UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6424912 | PA      | $6415749.67    | 0.01%             | 2041-04-17      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| EART 2024-5A                                                                    | EART 2024-5A A3 4.45% 03-15-28                                                                     | CUSIP: 30165BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12289280 | PA      | $12294773.37   | 0.01%             | 2028-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BBCMS 2018-TALL                                                                 | BBCMS 2018-TALL A 144A FRN 03-15-37                                                                | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1574000 | PA      | $1494102.19    | 0.00%             | 2037-03-15      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_23-5C1                                                   | BMO 2023-5C1 AS FRN 08-15-56                                                                       | CUSIP: 055986AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2661000 | PA      | $2821798.91    | 0.00%             | 2056-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_23-5C1                                                   | BMO 2023-5C1 A3 FRN 08-15-56                                                                       | CUSIP: 055986AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3833000 | PA      | $4027390.60    | 0.00%             | 2056-08-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_23-C6                                                    | BMO 2023-C6 AS FRN 09-15-56                                                                        | CUSIP: 055985AJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6880000 | PA      | $7428989.60    | 0.01%             | 2056-09-15      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| EART 2024-5A                                                                    | EART 2024-5A B 4.48% 04-16-29                                                                      | CUSIP: 30165BAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6250000 | PA      | $6260212.50    | 0.01%             | 2029-04-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| EART 2024-5A                                                                    | EART 2024-5A D 5.06% 02-18-31                                                                      | CUSIP: 30165BAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    21836000 | PA      | $21981362.25   | 0.02%             | 2031-02-18      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2023-2                                               | LADAR 2023-2A C 144A 5.58% 09-15-28                                                                | CUSIP: 505713AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9891000 | PA      | $9986438.26    | 0.01%             | 2028-09-15      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2023-2                                               | LADAR 2023-2A D 144A 6.3% 02-15-31                                                                 | CUSIP: 505713AF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      895000 | PA      | $915125.87     | 0.00%             | 2031-02-15      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2023-2                                               | LADAR 2023-2A B 144A 5.45% 04-15-28                                                                | CUSIP: 505713AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4473000 | PA      | $4492609.63    | 0.00%             | 2028-04-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_23-3                                           | LADAR 2023-3A D 144A 6.92% 12-16-30                                                                | CUSIP: 50168BAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3430000 | PA      | $3556831.11    | 0.00%             | 2030-12-16      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_23-3                                           | LADAR 2023-3A B 144A 6.09% 06-15-28                                                                | CUSIP: 50168BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6005000 | PA      | $6086649.99    | 0.01%             | 2028-06-15      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_23-3                                           | LADAR 2023-3A C 144A 6.43% 12-15-28                                                                | CUSIP: 50168BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5058000 | PA      | $5181086.43    | 0.01%             | 2028-12-15      | Fixed         | 6.43%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_23-4                                           | LADAR 2023-4A A3 144A 6.1% 12-15-27                                                                | CUSIP: 50571AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1096907 | PA      | $1100396.20    | 0.00%             | 2027-12-15      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-1A                                                                   | LADAR 2024-1A B 144A 5.33% 02-15-29                                                                | CUSIP: 501689AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1598000 | PA      | $1624221.58    | 0.00%             | 2029-02-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                                       | TORONTO-DOMINION BANK SR UNSEC 4.783% 12-17-29                                                     | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     2317000 | PA      | $2369686.26    | 0.00%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                                       | TORONTO-DOMINION BANK SR UNSEC 4.861% 01-31-28                                                     | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    20000000 | PA      | $20355300.00   | 0.02%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC COMPANY                                                          | TAMPA ELECTRIC CO SR UNSEC 5.15% 03-01-35                                                          | CUSIP: 875127BN1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    33500000 | PA      | $33982902.50   | 0.04%             | 2035-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 5.875% 11-15-55                                                          | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     2474000 | PA      | $2528885.69    | 0.00%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 5.125% 05-15-32                                                          | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    22087000 | PA      | $22737219.19   | 0.02%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 5.3% 05-15-35                                                            | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    20985000 | PA      | $21504231.86   | 0.02%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                     | TRUIST BANK SR UNSEC 4.671% 05-20-27/26                                                            | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10023170.00   | 0.01%             | 2027-05-20      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                           | TEXAS INSTRUMENTS INC SR UNSEC 5.1% 05-23-35                                                       | CUSIP: 882508CM4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    30701000 | PA      | $31670752.49   | 0.03%             | 2035-05-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ATLAS STATIC SENIOR LOAN FUND ATSTC_22-1                                        | ATSTC 2022-1A DR CLO 144A FRN 07-15-30                                                             | CUSIP: 04942PAQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     2000000 | PA      | $2001594.00    | 0.00%             | 2030-07-15      | Variable      | 9.32%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_24-1                                       | AESOP 2024-1A B 144A 5.85% 06-20-30                                                                | CUSIP: 05377RHZ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3347000 | PA      | $3483641.28    | 0.00%             | 2030-06-20      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_24-1                                       | AESOP 2024-1A A 144A 5.36% 06-20-30                                                                | CUSIP: 05377RHY3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    18192000 | PA      | $18845402.06   | 0.02%             | 2030-06-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_24-1                          | ACAR 2024-1 D 144A 5.86% 05-13-30                                                                  | CUSIP: 02531AAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5330000 | PA      | $5424969.94    | 0.01%             | 2030-05-13      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_24-1                          | ACAR 2024-1 C 144A 5.63% 01-14-30                                                                  | CUSIP: 02531AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7694899 | PA      | $7728748.91    | 0.01%             | 2030-01-14      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| AFFRM 2024-A                                                                    | AFFRM 2024-A A 144A 5.61% 02-15-29                                                                 | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4546000 | PA      | $4567320.74    | 0.00%             | 2029-02-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_24-3                                       | AESOP 2024-3A B 144A 5.58% 12-20-30                                                                | CUSIP: 05377RJL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3970000 | PA      | $4100966.33    | 0.00%             | 2030-12-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_24-3                                       | AESOP 2024-3A A 144A 5.23% 12-20-30                                                                | CUSIP: 05377RJK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    19000000 | PA      | $19625024.00   | 0.02%             | 2030-12-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| ALLEG 2019-2A                                                                   | ALLEG 2019-2A CR CLO 144A FRN 01-19-33                                                             | CUSIP: 01750HAW2<br>LEI: 2549008FHFGEJOVBP855 | Long             | ABS-O            | CORP              | US        |    10500000 | PA      | $10526145.00   | 0.01%             | 2033-01-19      | Variable      | 6.86%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-2                                                                     | ACAR 2024-2 B 144A 6.1% 12-13-27                                                                   | CUSIP: 02531BAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      975897 | PA      | $976565.32     | 0.00%             | 2027-12-13      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-2                                                                     | ACAR 2024-2 C 144A 6.24% 04-12-30                                                                  | CUSIP: 02531BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14936000 | PA      | $15103372.82   | 0.02%             | 2030-04-12      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-2                                                                     | ACAR 2024-2 D 144A 6.53% 04-12-30                                                                  | CUSIP: 02531BAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    17292000 | PA      | $17742837.02   | 0.02%             | 2030-04-12      | Fixed         | 6.53%                 | Yes           |                  2 | On Loan: No      |
| AXIS EQUIPMENT FINANCE RECEIVABLES LLC AXIS_23-1A                               | AXIS 2023-1A A2 144A 6.09% 12-20-29                                                                | CUSIP: 03236YAB1<br>LEI: 5493000K1GV1VHEHGY40 | Long             | ABS-O            | CORP              | US        |     1784276 | PA      | $1802336.44    | 0.00%             | 2029-12-20      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| AXIS 2022-2A                                                                    | AXIS 2022-2A A2 144A 5.3% 06-21-28                                                                 | CUSIP: 03236XAB3<br>LEI: 549300IFG1NMINYRYF89 | Long             | ABS-O            | CORP              | US        |      520291 | PA      | $521628.15     | 0.00%             | 2028-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_24-1                             | AMCAR 2024-1 A3 5.43% 01-18-29                                                                     | CUSIP: 023947AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      993000 | PA      | $1003546.65    | 0.00%             | 2029-01-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| APID 2019-32A                                                                   | APID 2019-32A A1R CLO 144A FRN 01-20-33                                                            | CUSIP: 03768RAQ9<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-O            | CORP              | KY        |    24645723 | PA      | $24680818.27   | 0.03%             | 2033-01-20      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| AFFRM 2024-A                                                                    | AFFRM 2024-A 1A 144A 5.61% 02-15-29                                                                | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6723000 | PA      | $6754530.87    | 0.01%             | 2029-02-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-3                                                                     | ACAR 2024-3 A 144A 5.76% 11-12-27                                                                  | CUSIP: 02490BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1078794 | PA      | $1079797.62    | 0.00%             | 2027-11-12      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-3                                                                     | ACAR 2024-3 C 144A 5.73% 07-12-30                                                                  | CUSIP: 02490BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    24497000 | PA      | $24801007.77   | 0.03%             | 2030-07-12      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-3                                                                     | ACAR 2024-3 D 144A 6.04% 07-12-30                                                                  | CUSIP: 02490BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15643000 | PA      | $15978808.28   | 0.02%             | 2030-07-12      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAST_17-1R                            | CLAST 2017-1R A 144A 2.741% 08-15-41                                                               | CUSIP: 14856JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      335413 | PA      | $332503.64     | 0.00%             | 2041-08-15      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1                              | CLAF 2021-1 A 144A 2.868% 05-11-37                                                                 | CUSIP: 12567UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    78047675 | PA      | $72824412.70   | 0.08%             | 2037-05-11      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1                              | CLAF 2021-1 C 144A 6.171% 05-11-37                                                                 | CUSIP: 12567UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3365407 | PA      | $3199263.89    | 0.00%             | 2037-05-11      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1                              | CLAF 2021-1 B 144A 3.464% 05-11-37                                                                 | CUSIP: 12567UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12649864 | PA      | $11812189.78   | 0.01%             | 2037-05-11      | Fixed         | 3.46%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N4                                      | CRVNA 2021-N4 C 1.72% 09-11-28                                                                     | CUSIP: 14687HAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      334302 | PA      | $325586.75     | 0.00%             | 2028-09-11      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N4                                      | CRVNA 2021-N4 A2 1.8% 09-11-28                                                                     | CUSIP: 14687HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1914752 | PA      | $1879005.19    | 0.00%             | 2028-09-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_22-B                                             | CPS 2022-B C 144A 4.33% 08-15-28                                                                   | CUSIP: 12663BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1752316 | PA      | $1752050.90    | 0.00%             | 2028-08-15      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_23-A                                             | CPS 2023-A C 144A 5.54% 04-16-29                                                                   | CUSIP: 12664LAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1119873 | PA      | $1121677.90    | 0.00%             | 2029-04-16      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_23-A                                             | CPS 2023-A D 144A 6.44% 04-16-29                                                                   | CUSIP: 12664LAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3525000 | PA      | $3590589.68    | 0.00%             | 2029-04-16      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| CANYON CAPITAL CLO LTD CANYC_21-2                                               | CANYC 2021-2A D CLO 144A FRN 04-15-34                                                              | CUSIP: 13876XAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      576923 | PA      | $577741.65     | 0.00%             | 2034-04-15      | Variable      | 7.93%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_23-3                                              | CARMX 2023-3 A3 5.28% 05-15-28                                                                     | CUSIP: 14319BAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      433855 | PA      | $437125.40     | 0.00%             | 2028-05-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_23-C                                             | CPS 2023-C D 144A 6.77% 10-15-29                                                                   | CUSIP: 223928AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3489000 | PA      | $3583426.30    | 0.00%             | 2029-10-15      | Fixed         | 6.77%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_23-C                                             | CPS 2023-C C 144A 6.27% 10-15-29                                                                   | CUSIP: 223928AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3866000 | PA      | $3896479.54    | 0.00%             | 2029-10-15      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_23-P3                                      | CRVNA 2023-P3 A3 144A 5.82% 08-10-28                                                               | CUSIP: 14688GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1257186 | PA      | $1266395.71    | 0.00%             | 2028-08-10      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST CITZN_23-2                                      | CITZN 2023-2 A3 144A 5.83% 02-15-28                                                                | CUSIP: 17295FAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5021333 | PA      | $5061518.81    | 0.01%             | 2028-02-15      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC CFII_23-2                                             | CFII 2023-2A A1 144A 6.16% 10-15-35                                                                | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |      998676 | PA      | $1013141.25    | 0.00%             | 2035-10-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST CCG_23-2                                                  | CCG 2023-2 A2 144A 6.28% 04-14-32                                                                  | CUSIP: 12511QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      553036 | PA      | $560028.99     | 0.00%             | 2032-04-14      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_23-P5                                      | CRVNA 2023-P5 A3 144A 5.62% 01-10-29                                                               | CUSIP: 14687RAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2137410 | PA      | $2158316.23    | 0.00%             | 2029-01-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2024-A                                               | CPS 2024-A B 144A 5.65% 05-15-28                                                                   | CUSIP: 22411CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1357342 | PA      | $1360638.61    | 0.00%             | 2028-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2024-A                                               | CPS 2024-A C 144A 5.74% 04-15-30                                                                   | CUSIP: 22411CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9025000 | PA      | $9124726.25    | 0.01%             | 2030-04-15      | Fixed         | 5.74%                 | 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        |    11339000 | PA      | $11108058.59   | 0.01%             | 2034-07-24      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                             | TRAVEL + LEISURE CO 144A LIFE SR SEC 1ST LIEN 6.625% 07-31-26                                      | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4032260.00    | 0.00%             | 2026-07-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| OWENS & MINOR INC                                                               | OWENS & MINOR INC 144A LIFE SR UNSEC 6.625% 04-01-30                                               | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     1110000 | PA      | $916793.40     | 0.00%             | 2030-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 4.95% 01-15-32                                                     | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    21500000 | PA      | $22035995.00   | 0.02%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 5.75% 07-15-64                                                     | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $5280798.10    | 0.01%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 5.15% 07-15-34                                                     | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    61025000 | PA      | $62654977.75   | 0.06%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 4.8% 01-15-30                                                      | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    11475000 | PA      | $11725889.40   | 0.01%             | 2030-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                    | US FOODS INC 144A LIFE SR UNSEC 5.75% 04-15-33                                                     | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5038685.00    | 0.01%             | 2033-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | WARNERMEDIA HOLDINGS INC SR UNSEC 5.05% 03-15-42                                                   | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    76378000 | PA      | $61021821.21   | 0.06%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | WARNERMEDIA HOLDINGS INC SR UNSEC 4.279% 03-15-32                                                  | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   108953000 | PA      | $99964377.50   | 0.10%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | WARNERMEDIA HOLDINGS INC SR UNSEC 4.054% 03-15-29                                                  | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    64124000 | PA      | $61933203.54   | 0.06%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER COMPANY                                                | WISCONSIN ELECTRIC POWER CO SR UNSEC 4.15% 10-15-30                                                | CUSIP: 976656CU0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     1725000 | PA      | $1718534.70    | 0.00%             | 2030-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL LTD BERMUDA                                           | WEATHERFORD INTERNATIONAL LTD 144A LIFE SR UNSEC 6.75% 10-15-33                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |     3910000 | PA      | $3915165.11    | 0.00%             | 2033-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                   | WESTLAKE CORP SR UNSEC 5.0% 08-15-46                                                               | CUSIP: 960413AS1<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     5265000 | PA      | $4647531.33    | 0.00%             | 2046-08-15      | Fixed         | 5.00%                 | 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        |     1110000 | PA      | $876902.22     | 0.00%             | 2047-11-15      | Fixed         | 4.38%                 | 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        |    10000000 | PA      | $9926350.00    | 0.01%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTER CO LTD                                                       | GC TREASURY CENTER CO LTD REG S SR UNSEC 4.4% 03-30-32                                             | CUSIP: 36830DAD3<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |     8000000 | PA      | $7756360.00    | 0.01%             | 2032-03-30      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| WEA FINANCE LLC                                                                 | WEA FINANCE LLC 144A LIFE SR UNSEC 3.5% 06-15-29                                                   | CUSIP: 92928QAF5<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |     6247000 | PA      | $6031422.28    | 0.01%             | 2029-06-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| WISCONSIN POWER AND LIGHT COMPANY                                               | WISCONSIN POWER AND LIGHT CO SR UNSEC 3.65% 04-01-50                                               | CUSIP: 976826BN6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     2675000 | PA      | $1969276.15    | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                  | GREENSAIF PIPELINES BIDCO SARL REG S SR SEC 1ST LIEN SF 6.129% 02-23-38                            | CUSIP: N/A<br>LEI: 549300YWDGUXPB8GRP47       | Long             | DBT              | CORP              | LU        |     6980000 | PA      | $7435005.26    | 0.01%             | 2038-02-23      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                  | GREENSAIF PIPELINES BIDCO SARL REG S SR SEC 1ST LIEN SF 6.51% 02-23-42                             | CUSIP: N/A<br>LEI: 549300YWDGUXPB8GRP47       | Long             | DBT              | CORP              | LU        |     4038000 | PA      | $4381557.08    | 0.00%             | 2042-02-23      | Fixed         | 6.51%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 2.393% 06-02-28/27                                                       | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      225000 | PA      | $218766.83     | 0.00%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                          | WESCO DISTRIBUTION INC 144A LIFE SR UNSEC 7.25% 06-15-28                                           | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     4355000 | PA      | $4415294.98    | 0.00%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GC TREASURY CENTER CO LTD                                                       | GC TREASURY CENTER CO LTD REG S SR UNSEC 2.98% 03-18-31                                            | CUSIP: 36830DAB7<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |     8000000 | PA      | $7287624.00    | 0.01%             | 2031-03-18      | Fixed         | 2.98%                 | Yes           |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                  | GE HEALTHCARE TECHNOLOGIES INC SR UNSEC 5.857% 03-15-30                                            | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     1022000 | PA      | $1083116.62    | 0.00%             | 2030-03-15      | Fixed         | 5.86%                 | 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        |     4500000 | PA      | $3447171.00    | 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        |    23100000 | PA      | $20739849.90   | 0.02%             | 2035-11-15      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                  | GE HEALTHCARE TECHNOLOGIES INC SR UNSEC 5.905% 11-22-32                                            | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     2560000 | PA      | $2755709.44    | 0.00%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                  | GE HEALTHCARE TECHNOLOGIES INC SR UNSEC 5.65% 11-15-27                                             | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    25000000 | PA      | $25770700.00   | 0.03%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC SR UNSEC 1.05% 09-17-26                                                                | CUSIP: 931142ER0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    50000000 | PA      | $48748200.00   | 0.05%             | 2026-09-17      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER AND LIGHT COMPANY                                               | WISCONSIN POWER AND LIGHT CO SR UNSEC 1.95% 09-16-31                                               | CUSIP: 976826BP1<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     5316000 | PA      | $4602252.58    | 0.00%             | 2031-09-16      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                  | GE HEALTHCARE TECHNOLOGIES INC SR UNSEC 6.377% 11-22-52                                            | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      157000 | PA      | $173602.91     | 0.00%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC SR UNSEC 5.25% 10-15-33                                                        | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    57555000 | PA      | $60381526.05   | 0.06%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-2                                                                    | VERUS 2024-2 A1 144A 6.095% 02-25-69                                                               | CUSIP: 92539UAA8<br>LEI: 213800KSJFZ5H8FZ7C61 | Long             | ABS-CBDO         | CORP              | US        |    10628262 | PA      | $10747511.21   | 0.01%             | 2069-02-25      | Variable      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_24-3                                           | VERUS 2024-3 A1 144A 6.338% 04-25-69                                                               | CUSIP: 92540MAA3<br>LEI: 2138005NRONUFED1TZ38 | Long             | ABS-CBDO         | CORP              | US        |    30624583 | PA      | $31073906.78   | 0.03%             | 2069-04-25      | Variable      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC SR UNSEC 5.55% 10-15-53                                                        | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    17921000 | PA      | $18102611.41   | 0.02%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                                        | BOOST NEWCO BORROWER LLC 144A LIFE SR SEC 1ST LIEN 7.5% 01-15-31                                   | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |     3350000 | PA      | $3556490.65    | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-4                                                                    | VERUS 2024-4 A2 144A 6.572% 06-25-69                                                               | CUSIP: 92540GAB4<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-CBDO         | CORP              | US        |     3959843 | PA      | $4019612.53    | 0.00%             | 2069-06-25      | Variable      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-4                                                                    | VERUS 2024-4 A1 144A 6.218% 06-25-69                                                               | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-CBDO         | CORP              | US        |    32051864 | PA      | $32509981.16   | 0.03%             | 2069-06-25      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-5                                                                    | VERUS 2024-5 A2 144A 6.446% 06-25-69                                                               | CUSIP: 92540HAB2<br>LEI: 213800YE6HC7EZSFHW30 | Long             | ABS-CBDO         | CORP              | US        |     3193665 | PA      | $3239618.83    | 0.00%             | 2069-06-25      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-6                                                                    | VERUS 2024-6 A1 144A 5.799% 07-25-69                                                               | CUSIP: 92540JAA0<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-CBDO         | CORP              | US        |    16565889 | PA      | $16739764.56   | 0.02%             | 2069-07-25      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| GRUPO ENERGIA BOGOTA SA ESP                                                     | GRUPO ENERGIA BOGOTA SA ESP 144A LIFE SR UNSEC 7.85% 11-09-33                                      | CUSIP: 40053XAB5<br>LEI: 529900LG618OWYVHI655 | Long             | DBT              | CORP              | CO        |     2500000 | PA      | $2905485.00    | 0.00%             | 2033-11-09      | Fixed         | 7.85%                 | Yes           |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC SR UNSEC 5.75% 04-15-54                                                                 | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     5350000 | PA      | $5109993.65    | 0.01%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC SR UNSEC 5.375% 04-15-31                                                                | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    20770000 | PA      | $21370232.23   | 0.02%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.3% 03-19-27                                           | CUSIP: 44891ACX3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    14986000 | PA      | $15195099.66   | 0.02%             | 2027-03-19      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-6                                                                    | VERUS 2024-6 A2 144A 6.053% 07-25-69                                                               | CUSIP: 92540JAB8<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-CBDO         | CORP              | US        |     3977259 | PA      | $4018177.53    | 0.00%             | 2069-07-25      | Variable      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-8                                                                    | VERUS 2024-8 A1 144A FRN 10-25-69                                                                  | CUSIP: 92540PAA6<br>LEI: 213800RZ8QGNZ38DSP77 | Long             | ABS-CBDO         | CORP              | US        |    28051356 | PA      | $28221767.91   | 0.03%             | 2069-10-25      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                          | HARVEST MIDSTREAM I LP 144A LIFE SR UNSEC 7.5% 05-15-32                                            | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     2010000 | PA      | $2059888.20    | 0.00%             | 2032-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                        | HOST HOTELS & RESORTS LP SR UNSEC 5.7% 07-01-34                                                    | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    22000000 | PA      | $22549604.00   | 0.02%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-8                                                                    | VERUS 2024-8 A2 144A 5.618% 10-25-69                                                               | CUSIP: 92540PAB4<br>LEI: 213800RZ8QGNZ38DSP77 | Long             | ABS-CBDO         | CORP              | US        |     5952377 | PA      | $5987335.79    | 0.01%             | 2069-10-25      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VERSUS SECURITIZATION TRUST VERSUS_24-R1                                        | VERUS 2024-R1 A1 144A 5.218% 09-25-69                                                              | CUSIP: 924926AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10241086 | PA      | $10252402.02   | 0.01%             | 2069-09-25      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CA6987 09-01-50                                                                      | CUSIP: 3140QEXR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1508041 | PA      | $1219386.73    | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA8781 01-01-51                                                                      | CUSIP: 3140QGXK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       65320 | PA      | $55614.34      | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 2.0 MA4152 10-01-40                                                                      | CUSIP: 31418DTJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6141081 | PA      | $5404918.55    | 0.01%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 AH8144 04-01-41                                                                      | CUSIP: 3138AABN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       27721 | PA      | $28226.94      | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_24-7                                           | VERUS 2024-7 A1 144A FRN 09-25-69                                                                  | CUSIP: 924925AA8<br>LEI: 213800HQOHEFNJCQYJ07 | Long             | ABS-CBDO         | CORP              | US        |     5241019 | PA      | $5252706.33    | 0.01%             | 2069-09-25      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_24-INV2                                        | VERUS 2024-INV2 A1 144A 5.332% 08-26-69                                                            | CUSIP: 92540NAA1<br>LEI: 2138002Y4WGHSN8NFF24 | Long             | ABS-CBDO         | CORP              | US        |    15697418 | PA      | $15785480.30   | 0.02%             | 2069-08-26      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 AH9479 04-01-41                                                                      | CUSIP: 3138ABQ93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       27721 | PA      | $28404.76      | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 MA4493 12-01-51                                                                      | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2102960 | PA      | $1784374.13    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-9                                                                    | VERUS 2024-9 A1 144A FRN 11-25-69                                                                  | CUSIP: 92540RAC8<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-CBDO         | CORP              | US        |    12991444 | PA      | $13088204.17   | 0.01%             | 2069-11-25      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2025-1                                                                    | VERUS 2025-1 A1 144A FRN 01-25-70                                                                  | CUSIP: 92540TAA8<br>LEI: 213800JOKZMXZECMAB50 | Long             | ABS-CBDO         | CORP              | US        |     4517273 | PA      | $4562106.78    | 0.00%             | 2070-01-25      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV5355 04-01-52                                                                      | CUSIP: 3140MJ5R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      926308 | PA      | $785107.38     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BV3022 02-01-52                                                                      | CUSIP: 3140MGLC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      590776 | PA      | $477912.21     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERUS 2023-4                                                                    | VERUS 2023-4 A1 144A 5.811% 05-25-68                                                               | CUSIP: 92539TAA1<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-CBDO         | CORP              | US        |     4402258 | PA      | $4418365.50    | 0.00%             | 2068-05-25      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2023-6                                                                    | VERUS 2023-6 A1 144A 6.665% 09-25-68                                                               | CUSIP: 92539XAA2<br>LEI: 984500915DDB7T2ACA27 | Long             | ABS-CBDO         | CORP              | US        |     2449228 | PA      | $2479160.02    | 0.00%             | 2068-09-25      | Variable      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_23-C6                                                    | BMO 2023-C6 A5 FRN 09-15-56                                                                        | CUSIP: 055985AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2710000 | PA      | $2891859.97    | 0.00%             | 2056-09-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| BANK5 BANK5_23-5YR3                                                             | BANK5 2023-5YR3 AS FRN 09-15-56                                                                    | CUSIP: 06211EAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4984000 | PA      | $5354066.98    | 0.01%             | 2056-09-15      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| VERUS 2023-7                                                                    | VERUS 2023-7 A1 144A .0% 10-25-68                                                                  | CUSIP: 92539YAA0<br>LEI: 213800W65K5FH3AI2J91 | Long             | ABS-CBDO         | CORP              | US        |     1224324 | PA      | $1244632.33    | 0.00%             | 2068-10-25      | Variable      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2025-3                                                                    | VERUS 2025-3 A1 144A 5.623% 05-25-70                                                               | CUSIP: 924928AA2<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-CBDO         | CORP              | US        |     3499210 | PA      | $3536991.06    | 0.00%             | 2070-05-25      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2025-5                                                                    | VERUS 2025-5 A1 144A 5.427% 06-25-70                                                               | CUSIP: 92540XAA9<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-CBDO         | CORP              | US        |     2348176 | PA      | $2367644.84    | 0.00%             | 2070-06-25      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-5                                                                    | VERUS 2024-5 A1 144A 6.192% 06-25-69                                                               | CUSIP: 92540HAA4<br>LEI: 213800YE6HC7EZSFHW30 | Long             | ABS-CBDO         | CORP              | US        |     1697508 | PA      | $1722309.05    | 0.00%             | 2069-06-25      | Variable      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| BBCMS 2023-C21                                                                  | BBCMS 2023-C21 A5 FRN 09-15-56                                                                     | CUSIP: 05553WAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      600000 | PA      | $646464.00     | 0.00%             | 2056-09-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_23-5C23                       | BBCMS 2023-5C23 AS FRN 12-15-56                                                                    | CUSIP: 05493QAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      796000 | PA      | $854846.69     | 0.00%             | 2056-12-15      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| BANK5 BANK5_23-5YR4                                                             | BANK5 2023-5YR4 AS FRN 12-15-56                                                                    | CUSIP: 06211FBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3632000 | PA      | $3886490.61    | 0.00%             | 2056-12-15      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V5                                                                   | BMARK 2024-V5 AM 6.4171% 01-10-57                                                                  | CUSIP: 08163XBA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1681000 | PA      | $1758541.17    | 0.00%             | 2057-01-10      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_23-NQM8                                   | BRAVO 2023-NQM8 A1 144A 6.394% 10-25-63                                                            | CUSIP: 10567MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    32780420 | PA      | $33164114.42   | 0.03%             | 2063-10-25      | Variable      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_24-KING                                         | BX 2024-KING A 144A FRN 05-15-34                                                                   | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    26199094 | PA      | $26240331.27   | 0.03%             | 2034-05-15      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| BMP 2024-MF23                                                                   | BMP 2024-MF23 A 144A FRN 06-15-41                                                                  | CUSIP: 05593JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4990000 | PA      | $5001876.20    | 0.01%             | 2041-06-15      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-VLT4                                                                    | BX 2024-VLT4 A 144A FRN 07-15-29                                                                   | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2504667.50    | 0.00%             | 2029-07-15      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2024-V7                                                                   | BMARK 2024-V7 A3 FRN 05-15-56                                                                      | CUSIP: 08163YAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15869000 | PA      | $16788576.81   | 0.02%             | 2056-05-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| BFLD 2024-WRHS                                                                  | BFLD 2024-WRHS A 144A FRN 08-15-26                                                                 | CUSIP: 05555HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    34298890 | PA      | $34343753.43   | 0.04%             | 2026-08-15      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2024-V11                                                                  | BMARK 2024-V11 AM 6.201% 11-15-57                                                                  | CUSIP: 081921BC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14669000 | PA      | $15385228.59   | 0.02%             | 2057-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR11                                                                | BANK5 2024-5YR11 AS 6.139% 11-15-57                                                                | CUSIP: 06644WBL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3763000 | PA      | $3927424.29    | 0.00%             | 2057-11-15      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR11                                                                | BANK5 2024-5YR11 A3 5.893% 11-15-57                                                                | CUSIP: 06644WBD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6927202 | PA      | $7291344.23    | 0.01%             | 2057-11-15      | Fixed         | 5.89%                 | 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        |      500000 | PA      | $494006.00     | 0.00%             | 2049-05-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURITIES CORP. CSFB_02-30                            | CSFB 2002-30 1A1 7.5% 11-25-32                                                                     | CUSIP: 22541NTQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       82999 | PA      | $85650.10      | 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        |      600000 | PA      | $574596.00     | 0.00%             | 2050-04-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_02-34                             | CSFB 2002-34 1A1 7.5% 12-25-32                                                                     | CUSIP: 2254W0BZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       44109 | PA      | $45274.44      | 0.00%             | 2032-12-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_15-C4                                     | CSAIL 2015-C4 AS FRN 11-15-48                                                                      | CUSIP: 12635RBB3<br>LEI: 54930025J96YEH8FQE77 | Long             | ABS-CBDO         | CORP              | US        |      784465 | PA      | $782472.75     | 0.00%             | 2048-11-15      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| LADAR 2024-1A                                                                   | LADAR 2024-1A A3 144A 5.23% 01-18-28                                                               | CUSIP: 501689AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1252231 | PA      | $1255391.56    | 0.00%             | 2028-01-18      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-1A                                                                   | LADAR 2024-1A D 144A 6.15% 06-16-31                                                                | CUSIP: 501689AG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1190000 | PA      | $1230838.42    | 0.00%             | 2031-06-16      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_03-21                             | CSFB 2003-21 5A1 6.5% 07-25-33                                                                     | CUSIP: 22541QQA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      432633 | PA      | $446405.89     | 0.00%             | 2033-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_03-29                             | CSFB 2003-29 5A1 7.0% 12-25-33                                                                     | CUSIP: 22541Q4B5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       59280 | PA      | $61573.57      | 0.00%             | 2033-12-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CFCRE COMMERCIAL MORTGAGE TRUST CFCRE_16-C7                                     | CFCRE 2016-C7 A2 3.5853% 12-10-54                                                                  | CUSIP: 12532BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1759537 | PA      | $1737676.39    | 0.00%             | 2054-12-10      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_16-COR1                                                | COMM 2016-COR1 A4 3.091% 10-10-49                                                                  | CUSIP: 12594MBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4000000 | PA      | $3939224.00    | 0.00%             | 2049-10-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| LADAR 2024-1A                                                                   | LADAR 2024-1A A4 144A 5.17% 09-15-28                                                               | CUSIP: 501689AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1164000 | PA      | $1173443.53    | 0.00%             | 2028-09-15      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-1A                                                                   | LADAR 2024-1A C 144A 5.64% 06-15-29                                                                | CUSIP: 501689AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1932000 | PA      | $1977320.86    | 0.00%             | 2029-06-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| CD 2017-CD3                                                                     | CD 2017-CD3 A4 3.631% 02-10-50                                                                     | CUSIP: 12515GAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $971404.00     | 0.00%             | 2050-02-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_17-B1                                 | CGCMT 17-B1 A3 3.197% 08-15-50/07-16-27                                                            | CUSIP: 17326CAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5947452 | PA      | $5839951.31    | 0.01%             | 2050-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_24-2                                           | LADAR 2024-2A A3 144A 5.61% 08-15-28                                                               | CUSIP: 505920AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4683409 | PA      | $4716009.72    | 0.00%             | 2028-08-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_24-2                                           | LADAR 2024-2A A4 144A 5.46% 07-16-29                                                               | CUSIP: 505920AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2671000 | PA      | $2718923.08    | 0.00%             | 2029-07-16      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_17-CX9                                    | CSAIL 2017-CX9 A4 3.1755% 09-15-50                                                                 | CUSIP: 12595FAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2330188 | PA      | $2285282.49    | 0.00%             | 2050-09-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_17-COR2                                                | COMM 2017-COR2 A2 3.239% 09-10-50                                                                  | CUSIP: 12595EAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      825451 | PA      | $810347.70     | 0.00%             | 2050-09-10      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_24-2                                           | LADAR 2024-2A D 144A 6.37% 10-15-31                                                                | CUSIP: 505920AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      614000 | PA      | $635486.32     | 0.00%             | 2031-10-15      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-3A                                                                   | LADAR 2024-3A A2 144A 4.64% 11-15-27                                                               | CUSIP: 505709AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3620568 | PA      | $3623298.23    | 0.00%             | 2027-11-15      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_17-COR2                                                | COMM 2017-COR2 A3 3.51% 09-10-50                                                                   | CUSIP: 12595EAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2261000 | PA      | $2216404.04    | 0.00%             | 2050-09-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| CGCMT 2017-C4                                                                   | CGCMT 17-C4 A4 3.471% 10-12-50/09-14-27                                                            | CUSIP: 17326FAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2930000 | PA      | $2882173.61    | 0.00%             | 2050-10-12      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6                                                                     | CD 17-CD6 A5 3.456% 11-13-50/10-18-27                                                              | CUSIP: 125039AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5888000 | PA      | $5776587.26    | 0.01%             | 2050-11-13      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-CX10                                                                 | CSAIL 2017-CX10 A4 3.1908% 11-15-50                                                                | CUSIP: 12595JAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       56000 | PA      | $54777.02      | 0.00%             | 2050-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| CANTOR COMMERCIAL REAL ESTATE LENDING CF_19-CF1                                 | CF 2019-CF1 AS 4.0273% 05-15-52                                                                    | CUSIP: 12529MAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1255000 | PA      | $1197853.58    | 0.00%             | 2052-05-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| CGCMT 2019-GC41                                                                 | CGCMT 19-GC41 A4 2.62% 08-10-56/07-12-29                                                           | CUSIP: 17328FAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $188450.80     | 0.00%             | 2056-08-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_19-C17                                    | CSAIL 2019-C17 A5 3.0161% 09-15-52                                                                 | CUSIP: 12597BAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $1879682.00    | 0.00%             | 2052-09-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_19-G44                                                 | COMM 2019-GC44 AM 3.263% 08-15-57                                                                  | CUSIP: 12655TBP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      804880 | PA      | $749553.35     | 0.00%             | 2057-08-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE COMMERCIAL MORTGAGE TRUST CSMC_19-RPL1                            | CSMC 2019-RPL1 A1A 144A FRN 07-25-58                                                               | CUSIP: 12596MAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      391701 | PA      | $385888.25     | 0.00%             | 2058-07-25      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_20-EXP1                                 | CMLTI 2020-EXP1 A1A 144A FRN 05-25-60                                                              | CUSIP: 17328JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      335863 | PA      | $315927.14     | 0.00%             | 2060-05-25      | Variable      | 1.80%                 | Yes           |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST CHASE_24-RPL2                                 | CHASE 2024-RPL2 A1B 144A FRN 08-25-64                                                              | CUSIP: 161930AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13193098 | PA      | $11661273.84   | 0.01%             | 2064-08-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R04                                                                    | CAS 2024-R04 1B1 144A FRN 05-25-44                                                                 | CUSIP: 20753GAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2222000 | PA      | $2244659.96    | 0.00%             | 2044-05-25      | Variable      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R04                                                                    | CAS 2024-R04 1M1 144A FRN 05-25-44                                                                 | CUSIP: 20753GAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2481962 | PA      | $2484252.78    | 0.00%             | 2044-05-25      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R04                                                                    | CAS 2024-R04 1M2 144A FRN 05-25-44                                                                 | CUSIP: 20753GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4184000 | PA      | $4198388.78    | 0.00%             | 2044-05-25      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-C03                                                          | CAS 2018-C03 1B1 FRN 10-25-30                                                                      | CUSIP: 30711XJ62<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8385000 | PA      | $9013447.37    | 0.01%             | 2030-10-25      | Variable      | 8.22%                 | No            |                  2 | On Loan: No      |
| CONE 2024-DFW1                                                                  | CONE 2024-DFW1 D 144A FRN 08-15-41                                                                 | CUSIP: 20682AAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4807000 | PA      | $4814917.13    | 0.00%             | 2041-08-15      | Variable      | 7.40%                 | Yes           |                  2 | On Loan: No      |
| CONE 2024-DFW1                                                                  | CONE 2024-DFW1 A 144A FRN 08-15-41                                                                 | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12291000 | PA      | $12299124.35   | 0.01%             | 2041-08-15      | Variable      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| CALI 2024-SUN                                                                   | CALI 2024-SUN A 144A FRN 07-15-41                                                                  | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8629000 | PA      | $8661341.49    | 0.01%             | 2041-07-15      | Variable      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| CALI 2024-SUN                                                                   | CALI 2024-SUN B 144A FRN 07-15-41                                                                  | CUSIP: 12988DAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7911000 | PA      | $7948252.90    | 0.01%             | 2041-07-15      | Variable      | 6.49%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-HB15                                                                  | CFMT 2024-HB15 M1 144A FRN 08-25-34                                                                | CUSIP: 15723AAB7<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-CBDO         | CORP              | US        |      969000 | PA      | $954524.11     | 0.00%             | 2034-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-HB15                                                                  | CFMT 2024-HB15 A 144A FRN 08-25-34                                                                 | CUSIP: 15723AAA9<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-CBDO         | CORP              | US        |     1872354 | PA      | $1865739.23    | 0.00%             | 2034-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R06                                                                    | CAS 2024-R06 1A1 144A FRN 09-25-44                                                                 | CUSIP: 20755RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6593582 | PA      | $6618439.40    | 0.01%             | 2044-09-25      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R06                                                                    | CAS 2024-R06 1M2 144A FRN 09-25-44                                                                 | CUSIP: 20755RAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6313000 | PA      | $6328043.88    | 0.01%             | 2044-09-25      | Variable      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| CHASE 2024-RPL4                                                                 | CHASE 2024-RPL4 A1A 144A FRN 12-25-64                                                              | CUSIP: 16160NAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1456111 | PA      | $1320635.62    | 0.00%             | 2064-12-25      | Variable      | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CHASE 2024-RPL4                                                                 | CHASE 2024-RPL4 A1B 144A FRN 12-25-64                                                              | CUSIP: 16160NAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4402626 | PA      | $3942802.74    | 0.00%             | 2064-12-25      | Variable      | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-R1                                                                    | CFMT 2024-R1 A2 144A 4.0% 10-25-54                                                                 | CUSIP: 12530YAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2800000 | PA      | $2721992.00    | 0.00%             | 2054-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-R1                                                                    | CFMT 2024-R1 A1 144A 4.0% 10-25-54                                                                 | CUSIP: 12530YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14822348 | PA      | $14635497.87   | 0.02%             | 2054-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-RM5                                                                   | CFMT 2024-RM5 A 144A FRN 10-25-54                                                                  | CUSIP: 147275AA9<br>LEI: 984500AB3AED98FEEV98 | Long             | ABS-CBDO         | CORP              | US        |    47236570 | PA      | $46435957.81   | 0.05%             | 2054-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| COLT FUNDING LLC COLT_24-INV3                                                   | COLT 2024-INV3 A1 144A 5.443% 09-25-69                                                             | CUSIP: 196919AA2<br>LEI: 2138006GN5HS2TH8G784 | Long             | ABS-CBDO         | CORP              | US        |    10657111 | PA      | $10728268.64   | 0.01%             | 2069-09-25      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| CIM TRUST CIM_24-R1                                                             | CIM 2024-R1 A1 144A FRN 06-25-64                                                                   | CUSIP: 17179VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6735943 | PA      | $6694813.12    | 0.01%             | 2064-06-25      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-NR1                                                                   | CFMT 2024-NR1 A1 144A 6.405% 11-25-29                                                              | CUSIP: 12531DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6336541 | PA      | $6399570.32    | 0.01%             | 2029-11-25      | Variable      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| CAS 2025-R01                                                                    | CAS 2025-R01 1A1 144A FRN 01-25-45                                                                 | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7263070 | PA      | $7271524.18    | 0.01%             | 2045-01-25      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_23-3                                              | COLT 2023-3 A1 144A 7.18% 09-25-68                                                                 | CUSIP: 19688RAA7<br>LEI: 213800MIPEZY1A8W1N28 | Long             | ABS-CBDO         | CORP              | US        |    10721363 | PA      | $10888101.82   | 0.01%             | 2068-09-25      | Variable      | 7.18%                 | Yes           |                  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        |     3736882 | PA      | $3692536.20    | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE ACES FNMA_19-M5                                                      | FNMA 2019-M5 A2 (MF) 3.273% 01-25-29                                                               | CUSIP: 3136B4KB3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      398367 | PA      | $389596.52     | 0.00%             | 2029-01-25      | Fixed         | 3.27%                 | 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        |     1528568 | PA      | $1494441.45    | 0.00%             | 2047-01-01      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS QA4692 11-01-49                                                                          | CUSIP: 31346YF99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    15324767 | PA      | $13792796.24   | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 FM1963 11-01-49                                                                      | CUSIP: 3140X5FD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    29182617 | PA      | $28045807.88   | 0.03%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD0234 01-01-50                                                                      | CUSIP: 3132DMHK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    22885991 | PA      | $20487745.03   | 0.02%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.0 G67711 03-01-48                                                                          | CUSIP: 3132XCR80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    18132007 | PA      | $17480433.01   | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 RA1580 10-01-49                                                                      | CUSIP: 3133KGXH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     6292466 | PA      | $5898834.08    | 0.01%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 QA0284 06-01-49                                                                      | CUSIP: 31334WJ51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2518424 | PA      | $2355486.58    | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 932606 02-01-40                                                                          | CUSIP: 31412RDK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       48242 | PA      | $49440.79      | 0.00%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BE5009 01-01-45                                                                      | CUSIP: 3140FQR74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      535610 | PA      | $504504.12     | 0.00%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 BH3122 06-01-47                                                                      | CUSIP: 3140GRPG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       35017 | PA      | $33717.58      | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS AE1283 12-01-41                                                                          | CUSIP: 31419BM93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       43924 | PA      | $45059.20      | 0.00%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 BK9761 08-01-48                                                                      | CUSIP: 3140HPZ34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      183024 | PA      | $182662.50     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q54701 03-01-48                                                                          | CUSIP: 3132XXGK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      817820 | PA      | $758633.00     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q52069 11-01-47                                                                          | CUSIP: 3132XUJP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1186741 | PA      | $1104997.11    | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BJ8411 08-01-49                                                                      | CUSIP: 3140HAKZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1710152 | PA      | $1599511.79    | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 AE1277 11-01-41                                                                      | CUSIP: 31419BM36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       90906 | PA      | $93073.77      | 0.00%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 BJ5015 12-01-47                                                                      | CUSIP: 3140H6SD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      764284 | PA      | $735924.65     | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BJ4901 03-01-48                                                                      | CUSIP: 3140H6NT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      627167 | PA      | $586580.25     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 BK9743 08-01-48                                                                      | CUSIP: 3140HPZH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      176700 | PA      | $169917.60     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SDART 2024-4                                                                    | SDART 2024-4 D 5.32% 12-15-31                                                                      | CUSIP: 802919AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    18627000 | PA      | $18876341.02   | 0.02%             | 2031-12-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| LADAR 2024-3A                                                                   | LADAR 2024-3A C 144A 4.93% 03-15-30                                                                | CUSIP: 505709AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3670000 | PA      | $3710648.92    | 0.00%             | 2030-03-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-3A                                                                   | LADAR 2024-3A D 144A 5.18% 02-17-32                                                                | CUSIP: 505709AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1864000 | PA      | $1889674.74    | 0.00%             | 2032-02-17      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-3A                                                                   | LADAR 2024-3A B 144A 4.74% 01-15-30                                                                | CUSIP: 505709AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4854000 | PA      | $4896928.78    | 0.01%             | 2030-01-15      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-3A                                                                   | LADAR 2024-3A A4 144A 4.6% 12-17-29                                                                | CUSIP: 505709AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2791000 | PA      | $2815491.03    | 0.00%             | 2029-12-17      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                            | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 4.8% 03-01-50                                 | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    43633000 | PA      | $34581072.35   | 0.04%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  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        |     6424000 | PA      | $6082538.70    | 0.01%             | 2030-11-05      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP SR UNSEC 2.65% 02-01-30                                                               | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $18758700.00   | 0.02%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC SR UNSEC 2.7% 04-15-30                                                              | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    25000000 | PA      | $23555875.00   | 0.02%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                          | HARVEST MIDSTREAM I LP 144A SR UNSEC 7.5% 09-01-28                                                 | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     1988000 | PA      | $2010923.63    | 0.00%             | 2028-09-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| HOWARD HUGHES CORP/THE                                                          | HOWARD HUGHES CORP 144A LIFE SR UNSEC 5.375% 08-01-28                                              | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    12580000 | PA      | $12540523.96   | 0.01%             | 2028-08-01      | Fixed         | 5.38%                 | 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        |    53247000 | PA      | $53191889.36   | 0.06%             | 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        |    14154000 | PA      | $13625503.79   | 0.01%             | 2027-10-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                           | HILTON DOMESTIC OPERATING CO INC 144A LIFE SR UNSEC 4.0% 05-01-31                                  | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    13960000 | PA      | $13221460.16   | 0.01%             | 2031-05-01      | Fixed         | 4.00%                 | Yes           |                  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        |    17000000 | PA      | $16862861.00   | 0.02%             | 2026-01-08      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                             | HILCORP ENERGY I LP 144A LIFE SR UNSEC 5.75% 02-01-29                                              | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     2125000 | PA      | $2095152.25    | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HOWARD HUGHES CORP/THE                                                          | HOWARD HUGHES CORP 144A LIFE SR UNSEC 4.125% 02-01-29                                              | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    21700000 | PA      | $20834864.40   | 0.02%             | 2029-02-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD2501 02-01-55                                                                      | CUSIP: 3140B2X74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       91796 | PA      | $94118.38      | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD6143 07-01-54                                                                      | CUSIP: 3132DTZG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      572028 | PA      | $584907.68     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BT9271 08-01-51                                                                      | CUSIP: 3140LYJR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      193987 | PA      | $156554.19     | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RQ0041 08-01-55                                                                      | CUSIP: 3142J6BK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    80909804 | PA      | $82712960.14   | 0.09%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BU1027 11-01-51                                                                      | CUSIP: 3140M2D90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    12062372 | PA      | $9734406.20    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BW3272 04-01-52                                                                      | CUSIP: 3140MUT67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1221879 | PA      | $989462.13     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ3187 10-01-54                                                                      | CUSIP: 3142GTRH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      379507 | PA      | $388320.60     | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC3867 11-01-54                                                                      | CUSIP: 3140ARJM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2927296 | PA      | $2994659.15    | 0.00%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5792 08-01-55                                                                      | CUSIP: 31418FNJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    18335432 | PA      | $18499149.29   | 0.02%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QJ3296 08-01-54                                                                      | CUSIP: 3133CTUV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5278923 | PA      | $5402676.35    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC3459 09-01-54                                                                      | CUSIP: 3140AQZZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2212246 | PA      | $2262260.09    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FS6121 02-01-52                                                                      | CUSIP: 3140XMYT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    10326560 | PA      | $9089871.55    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 BV4199 03-01-52                                                                      | CUSIP: 3140MHUZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5535218 | PA      | $4872868.08    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB0998 07-01-51                                                                      | CUSIP: 3140QLDC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8113955 | PA      | $7135598.38    | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV SR UNSEC 5.75% 12-01-30                              | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    11240000 | PA      | $11587023.76   | 0.01%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 MA4999 03-01-53                                                                      | CUSIP: 31418ERV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      997681 | PA      | $877608.52     | 0.00%             | 2053-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 QE8121 07-01-52                                                                      | CUSIP: 3133BJAW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     6206998 | PA      | $5462226.11    | 0.01%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                                | ELI LILLY & CO SR UNSEC 5.65% 10-15-65                                                             | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     8058000 | PA      | $8326895.46    | 0.01%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                                | ELI LILLY & CO SR UNSEC 4.9% 10-15-35                                                              | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     6014000 | PA      | $6094659.77    | 0.01%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FS6634 06-01-52                                                                      | CUSIP: 3140XNLQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2587178 | PA      | $2275195.47    | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FS5083 03-01-52                                                                      | CUSIP: 3140XLUH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      995170 | PA      | $880940.44     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                                | ELI LILLY & CO SR UNSEC 5.55% 10-15-55                                                             | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    13192000 | PA      | $13581322.30   | 0.01%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC SR UNSEC 5.7% 09-15-55                                                         | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    21500000 | PA      | $21324968.50   | 0.02%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC SR UNSEC 5.0% 01-15-36                                                         | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     6025000 | PA      | $5983541.98    | 0.01%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                   | ENEL FINANCE INTERNATIONAL NV 144A LIFE SR UNSEC 4.125% 09-30-28                                   | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    11875000 | PA      | $11846108.13   | 0.01%             | 2028-09-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                   | ENEL FINANCE INTERNATIONAL NV 144A LIFE SR UNSEC 4.375% 09-30-30                                   | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     3000000 | PA      | $2980602.00    | 0.00%             | 2030-09-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                   | ENEL FINANCE INTERNATIONAL NV 144A LIFE SR UNSEC 5.0% 09-30-35                                     | CUSIP: 29278GBH0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     3000000 | PA      | $2957700.00    | 0.00%             | 2035-09-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| EMERA INC                                                                       | EMERA INC SUB (H) 6.75% 06-15-76/26                                                                | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |      319000 | PA      | $321052.77     | 0.00%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                               | EOG RESOURCES INC SR UNSEC 3.9% 04-01-35                                                           | CUSIP: 26875PAN1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7432840.00    | 0.01%             | 2035-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | ENTERGY LOUISIANA LLC SR SEC 1ST LIEN 3.12% 09-01-27                                               | CUSIP: 29364WAZ1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     4780000 | PA      | $4713902.16    | 0.00%             | 2027-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                               | EVERSOURCE ENERGY SR UNSEC 3.3% 01-15-28                                                           | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     6812000 | PA      | $6669874.43    | 0.01%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COBANK ACB                                                                      | COBANK ACB PFD CL E 144A NON-CUM FIXED TO FLOATING PERPETUAL 144A                                  | CUSIP: 19075Q607<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | CORP              | US        |        6250 | NS      | $5000000.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DSG TOPCO INC                                                                   | DSG TOPCO INC (DRS) (NOT LISTED OR TRADING)                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        4713 | NS      | $53758.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NMG PARENT LLC                                                                  | NMG PARENT LLC (ESCROW) (NOT LISTED OR TRADING)                                                    | CUSIP: 629ESC039<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3867 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ROTECH HEALTHCARE INC (NEW)                                                     | ROTECH HEALTHCARE INC PP (NEW) (NOT LISTED OR TRADING) (DRS)                                       | CUSIP: 778669200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      342069 | NS      | $24687119.73   | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1                           | AESOP 2021-1A D 144A 3.71% 08-20-27                                                                | CUSIP: 05377REL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5000000 | PA      | $4930045.00    | 0.01%             | 2027-08-20      | Fixed         | 3.71%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1                           | AESOP 2021-1A C 144A 2.13% 08-20-27                                                                | CUSIP: 05377REK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1211000 | PA      | $1188487.51    | 0.00%             | 2027-08-20      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV4170 03-01-52                                                                      | CUSIP: 3140MHT41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4029519 | PA      | $3416585.00    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 MA4492 12-01-51                                                                      | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1594186 | PA      | $1293477.51    | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1                           | AESOP 2021-1A A 144A 1.38% 08-20-27                                                                | CUSIP: 05377REH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    39680000 | PA      | $38931873.28   | 0.04%             | 2027-08-20      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1                           | AESOP 2021-1A B 144A 1.63% 08-20-27                                                                | CUSIP: 05377REJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8588000 | PA      | $8426408.19    | 0.01%             | 2027-08-20      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV4133 03-01-52                                                                      | CUSIP: 3140MHSX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    17220099 | PA      | $14544509.15   | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 RA5155 05-01-51                                                                      | CUSIP: 3133KLWQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2949284 | PA      | $2380160.64    | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BU9929 02-01-52                                                                      | CUSIP: 3140MCA75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      306403 | PA      | $247962.83     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 MA4465 11-01-51                                                                      | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    83665888 | PA      | $67884744.29   | 0.07%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 5.0 Q01658 06-01-41                                                                          | CUSIP: 3132GEZX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      134664 | PA      | $136687.80     | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 AH6099 03-01-41                                                                      | CUSIP: 3138A7X52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      897743 | PA      | $919887.72     | 0.00%             | 2041-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA5286 05-01-51                                                                      | CUSIP: 3133KL2T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       20363 | PA      | $17202.29      | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 RA4352 01-01-51                                                                      | CUSIP: 3133KKZR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1597261 | PA      | $1303888.89    | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA3987 11-01-50                                                                      | CUSIP: 3133KKNC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     8873867 | PA      | $7547756.41    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA4351 01-01-51                                                                      | CUSIP: 3133KKZQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       87996 | PA      | $74641.27      | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 MA4378 07-01-51                                                                      | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       75709 | PA      | $61529.09      | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 5.0 G06648 06-01-41                                                                          | CUSIP: 3128M8WH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      460727 | PA      | $471706.69     | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA3934 11-01-50                                                                      | CUSIP: 3133KKLP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      554627 | PA      | $472170.90     | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD8189 01-01-52                                                                      | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      392537 | PA      | $332324.36     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD7535 02-01-51                                                                      | CUSIP: 3132DVLQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3583523 | PA      | $3086724.49    | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD7544 07-01-51                                                                      | CUSIP: 3132DVLZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    70080168 | PA      | $62955467.95   | 0.07%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 5.5 G05196 10-01-38                                                                          | CUSIP: 3128M7C95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1186 | PA      | $1233.35       | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD7525 10-01-50                                                                      | CUSIP: 3132DVLE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    19653955 | PA      | $16956489.09   | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 5.5 G06841 06-01-41                                                                          | CUSIP: 3128M85A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11773 | PA      | $12227.69      | 0.00%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 5.5 G03695 11-01-37                                                                          | CUSIP: 3128M5NL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1579 | PA      | $1645.78       | 0.00%             | 2037-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 5.5 A15120 10-01-33                                                                          | CUSIP: 31296PVM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1610 | PA      | $1647.65       | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | 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        |     3397847 | PA      | $3411978.59    | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 AC2641 10-01-39                                                                      | CUSIP: 31417L5B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2690010 | PA      | $2704606.31    | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 G04804 05-01-37                                                                          | CUSIP: 3128M6U55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      810485 | PA      | $817837.19     | 0.00%             | 2037-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 2.0 RB5121 08-01-41                                                                      | CUSIP: 3133KYVN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   136533739 | PA      | $118636077.64  | 0.12%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 2.0 RB5071 09-01-40                                                                      | CUSIP: 3133KYT41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3410695 | PA      | $2966240.91    | 0.00%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHARM FRN 8D0226 05-01-52                                                                          | CUSIP: 3142BNHB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     7961642 | PA      | $7308700.24    | 0.01%             | 2052-05-01      | Variable      | 2.54%                 | 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        |     4323437 | PA      | $3681903.84    | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME EQUITY LOAN TRUST CWHEL_06-I                                   | CWHEL 2006-I 2A FRN 01-15-37                                                                       | CUSIP: 12668FAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      721043 | PA      | $692419.28     | 0.00%             | 2037-01-15      | Variable      | 4.40%                 | 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        |     4195315 | PA      | $3572775.99    | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K144                       | FHMS K144 A2 2.45% 04-25-32                                                                        | CUSIP: 3137H7M91<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     7501456 | PA      | $6749157.48    | 0.01%             | 2032-04-25      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGTW 4.5 D98356 05-01-30                                                                           | CUSIP: 3128E5H93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28343 | PA      | $28403.03      | 0.00%             | 2030-05-01      | Fixed         | 4.50%                 | 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        |    23880313 | PA      | $20527540.58   | 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        |    32977972 | PA      | $28274389.72   | 0.03%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC CFII_24-1                                             | CFII 2024-1A A1 144A 5.52% 05-15-36                                                                | CUSIP: 165183DE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5868424 | PA      | $5944197.39    | 0.01%             | 2036-05-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| COUNTRYWIDE HOME EQUITY LOAN TRUST CWHEL_07-B                                   | CWHEL 2007-B A FRN 02-15-37                                                                        | CUSIP: 12669XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1034456 | PA      | $978605.04     | 0.00%             | 2037-02-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| STEELE CREEK CLO LTD STCR_19-2A                                                 | STCR 2019-2A ARR CLO 144A FRN 07-15-32                                                             | CUSIP: 85817EAU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10570862 | PA      | $10570608.45   | 0.01%             | 2032-07-15      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST                                                   | SYNIT 2025-A1 A 4.78% 02-18-31                                                                     | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8800000 | PA      | $8960256.80    | 0.01%             | 2031-02-18      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| STCR 2019-1A                                                                    | STCR 2019-1A DRR CLO 144A FRN 04-15-32                                                             | CUSIP: 85817BAW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     4000000 | PA      | $4009680.00    | 0.00%             | 2032-04-15      | Variable      | 7.32%                 | Yes           |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2                             | AMCAR 2021-2 D 1.29% 06-18-27                                                                      | CUSIP: 03066RAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15943000 | PA      | $15800182.61   | 0.02%             | 2027-06-18      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_22-5                                       | AESOP 2022-5A A 144A 6.12% 04-20-27                                                                | CUSIP: 05377RFV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7921000 | PA      | $7970205.25    | 0.01%             | 2027-04-20      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| APEX CREDIT CLO LTD APEXC_22-1                                                  | APEXC 2022-1A C CLO 144A FRN 04-22-33                                                              | CUSIP: 03753YAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |      900000 | PA      | $900000.00     | 0.00%             | 2033-04-22      | Variable      | 7.04%                 | Yes           |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-1                             | AMCAR 2023-1 B 5.57% 03-20-28                                                                      | CUSIP: 03067BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13052000 | PA      | $13155437.10   | 0.01%             | 2028-03-20      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-6                                       | AESOP 2023-6A A 144A 5.81% 12-20-29                                                                | CUSIP: 05377RHG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    45430000 | PA      | $47381763.66   | 0.05%             | 2029-12-20      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-GPA2                                                                    | BX 2024-GPA2 A 144A FRN 11-15-41                                                                   | CUSIP: 12433DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    42027000 | PA      | $42164050.05   | 0.04%             | 2041-11-15      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2024-V11                                                                  | BMARK 2024-V11 A3 5.909% 11-15-57                                                                  | CUSIP: 081921AZ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    25295000 | PA      | $26638923.35   | 0.03%             | 2057-11-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12                                                                | BANK5 2024-5YR12 A3 FRN 12-15-57                                                                   | CUSIP: 06644XBG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5258000 | PA      | $5540202.12    | 0.01%             | 2057-12-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12                                                                | BANK5 2024-5YR12 AS FRN 12-15-57                                                                   | CUSIP: 06644XBP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7094000 | PA      | $7404064.55    | 0.01%             | 2057-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C8                                                                    | BMO 2024-5C8 A3 FRN 12-15-57                                                                       | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    25940000 | PA      | $27054123.00   | 0.03%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| BBCMS 2024-5C31                                                                 | BBCMS 2024-5C31 AS 5.852% 12-15-57                                                                 | CUSIP: 07336YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6782000 | PA      | $7020936.64    | 0.01%             | 2057-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BX 2024-GPA3                                                                    | BX 2024-GPA3 A 144A FRN 12-15-39                                                                   | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    27200866 | PA      | $27300665.54   | 0.03%             | 2039-12-15      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-GPA3                                                                    | BX 2024-GPA3 B 144A FRN 12-15-39                                                                   | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5911335 | PA      | $5936724.04    | 0.01%             | 2039-12-15      | Variable      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| BX 2025-BIO3                                                                    | BX 2025-BIO3 A 144A 6.1382% 02-10-42                                                               | CUSIP: 123911AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    18146000 | PA      | $18744745.42   | 0.02%             | 2042-02-10      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| BX 2025-BIO3                                                                    | BX 2025-BIO3 D 144A FRN 02-10-42                                                                   | CUSIP: 123911AJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      960000 | PA      | $956887.68     | 0.00%             | 2042-02-10      | Variable      | 7.19%                 | Yes           |                  2 | On Loan: No      |
| BRAVO 2025-NQM1                                                                 | BRAVO 2025-NQM1 A1 144A 5.604% 12-25-64                                                            | CUSIP: 10569MAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17173983 | PA      | $17335315.46   | 0.02%             | 2064-12-25      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| IRV 2025-200P                                                                   | IRV 2025-200P A 144A FRN 03-14-47                                                                  | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17106472 | PA      | $17517728.69   | 0.02%             | 2047-03-14      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| IRV 2025-200P                                                                   | IRV 2025-200P C 144A FRN 03-14-47                                                                  | CUSIP: 45006HAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2182001 | PA      | $2174287.63    | 0.00%             | 2047-03-14      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_23-NQM7                                   | BRAVO 2023-NQM7 A2 144A 7.383% 09-25-63                                                            | CUSIP: 10569HAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4443841 | PA      | $4513573.80    | 0.00%             | 2063-09-25      | Variable      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| BRAVO 2023-NQM4                                                                 | BRAVO 2023-NQM4 A1 144A 6.435% 05-25-63                                                            | CUSIP: 10569YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3113939 | PA      | $3136499.10    | 0.00%             | 2063-05-25      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| BMO 2025-5C9                                                                    | BMO 2025-5C9 AS FRN 04-15-58                                                                       | CUSIP: 096933AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10769000 | PA      | $11328632.62   | 0.01%             | 2058-04-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| BMO 2025-5C9                                                                    | BMO 2025-5C9 A3 5.7785% 04-15-58                                                                   | CUSIP: 096933AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    25292000 | PA      | $26554880.14   | 0.03%             | 2058-04-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-V14                                                                  | BMARK 2025-V14 AM 6.0898% 04-15-58                                                                 | CUSIP: 08164BAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16299000 | PA      | $17072012.67   | 0.02%             | 2058-04-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-V14                                                                  | BMARK 2025-V14 A4 5.6599% 04-15-57                                                                 | CUSIP: 08164BAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    35114000 | PA      | $36797330.05   | 0.04%             | 2057-04-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                                | BURLINGTON NORTHERN SANTA FE LLC SR UNSEC 3.05% 02-15-51                                           | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7293000 | PA      | $4951290.63    | 0.01%             | 2051-02-15      | Fixed         | 3.05%                 | 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        |     2026000 | PA      | $2045617.76    | 0.00%             | 2030-05-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 5.705% 05-01-40                                                                 | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     8150000 | PA      | $8321011.45    | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 5.04% 05-01-27                                                                  | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1126000 | PA      | $1138447.93    | 0.00%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 5.93% 05-01-60                                                                  | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    13187000 | PA      | $13184059.30   | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 5.805% 05-01-50                                                                 | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    13027000 | PA      | $13023274.28   | 0.01%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 5.15% 05-01-30                                                                  | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    31776000 | PA      | $32618000.45   | 0.03%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | BOSTON PROPERTIES LP SR UNSEC 3.25% 01-30-31                                                       | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    24747000 | PA      | $23020674.03   | 0.02%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                          | BOSTON SCIENTIFIC CORP SR UNSEC 2.65% 06-01-30                                                     | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     3905000 | PA      | $3653865.55    | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                            | BWX TECHNOLOGIES INC 144A LIFE SR UNSEC 4.125% 06-30-28                                            | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     1675000 | PA      | $1636515.20    | 0.00%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 2.676% 06-19-41/40                                                   | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      530000 | PA      | $390790.73     | 0.00%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| CNH 2024-B                                                                      | CNH 2024-B A2A 5.42% 10-15-27                                                                      | CUSIP: 18978JAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      223742 | PA      | $224324.38     | 0.00%             | 2027-10-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| CNH 2024-B                                                                      | CNH 2024-B A3 5.19% 09-17-29                                                                       | CUSIP: 18978JAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5727000 | PA      | $5821392.41    | 0.01%             | 2029-09-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO SR UNSEC 3.2% 06-15-26                                                     | CUSIP: 110122CN6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     5594000 | PA      | $5567501.22    | 0.01%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO SR UNSEC 3.4% 07-26-29                                                     | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     1582000 | PA      | $1542892.96    | 0.00%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 1.898% 07-23-31/30                                                   | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     7682000 | PA      | $6863782.50    | 0.01%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                                  | BP CAPITAL MARKETS AMERICA INC SR UNSEC 2.772% 11-10-50                                            | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |       40000 | PA      | $25158.48      | 0.00%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC SR UNSEC 4.15% 11-15-30                                                               | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     4667000 | PA      | $4650264.14    | 0.00%             | 2030-11-15      | Fixed         | 4.15%                 | 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        |     2106000 | PA      | $2012912.69    | 0.00%             | 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        |     1768000 | PA      | $1616077.53    | 0.00%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  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        |    20094000 | PA      | $20085942.31   | 0.02%             | 2026-10-06      | Variable      | 1.65%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 1.922% 10-24-31/30                                                   | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    22229000 | PA      | $19749199.45   | 0.02%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 2.75% 02-01-26                                                                  | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    55594000 | PA      | $55283507.51   | 0.06%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 3.25% 02-01-28                                                                  | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    49283000 | PA      | $48143872.74   | 0.05%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 3.625% 02-01-31                                                                 | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3864000 | PA      | $3703470.12    | 0.00%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC SR UNSEC 3.85% 04-05-29                                                   | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    17379000 | PA      | $17121825.56   | 0.02%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC SR UNSEC 4.35% 04-05-42                                                   | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      208000 | PA      | $179789.79     | 0.00%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC SR UNSEC 4.4% 04-05-52                                                    | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      739000 | PA      | $611849.14     | 0.00%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 5.73% 09-05-30                                                   | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    36306000 | PA      | $36620301.04   | 0.04%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                | FIRSTENERGY CORP SR UNSEC 3.9% 07-15-27                                                            | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9941120.00    | 0.01%             | 2027-07-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 3.815% 11-02-27                                                  | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     7305000 | PA      | $7127525.03    | 0.01%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 5.113% 05-03-29                                                  | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    69292000 | PA      | $68795869.28   | 0.07%             | 2029-05-03      | Fixed         | 5.11%                 | 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        |      406000 | PA      | $394682.75     | 0.00%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIDEICOMISO FIBRA UNO                                                           | TRUST FIBRA UNO REG S SR UNSEC 4.869% 01-15-30                                                     | CUSIP: N/A<br>LEI: 54930011BLQ0JPRBAL73       | Long             | DBT              | CORP              | MX        |     2000000 | PA      | $1962166.00    | 0.00%             | 2030-01-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 4.271% 01-09-27                                                  | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1035000 | PA      | $1026904.23    | 0.00%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                | FIRSTENERGY CORP SR UNSEC 2.65% 03-01-30                                                           | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    24041000 | PA      | $22318318.10   | 0.02%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                                              | FORESTAR GROUP INC 144A LIFE SR UNSEC 5.0% 03-01-28                                                | CUSIP: 346232AE1<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1982832.00    | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC SR UNSEC 2.65% 06-01-30                                                                 | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      900000 | PA      | $833584.50     | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                | FIRSTENERGY CORP SR UNSEC 1.6% 01-15-26                                                            | CUSIP: 337932AN7<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    54243000 | PA      | $53773472.59   | 0.06%             | 2026-01-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                | FIRSTENERGY CORP SR UNSEC 2.25% 09-01-30                                                           | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    41879000 | PA      | $37654623.39   | 0.04%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 4.125% 08-17-27                                                  | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     4655000 | PA      | $4579793.82    | 0.00%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                                                                   | FRESNILLO PLC 144A LIFE SR UNSEC 4.25% 10-02-50                                                    | CUSIP: 358070AB6<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | MX        |     9516000 | PA      | $7555399.49    | 0.01%             | 2050-10-02      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 3.375% 11-13-25                                                  | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1565000 | PA      | $1562183.00    | 0.00%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 4.0% 11-13-30                                                    | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    47971000 | PA      | $44762267.78   | 0.05%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TIERRA MOJADA LUXEMBOURG II SARL                                                | TIERRA MOJADA LUXEMBOURG II SARL REG S SR SEC 1ST LIEN SF 5.75% 12-01-40                           | CUSIP: N/A<br>LEI: 254900H2U8PBIY32VI94       | Long             | DBT              | CORP              | LU        |     5916949 | PA      | $5830413.22    | 0.01%             | 2040-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 2.9% 02-16-28                                                    | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    34880000 | PA      | $33166520.00   | 0.03%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                      | FIDELITY NATIONAL INFORMATION SERVICES INC SR UNSEC 1.15% 03-01-26                                 | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    22429000 | PA      | $22146394.60   | 0.02%             | 2026-03-01      | Fixed         | 1.15%                 | 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        |    18927000 | PA      | $18193275.92   | 0.02%             | 2028-09-15      | Fixed         | 2.87%                 | 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        |     6570000 | PA      | $6498242.46    | 0.01%             | 2026-02-08      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 2.804% 05-24-32/31                                                      | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    40267000 | PA      | $36507310.48   | 0.04%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  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        |    13912000 | PA      | $13086267.15   | 0.01%             | 2028-06-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| CRVNA 2024-P2                                                                   | CRVNA 2024-P2 A3 5.33% 07-10-29                                                                    | CUSIP: 14688PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3669000 | PA      | $3702545.67    | 0.00%             | 2029-07-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-N2                                          | CRVNA 2024-N2 A2 144A 5.9% 08-10-27                                                                | CUSIP: 14687VAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      634596 | PA      | $635163.84     | 0.00%             | 2027-08-10      | Fixed         | 5.90%                 | 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        |    24066000 | PA      | $23611008.20   | 0.02%             | 2026-06-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC SR UNSEC 2.375% 07-15-31                                                                   | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2003000 | PA      | $1777448.18    | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC SR UNSEC 2.15% 02-03-32                                                                 | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     3921000 | PA      | $3345075.68    | 0.00%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 2.206% 08-17-29/28                                                      | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    60285000 | PA      | $56913199.67   | 0.06%             | 2029-08-17      | Variable      | 2.21%                 | 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        |     7900000 | PA      | $7405704.90    | 0.01%             | 2028-09-15      | Fixed         | 2.10%                 | 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        |    36910000 | PA      | $36019730.80   | 0.04%             | 2026-09-17      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 2.871% 11-22-32/31                                                      | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      648000 | PA      | $584225.78     | 0.00%             | 2032-11-22      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC SR UNSEC 3.7% 03-23-29                                                                  | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     2424000 | PA      | $2369263.66    | 0.00%             | 2029-03-23      | Fixed         | 3.70%                 | 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        |     8621000 | PA      | $8465321.98    | 0.01%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | EQUINIX INC SR UNSEC 2.9% 11-18-26                                                                 | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     9236000 | PA      | $9100849.61    | 0.01%             | 2026-11-18      | Fixed         | 2.90%                 | 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        |     3913000 | PA      | $3748779.22    | 0.00%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                        | EQT CORP SR UNSEC 7.0% 02-01-30                                                                    | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $16339905.00   | 0.02%             | 2030-02-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                                                          | ENGIE ENERGIA CHILE SA 144A LIFE SR UNSEC 3.4% 01-28-30                                            | CUSIP: 29287TAA7<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |     7054000 | PA      | $6654694.22    | 0.01%             | 2030-01-28      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | ENTERGY LOUISIANA LLC SR SEC 1ST LIEN 2.9% 03-15-51                                                | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    14533000 | PA      | $9377650.78    | 0.01%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                     | IMPERIAL BRANDS FINANCE PLC 144A LIFE SR UNSEC (B) 6.375% 07-01-55                                 | CUSIP: 45262BAL7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    11756000 | PA      | $12219057.08   | 0.01%             | 2055-07-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                     | IMPERIAL BRANDS FINANCE PLC 144A LIFE SR UNSEC 5.62% 07-01-35                                      | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    48491000 | PA      | $49487102.12   | 0.05%             | 2035-07-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                | EXXON MOBIL CORP SR UNSEC 4.227% 03-19-40                                                          | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1831916.00    | 0.00%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                | EXXON MOBIL CORP SR UNSEC 2.61% 10-15-30                                                           | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    27900000 | PA      | $26046407.70   | 0.03%             | 2030-10-15      | Fixed         | 2.61%                 | 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        |    15392000 | PA      | $11290816.99   | 0.01%             | 2051-04-15      | Fixed         | 3.45%                 | 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        |     2678000 | PA      | $2417243.14    | 0.00%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                             | INTESA SANPAOLO SPA 144A LIFE SUB 5.71% 01-15-26                                                   | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    24105000 | PA      | $24159260.36   | 0.03%             | 2026-01-15      | Fixed         | 5.71%                 | Yes           |                  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        |    10275000 | PA      | $10214952.90   | 0.01%             | 2027-07-14      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ENN ENERGY HOLDINGS LTD                                                         | ENN ENERGY HOLDINGS LTD 144A LIFE SR UNSEC 2.625% 09-17-30                                         | CUSIP: 26876FAC6<br>LEI: 549300V7BXPWT6WIPR03 | Long             | DBT              | CORP              | CN        |     1143000 | PA      | $1052388.68    | 0.00%             | 2030-09-17      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | EQUINIX INC SR UNSEC 1.55% 03-15-28                                                                | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      661000 | PA      | $621599.77     | 0.00%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                               | IRON MOUNTAIN INC 144A LIFE SR UNSEC 5.25% 03-15-28                                                | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     9459000 | PA      | $9450127.46    | 0.01%             | 2028-03-15      | Fixed         | 5.25%                 | 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        |     4974000 | PA      | $4907333.48    | 0.01%             | 2028-01-12      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | ENTERGY LOUISIANA LLC SR SEC 1ST LIEN 1.6% 12-15-30                                                | CUSIP: 29364WBE7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1493332.70    | 0.00%             | 2030-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                                                         | ENFRAGEN ENERGIA SUR SA REG S SR SEC 1ST LIEN 5.375% 12-30-30                                      | CUSIP: N/A<br>LEI: 2549002TO75PYMY3VY07       | Long             | DBT              | CORP              | ES        |     6848000 | PA      | $6380973.25    | 0.01%             | 2030-12-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY CORP                                                                    | ENTERGY CORP SR UNSEC 1.9% 06-15-28                                                                | CUSIP: 29364GAN3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     6531000 | PA      | $6162847.53    | 0.01%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                    | ENTERGY CORP SR UNSEC 2.4% 06-15-31                                                                | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    16078000 | PA      | $14380275.75   | 0.01%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                                                          | BRIGHTSTAR LOTTERY PLC 144A LIFE SR SEC 1ST LIEN 6.25% 01-15-27                                    | CUSIP: 460599AD5<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3535224.00    | 0.00%             | 2027-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                               | IRON MOUNTAIN INC 144A LIFE SR UNSEC 4.875% 09-15-29                                               | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     8367000 | PA      | $8243611.85    | 0.01%             | 2029-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                             | INTESA SANPAOLO SPA 144A LIFE SR UNSEC 4.0% 09-23-29                                               | CUSIP: 46115HBL0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     3000000 | PA      | $2943021.00    | 0.00%             | 2029-09-23      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                                            | ICAHN ENTERPRISES LP SR SEC 1ST LIEN 6.25% 05-15-26                                                | CUSIP: 451102BT3<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     2246000 | PA      | $2245198.18    | 0.00%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                                     | ENERGEAN ISRAEL FINANCE LTD 144A LIFE/REG S SR SEC 1ST LIEN 5.875% 03-30-31                        | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |     4000000 | PA      | $3845216.00    | 0.00%             | 2031-03-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | ENTERGY LOUISIANA LLC SR SEC 1ST LIEN 2.35% 06-15-32                                               | CUSIP: 29364WBH0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      395000 | PA      | $347658.86     | 0.00%             | 2032-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP SR UNSEC 3.1% 02-15-60                                                                  | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    25150000 | PA      | $14915987.15   | 0.02%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                                            | ICAHN ENTERPRISES LP SR SEC 1ST LIEN 5.25% 05-15-27                                                | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4918655.00    | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 5.597% 05-17-28/27                                                      | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    17790000 | PA      | $18167681.70   | 0.02%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                    | HESS MIDSTREAM OPERATIONS LP 144A LIFE SR UNSEC 6.5% 06-01-29                                      | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2855000 | PA      | $2946260.08    | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC SR UNSEC 3.0% 09-15-60                                               | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      134000 | PA      | $83086.43      | 0.00%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INRETAIL CONSUMER                                                               | INRETAIL CONSUMER REG S SR SEC 1ST LIEN 3.25% 03-22-28                                             | CUSIP: N/A<br>LEI: 254900BI1YXHZ31NSP51       | Long             | DBT              | CORP              | PE        |     2000000 | PA      | $1946488.00    | 0.00%             | 2028-03-22      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC SR UNSEC 4.85% 06-25-31                                                             | CUSIP: 437076DD1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    16291000 | PA      | $16820604.12   | 0.02%             | 2031-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC SR UNSEC 5.3% 06-25-54                                                              | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    33031000 | PA      | $32350924.74   | 0.03%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| INRETAIL CONSUMER                                                               | INRETAIL CONSUMER 144A LIFE SR SEC 1ST LIEN 3.25% 03-22-28                                         | CUSIP: 45790TAB1<br>LEI: 254900BI1YXHZ31NSP51 | Long             | DBT              | CORP              | PE        |     5400000 | PA      | $5255517.60    | 0.01%             | 2028-03-22      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKMUR TBK PT                                               | INDOFOOD CBP SUKSES MAKMUR TBK PT REG S SR UNSEC 3.398% 06-09-31                                   | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | DBT              | CORP              | ID        |    13570000 | PA      | $12633018.64   | 0.01%             | 2031-06-09      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC SR UNSEC 4.95% 06-25-34                                                             | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    62926000 | PA      | $64463785.59   | 0.07%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A SR UNSEC 5.275% 06-24-27                                              | CUSIP: 44891ADB0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    12500000 | PA      | $12696900.00   | 0.01%             | 2027-06-24      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKMUR TBK PT                                               | INDOFOOD CBP SUKSES MAKMUR TBK PT REG S SR UNSEC 4.745% 06-09-51                                   | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | DBT              | CORP              | ID        |     6485000 | PA      | $5610491.27    | 0.01%             | 2051-06-09      | Fixed         | 4.75%                 | Yes           |                  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        |     3375000 | PA      | $2918463.75    | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A SR UNSEC 5.4% 06-24-31                                                | CUSIP: 44891ADD6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4636530.00    | 0.00%             | 2031-06-24      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 4.55% 09-26-29                                          | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    24606000 | PA      | $24665694.16   | 0.03%             | 2029-09-26      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                                       | HUNTINGTON BANCSHARES INC SR UNSEC 5.272% 01-15-31/30                                              | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15463590.00   | 0.02%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 5.286% 11-19-30/29                                                      | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     5278000 | PA      | $5445882.62    | 0.01%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP SR UNSEC 3.05% 08-12-51                                                                 | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    32671000 | PA      | $20745039.53   | 0.02%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKMUR TBK PT                                               | INDOFOOD CBP SUKSES MAKMUR TBK PT REG S SR UNSEC 4.805% 04-27-52                                   | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | DBT              | CORP              | ID        |      809000 | PA      | $706604.06     | 0.00%             | 2052-04-27      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.0% 01-07-28                                           | CUSIP: 44891ADL8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15213795.00   | 0.02%             | 2028-01-07      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.3% 01-08-30                                           | CUSIP: 44891ADM6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    37000000 | PA      | $38014540.00   | 0.04%             | 2030-01-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC SR UNSEC 4.6% 03-15-33                                               | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2817878.00    | 0.00%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC SR UNSEC 4.95% 06-15-52                                              | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      683000 | PA      | $633068.26     | 0.00%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                    | HESS MIDSTREAM OPERATIONS LP 144A LIFE SR UNSEC 5.875% 03-01-28                                    | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1570000 | PA      | $1601407.85    | 0.00%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HPHT FINANCE 25 LTD                                                             | HPHT FINANCE 25 LTD REG S SR UNSEC (B) 5.0% 02-21-30                                               | CUSIP: N/A<br>LEI: 391200WO1HJV9NKDQI47       | Long             | DBT              | CORP              | HK        |     9600000 | PA      | $9762268.80    | 0.01%             | 2030-02-21      | Fixed         | 5.00%                 | 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        |    20450000 | PA      | $20525194.65   | 0.02%             | 2025-11-21      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| KOREA GAS CORP                                                                  | KOREA GAS CORPORATION 144A LIFE SR UNSEC 5.0% 07-08-29                                             | CUSIP: 50066AAV5<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | USGA              | KR        |     1011000 | PA      | $1043675.52    | 0.00%             | 2029-07-08      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 5.45% 03-03-36/35                                                       | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    31448000 | PA      | $32464996.87   | 0.03%             | 2036-03-03      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC SR UNSEC 6.0% 05-01-55                                                                  | CUSIP: 444859CC4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5945466.00    | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO SR UNSEC 5.0% 09-15-34                                                                   | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     5115000 | PA      | $5161152.65    | 0.01%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO SR UNSEC 5.5% 09-15-54                                                                   | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    18750000 | PA      | $18290606.25   | 0.02%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                                                    | KBC GROUP NV 144A LIFE SR UNSEC 4.932% 10-16-30/29                                                 | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |     4550000 | PA      | $4629843.40    | 0.00%             | 2030-10-16      | Variable      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| KALLPA GENERACION SA                                                            | KALLPA GENERACION SA 144A LIFE SR UNSEC 5.875% 01-30-32                                            | CUSIP: 48344FAB6<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |     2500000 | PA      | $2621250.00    | 0.00%             | 2032-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC SR UNSEC 5.55% 05-01-35                                                                 | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    23265000 | PA      | $23714456.54   | 0.02%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                               | HYATT HOTELS CORP SR UNSEC 5.75% 03-30-32                                                          | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     8010000 | PA      | $8357850.27    | 0.01%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CORP                                                       | KOREA ELECTRIC POWER CORP 144A LIFE SR UNSEC 4.75% 02-13-28                                        | CUSIP: 500631BD7<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | USGA              | KR        |     4640000 | PA      | $4707103.68    | 0.00%             | 2028-02-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                                                         | KOREA NATIONAL OIL CORP 144A LIFE SR UNSEC 4.625% 03-31-28                                         | CUSIP: 50065LAM2<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | USGA              | KR        |     5000000 | PA      | $5058575.00    | 0.01%             | 2028-03-31      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                               | HYATT HOTELS CORP SR UNSEC 5.05% 03-30-28                                                          | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     8478000 | PA      | $8618031.13    | 0.01%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.15% 03-27-30                                          | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3574144.00    | 0.00%             | 2030-03-27      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                                                         | KOREA NATIONAL OIL CORP 144A LIFE SR UNSEC 4.75% 03-31-30                                          | CUSIP: 50065LAN0<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | USGA              | KR        |     7810000 | PA      | $7970784.47    | 0.01%             | 2030-03-31      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                         | KODIAK GAS SERVICES LLC 144A LIFE SR UNSEC 6.5% 10-01-33                                           | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      665000 | PA      | $677502.67     | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                         | KODIAK GAS SERVICES LLC 144A LIFE SR UNSEC 6.75% 10-01-35                                          | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      665000 | PA      | $683208.37     | 0.00%             | 2035-10-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| KB HOME                                                                         | KB HOME SR UNSEC 6.875% 06-15-27                                                                   | CUSIP: 48666KAX7<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5115330.00    | 0.01%             | 2027-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 4.85% 03-25-27                                          | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    43000000 | PA      | $43345161.00   | 0.04%             | 2027-03-25      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 5.24% 05-13-31/30                                                       | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2500000 | PA      | $2573192.50    | 0.00%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 5.79% 05-13-36/35                                                       | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     3089000 | PA      | $3260158.40    | 0.00%             | 2036-05-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC FRN 05-13-31                                                            | CUSIP: 404280EZ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     7250000 | PA      | $7396667.50    | 0.01%             | 2031-05-13      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                               | HERC HOLDINGS INC 144A LIFE SR UNSEC 7.25% 06-15-33                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6268182.00    | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 4.875% 06-23-27                                         | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    15567000 | PA      | $15706729.39   | 0.02%             | 2027-06-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 4.9% 06-23-28                                           | CUSIP: 44891ADV6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    21844000 | PA      | $22160454.03   | 0.02%             | 2028-06-23      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.1% 06-24-30                                           | CUSIP: 44891ADW4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    18350000 | PA      | $18750360.30   | 0.02%             | 2030-06-24      | Fixed         | 5.10%                 | Yes           |                  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        |    19035000 | PA      | $18658963.58   | 0.02%             | 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        |     2557000 | PA      | $2412964.19    | 0.00%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                              | KENNEDY-WILSON INC SR UNSEC 4.75% 03-01-29                                                         | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     2325000 | PA      | $2223425.40    | 0.00%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                              | KENNEDY-WILSON INC SR UNSEC 5.0% 03-01-31                                                          | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     5870000 | PA      | $5464840.86    | 0.01%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ2206 08-01-54                                                                      | CUSIP: 3142GSNY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    29979619 | PA      | $30311043.66   | 0.03%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ2210 08-01-54                                                                      | CUSIP: 3142GSN46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    37640708 | PA      | $38595540.22   | 0.04%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ2247 08-01-54                                                                      | CUSIP: 3142GSP93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    14248618 | PA      | $14828252.04   | 0.02%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 RJ2241 08-01-54                                                                      | CUSIP: 3142GSP36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     6428755 | PA      | $6401709.01    | 0.01%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 4.25% 09-18-28                                          | CUSIP: 44891ADZ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    13214000 | PA      | $13188642.33   | 0.01%             | 2028-09-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 4.5% 09-18-30                                           | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     7800000 | PA      | $7766265.00    | 0.01%             | 2030-09-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 RJ2195 08-01-54                                                                      | CUSIP: 3142GSNM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     9991174 | PA      | $9930477.18    | 0.01%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ2200 08-01-54                                                                      | CUSIP: 3142GSNS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    47596957 | PA      | $48172784.63   | 0.05%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUTCHISON WHAMPOA INTERNATIONAL (03/33) LTD                                     | HUTCHISON WHAMPOA INTERNATIONAL 03 REG S SR UNSEC 7.45% 11-24-33                                   | CUSIP: N/A<br>LEI: 254900B7MU61GFDN5511       | Long             | DBT              | CORP              | KY        |     3000000 | PA      | $3548142.00    | 0.00%             | 2033-11-24      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| HONGKONG LAND FINANCE (CAYMAN ISLANDS) COMPANY LTD                              | HONGKONG LAND FINANCE CAYMAN ISLANDS CO LTD REG S SR UNSEC 4.5% 10-07-25                           | CUSIP: N/A<br>LEI: 254900OHTMO343QAXN81       | Long             | DBT              | CORP              | KY        |     3760000 | PA      | $3760165.44    | 0.00%             | 2025-10-07      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                        | SERVICE PROPERTIES TRUST SR UNSEC 3.95% 01-15-28                                                   | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93668.00      | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC SR UNSEC 5.875% 02-01-29                                                                   | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     5134000 | PA      | $5346331.97    | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ2243 08-01-54                                                                      | CUSIP: 3142GSP51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    27457348 | PA      | $27776814.06   | 0.03%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ2203 08-01-54                                                                      | CUSIP: 3142GSNV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4852574 | PA      | $4913532.32    | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | 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        |    11320000 | PA      | $10922249.16   | 0.01%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC SR UNSEC 5.25% 06-15-49                                                                    | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     5977000 | PA      | $5478530.15    | 0.01%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ2216 08-01-54                                                                      | CUSIP: 3142GSPA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    17953466 | PA      | $18395121.61   | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ2228 08-01-54                                                                      | CUSIP: 3142GSPN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     8168935 | PA      | $8462852.97    | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC SR UNSEC 4.125% 06-15-29                                                                   | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2034000 | PA      | $2016922.54    | 0.00%             | 2029-06-15      | Fixed         | 4.12%                 | 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        |    19717000 | PA      | $19383151.76   | 0.02%             | 2027-02-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ2222 08-01-54                                                                      | CUSIP: 3142GSPG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    39167883 | PA      | $40829423.35   | 0.04%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB9071 08-01-54                                                                      | CUSIP: 3140QVCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    14725272 | PA      | $15339580.61   | 0.02%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 4.95% 03-31-30                                                          | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     3150000 | PA      | $3231487.35    | 0.00%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC SR UNSEC 3.6% 11-13-25                                                                 | CUSIP: 59156RBQ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99919.10      | 0.00%             | 2025-11-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                       | MEXICO CITY AIRPORT TRUST REG S SR SEC 1ST LIEN 4.25% 10-31-26                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |     8700000 | PA      | $8675248.50    | 0.01%             | 2026-10-31      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| MURPHY OIL CORP                                                                 | MURPHY OIL CORP SR UNSEC 5.875% 12-01-42                                                           | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     1395000 | PA      | $1220770.08    | 0.00%             | 2042-12-01      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ2212 08-01-54                                                                      | CUSIP: 3142GSN61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3776533 | PA      | $3896528.78    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 CB8977 08-01-54                                                                      | CUSIP: 3140QU6P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    12535388 | PA      | $12466731.54   | 0.01%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                           | MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 3.875% 11-15-30                                           | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     2665000 | PA      | $2468125.79    | 0.00%             | 2030-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 1.794% 02-13-32/31                                                         | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     9592000 | PA      | $8368243.05    | 0.01%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 RJ2194 08-01-54                                                                      | CUSIP: 3142GSNL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    13536936 | PA      | $13524319.38   | 0.01%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD4693 01-01-54                                                                      | CUSIP: 3132DSGA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4730258 | PA      | $4904473.02    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB5214 07-01-54                                                                      | CUSIP: 3140AEYL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4297705 | PA      | $4408263.21    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB2495 05-01-54                                                                      | CUSIP: 3140ABXZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1652653 | PA      | $1690305.87    | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                                    | MPT OPERATING PARTNERSHIP LP SR UNSEC 3.5% 03-15-31                                                | CUSIP: 55342UAM6<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2209032.00    | 0.00%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                                                 | MEG ENERGY CORP 144A LIFE SR UNSEC 5.875% 02-01-29                                                 | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |     7000000 | PA      | $7004928.00    | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD6034 08-01-54                                                                      | CUSIP: 3132DTV31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    19781471 | PA      | $20619552.33   | 0.02%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD6047 08-01-54                                                                      | CUSIP: 3132DTWG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     7181373 | PA      | $7517231.95    | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                                              | MURPHY OIL USA INC 144A LIFE SR UNSEC 3.75% 02-15-31                                               | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    10160000 | PA      | $9463714.88    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINANCIAL GROUP INC SR UNSEC 1.234% 05-22-27/26                                             | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    10000000 | PA      | $9810630.00    | 0.01%             | 2027-05-22      | Variable      | 1.23%                 | 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        |      795000 | PA      | $747949.52     | 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        |     1173000 | PA      | $1029205.45    | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                                                 | MURPHY OIL CORP SR UNSEC 6.375% 07-15-28                                                           | CUSIP: 626717AN2<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     5116000 | PA      | $5132217.72    | 0.01%             | 2028-07-15      | Fixed         | 6.38%                 | 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        |     2120000 | PA      | $1951563.88    | 0.00%             | 2031-04-15      | Fixed         | 2.85%                 | 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        |     2884000 | PA      | $2822553.50    | 0.00%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  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        |    25167000 | PA      | $21862975.57   | 0.02%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                           | MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 3.875% 05-15-32                                           | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    15500000 | PA      | $14076123.50   | 0.01%             | 2032-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                  | MARSH & MCLENNAN COS INC SR UNSEC 2.9% 12-15-51                                                    | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      875000 | PA      | $564369.75     | 0.00%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                  | MERCK & CO INC SR UNSEC 1.7% 06-10-27                                                              | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    18478000 | PA      | $17857564.19   | 0.02%             | 2027-06-10      | Fixed         | 1.70%                 | 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        |    10000000 | PA      | $6319240.00    | 0.01%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO (LABUAN) LTD                                                   | MISC CAPITAL TWO LABUAN LTD REG S SR UNSEC 3.75% 04-06-27                                          | CUSIP: N/A<br>LEI: 9845000ED8376T875113       | Long             | DBT              | CORP              | MY        |     8000000 | PA      | $7919304.00    | 0.01%             | 2027-04-06      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.75% 11-01-31                                            | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     6696000 | PA      | $6814760.26    | 0.01%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.575% 01-29-36/35                                       | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    29650000 | PA      | $30948106.65   | 0.03%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.222% 01-29-31/30                                       | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    12312000 | PA      | $12724821.36   | 0.01%             | 2031-01-29      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                             | PUBLIC SERVICE ENTERPRISE GROUP INC SR UNSEC 4.9% 03-15-30                                         | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    18175000 | PA      | $18593479.38   | 0.02%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                            | PETRONAS CAPITAL LTD REG S SR UNSEC 5.34% 04-03-35                                                 | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |     1500000 | PA      | $1566234.00    | 0.00%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                            | PETRONAS CAPITAL LTD REG S SR UNSEC 5.848% 04-03-55                                                | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |     4700000 | PA      | $4979212.90    | 0.01%             | 2055-04-03      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| PAYCHEX INC                                                                     | PAYCHEX INC SR UNSEC 5.35% 04-15-32                                                                | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     9012000 | PA      | $9353951.33    | 0.01%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR14                                                                | BANK5 2025-5YR14 C FRN 04-15-58                                                                    | CUSIP: 06604MAH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2300000 | PA      | $2365671.90    | 0.00%             | 2058-04-15      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR14                                                                | BANK5 2025-5YR14 AS 6.072% 04-15-58                                                                | CUSIP: 06604MAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13090000 | PA      | $13667949.68   | 0.01%             | 2058-04-15      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| BBCMS 2025-5C34                                                                 | BBCMS 2025-5C34 B FRN 05-15-58                                                                     | CUSIP: 07337BAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      394000 | PA      | $414909.58     | 0.00%             | 2058-05-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| BRAVO 2025-NQM5                                                                 | BRAVO 2025-NQM5 A1 144A 5.496% 02-25-65                                                            | CUSIP: 10569RAC6<br>LEI: 254900HGOJX787MBR512 | Long             | ABS-CBDO         | CORP              | US        |     8794886 | PA      | $8870565.49    | 0.01%             | 2065-02-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PAYCHEX INC                                                                     | PAYCHEX INC SR UNSEC 5.6% 04-15-35                                                                 | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     2129000 | PA      | $2230095.57    | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                     | PAYCHEX INC SR UNSEC 5.1% 04-15-30                                                                 | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     5853000 | PA      | $6025224.53    | 0.01%             | 2030-04-15      | Fixed         | 5.10%                 | 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        |     1525000 | PA      | $1515456.55    | 0.00%             | 2049-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_16-GC37                               | CGCMT 16-GC37 A4 3.314% 04-10-49/01-12-26                                                          | CUSIP: 17290XAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2740000 | PA      | $2727850.84    | 0.00%             | 2049-04-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_18-RP1                                  | CMLTI 2018-RP1 M1 144A FRN 09-25-64                                                                | CUSIP: 17326QAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3731350 | PA      | $3551607.14    | 0.00%             | 2064-09-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_21-5                                              | COLT 2021-5 A1 144A FRN 11-26-66                                                                   | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4002749 | PA      | $3620826.73    | 0.00%             | 2066-11-26      | Variable      | 1.73%                 | Yes           |                  2 | On Loan: No      |
| VERALTO CORP                                                                    | VERALTO CORP SR UNSEC 5.35% 09-18-28                                                               | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    25750000 | PA      | $26585896.50   | 0.03%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VARANASI AURANGABAD NH-2 TOLLWAY PVT LTD                                        | VARANASI AURANGABAD NH-2 TOLLWAY PVT LTD 144A LIFE SR SEC 1ST LIEN SF 5.9% 02-28-34                | CUSIP: 92213HAA0<br>LEI: 335800WU93PC1E28MY29 | Long             | DBT              | CORP              | IN        |     6403950 | PA      | $6698160.27    | 0.01%             | 2034-02-28      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| CWHEL 2005-C                                                                    | CWHEL 2005-C 2A FRN 07-15-35                                                                       | CUSIP: 126685AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      378341 | PA      | $357162.93     | 0.00%             | 2035-07-15      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_22-R2                                                             | CIM 2022-R2 A1 144A FRN 12-25-61                                                                   | CUSIP: 12567NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    28289912 | PA      | $27039950.07   | 0.03%             | 2061-12-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 5.25% 04-02-35                                                 | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    40352000 | PA      | $41049443.97   | 0.04%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP SR UNSEC 5.625% 04-01-35                                                        | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     4265000 | PA      | $4370059.75    | 0.00%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 4.78% 02-15-35                                                 | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    17269000 | PA      | $16994440.17   | 0.02%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 144A SR UNSEC 5.401% 07-02-37                                           | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     9593000 | PA      | $9750325.20    | 0.01%             | 2037-07-02      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R06                                  | CAS 2022-R06 1M1 144A FRN 05-25-42                                                                 | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1334377 | PA      | $1365990.10    | 0.00%             | 2042-05-25      | Variable      | 7.11%                 | Yes           |                  2 | On Loan: No      |
| CIM TRUST CIM_18-R3                                                             | CIM 2018-R3 A1 144A FRN 12-25-57                                                                   | CUSIP: 12553WAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      352221 | PA      | $351460.98     | 0.00%             | 2057-12-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                              | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A LIFE SR SEC 1ST LIEN 6.75% 01-15-36                        | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10628020.00   | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                            | VERISK ANALYTICS INC SR UNSEC 5.125% 02-15-36                                                      | CUSIP: 92345YAN6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    17937000 | PA      | $18113518.02   | 0.02%             | 2036-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_22-ATH3                                       | CSMC 2022-ATH3 A1 144A FRN 08-25-67                                                                | CUSIP: 12664AAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1773251 | PA      | $1768571.23    | 0.00%             | 2067-08-25      | Variable      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| CAS 2023-R01                                                                    | CAS 2023-R01 1M1 144A FRN 12-25-42                                                                 | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9416860 | PA      | $9640115.01    | 0.01%             | 2042-12-25      | Variable      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                            | VERISK ANALYTICS INC SR UNSEC 4.5% 08-15-30                                                        | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     3754000 | PA      | $3766902.50    | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 4.55% 09-11-28                          | CUSIP: 928668CW0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $20068840.00   | 0.02%             | 2028-09-11      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_23-R02                             | CAS 2023-R02 1M1 144A FRN 01-25-43                                                                 | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      728321 | PA      | $741888.05     | 0.00%             | 2043-01-25      | Variable      | 6.66%                 | Yes           |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_23-HB12                                     | CFMT 2023-HB12 A 144A FRN 04-25-33                                                                 | CUSIP: 12530QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       80646 | PA      | $80647.60      | 0.00%             | 2033-04-25      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 4.45% 09-11-27                          | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $20055420.00   | 0.02%             | 2027-09-11      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | PARAMOUNT GLOBAL SR UNSEC 6.875% 04-30-36                                                          | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4244896.00    | 0.00%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_23-1                                              | COLT 2023-1 A1 144A 6.048% 04-25-68                                                                | CUSIP: 19688NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1783269 | PA      | $1790384.25    | 0.00%             | 2068-04-25      | Variable      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT                               | CGCMT 23-SMRT A 144A FRN 10-12-40                                                                  | CUSIP: 17291NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   140201000 | PA      | $144598123.96  | 0.15%             | 2040-10-12      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                             | VIRGINIA ELECTRIC AND POWER CO SR UNSEC 2.95% 11-15-26                                             | CUSIP: 927804FV1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      265000 | PA      | $261586.54     | 0.00%             | 2026-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VNESHECONOMBANK VIA VEB FINANCE PLC                                             | VNESHECONOMBANK VIA VEB FINANCE PLC 144A LIFE SR UNSEC 6.8% 11-22-25                               | CUSIP: 91821XAD5<br>LEI: 635400KYY8E2NCZXJ191 | Long             | DBT              | CORP              | IE        |      500000 | PA      | $0.00          | 0.00%             | 2025-11-22      | Fixed         | 6.80%                 | Yes           |                  3 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 3.875% 02-08-29                                                | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      183000 | PA      | $181722.11     | 0.00%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                      | VIASAT INC 144A LIFE SR SEC 1ST LIEN 5.625% 04-15-27                                               | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7974496.00    | 0.01%             | 2027-04-15      | Fixed         | 5.62%                 | 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        |     1708000 | PA      | $1704336.34    | 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        |     1425000 | PA      | $1360792.35    | 0.00%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP 144A LIFE SR UNSEC 4.25% 12-01-26                                               | CUSIP: 92564RAA3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     5700000 | PA      | $5680084.20    | 0.01%             | 2026-12-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | PARAMOUNT GLOBAL SR UNSEC 4.95% 05-19-50                                                           | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     3782000 | PA      | $3008694.46    | 0.00%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 2.987% 10-30-56                                                | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    34166000 | PA      | $21084282.76   | 0.02%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 2.85% 09-03-41                                                 | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    11023000 | PA      | $8033882.07    | 0.01%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                     | VIATRIS INC SR UNSEC 4.0% 06-22-50                                                                 | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    36910000 | PA      | $25198678.46   | 0.03%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                             | VIRGINIA ELECTRIC AND POWER CO SR UNSEC 2.3% 11-15-31                                              | CUSIP: 927804GE8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2654397.00    | 0.00%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                               | VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 3.875% 11-01-33                        | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    22500000 | PA      | $20289150.00   | 0.02%             | 2033-11-01      | Fixed         | 3.88%                 | Yes           |                  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        |      990000 | PA      | $874948.14     | 0.00%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 3.875% 03-01-52                                                | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $7681800.00    | 0.01%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP SR UNSEC 4.75% 02-15-28                                                         | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     2429000 | PA      | $2449916.12    | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP SR UNSEC 4.95% 02-15-30                                                         | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     2418000 | PA      | $2446699.24    | 0.00%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP SR UNSEC 5.125% 05-15-32                                                        | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     9757000 | PA      | $9857067.79    | 0.01%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 2.355% 03-15-32                                                | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     5075000 | PA      | $4451932.10    | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 5.05% 05-09-33                                                 | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2047222.00    | 0.00%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 6.45% 11-16-30                          | CUSIP: 928668CC4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    36540000 | PA      | $39266212.86   | 0.04%             | 2030-11-16      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 5.707% 04-22-28/27                                                       | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    53097000 | PA      | $54344354.72   | 0.06%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER COMPANY                                                | WISCONSIN ELECTRIC POWER CO SR UNSEC 4.6% 10-01-34                                                 | CUSIP: 976656CS5<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     1867000 | PA      | $1860592.46    | 0.00%             | 2034-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER COMPANY                                                | WISCONSIN ELECTRIC POWER CO SR UNSEC 5.05% 10-01-54                                                | CUSIP: 976656CT3<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |      192000 | PA      | $180261.12     | 0.00%             | 2054-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                            | WASTE MANAGEMENT INC SR UNSEC 4.8% 03-15-32                                                        | CUSIP: 94106LCD9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     1094000 | PA      | $1118469.50    | 0.00%             | 2032-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                            | WASTE MANAGEMENT INC SR UNSEC 4.95% 03-15-35                                                       | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     8243000 | PA      | $8370972.58    | 0.01%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 5.244% 01-24-31/30                                                       | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    17523000 | PA      | $18133886.83   | 0.02%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 4.97% 04-23-29/28                                                        | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      995000 | PA      | $1014087.09    | 0.00%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 5.15% 04-23-31/30                                                        | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    53447000 | PA      | $55135337.28   | 0.06%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 5.605% 04-23-36/35                                                       | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    26904000 | PA      | $28244895.36   | 0.03%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC SR UNSEC 4.9% 04-28-35                                                                 | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     4962000 | PA      | $5107416.37    | 0.01%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MTR CORPORATION CI LTD                                                          | MTR CORP CI LTD PRP REG S SUB (H) 5.625% 12-31-79/12-24-35                                         | CUSIP: N/A<br>LEI: 254900SEVE6JAZLGDW04       | Long             | DBT              | CORP              | HK        |     8500000 | PA      | $8866222.50    | 0.01%             | 2079-12-31      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                             | NOVA CHEMICALS CORP 144A LIFE SR UNSEC 9.0% 02-15-30                                               | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     7205000 | PA      | $7733810.98    | 0.01%             | 2030-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                             | NOVA CHEMICALS CORP 144A LIFE SR UNSEC 4.25% 05-15-29                                              | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     5535000 | PA      | $5361145.65    | 0.01%             | 2029-05-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA (OCENSA)                                                   | OLEODUCTO CENTRAL SA REG S SR UNSEC 4.0% 07-14-27                                                  | CUSIP: N/A<br>LEI: 254900W4CPYCQFVH5E92       | Long             | DBT              | CORP              | CO        |     8569000 | PA      | $8431638.93    | 0.01%             | 2027-07-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA (OCENSA)                                                   | OLEODUCTO CENTRAL SA 144A LIFE SR UNSEC 4.0% 07-14-27                                              | CUSIP: 680617AC1<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |     4960000 | PA      | $4880491.20    | 0.01%             | 2027-07-14      | Fixed         | 4.00%                 | 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        |     2000000 | PA      | $1998758.00    | 0.00%             | 2025-10-16      | Fixed         | 6.88%                 | 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        |   168016000 | PA      | $166609370.05  | 0.17%             | 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        |   143199000 | PA      | $154348903.74  | 0.16%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 6.35% 02-12-48                                                        | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    27025000 | PA      | $21478983.55   | 0.02%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 5.35% 02-12-28                                                        | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     5000000 | PA      | $4982240.00    | 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        |     1833000 | PA      | $1865471.60    | 0.00%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                                          | POWER FINANCE CORP LTD REG S SR UNSEC 3.95% 04-23-30                                               | CUSIP: 73928RAB2<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |    27000000 | PA      | $26340093.00   | 0.03%             | 2030-04-23      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                            | PETRONAS CAPITAL LTD 144A LIFE SR UNSEC 4.55% 04-21-50                                             | CUSIP: 716743AR0<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     3695000 | PA      | $3276108.94    | 0.00%             | 2050-04-21      | Fixed         | 4.55%                 | 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        |    19905000 | PA      | $20121446.97   | 0.02%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 6.84% 01-23-30                                                        | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   110926000 | PA      | $112899151.69  | 0.12%             | 2030-01-23      | Fixed         | 6.84%                 | 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        |    92845000 | PA      | $89988623.58   | 0.09%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 7.69% 01-23-50                                                        | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    69617000 | PA      | $63340400.90   | 0.07%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 6.95% 01-28-60                                                        | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    84326000 | PA      | $69411682.01   | 0.07%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                            | PETRONAS CAPITAL LTD REG S SR UNSEC 2.48% 01-28-32                                                 | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |     3000000 | PA      | $2705112.00    | 0.00%             | 2032-01-28      | Fixed         | 2.48%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                            | SAUDI ARABIAN OIL CO 144A LIFE SR UNSEC 5.75% 07-17-54                                             | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |      664000 | PA      | $661393.80     | 0.00%             | 2054-07-17      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| TNB GLOBAL VENTURES CAPITAL BHD                                                 | TNB GLOBAL VENTURES CAPITAL BHD SUKUK REG S SR UNSEC 4.851% 11-01-28                               | CUSIP: N/A<br>LEI: 5493004U8XEGPFWIBZ14       | Long             | DBT              | CORP              | MY        |     4000000 | PA      | $4074404.00    | 0.00%             | 2028-11-01      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND 4.4% 02-12-52                                                 | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      229000 | PA      | $171589.70     | 0.00%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                 | PANAMA GLOBAL 3.75% 04-17-26                                                                       | CUSIP: N/A<br>LEI: 549300SHS4T08CL0LP14       | Long             | DBT              | NUSS              | PA        |    10772000 | PA      | $10696057.40   | 0.01%             | 2026-04-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                              | PERUVIAN GOVERNMENT INTERNATIONAL BOND 2.78% 12-01-60                                              | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    12750000 | PA      | $7150200.00    | 0.01%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF SAUDI ARABIA MINISTRY OF FINANCE                                     | SAUDI GOVERNMENT INTERNATIONAL BOND 144A LIFE 5.125% 01-13-28                                      | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    11565000 | PA      | $11819441.57   | 0.01%             | 2028-01-13      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.0% 02-15-49                                                          | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1866400 | PA      | $1397186.11    | 0.00%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.75% 01-31-29                                                         | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    51932000 | PA      | $48863467.95   | 0.05%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.25% 02-15-52                                                         | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    33578700 | PA      | $20829270.55   | 0.02%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.875% 02-15-32                                                        | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    25000000 | PA      | $22187500.00   | 0.02%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.875% 02-28-27                                                        | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   107550900 | PA      | $104908019.47  | 0.11%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.875% 04-30-29                                                        | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   204760000 | PA      | $199361871.17  | 0.21%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.25% 05-15-42                                                         | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   122319400 | PA      | $102805223.45  | 0.11%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.625% 05-31-27                                                        | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   350150000 | PA      | $344375466.26  | 0.36%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.25% 06-30-29                                                         | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    18000000 | PA      | $17732633.40   | 0.02%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY STRIP COUPON 0.0% 08-15-28                                                  | CUSIP: 912833RZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    25000000 | PA      | $22510165.00   | 0.02%             | 2028-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.75% 08-15-32                                                         | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    27904000 | PA      | $25945270.35   | 0.03%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.375% 08-15-42                                                        | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6700000 | PA      | $5710248.53    | 0.01%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 09-30-29                                                        | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    65000000 | PA      | $65457028.00   | 0.07%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 10-15-25                                                         | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   150000000 | PA      | $150011715.00  | 0.16%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 10-31-27                                                        | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    22500000 | PA      | $22730064.75   | 0.02%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.5% 11-15-25                                                          | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    44751000 | PA      | $44774601.68   | 0.05%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.0% 11-15-52                                                          | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    24178700 | PA      | $21388637.60   | 0.02%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 11-15-32                                                        | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7500000 | PA      | $7588183.50    | 0.01%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 10-31-31                                                        | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    69534000 | PA      | $70566148.79   | 0.07%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 10-31-26                                                        | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    45479400 | PA      | $45681037.47   | 0.05%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 10-31-29                                                        | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   286293200 | PA      | $290889551.44  | 0.30%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 11-15-34                                                         | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    70206100 | PA      | $71006884.82   | 0.07%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 11-15-27                                                        | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4974000 | PA      | $5025522.68    | 0.01%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 11-30-26                                                         | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   297063600 | PA      | $298856913.54  | 0.31%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS_23-R04                                        | CAS 2023-R04 1M1 144A FRN 05-25-43                                                                 | CUSIP: 20754QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5015445 | PA      | $5121180.26    | 0.01%             | 2043-05-25      | Variable      | 6.66%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-PRM3                               | CGCMT 2023-PRM3 A 144A FRN 07-10-28                                                                | CUSIP: 17331LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5000000 | PA      | $5220255.00    | 0.01%             | 2028-07-10      | Variable      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| CAS 2023-R05                                                                    | CAS 2023-R05 1M1 144A FRN 06-25-43                                                                 | CUSIP: 207942AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2473321 | PA      | $2492476.82    | 0.00%             | 2043-06-25      | Variable      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_23-R06                       | CAS 2023-R06 1M1 144A FRN 07-25-43                                                                 | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13447448 | PA      | $13493491.86   | 0.01%             | 2043-07-25      | Variable      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE - CAS_24-R01                                                         | CAS 2024-R01 1M2 144A FRN 01-25-44                                                                 | CUSIP: 20753UAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6726000 | PA      | $6791087.50    | 0.01%             | 2044-01-25      | Variable      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE - CAS_24-R01                                                         | CAS 2024-R01 1B1 144A FRN 01-25-44                                                                 | CUSIP: 20753UAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6632000 | PA      | $6803271.40    | 0.01%             | 2044-01-25      | Variable      | 7.06%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE - CAS_24-R01                                                         | CAS 2024-R01 1M1 144A FRN 01-25-44                                                                 | CUSIP: 20753UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5737927 | PA      | $5740067.05    | 0.01%             | 2044-01-25      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R02                                                                    | CAS 2024-R02 1M1 144A FRN 02-25-44                                                                 | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2341172 | PA      | $2340535.21    | 0.00%             | 2044-02-25      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R02                                                                    | CAS 2024-R02 1M2 144A FRN 02-25-44                                                                 | CUSIP: 20754GAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7873000 | PA      | $7948919.34    | 0.01%             | 2044-02-25      | Variable      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| CAS 2023-R08                                                                    | CAS 2023-R08 1M1 144A FRN 10-25-43                                                                 | CUSIP: 20755CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7977016 | PA      | $7987386.31    | 0.01%             | 2043-10-25      | Variable      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST CHASE_24-RPL2                                 | CHASE 2024-RPL2 A1A 144A FRN 08-25-64                                                              | CUSIP: 161930AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11959524 | PA      | $10732500.31   | 0.01%             | 2064-08-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.0 G08793 12-01-47                                                                          | CUSIP: 3128MJ3B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2425237 | PA      | $2334955.09    | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 MA3211 12-01-47                                                                      | CUSIP: 31418CR97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2768098 | PA      | $2668515.50    | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | 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        |      144179 | PA      | $133954.23     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 CB4852 10-01-52                                                                      | CUSIP: 3140QQMA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6552706 | PA      | $6388246.58    | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD2963 09-01-51                                                                      | CUSIP: 3132DQJG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2433782 | PA      | $2053082.46    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD2600 07-01-52                                                                      | CUSIP: 3132DP3H9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      847746 | PA      | $715128.82     | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 BJ3525 11-01-47                                                                      | CUSIP: 3140H44K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      777223 | PA      | $767517.64     | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 BJ3558 12-01-47                                                                      | CUSIP: 3140H45U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      786762 | PA      | $777424.48     | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CMXS 2024-A                                                                     | CMXS 2024-A C 5.62% 01-15-30                                                                       | CUSIP: 14319FAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15778000 | PA      | $16100407.65   | 0.02%             | 2030-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CMXS 2024-A                                                                     | CMXS 2024-A A2A 5.78% 09-15-27                                                                     | CUSIP: 14319FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2085113 | PA      | $2091971.28    | 0.00%             | 2027-09-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| CMXS 2024-A                                                                     | CMXS 2024-A D 6.27% 12-16-30                                                                       | CUSIP: 14319FAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    22283000 | PA      | $22938499.01   | 0.02%             | 2030-12-16      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| CPS 2024-C                                                                      | CPS 2024-C C 144A 5.76% 10-15-30                                                                   | CUSIP: 223920AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10987000 | PA      | $11144498.65   | 0.01%             | 2030-10-15      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| CPS 2024-C                                                                      | CPS 2024-C B 144A 5.68% 12-15-28                                                                   | CUSIP: 223920AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3632000 | PA      | $3658927.65    | 0.00%             | 2028-12-15      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| CPS 2024-C                                                                      | CPS 2024-C D 144A 6.22% 10-15-30                                                                   | CUSIP: 223920AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11898000 | PA      | $12202636.39   | 0.01%             | 2030-10-15      | Fixed         | 6.22%                 | Yes           |                  2 | On Loan: No      |
| CPTRS 2024-1A                                                                   | CPTRS 2024-1A A2 144A 5.58% 07-20-32                                                               | CUSIP: 14077AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    21862204 | PA      | $22236070.04   | 0.02%             | 2032-07-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_23-1                             | GMREV 2023-1 A 144A 5.12% 04-11-35                                                                 | CUSIP: 38012RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    35338000 | PA      | $36233429.58   | 0.04%             | 2035-04-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QE2318 03-01-52                                                                      | CUSIP: 3133BBSF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      101320 | PA      | $81991.67      | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 RA7467 02-01-52                                                                      | CUSIP: 3133KPJL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      653513 | PA      | $530218.49     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 ZS1566 08-01-37                                                                      | CUSIP: 3132A1W34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        1161 | PA      | $1229.90       | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FM6548 03-01-51                                                                      | CUSIP: 3140XAH21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6751144 | PA      | $5553929.71    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD8299 02-01-53                                                                      | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    18115288 | PA      | $18060109.33   | 0.02%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 RA6973 03-01-52                                                                      | CUSIP: 3133KNXA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      945290 | PA      | $765510.97     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QD8010 03-01-52                                                                      | CUSIP: 3133B53T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      911311 | PA      | $736978.18     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD0734 10-01-51                                                                      | CUSIP: 3132DMY74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    22311742 | PA      | $19938374.81   | 0.02%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB1304 08-01-51                                                                      | CUSIP: 3140QLNW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    16896774 | PA      | $14938606.60   | 0.02%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD0813 01-01-52                                                                      | CUSIP: 3132DM3W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    36233354 | PA      | $32364030.42   | 0.03%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BV3080 02-01-52                                                                      | CUSIP: 3140MGM65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    52321588 | PA      | $42355895.40   | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BV3076 02-01-52                                                                      | CUSIP: 3140MGM24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   101444104 | PA      | $82095467.03   | 0.09%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1 MORTGAGE TRUST                                                     | F1VE 2023-V1 A3 5.6679% 02-10-56                                                                   | CUSIP: 337964AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1520000 | PA      | $1559360.40    | 0.00%             | 2056-02-10      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 QE5301 05-01-52                                                                      | CUSIP: 3133BE3J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      535810 | PA      | $490433.16     | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BV3316 03-01-52                                                                      | CUSIP: 3140MGVJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       38860 | PA      | $35587.85      | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BU7427 01-01-52                                                                      | CUSIP: 3140M9HD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       54898 | PA      | $50791.47      | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 QD7321 01-01-52                                                                      | CUSIP: 3133B5D25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      149410 | PA      | $136748.79     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BU7425 01-01-52                                                                      | CUSIP: 3140M9HB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      364094 | PA      | $333719.08     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 QD9030 03-01-52                                                                      | CUSIP: 3133B7A73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      646447 | PA      | $593441.17     | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BT4537 09-01-51                                                                      | CUSIP: 3140LTBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      314764 | PA      | $288750.34     | 0.00%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8324 05-01-53                                                                      | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    99348512 | PA      | $100634677.80  | 0.10%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BW5286 04-01-53                                                                      | CUSIP: 3140MW2U9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       47605 | PA      | $48133.58      | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BY3208 05-01-53                                                                      | CUSIP: 3140NKR60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      177480 | PA      | $179519.42     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BY4223 06-01-53                                                                      | CUSIP: 3140NLVR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      184252 | PA      | $186423.80     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 BX4070 01-01-53                                                                      | CUSIP: 3140N8QY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      394181 | PA      | $406499.75     | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS3411 01-01-53                                                                      | CUSIP: 3140XJYH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       42710 | PA      | $43766.36      | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BY1223 05-01-53                                                                      | CUSIP: 3140NHLD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5757069 | PA      | $5820045.71    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BX8515 03-01-53                                                                      | CUSIP: 3140NDN94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4176755 | PA      | $4230342.39    | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QG3775 06-01-53                                                                      | CUSIP: 3133C4FQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       19288 | PA      | $19488.17      | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 BY4290 06-01-53                                                                      | CUSIP: 3140NLXU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      972676 | PA      | $996488.19     | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA7739 11-01-50                                                                      | CUSIP: 3140QFS59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    71240131 | PA      | $60763200.95   | 0.06%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 FS4774 03-01-53                                                                      | CUSIP: 3140XLJU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      778801 | PA      | $789716.10     | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD2618 02-01-53                                                                      | CUSIP: 3132DP4B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       12751 | PA      | $13084.40      | 0.00%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 Q52596 FICO 12-01-47                                                                     | CUSIP: 3132XU3E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1204647 | PA      | $1190801.79    | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNPPKL 7.5 914612 03-01-37                                                                         | CUSIP: 31411UDR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       47429 | PA      | $48212.76      | 0.00%             | 2037-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 FS4947 01-01-53                                                                      | CUSIP: 3140XLP93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      158251 | PA      | $149627.85     | 0.00%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QB8605 02-01-51                                                                      | CUSIP: 3133AFR29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3013144 | PA      | $2466662.34    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BR2666 02-01-51                                                                      | CUSIP: 3140L06C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2750579 | PA      | $2252168.90    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FM7803 06-01-51                                                                      | CUSIP: 3140XBU57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3625379 | PA      | $2976469.10    | 0.00%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB0046 04-01-51                                                                      | CUSIP: 3140QKBQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7654015 | PA      | $6733489.94    | 0.01%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD3240 06-01-53                                                                      | CUSIP: 3132DQS56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2871777 | PA      | $2947040.20    | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CA6349 07-01-50                                                                      | CUSIP: 3140QEBT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8769488 | PA      | $7740178.00    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CA7381 10-01-50                                                                      | CUSIP: 3140QFFX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7690110 | PA      | $6787483.56    | 0.01%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 RA5267 05-01-51                                                                      | CUSIP: 3133KLZ83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5563184 | PA      | $4932002.04    | 0.01%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 RA3506 09-01-50                                                                      | CUSIP: 3133KJ3P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     9013526 | PA      | $7994591.61    | 0.01%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 MA5105 08-01-53                                                                      | CUSIP: 31418EU73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6536942 | PA      | $6362065.55    | 0.01%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 MA5070 07-01-53                                                                      | CUSIP: 31418ET42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    96103519 | PA      | $93592141.47   | 0.10%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 SD8328 06-01-53                                                                      | CUSIP: 3132DWHD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    11138192 | PA      | $10850570.12   | 0.01%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 MA5037 06-01-53                                                                      | CUSIP: 31418ES35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4694223 | PA      | $4565037.72    | 0.00%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5165 10-01-53                                                                      | CUSIP: 31418EW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1584986 | PA      | $1603777.81    | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 MA5135 09-01-53                                                                      | CUSIP: 31418EV56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      175533 | PA      | $165604.35     | 0.00%             | 2053-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 CB6853 08-01-53                                                                      | CUSIP: 3140QSTK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    10517992 | PA      | $10226832.57   | 0.01%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 CB6719 07-01-53                                                                      | CUSIP: 3140QSPD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6871645 | PA      | $6681424.44    | 0.01%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 SD1502 07-01-52                                                                      | CUSIP: 3132DNU35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4901569 | PA      | $4634119.69    | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 FS2654 08-01-52                                                                      | CUSIP: 3140XH5Q6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3037107 | PA      | $2872553.24    | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD0881 02-01-52                                                                      | CUSIP: 3132DM6S9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    12548441 | PA      | $10725328.47   | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS4919 05-01-53                                                                      | CUSIP: 3140XLPD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6130927 | PA      | $5187254.39    | 0.01%             | 2053-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB7139 09-01-53                                                                      | CUSIP: 3140QS4Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7524247 | PA      | $7838301.23    | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 RA6114 02-01-52                                                                      | CUSIP: 3133KMYK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      454850 | PA      | $368213.91     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8363 09-01-53                                                                      | CUSIP: 3132DWJG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3352348 | PA      | $3436143.23    | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 BM5349 09-01-48                                                                      | CUSIP: 3140J95K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    60652348 | PA      | $58402994.79   | 0.06%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 BD7087 03-01-47                                                                      | CUSIP: 3140FE2V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    24158880 | PA      | $23262585.15   | 0.02%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 BH5696 10-01-47                                                                      | CUSIP: 3140GUKJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    29744002 | PA      | $28640410.00   | 0.03%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 BM5148 10-01-46                                                                      | CUSIP: 3140J9WJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    30027571 | PA      | $28982401.09   | 0.03%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BP5717 06-01-50                                                                      | CUSIP: 3140KDK74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5053025 | PA      | $4297592.60    | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS1971 02-01-51                                                                      | CUSIP: 3140XHFM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8513506 | PA      | $7244517.24    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM9068 10-01-51                                                                      | CUSIP: 3140XDCE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    10964284 | PA      | $9334936.80    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD0644 07-01-51                                                                      | CUSIP: 3132DMWD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    13352835 | PA      | $11376174.71   | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BY4170 06-01-53                                                                      | CUSIP: 3140NLT41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      495154 | PA      | $493594.56     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BY2251 05-01-53                                                                      | CUSIP: 3140NJQD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      539716 | PA      | $537209.38     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BY6723 08-01-53                                                                      | CUSIP: 3140NPPH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1553421 | PA      | $1548209.16    | 0.00%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_23-3                                | GMALT 2023-3 A3 5.38% 11-20-26                                                                     | CUSIP: 379929AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      629382 | PA      | $630106.24     | 0.00%             | 2026-11-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_23-3A                                           | GCAR 2023-3A B 144A 5.89% 01-18-28                                                                 | CUSIP: 36267PAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5400036 | PA      | $5413168.59    | 0.01%             | 2028-01-18      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCZ 7.0 256893 08-01-47                                                                           | CUSIP: 31371NKE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        8182 | PA      | $8747.52       | 0.00%             | 2047-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 BJ3581 12-01-47                                                                      | CUSIP: 3140H46T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      500089 | PA      | $494154.51     | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNARM FRN 924866 10-01-37                                                                          | CUSIP: 31412GQT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        4942 | PA      | $4968.05       | 0.00%             | 2037-10-01      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 BK0163 02-01-48                                                                      | CUSIP: 3140HDFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1269397 | PA      | $1252761.14    | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.0 G08805 03-01-48                                                                          | CUSIP: 3128MJ3P3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      860123 | PA      | $828013.87     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNPPK0 7.0 924069 05-01-37                                                                         | CUSIP: 31412FT29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       31663 | PA      | $31673.71      | 0.00%             | 2037-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 G67709 03-01-48                                                                          | CUSIP: 3132XCR64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    19255587 | PA      | $18009499.85   | 0.02%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNPPKL 7.0 954927 07-01-37                                                                         | CUSIP: 31413TLG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       82067 | PA      | $84856.86      | 0.00%             | 2037-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNPPKL 7.0 966170 07-01-37                                                                         | CUSIP: 31414G2B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       61386 | PA      | $61948.28      | 0.00%             | 2037-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNPPK0 954936 07-01-37                                                                             | CUSIP: 31413TLR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        6827 | PA      | $6842.87       | 0.00%             | 2037-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 BC1352 03-01-46                                                                      | CUSIP: 3140EVQE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      929058 | PA      | $893727.30     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 6.5 256856 08-01-27                                                                      | CUSIP: 31371NH99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        9465 | PA      | $9770.41       | 0.00%             | 2027-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 6.5 256886 09-01-27                                                                      | CUSIP: 31371NJ71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        6306 | PA      | $6509.66       | 0.00%             | 2027-09-01      | 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        |       22847 | PA      | $23720.44      | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BD2440 01-01-47                                                                      | CUSIP: 3140F9WA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1473863 | PA      | $1378178.74    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_21-8INV                                            | FSMT 2021-8INV A3 144A FRN 09-25-51                                                                | CUSIP: 33852HAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12454179 | PA      | $10322745.86   | 0.01%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 5.5 G05267 12-01-38                                                                          | CUSIP: 3128M7FG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1313 | PA      | $1362.89       | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_21-11INV                                           | FSMT 2021-11IN A4 144A FRN 11-25-51                                                                | CUSIP: 33851TAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13074945 | PA      | $10878720.10   | 0.01%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_21-11INV                                           | FSMT 2021-11IN A2 144A FRN 11-25-51                                                                | CUSIP: 33851TAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2212343 | PA      | $1919932.85    | 0.00%             | 2051-11-25      | Variable      | 3.00%                 | 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        |    13289020 | PA      | $11838217.96   | 0.01%             | 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        |     5753614 | PA      | $5139910.69    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB2292 11-01-51                                                                      | CUSIP: 3140QMRN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1645219 | PA      | $1472043.21    | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB2293 12-01-51                                                                      | CUSIP: 3140QMRP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1707707 | PA      | $1525687.20    | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI4 3.5 BM6693 08-01-59                                                                         | CUSIP: 3140JBNK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    21912886 | PA      | $19896725.09   | 0.02%             | 2059-08-01      | Fixed         | 3.50%                 | No            |                  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        |      411981 | PA      | $412818.75     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  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        |     8586582 | PA      | $7357954.15    | 0.01%             | 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        |     7154833 | PA      | $6127291.48    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB2414 12-01-51                                                                      | CUSIP: 3140QMVG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    23973228 | PA      | $21474402.94   | 0.02%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  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        |    56155233 | PA      | $48369366.36   | 0.05%             | 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        |     9450453 | PA      | $8101646.18    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM9492 11-01-51                                                                      | CUSIP: 3140XDRN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    18271811 | PA      | $15711820.38   | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  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        |    46906301 | PA      | $40253392.96   | 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        |    25188803 | PA      | $21586275.61   | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM9804 12-01-51                                                                      | CUSIP: 3140XD3N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    10166795 | PA      | $8760798.39    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM9694 11-01-51                                                                      | CUSIP: 3140XDXY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     9200195 | PA      | $7941258.50    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | 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        |    20395002 | PA      | $17531380.57   | 0.02%             | 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        |     3549686 | PA      | $3174593.83    | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  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        |    19541924 | PA      | $16770234.71   | 0.02%             | 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        |      512550 | PA      | $467002.09     | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  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        |      421967 | PA      | $384863.20     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB2544 01-01-52                                                                      | CUSIP: 3140QMZJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    27445495 | PA      | $24434861.78   | 0.03%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 2.0 RB5145 02-01-42                                                                      | CUSIP: 3133KYWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    13273767 | PA      | $11481436.38   | 0.01%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 2.0 RB5148 03-01-42                                                                      | CUSIP: 3133KYWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    28527140 | PA      | $24650700.96   | 0.03%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 2.0 MA4540 02-01-42                                                                      | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    17816747 | PA      | $15410951.23   | 0.02%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 2.0 RB5153 04-01-42                                                                      | CUSIP: 3133KYWN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5961787 | PA      | $5153046.80    | 0.01%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 2.0 MA4586 04-01-42                                                                      | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5159300 | PA      | $4459425.76    | 0.00%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU1330 02-01-52                                                                      | CUSIP: 3140M2PQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    18598882 | PA      | $15987487.31   | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | 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        |    12010064 | PA      | $10344928.75   | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS0433 12-01-51                                                                      | CUSIP: 3140XFPT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    44350956 | PA      | $38499778.99   | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FM9976 12-01-51                                                                      | CUSIP: 3140XECN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    12631412 | PA      | $11367676.77   | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 SD0873 02-01-52                                                                      | CUSIP: 3132DM6J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    21042033 | PA      | $19587586.97   | 0.02%             | 2052-02-01      | Fixed         | 3.50%                 | 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        |     7984000 | PA      | $7155157.01    | 0.01%             | 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        |    22672846 | PA      | $21113203.91   | 0.02%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV5370 04-01-52                                                                      | CUSIP: 3140MJ6G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      882779 | PA      | $745200.55     | 0.00%             | 2052-04-01      | 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        |      825752 | PA      | $697000.34     | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QC6821 09-01-51                                                                      | CUSIP: 3133ARSJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      374461 | PA      | $315878.09     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 QF1254 10-01-52                                                                      | CUSIP: 3133BNMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     8841972 | PA      | $8620958.45    | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 QE7539 08-01-52                                                                      | CUSIP: 3133BHLU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5922856 | PA      | $5773588.16    | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | 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        |    37092507 | PA      | $31290199.92   | 0.03%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 251752 06-01-28                                                                      | CUSIP: 31371GTH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |          13 | PA      | $13.65         | 0.00%             | 2028-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BQ0991 07-01-51                                                                      | CUSIP: 3140KLC59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7481119 | PA      | $6310832.48    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  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        |    78000894 | PA      | $77771337.16   | 0.08%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA7529 10-01-50                                                                      | CUSIP: 3140QFLK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       27188 | PA      | $22941.27      | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM3920 08-01-50                                                                      | CUSIP: 3140X7LA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4203513 | PA      | $3552220.60    | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB2401 12-01-51                                                                      | CUSIP: 3140QMU36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      657443 | PA      | $555258.57     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 SD8287 01-01-53                                                                      | CUSIP: 3132DWF40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    19307927 | PA      | $18819340.38   | 0.02%             | 2053-01-01      | Fixed         | 4.50%                 | 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        |     1361015 | PA      | $1357009.82    | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM8442 08-01-51                                                                      | CUSIP: 3140XCLY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      724476 | PA      | $614085.24     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS1598 04-01-52                                                                      | CUSIP: 3140XGX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2806722 | PA      | $2272973.36    | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 MA4867 01-01-53                                                                      | CUSIP: 31418EMR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6706848 | PA      | $6545917.63    | 0.01%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 MA4803 11-01-52                                                                      | CUSIP: 31418EKR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4189565 | PA      | $3835748.25    | 0.00%             | 2052-11-01      | 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        |    50929016 | PA      | $48130212.11   | 0.05%             | 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        |     8731858 | PA      | $7694129.15    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 SD1896 11-01-52                                                                      | CUSIP: 3132DPC97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    82144100 | PA      | $78775288.63   | 0.08%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 SD1894 11-01-52                                                                      | CUSIP: 3132DPC71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    28450509 | PA      | $27384781.15   | 0.03%             | 2052-11-01      | Fixed         | 4.00%                 | 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        |       99448 | PA      | $87628.50      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5072 07-01-53                                                                      | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   122176951 | PA      | $123447224.37  | 0.13%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8316 04-01-53                                                                      | CUSIP: 3132DWGZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    29224407 | PA      | $29597953.03   | 0.03%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB0191 04-01-51                                                                      | CUSIP: 3140QKF94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    19776642 | PA      | $17539014.11   | 0.02%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TCN 2024-SFR2                                                                   | TCN 2024-SFR2 A 144A 4.75% 06-17-40                                                                | CUSIP: 89616VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3428357 | PA      | $3441216.58    | 0.00%             | 2040-06-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-3                                                | TPMT 2024-3 A1A 144A FRN 07-25-65                                                                  | CUSIP: 89183FAP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10792277 | PA      | $10921029.36   | 0.01%             | 2065-07-25      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-3                                                | TPMT 2024-3 A1B 144A FRN 07-25-65                                                                  | CUSIP: 89183FAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3495743 | PA      | $3523820.51    | 0.00%             | 2065-07-25      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST TCN_24-SFR3                                            | TCN 2024-SFR3 B 144A 5.0% 08-17-41                                                                 | CUSIP: 89616YAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10438000 | PA      | $10427645.50   | 0.01%             | 2041-08-17      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST TCN_24-SFR3                                            | TCN 2024-SFR3 A 144A 4.5% 08-17-41                                                                 | CUSIP: 89616YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    20884594 | PA      | $20867155.67   | 0.02%             | 2041-08-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_15-2                                             | TPMT 2015-2 1B2 144A FRN 11-25-60                                                                  | CUSIP: 89171YAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11896294 | PA      | $11606726.31   | 0.01%             | 2060-11-25      | Variable      | 3.42%                 | Yes           |                  2 | On Loan: No      |
| TPMT 2015-5                                                                     | TPMT 2015-5 B1 144A FRN 05-25-55                                                                   | CUSIP: 89171VAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13290000 | PA      | $13134679.77   | 0.01%             | 2055-05-25      | Variable      | 3.99%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-3                                             | TPMT 2016-3 B1 144A FRN 04-25-56                                                                   | CUSIP: 89172YAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3460000 | PA      | $3418296.62    | 0.00%             | 2056-04-25      | Variable      | 4.09%                 | Yes           |                  2 | On Loan: No      |
| TCN 2024-SFR4                                                                   | TCN 2024-SFR4 A 144A 4.3% 11-17-41                                                                 | CUSIP: 895975AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    28768635 | PA      | $28550367.47   | 0.03%             | 2041-11-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-3                                             | TPMT 2016-3 M2 144A FRN 04-25-56                                                                   | CUSIP: 89172YAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3452824 | PA      | $3437410.25    | 0.00%             | 2056-04-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-3                                             | TPMT 2016-3 B4 144A FRN 04-25-56                                                                   | CUSIP: 89172YAH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4496695 | PA      | $4077634.50    | 0.00%             | 2056-04-25      | Variable      | 4.08%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST TCN_22-SFR1                                            | TCN 2022-SFR1 A 144A 3.856% 04-17-39                                                               | CUSIP: 89616QAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    19933487 | PA      | $19785959.60   | 0.02%             | 2039-04-17      | Fixed         | 3.86%                 | Yes           |                  2 | On Loan: No      |
| UBSCM 2017-C2                                                                   | UBSCM 2017-C2 A4 3.487% 08-15-50                                                                   | CUSIP: 90276CAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $246056.25     | 0.00%             | 2050-08-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 6.0 UMBS TBA 10-01-55                                                                         | CUSIP: 01F0606A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   136280691 | PA      | $139243978.35  | 0.14%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 3.5 UMBS TBA 10-01-55                                                                         | CUSIP: 01F0326A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   297381950 | PA      | $271734541.10  | 0.28%             | 2055-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 6.5 UMBS TBA 10-01-55                                                                         | CUSIP: 01F0626A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   429939690 | PA      | $444359867.20  | 0.46%             | 2055-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 7.0 UMBS TBA 10-01-55                                                                         | CUSIP: 01F0706A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   447599509 | PA      | $468237427.16  | 0.49%             | 2055-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_23-3A                                           | GCAR 2023-3A C 144A 6.01% 05-15-29                                                                 | CUSIP: 36267PAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3969000 | PA      | $4004927.39    | 0.00%             | 2029-05-15      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP SR UNSEC 5.125% 01-15-34                                                               | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    40000000 | PA      | $41106160.00   | 0.04%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                                                 | PIRAEUS BANK SA EUR REG S SR UNSEC (B) 7.25% 07-13-28/27                                           | CUSIP: N/A<br>LEI: 213800OYHR1MPQ5VJL60       | Long             | DBT              | CORP              | GR        |     2565000 | PA      | $3254639.00    | 0.00%             | 2028-07-13      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                         | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 5.2% 08-01-33                                   | CUSIP: 74456QCN4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     2455000 | PA      | $2551076.43    | 0.00%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.939% 08-18-34/33                                       | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     1174000 | PA      | $1260382.92    | 0.00%             | 2034-08-18      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.25% 09-07-28                                            | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $20654400.00   | 0.02%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.5% 09-07-30                                             | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    12600000 | PA      | $13254154.20   | 0.01%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                 | PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 7.0% 01-15-32                                   | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $5085651.20    | 0.01%             | 2032-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 6.375% 01-23-45                                                       | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2275000 | PA      | $1850564.63    | 0.00%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 6.875% 10-20-34/33                                       | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    21075000 | PA      | $23884487.18   | 0.02%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-1                                             | TPMT 2018-1 A2 144A FRN 01-25-58                                                                   | CUSIP: 89176EAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10000000 | PA      | $9780190.00    | 0.01%             | 2058-01-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_15-3                                             | TPMT 2015-3 M2 144A FRN 03-25-54                                                                   | CUSIP: 89172HAD9<br>LEI: 549300ZHISOOIT5VZP03 | Long             | ABS-CBDO         | CORP              | US        |      609958 | PA      | $608367.99     | 0.00%             | 2054-03-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-2                                             | TPMT 2017-2 M2 144A FRN 04-25-57                                                                   | CUSIP: 89173HAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $972279.00     | 0.00%             | 2057-04-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_15-3                                             | TPMT 2015-3 B1 144A FRN 03-25-54                                                                   | CUSIP: 89172HAE7<br>LEI: 549300ZHISOOIT5VZP03 | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1489585.50    | 0.00%             | 2054-03-25      | Variable      | 4.22%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-4                                             | TPMT 2017-4 M1 144A FRN 06-25-57                                                                   | CUSIP: 89173UAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1575000 | PA      | $1456202.48    | 0.00%             | 2057-06-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_19-2                                             | TPMT 2019-2 A1 144A FRN 12-25-58                                                                   | CUSIP: 89177JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5094235 | PA      | $4952344.88    | 0.01%             | 2058-12-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TIA 2017-2A                                                                     | TIA 2017-2A A CLO 144A FRN 01-16-31                                                                | CUSIP: 87272HAA8<br>LEI: 54930043TEPI4UKGHU90 | Long             | ABS-O            | CORP              | US        |      150808 | PA      | $150823.16     | 0.00%             | 2031-01-16      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-2                                             | TPMT 2017-2 A2 144A FRN 04-25-57                                                                   | CUSIP: 89173HAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      213092 | PA      | $212536.65     | 0.00%             | 2057-04-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-1                                             | TPMT 2016-1 B1 144A FRN 02-25-55                                                                   | CUSIP: 89172EAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4000000 | PA      | $3960344.00    | 0.00%             | 2055-02-25      | Variable      | 4.43%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_23-1                                 | TALNT 2023-1A A 144A 4.93% 06-25-36                                                                | CUSIP: 89231WAA1<br>LEI: 5493000KI9FC40RVHF71 | Long             | ABS-O            | CORP              | US        |    39268000 | PA      | $40222212.40   | 0.04%             | 2036-06-25      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| TCW CLO LTD TCW_19-1R                                                           | TCW 2019-1A DR CLO 144A FRN 08-16-34                                                               | CUSIP: 87241EBC8<br>LEI: 549300RWQDI4UTTLDE63 | Long             | ABS-O            | CORP              | KY        |     1500000 | PA      | $1494775.50    | 0.00%             | 2034-08-16      | Variable      | 8.12%                 | Yes           |                  2 | On Loan: No      |
| TIF 2024-1A                                                                     | TIF 2024-1A C 144A 6.31% 04-20-49                                                                  | CUSIP: 88655AAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      623025 | PA      | $634322.94     | 0.00%             | 2049-04-20      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| TRNTS 2018-9A                                                                   | TRNTS 2018-9A BRRR CLO 144A FRN 01-20-32                                                           | CUSIP: 89641JAY2<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-O            | CORP              | US        |    14000000 | PA      | $14011270.00   | 0.01%             | 2032-01-20      | Variable      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| TRNTS 2018-9A                                                                   | TRNTS 2018-9A ARRR CLO 144A FRN 01-20-32                                                           | CUSIP: 89641JAW6<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-O            | CORP              | US        |     8647078 | PA      | $8647545.29    | 0.01%             | 2032-01-20      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| TPRK 2021-1A                                                                    | TPRK 2021-1A A1R CLO 144A FRN 04-15-34                                                             | CUSIP: 884887AN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    27449000 | PA      | $27476476.45   | 0.03%             | 2034-04-15      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| TAST 2025-1A                                                                    | TAST 2025-1A A 144A 4.94% 02-15-29                                                                 | CUSIP: 89617CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15077161 | PA      | $11116798.24   | 0.01%             | 2029-02-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-2                                             | TPMT 2018-2 A2 144A FRN 03-25-58                                                                   | CUSIP: 89175VAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10000000 | PA      | $9755340.00    | 0.01%             | 2058-03-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| TMCL 2025-1H                                                                    | TMCL 2025-1H A 144A 6.43% 07-23-50                                                                 | CUSIP: 87257FAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    22967651 | PA      | $23041354.00   | 0.02%             | 2050-07-23      | Fixed         | 6.43%                 | Yes           |                  2 | On Loan: No      |
| TRINITAS CLO LTD TRNTS_20-12                                                    | TRNTS 2020-12A B1R2 CLO 144A FRN 04-25-33                                                          | CUSIP: 89641GBA9<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-O            | CORP              | US        |     1318000 | PA      | $1322124.02    | 0.00%             | 2033-04-25      | Variable      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| TRINITAS CLO LTD TRNTS_20-12                                                    | TRNTS 2020-12A A1R2 CLO 144A FRN 04-25-33                                                          | CUSIP: 89641GAY8<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-O            | CORP              | US        |    15500000 | PA      | $15541819.00   | 0.02%             | 2033-04-25      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-4                                             | TPMT 2017-4 A1 144A FRN 06-25-57                                                                   | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      261788 | PA      | $256707.93     | 0.00%             | 2057-06-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-2                                             | TPMT 2018-2 A1 144A FRN 03-25-58                                                                   | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2956577 | PA      | $2931656.48    | 0.00%             | 2058-03-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-5                                             | TPMT 2018-5 A1A 144A FRN 07-25-58                                                                  | CUSIP: 89176VAK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       92706 | PA      | $91989.64      | 0.00%             | 2058-07-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_19-2                                             | TPMT 2019-2 A2 144A FRN 12-25-58                                                                   | CUSIP: 89177JAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3615000 | PA      | $3289917.51    | 0.00%             | 2058-12-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-1                                             | TPMT 2017-1 A2 144A FRN 10-25-56                                                                   | CUSIP: 89173FAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      699717 | PA      | $696655.98     | 0.00%             | 2056-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD TMCL_20-1                                   | TMCL 2020-1A A 144A 2.73% 08-21-45                                                                 | CUSIP: 88315LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8171115 | PA      | $7868988.18    | 0.01%             | 2045-08-21      | Fixed         | 2.73%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD TMCL_20-1                                   | TMCL 2020-1A B 144A 4.94% 08-21-45                                                                 | CUSIP: 88315LAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3286938 | PA      | $3242327.75    | 0.00%             | 2045-08-21      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| TRITON INTERNAL FINANCE TIF_20-1                                                | TIF 2020-1A B 144A 3.82% 08-20-45                                                                  | CUSIP: 872480AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1106917 | PA      | $1069057.90    | 0.00%             | 2045-08-20      | Fixed         | 3.82%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_20-1                                           | TCF 2020-1A A 144A 2.11% 09-20-45                                                                  | CUSIP: 89680HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10859450 | PA      | $10187608.41   | 0.01%             | 2045-09-20      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS IV LTD TCML_20-2                                    | TMCL 2020-2A A 144A 2.1% 09-20-45                                                                  | CUSIP: 88315LAG3<br>LEI: 549300WW1K7EYP0YPC14 | Long             | ABS-O            | CORP              | BM        |    13488660 | PA      | $12704914.57   | 0.01%             | 2045-09-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| TAL ADVANTAGE VII LLC TAL_20-1A                                                 | TAL 2020-1A A 144A 2.05% 09-20-45                                                                  | CUSIP: 87407RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13869525 | PA      | $13195507.69   | 0.01%             | 2045-09-20      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| TRITON INTERNAL FINANCE TIF_21-1A                                               | TIF 2021-1A A 144A 1.65% 02-20-46                                                                  | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4311597 | PA      | $3939514.47    | 0.00%             | 2046-02-20      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD                                             | TMCL 2021-1A A 144A 1.68% 02-20-46                                                                 | CUSIP: 88315LAL2<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |      633333 | PA      | $590823.36     | 0.00%             | 2046-02-20      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_21-1                                           | TCF 2021-1A B 144A 2.58% 03-20-46                                                                  | CUSIP: 89680HAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      712595 | PA      | $657805.71     | 0.00%             | 2046-03-20      | Fixed         | 2.58%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_21-1                                           | TCF 2021-1A A 144A 1.86% 03-20-46                                                                  | CUSIP: 89680HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9781200 | PA      | $9045800.48    | 0.01%             | 2046-03-20      | Fixed         | 1.86%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_21-1                                 | TALNT 2021-1A A 144A FRN 02-27-34                                                                  | CUSIP: 89237MAA7<br>LEI: 54930055QDKD6LCRW256 | Long             | ABS-O            | CORP              | US        |    27912000 | PA      | $27563993.18   | 0.03%             | 2034-02-27      | Variable      | 1.07%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-2                                   | TMCL 2021-2A A 144A 2.23% 04-20-46                                                                 | CUSIP: 88315LAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    22128933 | PA      | $20781923.14   | 0.02%             | 2046-04-20      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1                               | USRE 2021-1 B1 144A 2.41% 10-20-61                                                                 | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5195000 | PA      | $3528168.67    | 0.00%             | 2061-10-20      | Fixed         | 2.41%                 | Yes           |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1                               | USRE 2021-1 A1 144A 1.91% 10-20-61                                                                 | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   357770000 | PA      | $299613770.96  | 0.31%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST UACST_25-1                              | UACST 2025-1 A 144A 4.8% 06-10-27                                                                  | CUSIP: 90945JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6745148 | PA      | $6751724.24    | 0.01%             | 2027-06-10      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST UACST_25-1                              | UACST 2025-1 B 144A 5.05% 02-10-28                                                                 | CUSIP: 90945JAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12573000 | PA      | $12612366.06   | 0.01%             | 2028-02-10      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST UACST_25-1                              | UACST 2025-1 C 144A 5.15% 06-10-30                                                                 | CUSIP: 90945JAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5684000 | PA      | $5716057.76    | 0.01%             | 2030-06-10      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| USCLN 2025-SUP1                                                                 | USCLN 2025-SUP1 B 144A 5.582% 02-25-32                                                             | CUSIP: 90357PBC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6983433 | PA      | $7005081.72    | 0.01%             | 2032-02-25      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| USCLN 2025-SUP2                                                                 | USCLN 2025-SUP2 B1 144A 4.8175% 09-25-32                                                           | CUSIP: 90355PAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    19642000 | PA      | $19666709.64   | 0.02%             | 2032-09-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| VENTURE CDO LTD VENTR_18-32A                                                    | VENTR 2018-32A A2A CLO 144A FRN 07-18-31                                                           | CUSIP: 92325QAC1<br>LEI: 549300UP09C89Q3HWD39 | Long             | ABS-O            | CORP              | KY        |      504899 | PA      | $505071.25     | 0.00%             | 2031-07-18      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| VENTR 2019-36A                                                                  | VENTR 2019-36A A1AR CLO 144A FRN 04-20-32                                                          | CUSIP: 92332LAU3<br>LEI: 549300AZL7IWJJ04HD37 | Long             | ABS-O            | CORP              | KY        |     7745241 | PA      | $7751499.04    | 0.01%             | 2032-04-20      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| VENTURE CDO LTD VENTR_17-29A                                                    | VENTR 2017-29A AR CLO 144A FRN 09-07-30                                                            | CUSIP: 92331EAF3<br>LEI: 549300ITFR7G25007V93 | Long             | ABS-O            | CORP              | KY        |      104010 | PA      | $104121.91     | 0.00%             | 2030-09-07      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_24-1                                                  | VZMT 2024-1 A1A 5.0% 12-20-28                                                                      | CUSIP: 92348KCL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7985000 | PA      | $8000035.76    | 0.01%             | 2028-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VSTRG 2024-A                                                                    | VSTRG 2024-A A3 144A 5.62% 12-15-28                                                                | CUSIP: 92891PAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3107635 | PA      | $3122729.05    | 0.00%             | 2028-12-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VSTRG 2024-A                                                                    | VSTRG 2024-A B 144A 5.77% 07-15-30                                                                 | CUSIP: 92891PAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3075000 | PA      | $3121201.88    | 0.00%             | 2030-07-15      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| VOYA 2018-3A                                                                    | VOYA 2018-3A A1R2 CLO 144A FRN 10-15-31                                                            | CUSIP: 92917KAQ7<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-O            | CORP              | KY        |    16788835 | PA      | $16788868.61   | 0.02%             | 2031-10-15      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| VOYA 2018-3A                                                                    | VOYA 2018-3A BR2 CLO 144A FRN 10-15-31                                                             | CUSIP: 92917KAU8<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-O            | CORP              | KY        |     8695000 | PA      | $8695034.78    | 0.01%             | 2031-10-15      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| VOYA 2018-3A                                                                    | VOYA 2018-3A CR2 CLO 144A FRN 10-15-31                                                             | CUSIP: 92917KAW4<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-O            | CORP              | KY        |     3000000 | PA      | $3000066.00    | 0.00%             | 2031-10-15      | Variable      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| VERD 2024-1A                                                                    | VERD 2024-1A A2 144A 5.68% 12-12-31                                                                | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3040540 | PA      | $3099943.21    | 0.00%             | 2031-12-12      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| VERD 2024-1A                                                                    | VERD 2024-1A B 144A 5.72% 12-12-31                                                                 | CUSIP: 92339MAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2400000 | PA      | $2473557.60    | 0.00%             | 2031-12-12      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| VERD 2024-1A                                                                    | VERD 2024-1A C 144A 6.25% 12-12-31                                                                 | CUSIP: 92339MAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      205000 | PA      | $212833.46     | 0.00%             | 2031-12-12      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| VFET 2024-1A                                                                    | VFET 2024-1A A3 144A 4.29% 10-16-28                                                                | CUSIP: 92887QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2414000 | PA      | $2425565.47    | 0.00%             | 2028-10-16      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| VALLEY STREAM PARK CLO LTD VYSPK_22-1A                                          | VYSPK 2022-1A ARR CLO 144A FRN 01-20-37                                                            | CUSIP: 92013AAT6<br>LEI: 213800DEME82SWN32S20 | Long             | ABS-O            | CORP              | JE        |    24000000 | PA      | $23999232.00   | 0.02%             | 2037-01-20      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| VIBR 2018-9RA                                                                   | VIBR 2018-9RA A1 CLO 144A FRN 04-20-37                                                             | CUSIP: 92557BAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    14801000 | PA      | $14693396.73   | 0.02%             | 2037-04-20      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| VFET 2025-1A                                                                    | VFET 2025-1A A2 144A 4.41% 11-15-27                                                                | CUSIP: 92887TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9567000 | PA      | $9590295.65    | 0.01%             | 2027-11-15      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_25-4                                                  | VZMT 2025-4 A 144A 4.76% 03-21-33                                                                  | CUSIP: 92348KEC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15536000 | PA      | $15959060.82   | 0.02%             | 2033-03-21      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| VERD 2025-1A                                                                    | VERD 2025-1A A3 144A 4.96% 05-12-33                                                                | CUSIP: 92340GAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1873000 | PA      | $1907251.55    | 0.00%             | 2033-05-12      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| VERD 2025-1A                                                                    | VERD 2025-1A A2 144A 4.85% 03-13-28                                                                | CUSIP: 92340GAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7690000 | PA      | $7734525.10    | 0.01%             | 2028-03-13      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| VFI 2025-1A                                                                     | VFI 2025-1A A 144A 4.78% 06-24-30                                                                  | CUSIP: 91824UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      385807 | PA      | $387609.45     | 0.00%             | 2030-06-24      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_25-7                                                  | VZMT 2025-7 A1A 3.96% 08-20-31                                                                     | CUSIP: 92348KEN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    43985000 | PA      | $43962699.61   | 0.05%             | 2031-08-20      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| VIBRANT CLO XII LTD VIBR_21-12A                                                 | VIBR 2021-12A BRR CLO 144A FRN 04-20-34                                                            | CUSIP: 92558WBL5<br>LEI: 5493000EYQWTOWOLAO60 | Long             | ABS-O            | CORP              | KY        |     2341000 | PA      | $2341000.00    | 0.00%             | 2034-04-20      | Variable      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-1A                               | WLAKE 2022-1A D 144A 3.49% 03-15-27                                                                | CUSIP: 96042WAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2339728 | PA      | $2336394.15    | 0.00%             | 2027-03-15      | Fixed         | 3.49%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-3                                | WLAKE 2022-3A C 144A 6.44% 12-15-27                                                                | CUSIP: 96043PAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2958766 | PA      | $2971669.47    | 0.00%             | 2027-12-15      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-1                                | WLAKE 2023-1A B 144A 5.41% 01-18-28                                                                | CUSIP: 96042XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      253758 | PA      | $253882.52     | 0.00%             | 2028-01-18      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-1                                | WLAKE 2023-1A D 144A 6.79% 11-15-28                                                                | CUSIP: 96042XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4024000 | PA      | $4133682.17    | 0.00%             | 2028-11-15      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-1                                | WLAKE 2023-1A C 144A 5.74% 08-15-28                                                                | CUSIP: 96042XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2059000 | PA      | $2072093.18    | 0.00%             | 2028-08-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| WIND RIVER CLO WINDR_19-2A                                                      | WINDR 2019-2A CR CLO 144A FRN 01-15-35                                                             | CUSIP: 97314EAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2000000 | PA      | $2004968.00    | 0.00%             | 2035-01-15      | Variable      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3                                | WLAKE 2023-3A C 144A 6.02% 09-15-28                                                                | CUSIP: 96041CAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15698000 | PA      | $15914067.27   | 0.02%             | 2028-09-15      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3                                | WLAKE 2023-3A A3 144A 5.82% 05-17-27                                                               | CUSIP: 96041CAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4172121 | PA      | $4177523.73    | 0.00%             | 2027-05-17      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3                                | WLAKE 2023-3A B 144A 5.92% 09-15-28                                                                | CUSIP: 96041CAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13431000 | PA      | $13496073.20   | 0.01%             | 2028-09-15      | Fixed         | 5.92%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3                                | WLAKE 2023-3A D 144A 6.47% 03-15-29                                                                | CUSIP: 96041CAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8740000 | PA      | $8989404.64    | 0.01%             | 2029-03-15      | Fixed         | 6.47%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD0926 07-01-51                                                                      | CUSIP: 3132DNA37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      781339 | PA      | $662277.90     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | 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        |     2070635 | PA      | $1748588.99    | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_23-C                                    | WOART 2023-C A3 5.15% 11-15-28                                                                     | CUSIP: 98164FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1548246 | PA      | $1557536.85    | 0.00%             | 2028-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WFLOOR 2024-1A                                                                  | WFLOOR 2024-1A A 144A 5.43% 02-15-28                                                               | CUSIP: 96043GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      894000 | PA      | $897607.29     | 0.00%             | 2028-02-15      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-1A                                                                   | WLAKE 2024-1A B 144A 5.55% 11-15-27                                                                | CUSIP: 96043RAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3231000 | PA      | $3253471.61    | 0.00%             | 2027-11-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-1A                                                                   | WLAKE 2024-1A D 144A 6.02% 10-15-29                                                                | CUSIP: 96043RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    31056000 | PA      | $31766281.78   | 0.03%             | 2029-10-15      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-1A                                                                   | WLAKE 2024-1A C 144A 5.65% 02-15-29                                                                | CUSIP: 96043RAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8365000 | PA      | $8468675.81    | 0.01%             | 2029-02-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-1A                                                                   | WLAKE 2024-1A A3 144A 5.44% 05-17-27                                                               | CUSIP: 96043RAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3966569 | PA      | $3972900.08    | 0.00%             | 2027-05-17      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| WINDR 2015-1A                                                                   | WINDR 2015-1A BR3 CLO 144A FRN 10-20-30                                                            | CUSIP: 97316XAE2<br>LEI: 549300H4V7OE3OL7II20 | Long             | ABS-O            | CORP              | KY        |    22000000 | PA      | $22025520.00   | 0.02%             | 2030-10-20      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| WINDR 2015-1A                                                                   | WINDR 2015-1A A1R3 CLO 144A FRN 10-20-30                                                           | CUSIP: 97316XAA0<br>LEI: 549300H4V7OE3OL7II20 | Long             | ABS-O            | CORP              | KY        |     3672512 | PA      | $3672434.98    | 0.00%             | 2030-10-20      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                | WFLF 2024-1A A1 144A 5.49% 02-18-39                                                                | CUSIP: 96328GBM8<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    17954483 | PA      | $18174659.18   | 0.02%             | 2039-02-18      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST WFNMT_24-A                | WFNMT 2024-A A 5.47% 02-17-31                                                                      | CUSIP: 981464HR4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8090000 | PA      | $8269816.43    | 0.01%             | 2031-02-17      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BN12                                                                  | BANK 2018-BN12 A3 3.99% 05-15-61                                                                   | CUSIP: 06541KAZ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $495978.00     | 0.00%             | 2061-05-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK 18-B4                                            | BMARK 2018-B4 A5 FRN 07-15-51                                                                      | CUSIP: 08161HAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       90000 | PA      | $89312.67      | 0.00%             | 2051-07-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| BANK BANK_18-BN13                                                               | BANK 2018-BN13 A5 FRN 08-15-61                                                                     | CUSIP: 06539LBB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $249310.75     | 0.00%             | 2061-08-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| BMARK 2018-B7                                                                   | BMARK 2018-B7 A3 4.241% 05-15-53                                                                   | CUSIP: 08162TBA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $997935.00     | 0.00%             | 2053-05-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| BMARK 2018-B7                                                                   | BMARK 2018-B7 A4 FRN 05-15-53                                                                      | CUSIP: 08162TBB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13158397 | PA      | $13198359.05   | 0.01%             | 2053-05-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| BNK_18-B15                                                                      | BANK 2018-BN15 A3 4.138% 11-15-61                                                                  | CUSIP: 06036FBB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      477490 | PA      | $473831.63     | 0.00%             | 2061-11-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_18-B8                                            | BMARK 2018-B8 A5 4.2317% 01-15-52                                                                  | CUSIP: 08162UAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6351000 | PA      | $6275480.26    | 0.01%             | 2052-01-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_19-B9                                            | BMARK 2019-B9 A5 4.0156% 03-15-52                                                                  | CUSIP: 08160JAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5135000 | PA      | $5039920.34    | 0.01%             | 2052-03-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BN16                                                                  | BANK 2019-BN16 A4 4.005% 02-15-52                                                                  | CUSIP: 065405AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3920000 | PA      | $3874065.44    | 0.00%             | 2052-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK 19-BN17                                                                    | BANK 2019-BN17 A4 3.714% 04-15-52                                                                  | CUSIP: 065403BC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      255000 | PA      | $249804.12     | 0.00%             | 2052-04-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BMARK 2019-B10                                                                  | BMARK 2019-B10 A3 3.455% 03-15-62                                                                  | CUSIP: 08162VAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      492787 | PA      | $478705.44     | 0.00%             | 2062-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BANK BANK_19-BN18                                                               | BANK 2019-BN18 A4 3.584% 05-15-62                                                                  | CUSIP: 065402BC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5000000 | PA      | $4793040.00    | 0.00%             | 2062-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| BANK BANK_19-BN19                                                               | BANK 2019-BN19 A3 3.183% 08-15-61                                                                  | CUSIP: 06540WBD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9039435 | PA      | $8547599.34    | 0.01%             | 2061-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_19-B13                                           | BMARK 2019-B13 A4 2.952% 08-15-57                                                                  | CUSIP: 08162DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      730000 | PA      | $689883.58     | 0.00%             | 2057-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_19-B14                                           | BMARK 2019-B14 A5 3.0486% 12-15-62                                                                 | CUSIP: 08162YAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5000000 | PA      | $4722420.00    | 0.00%             | 2062-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK24                                                                 | BANK 2019-BN24 A3 2.96% 11-15-62                                                                   | CUSIP: 06540VBB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $1884834.00    | 0.00%             | 2062-11-15      | Fixed         | 2.96%                 | 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        |    19763957 | PA      | $16672202.01   | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | 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        |      363595 | PA      | $307512.98     | 0.00%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK_20-BN26                                                                    | BANK 2020-BN26 A4 2.403% 03-15-63                                                                  | CUSIP: 06540JBG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1654000 | PA      | $1509094.71    | 0.00%             | 2063-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_20-B17                                           | BMARK 2020-B17 A5 2.289% 03-15-53                                                                  | CUSIP: 08162MAX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      944000 | PA      | $848017.86     | 0.00%             | 2053-03-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL1                                   | BRAVO 2020-RPL1 A1 144A FRN 05-26-59                                                               | CUSIP: 10568YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      537935 | PA      | $529604.30     | 0.00%             | 2059-05-26      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_20-B19                                           | BMARK 2020-B19 A5 1.85% 09-15-53                                                                   | CUSIP: 08162WBC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    18592451 | PA      | $16376974.54   | 0.02%             | 2053-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_20-B21                                           | BMARK 2020-B21 AS 2.2543% 12-17-53                                                                 | CUSIP: 08163LAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1600000 | PA      | $1395296.00    | 0.00%             | 2053-12-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BMK_21-B24                                                                      | BMARK 2021-B24 A4 2.2638% 03-15-54                                                                 | CUSIP: 08163CBB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6750000 | PA      | $6123134.25    | 0.01%             | 2054-03-15      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BXP TRUST BXP_17-GM                                                             | BXP 2017-GM A 144A 3.379% 06-13-39                                                                 | CUSIP: 056083AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5963000 | PA      | $5828361.42    | 0.01%             | 2039-06-13      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2021-B25                                                                  | BMARK 2021-B25 A5 2.577% 04-15-54                                                                  | CUSIP: 08163DAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    24661000 | PA      | $22099535.91   | 0.02%             | 2054-04-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR                                         | BX 2021-SOAR A 144A FRN 06-15-38                                                                   | CUSIP: 05608WAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    34420012 | PA      | $34403834.48   | 0.04%             | 2038-06-15      | Variable      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_21-B27                                           | BMARK 2021-B27 A5 2.39% 07-15-54                                                                   | CUSIP: 08163HAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3785000 | PA      | $3350928.63    | 0.00%             | 2054-07-15      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT                                         | BX 2021-VOLT A 144A FRN 09-15-36                                                                   | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   100420489 | PA      | $100134893.05  | 0.10%             | 2036-09-15      | Variable      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ARIA                                                             | BX 2021-ARIA A 144A FRN 10-15-36                                                                   | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    26561000 | PA      | $26543496.30   | 0.03%             | 2036-10-15      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ACNT                                                             | BX 2021-ACNT A 144A FRN 11-15-38                                                                   | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    51717661 | PA      | $51699715.44   | 0.05%             | 2038-11-15      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-RISE                                                             | BX 2021-RISE A 144A FRN 11-15-36                                                                   | CUSIP: 12434EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    63396301 | PA      | $63333982.62   | 0.07%             | 2036-11-15      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| AVCCT 2024-2A                                                                   | AVCCT 2024-2A A 144A 5.38% 05-15-29                                                                | CUSIP: 05351KAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    20924000 | PA      | $20976121.68   | 0.02%             | 2029-05-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2021-B31                                                                  | BMARK 2021-B31 A5 2.669% 12-15-54                                                                  | CUSIP: 08163MAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5000000 | PA      | $4457370.00    | 0.00%             | 2054-12-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-RPL1                                   | BRAVO 2022-RPL1 A1 144A 2.75% 09-25-61                                                             | CUSIP: 10569XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2322650 | PA      | $2135348.99    | 0.00%             | 2061-09-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-4                                                                     | ACAR 2024-4 D 144A 5.34% 08-12-31                                                                  | CUSIP: 024945AG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    17745000 | PA      | $17899612.19   | 0.02%             | 2031-08-12      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-4                                                                     | ACAR 2024-4 B 144A 4.8% 11-13-28                                                                   | CUSIP: 024945AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4364000 | PA      | $4370572.18    | 0.00%             | 2028-11-13      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_22-B33                                           | BMARK 2022-B33 A5 3.4582% 03-15-55                                                                 | CUSIP: 08163PBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $2780499.00    | 0.00%             | 2055-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_22-IND                                                              | BX 2022-IND A 144A FRN 04-15-37                                                                    | CUSIP: 05609WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    18978508 | PA      | $19001073.92   | 0.02%             | 2037-04-15      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-4                                                                     | ACAR 2024-4 C 144A 4.91% 08-12-31                                                                  | CUSIP: 024945AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4444000 | PA      | $4467268.78    | 0.00%             | 2031-08-12      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_22-3A                                      | AESOP 2022-3A A 144A 4.62% 02-20-27                                                                | CUSIP: 05377RFK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1500000 | PA      | $1501222.49    | 0.00%             | 2027-02-20      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_22-B34                                           | BMARK 2022-B34 A5 FRN 04-15-55                                                                     | CUSIP: 08161YBG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1822264 | PA      | $1701531.72    | 0.00%             | 2055-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2022-CSMO                                          | BX 2022-CSMO A 144A FRN 06-15-27                                                                   | CUSIP: 05610MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    53930000 | PA      | $54288256.99   | 0.06%             | 2027-06-15      | Variable      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| ACHV 2024-3AL                                                                   | ACHV 2024-3AL C 144A 5.68% 12-26-31                                                                | CUSIP: 00092KAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      852950 | PA      | $861799.88     | 0.00%             | 2031-12-26      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| ACHV 2024-3AL                                                                   | ACHV 2024-3AL A 144A 5.01% 12-26-31                                                                | CUSIP: 00092KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2170854 | PA      | $2191783.06    | 0.00%             | 2031-12-26      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_22-C16                        | BBCMS 2022-C16 A5 FRN 06-15-55                                                                     | CUSIP: 05552YAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      160000 | PA      | $158772.80     | 0.00%             | 2055-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C2                                                                     | BMO 2022-C2 A5 FRN 07-15-54                                                                        | CUSIP: 05602NAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      400000 | PA      | $405080.40     | 0.00%             | 2054-07-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-NQM2                                   | BRAVO 2022-NQM2 A1 144A 4.272% 11-25-61                                                            | CUSIP: 10568KAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1333713 | PA      | $1330213.76    | 0.00%             | 2061-11-25      | Variable      | 4.27%                 | Yes           |                  2 | On Loan: No      |
| BANK BANK_22-BNK43                                                              | BANK 2022-BNK43 A5 4.399% 08-15-55                                                                 | CUSIP: 06541QAZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      450000 | PA      | $441691.20     | 0.00%             | 2055-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ACHV 2024-3AL                                                                   | ACHV 2024-3AL B 144A 5.45% 12-26-31                                                                | CUSIP: 00092KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1511948 | PA      | $1527173.12    | 0.00%             | 2031-12-26      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| ARES 2013-2A                                                                    | ARES 2013-2A CR3 CLO 144A FRN 10-28-34                                                             | CUSIP: 00190YBT1<br>LEI: 549300BC3E2Y44TL8536 | Long             | ABS-O            | CORP              | KY        |     4174000 | PA      | $4179730.90    | 0.00%             | 2034-10-28      | Variable      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                | DUKE ENERGY CORP SR UNSEC 5.75% 09-15-33                                                           | CUSIP: 26441CBZ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    33869000 | PA      | $36018665.43   | 0.04%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                         | DUKE ENERGY FLORIDA LLC SR SEC 1ST LIEN 5.875% 11-15-33                                            | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     4052000 | PA      | $4375552.20    | 0.00%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                              | DEUTSCHE BANK AG SR NON PREF 6.819% 11-20-29/28                                                    | CUSIP: 251526CU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    18638000 | PA      | $19939994.77   | 0.02%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                                                     | EUROBANK SA EUR REG S SR UNSEC (B) 2.0% 05-05-27/26                                                | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |    10715000 | PA      | $12536129.82   | 0.01%             | 2027-05-05      | Variable      | 2.00%                 | 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        |     2800000 | PA      | $2525096.00    | 0.00%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | EQUINIX INC SR UNSEC 3.4% 02-15-52                                                                 | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     3120000 | PA      | $2189307.12    | 0.00%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.95% 03-15-34                                         | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    28963000 | PA      | $32167002.91   | 0.03%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                                                 | PIRAEUS BANK SA EUR REG S SR UNSEC (B) 6.75% 12-05-29/28                                           | CUSIP: N/A<br>LEI: 213800OYHR1MPQ5VJL60       | Long             | DBT              | CORP              | GR        |    14520000 | PA      | $18948191.10   | 0.02%             | 2029-12-05      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| ENN CLEAN ENERGY INTERNATIONAL INVESTMENT LTD                                   | ENN CLEAN ENERGY INTERNATIONAL INVESTMENT LTD REG S SR UNSEC 3.375% 05-12-26                       | CUSIP: N/A<br>LEI: 3003009YZ3S5V395NR77       | Long             | DBT              | CORP              | VG        |     9060000 | PA      | $8989957.14    | 0.01%             | 2026-05-12      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| ENN CLEAN ENERGY INTERNATIONAL INVESTMENT LTD                                   | ENN CLEAN ENERGY INTERNATIONAL INVESTMENT LTD 144A LIFE SR UNSEC 3.375% 05-12-26                   | CUSIP: 268733AA0<br>LEI: 3003009YZ3S5V395NR77 | Long             | DBT              | CORP              | VG        |     8250000 | PA      | $8186219.25    | 0.01%             | 2026-05-12      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-NQM3                                   | BRAVO 2022-NQM3 A1 144A 5.108% 07-25-62                                                            | CUSIP: 10569JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2413330 | PA      | $2412219.70    | 0.00%             | 2062-07-25      | Variable      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| BANK 2023-BNK45                                                                 | BANK 2023-BNK45 A5 5.203% 02-15-56                                                                 | CUSIP: 06541BBK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      230000 | PA      | $236088.10     | 0.00%             | 2056-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                                                     | EUROBANK SA EUR REG S SR UNSEC (B) 2.25% 03-14-28/27                                               | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |    21171000 | PA      | $24732950.29   | 0.03%             | 2028-03-14      | Variable      | 2.25%                 | 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        |    20000000 | PA      | $17372440.00   | 0.02%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR1                                                                 | BANK5 2023-5YR1 A3 FRN 04-15-56                                                                    | CUSIP: 06644EAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5777000 | PA      | $6007542.74    | 0.01%             | 2056-04-15      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | SOFR 90DAY FUT SFRM6 09-15-26                                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        4129 | NC      | $-779472.62    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP SR SEC 1ST LIEN 5.1% 02-15-29                                                           | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    22351000 | PA      | $22935121.03   | 0.02%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP SR SEC 1ST LIEN 5.45% 02-15-34                                                          | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    45074000 | PA      | $46194945.31   | 0.05%             | 2034-02-15      | Fixed         | 5.45%                 | 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              | US        |     6743000 | PA      | $6023717.45    | 0.01%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | EQUINIX INC SR UNSEC 3.9% 04-15-32                                                                 | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      933000 | PA      | $895401.97     | 0.00%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | SOFR 90DAY FUT SFRZ5 03-17-26                                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       65323 | NC      | $-21813014.89  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 5YR FUT FVZ5 12-31-25                                                                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       64531 | NC      | $-14056296.52  | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EATON CORPORATION                                                               | EATON CORP SR UNSEC 4.15% 03-15-33                                                                 | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |      654000 | PA      | $644244.28     | 0.00%             | 2033-03-15      | Fixed         | 4.15%                 | 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        |    26673000 | PA      | $28322431.65   | 0.03%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 2YR FUT TUZ5 12-31-25                                                                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      116368 | NC      | $-883126.67    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 20YR FUT USZ5 12-19-25                                                                         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       12451 | NC      | $32280486.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP SR UNSEC 4.1% 03-15-52                                                                 | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     1725000 | PA      | $1353502.28    | 0.00%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                    | ECOPETROL SA SR UNSEC 8.875% 01-13-33                                                              | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   132550000 | PA      | $143764790.40  | 0.15%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD FWD PUR FROM USD 10/7/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $988700.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD FWD SALE TO USD 10/7/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-192820.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROBANK SA                                                                     | EUROBANK SA EUR REG S SR UNSEC (B) 7.0% 01-26-29/28                                                | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |    25825000 | PA      | $33210080.15   | 0.03%             | 2029-01-26      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC SR UNSEC 5.125% 02-15-53                                                       | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1384000 | PA      | $1265088.10    | 0.00%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | BRL FWD PUR FROM USD NDF 10/14/2025                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $873954.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 10/10/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-5344.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 10/8/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-179208.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 10/17/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $3288.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                                | ELI LILLY & CO SR UNSEC 4.7% 02-27-33                                                              | CUSIP: 532457CF3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     9641000 | PA      | $9841214.65    | 0.01%             | 2033-02-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                                | ELI LILLY & CO SR UNSEC 4.875% 02-27-53                                                            | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $14000340.00   | 0.01%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 10/17/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-3078.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 10/8/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-88540.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL SR UNSEC 5.25% 11-15-28                                                       | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    21616000 | PA      | $21794310.38   | 0.02%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                                                        | EIDP INC SR UNSEC 4.5% 05-15-26                                                                    | CUSIP: 263534CQ0<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |     9028000 | PA      | $9045252.51    | 0.01%             | 2026-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 10/17/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-16840.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU8884 03-01-52                                                                      | CUSIP: 3140MA2S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      791616 | PA      | $670553.96     | 0.00%             | 2052-03-01      | 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        |      110624 | PA      | $93726.39      | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QE0799 04-01-52                                                                      | CUSIP: 3133B93G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1665425 | PA      | $1405873.90    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB3354 04-01-52                                                                      | CUSIP: 3140QNWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    50709596 | PA      | $42775572.91   | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP SR SEC 1ST LIEN 5.8% 01-15-55                                                           | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    46863000 | PA      | $45974102.62   | 0.05%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| POSCO CO LTD                                                                    | POSCO 144A LIFE SR UNSEC 4.875% 01-23-27                                                           | CUSIP: 73730EAG8<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |     9040000 | PA      | $9109056.56    | 0.01%             | 2027-01-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-1                                      | HERTZ 2025-1A C 144A 6.03% 09-25-29                                                                | CUSIP: 42806MCV9<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     3713000 | PA      | $3768568.76    | 0.00%             | 2029-09-25      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-1                                      | HERTZ 2025-1A A 144A 4.91% 09-25-29                                                                | CUSIP: 42806MCT4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    10908000 | PA      | $11019926.99   | 0.01%             | 2029-09-25      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-2                                      | HERTZ 2025-2A C 144A 6.4% 09-25-31                                                                 | CUSIP: 42806MCZ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4312000 | PA      | $4394678.29    | 0.00%             | 2031-09-25      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| HACLN 2025-1                                                                    | HACLN 2025-1 B 144A 4.957% 03-21-33                                                                | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    30942977 | PA      | $31148778.46   | 0.03%             | 2033-03-21      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-3                                      | HERTZ 2025-3A B 144A 5.59% 12-26-29                                                                | CUSIP: 42806MDC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7479000 | PA      | $7560775.39    | 0.01%             | 2029-12-26      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING IV LLC HERTZ_25-4                                       | HERTZ 2025-4A B 144A 5.9% 12-25-31                                                                 | CUSIP: 42806MDG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4223000 | PA      | $4311864.59    | 0.00%             | 2031-12-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-3                                      | HERTZ 2025-3A A 144A 5.06% 12-26-29                                                                | CUSIP: 42806MDB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    18863000 | PA      | $19173956.56   | 0.02%             | 2029-12-26      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-3                                      | HERTZ 2025-3A C 144A 6.13% 12-26-29                                                                | CUSIP: 42806MDD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5167000 | PA      | $5236242.97    | 0.01%             | 2029-12-26      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                        | ELECTRICITE DE FRANCE SA 144A LIFE SR UNSEC 6.25% 05-23-33                                         | CUSIP: 28504DAC7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     8275000 | PA      | $9036415.85    | 0.01%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                 | PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 9.875% 07-15-31                                 | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6531078.00    | 0.01%             | 2031-07-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING IV LLC HERTZ_25-4                                       | HERTZ 2025-4A C 144A 6.48% 12-25-31                                                                | CUSIP: 42806MDH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      949000 | PA      | $968591.16     | 0.00%             | 2031-12-25      | Fixed         | 6.48%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING IV LLC HERTZ_25-4                                       | HERTZ 2025-4A A 144A 5.41% 12-25-31                                                                | CUSIP: 42806MDF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    23867000 | PA      | $24449999.21   | 0.03%             | 2031-12-25      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| HPEFS 2025-1A                                                                   | HPEFS 2025-1A A3 144A 4.43% 09-20-32                                                               | CUSIP: 40446EAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1322000 | PA      | $1329026.43    | 0.00%             | 2032-09-20      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| ICG US CLO LTD ICG_17-1A                                                        | ICG 2017-1A ARR CLO 144A FRN 07-28-34                                                              | CUSIP: 449259AJ9<br>LEI: 254900T2ODAPJRGAZY53 | Long             | ABS-O            | CORP              | KY        |     4000000 | PA      | $4007712.00    | 0.00%             | 2034-07-28      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| EUROBANK SA                                                                     | EUROBANK SA EUR REG S SR UNSEC (B) 5.875% 11-28-29/28                                              | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |    73505000 | PA      | $93812904.86   | 0.10%             | 2029-11-28      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                    | ECOPETROL SA SR UNSEC 8.375% 01-19-36                                                              | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     1305000 | PA      | $1348597.44    | 0.00%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.676% 01-22-35/34                                       | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     3375000 | PA      | $3560236.88    | 0.00%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP SR UNSEC 5.25% 03-15-54                                                                | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     1235000 | PA      | $1196522.34    | 0.00%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JDOT 2024-B                                                                     | JDOT 2024-B A3 5.2% 03-15-29                                                                       | CUSIP: 47786WAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6126000 | PA      | $6230509.56    | 0.01%             | 2029-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JNPPK 2023-1A                                                                   | JNPPK 2023-1A AR CLO 144A FRN 07-20-36                                                             | CUSIP: 48206KAQ9<br>LEI: 213800ACSV8GAJ4CCO70 | Long             | ABS-O            | CORP              | JE        |    17438000 | PA      | $17438000.00   | 0.02%             | 2036-07-20      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| JTWN 2021-16A                                                                   | JTWN 2021-16A CR CLO 144A FRN 07-25-34                                                             | CUSIP: 47048RAQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2960000 | PA      | $2966808.00    | 0.00%             | 2034-07-25      | Variable      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| JTWN 2021-16A                                                                   | JTWN 2021-16A DR CLO 144A FRN 07-25-34                                                             | CUSIP: 47048RAS4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4000000 | PA      | $3999704.00    | 0.00%             | 2034-07-25      | Variable      | 7.37%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 5.8% 03-08-29                                                    | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    39924000 | PA      | $40525055.82   | 0.04%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 6.125% 03-08-34                                                  | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    23656000 | PA      | $23782819.82   | 0.02%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| KKR CLO 11 LLC                                                                  | KKR 11 AR CLO 144A FRN 01-15-31                                                                    | CUSIP: 48250MAK3<br>LEI: 549300PJRIGYUE3V5M12 | Long             | ABS-O            | CORP              | US        |     5304361 | PA      | $5307114.23    | 0.01%             | 2031-01-15      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| KCOT 2024-2A                                                                    | KCOT 2024-2A A2 144A 5.45% 04-15-27                                                                | CUSIP: 50117DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5373301 | PA      | $5399081.89    | 0.01%             | 2027-04-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                           | QUIKRETE HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 6.38% 03-01-32                                     | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5183120.00    | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS INC.                                                      | QXO BUILDING PRODUCTS INC 144A LIFE SR SEC 1ST LIEN 6.75% 04-30-32                                 | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8303168.00    | 0.01%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 5.85% 05-17-27                                                   | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10127280.00   | 0.01%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                        | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 5.3% 06-15-34                                             | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    11633000 | PA      | $12143002.35   | 0.01%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_22-1                                           | LADAR 2022-1A A 144A 5.21% 06-15-27                                                                | CUSIP: 501687AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       81932 | PA      | $81953.97      | 0.00%             | 2027-06-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_22-1                                           | LADAR 2022-1A B 144A 5.87% 09-15-27                                                                | CUSIP: 501687AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2901000 | PA      | $2907419.91    | 0.00%             | 2027-09-15      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_22-1                                           | LADAR 2022-1A C 144A 6.85% 04-15-30                                                                | CUSIP: 501687AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4131000 | PA      | $4179047.66    | 0.00%             | 2030-04-15      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_23-1A                                          | LADAR 2023-1A C 144A 6.18% 12-15-27                                                                | CUSIP: 505710AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      927000 | PA      | $932756.67     | 0.00%             | 2027-12-15      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| IQVIA INC                                                                       | IQVIA INC 144A LIFE SR UNSEC 5.0% 10-15-26                                                         | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     5750000 | PA      | $5748131.25    | 0.01%             | 2026-10-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| QBE INSURANCE GROUP LTD                                                         | QBE INSURANCE GROUP LTD REG S SUB (H) 5.875% 06-17-46/26                                           | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | DBT              | CORP              | AU        |     4000000 | PA      | $4029260.00    | 0.00%             | 2046-06-17      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_23-1A                                          | LADAR 2023-1A D 144A 7.3% 06-17-30                                                                 | CUSIP: 505710AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      981000 | PA      | $1000241.33    | 0.00%             | 2030-06-17      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_23-1A                                          | LADAR 2023-1A A3 144A 5.48% 06-15-27                                                               | CUSIP: 505710AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      365493 | PA      | $365652.11     | 0.00%             | 2027-06-15      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| LCM_27-A                                                                        | LCM 27A A1 CLO 144A FRN 07-16-31                                                                   | CUSIP: 50200JAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1783669 | PA      | $1784093.68    | 0.00%             | 2031-07-16      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2023-2                                               | LADAR 2023-2A A3 144A 5.42% 02-15-28                                                               | CUSIP: 505713AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10421121 | PA      | $10437399.09   | 0.01%             | 2028-02-15      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-3A                                                                   | LADAR 2024-3A A3 144A 4.52% 03-15-29                                                               | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6888000 | PA      | $6917866.37    | 0.01%             | 2029-03-15      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| LBZZ 2025-1X                                                                    | LBZZ 2025-1A A2 144A 5.1% 10-15-30                                                                 | CUSIP: 525938AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5036007 | PA      | $5043470.17    | 0.01%             | 2030-10-15      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| QATAR ENERGY                                                                    | QATARENERGY 144A LIFE SR UNSEC 1.375% 09-12-26                                                     | CUSIP: 74730DAB9<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    18535000 | PA      | $18057186.24   | 0.02%             | 2026-09-12      | Fixed         | 1.38%                 | Yes           |                  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        |    32300000 | PA      | $29110019.70   | 0.03%             | 2031-07-12      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2025-2A                                                                   | LADAR 2025-2A C 144A 4.7% 08-16-32                                                                 | CUSIP: 505912AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4737000 | PA      | $4756298.54    | 0.00%             | 2032-08-16      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.125% 04-28-28                                           | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $13027053.00   | 0.01%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.375% 04-30-30                                           | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     5736000 | PA      | $5764364.52    | 0.01%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.875% 04-30-35                                           | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    27908000 | PA      | $27938391.81   | 0.03%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| POSCO HOLDINGS INC                                                              | POSCO HOLDINGS INC REG S SR UNSEC 5.75% 05-07-35                                                   | CUSIP: N/A<br>LEI: 988400E5HRVX81AYLM04       | Long             | DBT              | CORP              | KR        |     4000000 | PA      | $4197296.00    | 0.00%             | 2035-05-07      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PNC BANK NA                                                                     | PNC BANK NA SR UNSEC 4.543% 05-13-27/26                                                            | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    12617000 | PA      | $12638789.56   | 0.01%             | 2027-05-13      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.0% 08-15-35                                          | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    61024000 | PA      | $63914462.78   | 0.07%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| POSCO HOLDINGS INC                                                              | POSCO HOLDINGS INC 144A LIFE SR UNSEC 5.75% 05-07-35                                               | CUSIP: 693483AK5<br>LEI: 988400E5HRVX81AYLM04 | Long             | DBT              | CORP              | KR        |     2000000 | PA      | $2098648.00    | 0.00%             | 2035-05-07      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.373% 07-21-36/35                                       | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     4783000 | PA      | $4923902.40    | 0.01%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                         | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 4.9% 08-15-35                                   | CUSIP: 74456QCW4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    24928000 | PA      | $25134802.69   | 0.03%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 QC5857 08-01-51                                                                      | CUSIP: 3133AQQJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      324214 | PA      | $285223.01     | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BR5589 03-01-51                                                                      | CUSIP: 3140L4F79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      205427 | PA      | $167059.18     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB1134 07-01-51                                                                      | CUSIP: 3140QLHL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    30969928 | PA      | $26125302.38   | 0.03%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU1062 10-01-51                                                                      | CUSIP: 3140M2FC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6192019 | PA      | $5233506.79    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT9828 09-01-51                                                                      | CUSIP: 3140LY4N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2957828 | PA      | $2497877.29    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BV3101 03-01-52                                                                      | CUSIP: 3140MGNT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2488301 | PA      | $2013419.10    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB0910 06-01-51                                                                      | CUSIP: 3140QLAL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6526531 | PA      | $5505585.35    | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CA7596 11-01-50                                                                      | CUSIP: 3140QFNN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      968149 | PA      | $781515.79     | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS0392 01-01-52                                                                      | CUSIP: 3140XFNJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    20900478 | PA      | $17630870.06   | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB0396 05-01-51                                                                      | CUSIP: 3140QKNN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    27617658 | PA      | $23297538.28   | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                            | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A LIFE SR SEC 2ND LIEN 6.0% 01-15-30                       | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2025276.00    | 0.00%             | 2030-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                   | FORD MOTOR CO SR UNSEC 3.25% 02-12-32                                                              | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     3737000 | PA      | $3270689.67    | 0.00%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                        | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 2.875% 12-04-51                                           | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    14003000 | PA      | $9061943.43    | 0.01%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 2.9% 02-10-29                                                    | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    63900000 | PA      | $59219964.00   | 0.06%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 4.95% 05-28-27                                                   | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    13086000 | PA      | $13068988.20   | 0.01%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                           | FREEPORT INDONESIA PT REG S SR UNSEC 4.763% 04-14-27                                               | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |    13000000 | PA      | $13092040.00   | 0.01%             | 2027-04-14      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                           | FREEPORT INDONESIA PT REG S SR UNSEC 5.315% 04-14-32                                               | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |     4000000 | PA      | $4050576.00    | 0.00%             | 2032-04-14      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 7.35% 11-04-27                                                   | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   101876000 | PA      | $106273375.66  | 0.11%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 6.95% 03-06-26                                                   | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     7984000 | PA      | $8048478.78    | 0.01%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 7.35% 03-06-30                                                   | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    75790000 | PA      | $81149641.43   | 0.08%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                        | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 5.3% 04-01-53                                             | CUSIP: 341081GM3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      209000 | PA      | $205803.14     | 0.00%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS7329 06-01-52                                                                      | CUSIP: 3140XPEB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1562607 | PA      | $1265552.64    | 0.00%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FUNDING TRUST III                                                  | FIVE CORNERS FUNDING TRUST III 144A SR UNSEC 5.791% 02-15-33                                       | CUSIP: 33830GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11060000 | PA      | $11703835.78   | 0.01%             | 2033-02-15      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 6.8% 05-12-28                                                    | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    22310000 | PA      | $23174200.16   | 0.02%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                        | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 4.4% 05-15-28                                             | CUSIP: 341081GN1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    16905000 | PA      | $17102027.78   | 0.02%             | 2028-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                        | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 4.8% 05-15-33                                             | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     4333000 | PA      | $4410885.68    | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS7498 04-01-52                                                                      | CUSIP: 3140XPKL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    12705336 | PA      | $10295705.50   | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5388 06-01-54                                                                      | CUSIP: 31418E7A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    42154101 | PA      | $42588077.28   | 0.04%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 6.95% 06-10-26                                                   | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     5616000 | PA      | $5689929.02    | 0.01%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 7.2% 06-10-30                                                    | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     9625000 | PA      | $10294197.38   | 0.01%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS7979 12-01-53                                                                      | CUSIP: 3140XP2M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1563924 | PA      | $1264503.02    | 0.00%             | 2053-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD5500 01-01-54                                                                      | CUSIP: 3132DTDD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      178232 | PA      | $144205.06     | 0.00%             | 2054-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP SR UNSEC 6.339% 07-27-29/28                                                    | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     1285000 | PA      | $1354216.53    | 0.00%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 6.798% 11-07-28                                                  | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    11114000 | PA      | $11607350.46   | 0.01%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI4 3.5 BF0765 09-01-63                                                                         | CUSIP: 3140FXZ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    44726216 | PA      | $40221570.75   | 0.04%             | 2063-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD2602 12-01-52                                                                      | CUSIP: 3132DP3K2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2508624 | PA      | $2207885.21    | 0.00%             | 2052-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS7823 07-01-53                                                                      | CUSIP: 3140XPVR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    11944131 | PA      | $9681673.73    | 0.01%             | 2053-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD5343 03-01-52                                                                      | CUSIP: 3132DS5C2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3812613 | PA      | $3089329.59    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QD8103 03-01-52                                                                      | CUSIP: 3133B6AC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      973873 | PA      | $787798.80     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS1742 03-01-52                                                                      | CUSIP: 3140XG5C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2016652 | PA      | $1635260.84    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QD8408 03-01-52                                                                      | CUSIP: 3133B6KV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      843021 | PA      | $682230.44     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD8160 08-01-51                                                                      | CUSIP: 3132DWB51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      765206 | PA      | $620962.91     | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 FS8131 06-01-54                                                                      | CUSIP: 3140XQA98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    16447920 | PA      | $16713603.48   | 0.02%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB8876 07-01-54                                                                      | CUSIP: 3140QU2J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    11718534 | PA      | $12181978.75   | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 7.122% 11-07-33                                                  | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    18000000 | PA      | $19248696.00   | 0.02%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 5.8% 03-05-27                                                    | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    23000000 | PA      | $23239568.00   | 0.02%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 CB8842 07-01-54                                                                      | CUSIP: 3140QUZG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    43638685 | PA      | $44193595.01   | 0.05%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ1963 07-01-54                                                                      | CUSIP: 3142GSFD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    11387037 | PA      | $11518932.97   | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 6.05% 03-05-31                                                   | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   107463000 | PA      | $109984296.91  | 0.11%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                | GEORGIA POWER CO SR UNSEC 5.25% 03-15-34                                                           | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     2204000 | PA      | $2274569.88    | 0.00%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO SR UNSEC 5.625% 04-15-30                                                         | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    12500000 | PA      | $12964812.50   | 0.01%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                 | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 6.15% 07-15-35                                            | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     6290000 | PA      | $6581554.08    | 0.01%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS8318 07-01-54                                                                      | CUSIP: 3140XQG43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    16260904 | PA      | $16777562.20   | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ1975 07-01-54                                                                      | CUSIP: 3142GSFR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    63971951 | PA      | $65683840.45   | 0.07%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                             | GENERAL ELECTRIC CO SR UNSEC 4.9% 01-29-36                                                         | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     6402000 | PA      | $6493759.87    | 0.01%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.25% 08-15-27                                                         | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17500000 | PA      | $17067883.00   | 0.02%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB8858 07-01-54                                                                      | CUSIP: 3140QUZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    41665942 | PA      | $42882295.33   | 0.04%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS8317 07-01-54                                                                      | CUSIP: 3140XQG35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    11293376 | PA      | $11768703.04   | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.75% 08-15-47                                                         | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11687000 | PA      | $8473077.34    | 0.01%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.75% 11-15-47                                                         | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5300000 | PA      | $3830066.20    | 0.00%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8454 08-01-54                                                                      | CUSIP: 3132DWMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    12876566 | PA      | $13170383.54   | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5445 08-01-54                                                                      | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    37488797 | PA      | $38345978.28   | 0.04%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB6878 06-01-54                                                                      | CUSIP: 3140AGUC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8855434 | PA      | $9064289.18    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB6901 07-01-54                                                                      | CUSIP: 3140AGU36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5466341 | PA      | $5596735.30    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD4614 01-01-54                                                                      | CUSIP: 3132DSDT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1122498 | PA      | $1168804.42    | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS7162 02-01-54                                                                      | CUSIP: 3140XN5Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1001033 | PA      | $1042516.32    | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.0% 02-15-48                                                          | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   101999100 | PA      | $77010493.49   | 0.08%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.75% 02-15-28                                                         | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15156000 | PA      | $14858799.93   | 0.02%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS6763 01-01-54                                                                      | CUSIP: 3140XNQR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1041313 | PA      | $1085136.68    | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB7510 11-01-53                                                                      | CUSIP: 3140QTKY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     9354462 | PA      | $9742392.00    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_23-3A                                           | GCAR 2023-3A D 144A 6.44% 05-15-29                                                                 | CUSIP: 36267PAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3589000 | PA      | $3672935.94    | 0.00%             | 2029-05-15      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.875% 05-15-28                                                        | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    41927000 | PA      | $41145975.46   | 0.04%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.125% 05-15-48                                                        | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1150000 | PA      | $887028.24     | 0.00%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB5545 01-01-53                                                                      | CUSIP: 3140QRET6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1945225 | PA      | $2034747.82    | 0.00%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 DB5213 07-01-54                                                                      | CUSIP: 3140AEYK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    14976631 | PA      | $15123012.54   | 0.02%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.375% 05-15-44                                                        | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    38700000 | PA      | $32296388.40   | 0.03%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.375% 02-15-42                                                        | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    89955000 | PA      | $66677074.79   | 0.07%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST GSAR_23-2                                     | GSAR 2023-2A A2 144A 6.37% 06-15-28                                                                | CUSIP: 36269EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1042009 | PA      | $1048964.87    | 0.00%             | 2028-06-15      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST GSAR_24-1                                     | GSAR 2024-1A A2 144A 5.24% 03-15-30                                                                | CUSIP: 37988XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4114412 | PA      | $4145623.72    | 0.00%             | 2030-03-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 FS4840 05-01-53                                                                      | CUSIP: 3140XLLW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    10806206 | PA      | $10941099.85   | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 FS6838 11-01-53                                                                      | CUSIP: 3140XNS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    28267273 | PA      | $28620133.38   | 0.03%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GCAR 2024-1A                                                                    | GCAR 2024-1A B 144A 5.49% 07-17-28                                                                 | CUSIP: 36269HAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8929000 | PA      | $8970171.62    | 0.01%             | 2028-07-17      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-1A                                                                    | GCAR 2024-1A A3 144A 5.4% 09-15-27                                                                 | CUSIP: 36269HAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      286528 | PA      | $286640.37     | 0.00%             | 2027-09-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB0381 05-01-51                                                                      | CUSIP: 3140QKM70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      495451 | PA      | $399848.09     | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB1394 08-01-51                                                                      | CUSIP: 3140QLRQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    21258430 | PA      | $17932909.79   | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT2292 04-01-52                                                                      | CUSIP: 3140LQRN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1276451 | PA      | $1077220.19    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | 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        |      323341 | PA      | $273601.03     | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD3512 08-01-53                                                                      | CUSIP: 3132DQ3V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      526177 | PA      | $539694.97     | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ1797 06-01-54                                                                      | CUSIP: 3142GR7K0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    69946081 | PA      | $72472603.25   | 0.08%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GSAR 2024-4A                                                                    | GSAR 2024-4A B 144A 4.5% 11-15-30                                                                  | CUSIP: 36271BAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1395000 | PA      | $1401909.44    | 0.00%             | 2030-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2024-4A                                                                    | GSAR 2024-4A C 144A 4.75% 11-15-30                                                                 | CUSIP: 36271BAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3339000 | PA      | $3367858.98    | 0.00%             | 2030-11-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.875% 05-15-32                                                        | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      528800 | PA      | $497192.41     | 0.00%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.875% 05-15-52                                                        | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   122323000 | PA      | $87308114.64   | 0.09%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GSAR 2024-4A                                                                    | GSAR 2024-4A D 144A 5.28% 10-15-31                                                                 | CUSIP: 36271BAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3344000 | PA      | $3406178.34    | 0.00%             | 2031-10-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-2                                    | WLAKE 2025-2A D 144A 5.08% 05-15-31                                                                | CUSIP: 96041KAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10000000 | PA      | $10089880.00   | 0.01%             | 2031-05-15      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD5873 07-01-54                                                                      | CUSIP: 3132DTQ29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     6560804 | PA      | $6720336.40    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS4736 05-01-53                                                                      | CUSIP: 3140XLHN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     9347532 | PA      | $9681743.76    | 0.01%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.0% 11-15-42                                                          | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10583400 | PA      | $9790573.16    | 0.01%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.0% 02-29-28                                                          | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3875000 | PA      | $3909534.00    | 0.00%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 FS8467 07-01-54                                                                      | CUSIP: 3140XQMR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    10871079 | PA      | $11059692.58   | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD5701 06-01-54                                                                      | CUSIP: 3132DTKN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4518090 | PA      | $4707456.31    | 0.00%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-2                                    | WLAKE 2025-2A A2A 144A 4.66% 09-15-28                                                              | CUSIP: 96041KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10519000 | PA      | $10551987.58   | 0.01%             | 2028-09-15      | Fixed         | 4.66%                 | Yes           |                  2 | On Loan: No      |
| WEFUN 2025-1                                                                    | WEFUN 2025-1 A 144A 4.75% 07-16-35                                                                 | CUSIP: 958250AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8343000 | PA      | $8400733.56    | 0.01%             | 2035-07-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.0% 07-31-30                                                          | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15360000 | PA      | $15533861.38   | 0.02%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.875% 10-31-30                                                        | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   539813900 | PA      | $567521521.84  | 0.59%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ2314 09-01-54                                                                      | CUSIP: 3142GSSC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     8471210 | PA      | $8686683.44    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ2325 09-01-54                                                                      | CUSIP: 3142GSSP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3487331 | PA      | $3622789.09    | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WEFUN 2025-1                                                                    | WEFUN 2025-1 B 144A 4.98% 09-17-35                                                                 | CUSIP: 958250AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4486000 | PA      | $4525436.43    | 0.00%             | 2035-09-17      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| WINDR 2021-2A                                                                   | WINDR 2021-2A CR CLO 144A FRN 07-20-34                                                             | CUSIP: 97315VAS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3077000 | PA      | $3077000.00    | 0.00%             | 2034-07-20      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ2298 09-01-54                                                                      | CUSIP: 3142GSRU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    12355038 | PA      | $12487965.99   | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ2320 09-01-54                                                                      | CUSIP: 3142GSSJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3265564 | PA      | $3402936.99    | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WOODS 2021-25A                                                                  | WOODS 2021-25A DR CLO 144A FRN 07-20-34                                                            | CUSIP: 668468AS0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     3833000 | PA      | $3833000.00    | 0.00%             | 2034-07-20      | Variable      | 6.64%                 | Yes           |                  2 | On Loan: No      |
| WEF 2025-1A                                                                     | WEF 2025-1A A2 144A 4.33% 09-20-33                                                                 | CUSIP: 97415CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1315000 | PA      | $1315447.10    | 0.00%             | 2033-09-20      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.375% 12-15-26                                                        | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6656900 | PA      | $6709412.96    | 0.01%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                            | AMENTUM ESCROW CORPORATION TL (TSFR3M+225) (FLR 0.00) FRN  09-29-31                                | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |    73710000 | PA      | $73710000.00   | 0.08%             | 2031-09-29      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ2309 09-01-54                                                                      | CUSIP: 3142GSR75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2611487 | PA      | $2675730.00    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ2306 09-01-54                                                                      | CUSIP: 3142GSR42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4072339 | PA      | $4210526.13    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WEF 2025-1A                                                                     | WEF 2025-1A D 144A 5.45% 09-20-33                                                                  | CUSIP: 97415CAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      320000 | PA      | $319900.16     | 0.00%             | 2033-09-20      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| WEF 2025-1A                                                                     | WEF 2025-1A C 144A 4.76% 09-20-33                                                                  | CUSIP: 97415CAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      107000 | PA      | $107074.04     | 0.00%             | 2033-09-20      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| CONNECT FINCO SARL                                                              | CONNECT FINCO SARL TL-B 1ST LIEN (TSFR1M+450)(FLR 0.5) FRN 09-27-29                                | CUSIP: N/A<br>LEI: 2594001KNYIQ456J2792       | Long             | LON              | CORP              | LU        |    30000000 | PA      | $29675010.00   | 0.03%             | 2029-09-27      | Variable      | 8.66%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                  | GRAY TELEVISION INC TL-D (TSFR3M+300)(FLR 0.00) FRN 12-01-28                                       | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |    24000320 | PA      | $24028664.03   | 0.02%             | 2028-12-01      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ2308 09-01-54                                                                      | CUSIP: 3142GSR67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4277893 | PA      | $4413814.64    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ2312 09-01-54                                                                      | CUSIP: 3142GSSA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4611160 | PA      | $4746294.72    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MERCURY AGGREGATOR LP                                                           | MERCURY AGGREGATOR LP TL-2 1ST LIEN 19% 02-03-26                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       43758 | PA      | $16706.98      | 0.00%             | 2026-02-03      | Variable      | 19.00%                | No            |                  3 | On Loan: No      |
| MERCURY AGGREGATOR LP                                                           | MERCURY AGGREGATOR LP TL-1 1ST LIEN 19% 02-03-26                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       76577 | PA      | $29237.24      | 0.00%             | 2026-02-03      | Variable      | 19.00%                | No            |                  3 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 CB7104 09-01-53                                                                      | CUSIP: 3140QS3N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    32521017 | PA      | $32967530.45   | 0.03%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD5221 04-01-54                                                                      | CUSIP: 3132DSYS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     9627125 | PA      | $10071560.94   | 0.01%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WEF 2025-1A                                                                     | WEF 2025-1A B 144A 4.57% 09-20-33                                                                  | CUSIP: 97415CAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      701000 | PA      | $701086.22     | 0.00%             | 2033-09-20      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-1                                 | ONDK 2024-1A B 144A 7.15% 06-17-31                                                                 | CUSIP: 67118NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2366000 | PA      | $2394138.84    | 0.00%             | 2031-06-17      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| OWENS & MINOR INC                                                               | OWENS & MINOR TL B-1 1ST LIEN (TSFR3M+375)(FLR 0.5) 8.16599% 03-29-29                              | CUSIP: 69073LAD2<br>LEI: 549300LMT5KQQXCEZ733 | Long             | LON              | CORP              | US        |     4460000 | PA      | $4458140.18    | 0.00%             | 2029-03-29      | Variable      | 8.01%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                                            | REWORLD HOLDING CORP TL-B 1ST LIEN (TSFR1M+225)(FLR 0.5) FRN 11-30-28                              | CUSIP: 22282GAP2<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |     6373339 | PA      | $6383963.44    | 0.01%             | 2028-11-30      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-1                                 | ONDK 2024-1A A 144A 6.27% 06-17-31                                                                 | CUSIP: 67118NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11946000 | PA      | $12028451.29   | 0.01%             | 2031-06-17      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| XROAD 2024-A                                                                    | XROAD 2024-A A2 144A 5.9% 08-20-30                                                                 | CUSIP: 227927AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7491786 | PA      | $7594430.54    | 0.01%             | 2030-08-20      | Fixed         | 5.90%                 | Yes           |                  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        |     1773054 | PA      | $1726987.87    | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD8234 08-01-52                                                                      | CUSIP: 3132DWEF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1713782 | PA      | $1447544.43    | 0.00%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC XCAP_24-1                                             | XCAP 2024-1A A2 144A 5.84% 03-15-27                                                                | CUSIP: 05335FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2093933 | PA      | $2103713.91    | 0.00%             | 2027-03-15      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC XCAP_24-1                                             | XCAP 2024-1A C 144A 6.01% 07-15-31                                                                 | CUSIP: 05335FAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1197000 | PA      | $1231326.37    | 0.00%             | 2031-07-15      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC XCAP_24-1                                             | XCAP 2024-1A A3 144A 5.49% 07-15-31                                                                | CUSIP: 05335FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14357000 | PA      | $14651060.07   | 0.02%             | 2031-07-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| INSURANCE AUSTRALIA GROUP LTD                                                   | INSURANCE AUSTRALIA GROUP LTD AUD SUB (H) FRN 12-15-36                                             | CUSIP: N/A<br>LEI: 549300PFEWKNHRG25N08       | Long             | DBT              | CORP              | AU        |    10280000 | PA      | $6901453.18    | 0.01%             | 2036-12-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| QBE INSURANCE GROUP LTD                                                         | QBE INSURANCE GROUP LTD AUD SUB (H) FRN 08-25-36                                                   | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | DBT              | CORP              | AU        |    12200000 | PA      | $8178089.25    | 0.01%             | 2036-08-25      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| QBE INSURANCE GROUP LTD                                                         | QBE INSURANCE GROUP LTD GBP REG S SUB (H) 2.5% 09-13-38/28                                         | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | DBT              | CORP              | AU        |     5690000 | PA      | $7128913.52    | 0.01%             | 2038-09-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| SUNCORP GROUP LTD                                                               | SUNCORP GROUP LTD AUD SUB (H) FRN 06-01-37                                                         | CUSIP: N/A<br>LEI: 549300BVOKRTHDIWVT46       | Long             | DBT              | CORP              | AU        |     7500000 | PA      | $5050491.42    | 0.01%             | 2037-06-01      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PETROLEO ENAP                                              | EMPRESA NACIONAL DEL PETROLEO 144A LIFE SR UNSEC 5.95% 07-30-34                                    | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     4370000 | PA      | $4607920.28    | 0.00%             | 2034-07-30      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                 | BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.5% 03-26-54                                                   | CUSIP: 05523RAM9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     1921000 | PA      | $1951686.05    | 0.00%             | 2054-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                 | BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.3% 03-26-34                                                   | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    67727000 | PA      | $70208652.73   | 0.07%             | 2034-03-26      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 144A LIFE SR NON PREF 5.936% 05-30-35/34                                                   | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     6657000 | PA      | $6976296.35    | 0.01%             | 2035-05-30      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA/THE                                                         | BANK OF NOVA SCOTIA SR UNSEC 5.4% 06-04-27                                                         | CUSIP: 06418GAH0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    15000000 | PA      | $15351090.00   | 0.02%             | 2027-06-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                                         | BECTON DICKINSON & CO SR UNSEC 5.081% 06-07-29                                                     | CUSIP: 075887CU1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     4307000 | PA      | $4423991.04    | 0.00%             | 2029-06-07      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC SR UNSEC 5.05% 07-12-27                                                               | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15261945.00   | 0.02%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP                                                    | BANK OF NEW YORK MELLON CORP SR UNSEC 5.06% 07-22-32/31                                            | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    16601000 | PA      | $17161001.53   | 0.02%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | BOSTON PROPERTIES LP SR UNSEC 5.75% 01-15-35                                                       | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    72685000 | PA      | $74341491.15   | 0.08%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO SOCIAL COOPERATIVO SA                                          | BANCO DE CREDITO SOCIAL COOPERATIVO SA EUR REG S SR UNSEC 4.125% 09-03-30/29                       | CUSIP: N/A<br>LEI: 95980020140005881190       | Long             | DBT              | CORP              | ES        |    23800000 | PA      | $28897041.78   | 0.03%             | 2030-09-03      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC SR UNSEC 4.837% 09-10-28/27                                                           | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    20000000 | PA      | $20209000.00   | 0.02%             | 2028-09-10      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC SR UNSEC 4.8% 10-15-34                                                                | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     8526000 | PA      | $8588930.41    | 0.01%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL PLC                                                     | BIOCON BIOLOGICS GLOBAL PLC REG S SR SEC 1ST LIEN 6.67% 10-09-29                                   | CUSIP: N/A<br>LEI: 254900PMQN51VACG2D55       | Long             | DBT              | CORP              | GB        |     5000000 | PA      | $4859300.00    | 0.01%             | 2029-10-09      | Fixed         | 6.67%                 | Yes           |                  2 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL PLC                                                     | BIOCON BIOLOGICS GLOBAL PLC 144A LIFE SR SEC 1ST LIEN 6.67% 10-09-29                               | CUSIP: 090978AA5<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |    44000000 | PA      | $42761840.00   | 0.04%             | 2029-10-09      | Fixed         | 6.67%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                  | BNP PARIBAS SA 144A LIFE SR NON PREF 5.283% 11-19-30/29                                            | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    15115000 | PA      | $15531901.93   | 0.02%             | 2030-11-19      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP                                                    | BANK OF NEW YORK MELLON CORP SR UNSEC 5.225% 11-20-35/34                                           | CUSIP: 06406RCA3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    13351000 | PA      | $13806696.33   | 0.01%             | 2035-11-20      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE CO LLC                                                   | BLACKSTONE REG FINANCE CO LLC SR UNSEC 5.0% 12-06-34                                               | CUSIP: 092914AA8<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |     3065000 | PA      | $3098583.21    | 0.00%             | 2034-12-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 7.008% 05-01-64                                                                 | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     5189000 | PA      | $6011461.69    | 0.01%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 6.528% 05-01-34                                                                 | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    18640000 | PA      | $20620686.40   | 0.02%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 6.259% 05-01-27                                                                 | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    12672000 | PA      | $13043555.71   | 0.01%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 6.388% 05-01-31                                                                 | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    46324000 | PA      | $50476298.06   | 0.05%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 6.858% 05-01-54                                                                 | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     8061000 | PA      | $9201333.24    | 0.01%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 6.298% 05-01-29                                                                 | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    12918000 | PA      | $13712870.38   | 0.01%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 6.0% 08-03-55                                                                 | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    49518000 | PA      | $49745683.76   | 0.05%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                            | ONEMAIN FINANCE CORP SR UNSEC 6.5% 03-15-33                                                        | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     2035000 | PA      | $2040759.05    | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 6.1% 09-26-65                                                                 | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    31830000 | PA      | $31795050.66   | 0.03%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 5.875% 09-26-45                                                               | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    24307000 | PA      | $24387042.95   | 0.03%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 5.2% 09-26-35                                                                 | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    53185000 | PA      | $53498100.10   | 0.06%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 5.95% 09-26-55                                                                | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    52230000 | PA      | $52105483.68   | 0.05%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 4.45% 09-26-30                                                                | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    22150000 | PA      | $22144241.00   | 0.02%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 4.8% 09-26-32                                                                 | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    43290000 | PA      | $43356709.89   | 0.04%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                       | OLIN CORP SR UNSEC 5.625% 08-01-29                                                                 | CUSIP: 680665AL0<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2509585.00    | 0.00%             | 2029-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.45% 09-15-36                                                  | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    10286000 | PA      | $10938872.99   | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.6% 03-15-46                                                   | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5231565.00    | 0.01%             | 2046-03-15      | Fixed         | 6.60%                 | 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        |    16189000 | PA      | $15904996.37   | 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 4.95% 07-01-50                                         | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    62673000 | PA      | $53839303.32   | 0.06%             | 2050-07-01      | Fixed         | 4.95%                 | 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        |    22982000 | PA      | $23052232.99   | 0.02%             | 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        |   107080000 | PA      | $106747088.28  | 0.11%             | 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        |     1342000 | PA      | $729009.29     | 0.00%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BORROWER LLC                                            | PRIME SECURITY SERVICES BORROWER LLC 144A LIFE SR SEC 1ST LIEN 3.375% 08-31-27                     | CUSIP: 74166MAF3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $3017732.20    | 0.00%             | 2027-08-31      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                             | PUBLIC SERVICE ENTERPRISE GROUP INC SR UNSEC 1.6% 08-15-30                                         | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |      425000 | PA      | $372912.43     | 0.00%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC SR UNSEC 1.4% 02-25-31                                                                 | CUSIP: 713448FA1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      666000 | PA      | $579632.45     | 0.00%             | 2031-02-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 6.5% 06-02-41                                                         | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     5683000 | PA      | $4981388.19    | 0.01%             | 2041-06-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                         | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 0.95% 03-15-26                                  | CUSIP: 74456QCF1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    12926000 | PA      | $12734165.23   | 0.01%             | 2026-03-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                         | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 3.0% 03-01-51                                   | CUSIP: 74456QCG9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     2474000 | PA      | $1640563.83    | 0.00%             | 2051-03-01      | Fixed         | 3.00%                 | 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        |    23113000 | PA      | $21265832.15   | 0.02%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC                                                                | PITNEY BOWES INC 144A LIFE SR UNSEC 6.875% 03-15-27                                                | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6003378.00    | 0.01%             | 2027-03-15      | Fixed         | 6.88%                 | Yes           |                  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        |    30474000 | PA      | $29390435.98   | 0.03%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP SR SEC 1ST LIEN 2.9% 06-15-52                                                           | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    51418000 | PA      | $31407914.03   | 0.03%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                         | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 1.9% 08-15-31                                   | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     5222000 | PA      | $4583772.38    | 0.00%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING CO                                                     | PUBLIC STORAGE SR UNSEC 1.95% 11-09-28                                                             | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |      721000 | PA      | $678176.21     | 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 4.4% 03-01-32                                          | CUSIP: 694308KC0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     3690000 | PA      | $3601462.14    | 0.00%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  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        |    23075000 | PA      | $17629323.08   | 0.02%             | 2042-08-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.125% 03-04-43                                           | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      108000 | PA      | $92390.44      | 0.00%             | 2043-03-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                             | PAYPAL HOLDINGS INC SR UNSEC 3.9% 06-01-27                                                         | CUSIP: 70450YAK9<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     5603000 | PA      | $5605101.13    | 0.01%             | 2027-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                             | PAYPAL HOLDINGS INC SR UNSEC 4.4% 06-01-32                                                         | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     4268000 | PA      | $4273552.67    | 0.00%             | 2032-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                             | PAYPAL HOLDINGS INC SR UNSEC 5.05% 06-01-52                                                        | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     2799000 | PA      | $2629232.25    | 0.00%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FM9646 11-01-51                                                                      | CUSIP: 3140XDWG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1199612 | PA      | $968111.00     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS0030 04-01-51                                                                      | CUSIP: 3140XFA84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3847653 | PA      | $3248727.31    | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                        | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 5.6% 06-15-54                                             | CUSIP: 341081GV3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     5331000 | PA      | $5458362.92    | 0.01%             | 2054-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 5.125% 11-05-26                                                  | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    33000000 | PA      | $33119328.00   | 0.03%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB5912 03-01-53                                                                      | CUSIP: 3140QRSA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7009413 | PA      | $7231288.60    | 0.01%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM7222 05-01-51                                                                      | CUSIP: 3140XBAY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    14982211 | PA      | $12638633.33   | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 5.303% 09-06-29                                                  | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    41825000 | PA      | $41732650.40   | 0.04%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP SR UNSEC 4.895% 09-06-30/29                                                    | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     4024000 | PA      | $4090359.78    | 0.00%             | 2030-09-06      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 6.054% 11-05-31                                                  | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   186953000 | PA      | $191148038.37  | 0.20%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 6.5% 02-07-35                                                    | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    80726000 | PA      | $82977044.51   | 0.09%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 CB6471 06-01-53                                                                      | CUSIP: 3140QSFM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    11968526 | PA      | $11646955.21   | 0.01%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 2.5 CB6791 07-01-38                                                                      | CUSIP: 3140QSRM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       29036 | PA      | $27322.65      | 0.00%             | 2038-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 5.875% 11-07-29                                                  | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    34300000 | PA      | $34908001.80   | 0.04%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FIDEICOMISO FIBRA UNO                                                           | TRUST FIBRA UNO 144A LIFE SR UNSEC 7.7% 01-23-32                                                   | CUSIP: 89834JAB9<br>LEI: 54930011BLQ0JPRBAL73 | Long             | DBT              | CORP              | MX        |     3015000 | PA      | $3260538.59    | 0.00%             | 2032-01-23      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                        | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 5.7% 03-15-55                                             | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7783800.00    | 0.01%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                                              | FORESTAR GROUP INC 144A LIFE SR UNSEC 6.5% 03-15-33                                                | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5119190.00    | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARES INC                                                   | FIRST CITIZENS BANCSHARES INC SR UNSEC 5.231% 03-12-31/30                                          | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    24904000 | PA      | $25299400.81   | 0.03%             | 2031-03-12      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 6.532% 03-19-32                                                  | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    23554000 | PA      | $24520043.76   | 0.03%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                                 | FAIR ISAAC CORP 144A LIFE SR UNSEC 6.0% 05-15-33                                                   | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8119544.00    | 0.01%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 3.625% 06-17-31                                                  | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    59171000 | PA      | $53832119.01   | 0.06%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8362 09-01-53                                                                      | CUSIP: 3132DWJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    58732791 | PA      | $59361584.59   | 0.06%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GSMS 2020-GC45                                                                  | GSMS 20-GC45 A5 2.9106% 02-13-53/12-14-29                                                          | CUSIP: 36258YBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      174000 | PA      | $163165.02     | 0.00%             | 2053-02-13      | Fixed         | 2.91%                 | No            |                  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        |     7483000 | PA      | $6853350.45    | 0.01%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.5 754353 04-20-42                                                                           | CUSIP: 36230NZS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      226288 | PA      | $207426.51     | 0.00%             | 2042-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIBER SOMA TRUST F/6185                                                         | FIBER SOMA TRUST F 144A LIFE SR UNSEC 4.38% 07-22-31                                               | CUSIP: 171653AA6<br>LEI: 549300PN33H8IMG2PD83 | Long             | DBT              | CORP              | MX        |     8260000 | PA      | $7150211.18    | 0.01%             | 2031-07-22      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 2.7% 08-10-26                                                    | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $1008721.98    | 0.00%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 5.727% 04-25-30/29                                                | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    63741000 | PA      | $66702980.53   | 0.07%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                  | GRAY MEDIA INC 144A LIFE SR SEC 1ST LIEN 10.5% 07-15-29                                            | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $9197688.50    | 0.01%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 5.049% 07-23-30/29                                                | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    53926000 | PA      | $55287092.24   | 0.06%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 5.33% 07-23-35/34                                                 | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    42375000 | PA      | $43637986.88   | 0.05%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                  | GREENSAIF PIPELINES BIDCO SARL 144A LIFE SR SEC 1ST LIEN SF 5.8528% 02-23-36                       | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    33038000 | PA      | $34723466.61   | 0.04%             | 2036-02-23      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                  | GREENSAIF PIPELINES BIDCO SARL 144A LIFE SR SEC 1ST LIEN SF 6.1027% 08-23-42                       | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     8743000 | PA      | $9203388.89    | 0.01%             | 2042-08-23      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                 | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.45% 09-06-34                                            | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     4483000 | PA      | $4512417.45    | 0.00%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                 | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 4.9% 10-06-29                                             | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1876000 | PA      | $1898275.62    | 0.00%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 4.692% 10-23-30/29                                                | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     7229000 | PA      | $7323143.27    | 0.01%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 5.016% 10-23-35/34                                                | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1289000 | PA      | $1298193.15    | 0.00%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC SR UNSEC 5.5% 11-15-54                                                         | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1512180.00    | 0.00%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                 | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.9% 01-07-35                                             | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    40668000 | PA      | $41980559.70   | 0.04%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 5.207% 01-28-31/30                                                | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     8100000 | PA      | $8363314.80    | 0.01%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 5.536% 01-28-36/35                                                | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    22550000 | PA      | $23549573.85   | 0.02%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.0 MA6994 11-20-50                                                                           | CUSIP: 36179VXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13696070 | PA      | $11337045.38   | 0.01%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GRACE MORTGAGE TRUST GRCE_20-GRCE                                               | GRACE 2020-GRCE A 144A 2.347% 12-10-40                                                             | CUSIP: 38406JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6073193 | PA      | $5403514.15    | 0.01%             | 2040-12-10      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 5.734% 01-28-56/55                                                | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    20174000 | PA      | $20930847.78   | 0.02%             | 2056-01-28      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                 | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.625% 04-04-32                                           | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2134000 | PA      | $2203645.22    | 0.00%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                         | GA GLOBAL FUNDING TRUST GIC 144A LIFE SR SEC 1ST LIEN 5.5% 04-01-32                                | CUSIP: 36143L2T1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    22500000 | PA      | $23126040.00   | 0.02%             | 2032-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 5.218% 04-23-31/30                                                | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    19495000 | PA      | $20163970.93   | 0.02%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 4.937% 04-23-28/27                                                | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    18000000 | PA      | $18214722.00   | 0.02%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                           | GENERAL DYNAMICS CORP SR UNSEC 4.95% 08-15-35                                                      | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     4955000 | PA      | $5049581.04    | 0.01%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                             | GENERAL ELECTRIC CO SR UNSEC 4.3% 07-29-30                                                         | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     5061000 | PA      | $5093132.29    | 0.01%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                         | GA GLOBAL FUNDING TRUST GIC 144A LIFE SR SEC 1ST LIEN 4.5% 09-18-30                                | CUSIP: 36143L2V6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $14888970.00   | 0.02%             | 2030-09-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                | GEORGIA POWER CO SR UNSEC 4.0% 10-01-28                                                            | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5001325.00    | 0.01%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOHL CAPITAL LTD                                                                | GOHL CAPITAL LTD REG S SR UNSEC 4.25% 01-24-27                                                     | CUSIP: N/A<br>LEI: 254900TF7OK6KSDZA888       | Long             | DBT              | CORP              | IM        |    29800000 | PA      | $29717573.20   | 0.03%             | 2027-01-24      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 5.5 783689 02-20-40                                                                           | CUSIP: 3622A2C26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      993181 | PA      | $1026606.96    | 0.00%             | 2040-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 5.0 783688 06-20-41                                                                           | CUSIP: 3622A2CZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      903325 | PA      | $919952.09     | 0.00%             | 2041-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 3.814% 04-23-29/28                                                | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4958005.00    | 0.01%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_19-1A                                               | GSCFV 2019-1A B 144A 4.81% 09-17-39                                                                | CUSIP: 37891TAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4778333 | PA      | $4657250.40    | 0.00%             | 2039-09-17      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 2.6% 02-07-30                                                     | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3284000 | PA      | $3076825.58    | 0.00%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERNATIONAL LLC                                             | GRAPHIC PACKAGING INTERNATIONAL LLC 144A LIFE SR UNSEC 3.5% 03-15-28                               | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7723936.00    | 0.01%             | 2028-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 3.8% 03-15-30                                                     | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     9419000 | PA      | $9272760.61    | 0.01%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | GLOBAL PAYMENTS INC SR UNSEC 2.9% 05-15-30                                                         | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      631000 | PA      | $584170.34     | 0.00%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC SR UNSEC 2.8% 10-01-50                                                         | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |       65000 | PA      | $42005.34      | 0.00%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                  | GRAY MEDIA INC 144A LIFE SR UNSEC 4.75% 10-15-30                                                   | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     6535000 | PA      | $5023781.25    | 0.01%             | 2030-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN LTD                                                         | GENM CAPITAL LABUAN LTD REG S SR UNSEC 3.882% 04-19-31                                             | CUSIP: N/A<br>LEI: 254900DWSHIWTSE0YG58       | Long             | DBT              | CORP              | MY        |    16500000 | PA      | $15195724.50   | 0.02%             | 2031-04-19      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                           | GENERAL DYNAMICS CORP SR UNSEC 2.25% 06-01-31                                                      | CUSIP: 369550BP2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |      312000 | PA      | $282048.00     | 0.00%             | 2031-06-01      | Fixed         | 2.25%                 | 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        |    25000000 | PA      | $24384950.00   | 0.03%             | 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        |     3006000 | PA      | $2950049.32    | 0.00%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 2.908% 07-21-42/41                                                | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    15674000 | PA      | $11571675.33   | 0.01%             | 2042-07-21      | Variable      | 2.91%                 | No            |                  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        |     1010000 | PA      | $986355.90     | 0.00%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                  | GRAY MEDIA INC 144A LIFE SR UNSEC 5.375% 11-15-31                                                  | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     3786000 | PA      | $2846629.04    | 0.00%             | 2031-11-15      | Fixed         | 5.38%                 | 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        |     1478000 | PA      | $1356271.92    | 0.00%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                                            | REWORLD HOLDING CORP TL-C 1ST LIEN (TSFR1M+225)(FLR 0.5) FRN 11-30-28                              | CUSIP: 22282GAQ0<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |      350897 | PA      | $351482.19     | 0.00%             | 2028-11-30      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                      | VIASAT INC TL 1ST LIEN (TSFR3M+461.448)(FLR 0.5) FRN 05-30-30                                      | CUSIP: 92555WAF2<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |    11325000 | PA      | $11162203.13   | 0.01%             | 2030-05-30      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD8966 03-01-52                                                                      | CUSIP: 3133B66B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      815535 | PA      | $691217.80     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA9390 03-01-51                                                                      | CUSIP: 3140QHNG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3644222 | PA      | $3074196.15    | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.5 783687 12-20-41                                                                           | CUSIP: 3622A2CY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2895089 | PA      | $2851593.30    | 0.00%             | 2041-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.5 AB3818 06-20-41                                                                           | CUSIP: 36178QG30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       58353 | PA      | $56603.35      | 0.00%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 5.0 AB3819 12-20-39                                                                           | CUSIP: 36178QG48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      246626 | PA      | $247040.40     | 0.00%             | 2039-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 5.0 AB3820 12-20-35                                                                           | CUSIP: 36178QG55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      143404 | PA      | $143335.07     | 0.00%             | 2035-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_20-GSA2                                       | GSMS 2020-GSA2 A5 2.012% 12-12-53                                                                  | CUSIP: 36264KAV2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1556000 | PA      | $1372844.80    | 0.00%             | 2053-12-12      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.5 AC2886 08-20-41                                                                           | CUSIP: 36179CF31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      433715 | PA      | $426238.32     | 0.00%             | 2041-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                  | PECO ENERGY CO SR SEC 1ST LIEN 4.88% 09-15-35                                                      | CUSIP: 693304BH9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    10915000 | PA      | $10977935.89   | 0.01%             | 2035-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                  | PECO ENERGY CO SR SEC 1ST LIEN 5.65% 09-15-55                                                      | CUSIP: 693304BJ5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     6325000 | PA      | $6470955.70    | 0.01%             | 2055-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                      | VIASAT INC TL 1ST LIEN (TSFR3M+450)(FLR 0.5) FRN 03-02-29                                          | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |     7544053 | PA      | $7463897.44    | 0.01%             | 2029-03-02      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_20-1                                                 | ARRW 2020-1 A1A 144A 1.662% 03-25-55                                                               | CUSIP: 04285CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      198779 | PA      | $191187.65     | 0.00%             | 2055-03-25      | Fixed         | 1.66%                 | Yes           |                  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        |    36030000 | PA      | $35786004.84   | 0.04%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 4.5% 01-23-26                                                         | CUSIP: 71654QBW1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     5000000 | PA      | $4973965.00    | 0.01%             | 2026-01-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROGRESS ENERGY INC                                                             | PROGRESS ENERGY INC SR UNSEC 7.0% 10-30-31                                                         | CUSIP: 743263AG0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |     2978000 | PA      | $3354249.45    | 0.00%             | 2031-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                            | PETRONAS CAPITAL LTD REG S SR UNSEC 4.5% 03-18-45                                                  | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |     3000000 | PA      | $2701443.00    | 0.00%             | 2045-03-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 6.75% 09-21-47                                                        | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    58957000 | PA      | $48694413.97   | 0.05%             | 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        |   121240000 | PA      | $122919295.24  | 0.13%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 6.625% 06-15-35                                                       | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    30000000 | PA      | $28625310.00   | 0.03%             | 2035-06-15      | Fixed         | 6.62%                 | 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        |    90172000 | PA      | $91359565.24   | 0.09%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_21-1R                                                | ARRW 2021-1R A1 144A FRN 10-25-48                                                                  | CUSIP: 042853AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7789227 | PA      | $7060739.11    | 0.01%             | 2048-10-25      | Variable      | 1.18%                 | Yes           |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_22-1                                                 | ARRW 2022-1 A1A 144A 2.495% 12-25-56                                                               | CUSIP: 042855AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    30018267 | PA      | $28997045.64   | 0.03%             | 2056-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                        | PRUDENTIAL FINANCIAL INC SR UNSEC 4.418% 03-27-48                                                  | CUSIP: 74432QCD5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $863186.00     | 0.00%             | 2048-03-27      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                        | PRUDENTIAL FINANCIAL INC SR UNSEC 3.905% 12-07-47                                                  | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      700000 | PA      | $561614.20     | 0.00%             | 2047-12-07      | Fixed         | 3.90%                 | 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        |    21061000 | PA      | $20617118.36   | 0.02%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                         | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 3.65% 09-01-28                                  | CUSIP: 74456QBX3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      263000 | PA      | $260564.09     | 0.00%             | 2028-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT AH4R_15-SFR2                                              | AH4R 2015-SFR2 A 144A 3.732% 10-17-52                                                              | CUSIP: 02666BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    29750157 | PA      | $29692144.20   | 0.03%             | 2052-10-17      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT AH4R_15-SFR2                                              | AH4R 2015-SFR2 B 144A 4.295% 10-17-52                                                              | CUSIP: 02666BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8478000 | PA      | $8459670.56    | 0.01%             | 2052-10-17      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BORROWER LLC                                            | PRIME SECURITY SERVICES BORROWER LLC 144A LIFE SR SEC 1ST LIEN 5.75% 04-15-26                      | CUSIP: 74166MAC0<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |      442000 | PA      | $444408.90     | 0.00%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 3.375% 08-15-29                                           | CUSIP: 718172CJ6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      780000 | PA      | $758552.34     | 0.00%             | 2029-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANK BANK 17-BNK9                                                               | BANK 2017-BNK9 A4 3.538% 11-15-54                                                                  | CUSIP: 06540RAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      135000 | PA      | $132433.38     | 0.00%             | 2054-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BANK BANK_18-BN10                                                               | BANK 2018-BN10 A4 3.428% 02-17-61                                                                  | CUSIP: 065404BA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      311605 | PA      | $306293.10     | 0.00%             | 2061-02-17      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| BANK 18-BN10-A5                                                                 | BANK 2018-BN10 A5 3.688% 02-15-61                                                                  | CUSIP: 065404BB0<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-CBDO         | CORP              | US        |      510000 | PA      | $503575.53     | 0.00%             | 2061-02-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_18-B2                                            | BMARK 2018-B2 A5 FRN 02-15-51                                                                      | CUSIP: 08161CAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1905972 | PA      | $1882877.34    | 0.00%             | 2051-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                         | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 3.2% 05-15-29                                   | CUSIP: 74456QBY1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4848700.00    | 0.01%             | 2029-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                         | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 3.2% 08-01-49                                   | CUSIP: 74456QCA2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     2475000 | PA      | $1750869.45    | 0.00%             | 2049-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QC2817 06-01-51                                                                      | CUSIP: 3133AMDW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    13838590 | PA      | $11864141.85   | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT3317 06-01-51                                                                      | CUSIP: 3140LRVK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4577555 | PA      | $3925514.51    | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_23-C19                        | BBCMS 2023-C19 A5 5.451% 04-15-56                                                                  | CUSIP: 05553RAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1087000 | PA      | $1134144.28    | 0.00%             | 2056-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANK5 BANK5_23-5YR2                                                             | BANK5 2023-5YR2 AS FRN 06-15-28                                                                    | CUSIP: 06211CAP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1940000 | PA      | $2056838.44    | 0.00%             | 2028-06-15      | Variable      | 7.38%                 | No            |                  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        |     5583000 | PA      | $4227877.49    | 0.00%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PTTEP TREASURY CENTER CO LTD                                                    | PTTEP TREASURY CENTER CO LTD REG S SR UNSEC 3.903% 12-06-59                                        | CUSIP: N/A<br>LEI: 2549006WFOUPZX6TZG08       | Long             | DBT              | CORP              | TH        |     3000000 | PA      | $2270850.00    | 0.00%             | 2059-12-06      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                         | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 2.45% 01-15-30                                  | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     3486000 | PA      | $3256676.98    | 0.00%             | 2030-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                         | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 3.15% 01-01-50                                  | CUSIP: 74456QCC8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    10801000 | PA      | $7556163.58    | 0.01%             | 2050-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PTTEP TREASURY CENTER CO LTD                                                    | PTTEP TREASURY CENTER CO LTD REG S SR UNSEC 2.993% 01-15-30                                        | CUSIP: N/A<br>LEI: 2549006WFOUPZX6TZG08       | Long             | DBT              | CORP              | TH        |     3500000 | PA      | $3318294.00    | 0.00%             | 2030-01-15      | Fixed         | 2.99%                 | Yes           |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC SR UNSEC 2.625% 04-01-30                                                                | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9380670.00    | 0.01%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP SR SEC 1ST LIEN 2.7% 09-15-30                                                           | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     2113000 | PA      | $1951047.00    | 0.00%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP SR SEC 1ST LIEN 3.3% 03-15-51                                                           | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    25043000 | PA      | $16529531.98   | 0.02%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PRESIDENT AND FELLOWS OF HARVARD COLLEGE                                        | PRESIDENT AND FELLOWS OF HARVARD COLLEGE SR UNSEC 2.517% 10-15-50                                  | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $3397883.50    | 0.00%             | 2050-10-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC SR UNSEC 1.625% 05-01-30                                                               | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      588000 | PA      | $527438.35     | 0.00%             | 2030-05-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                         | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 2.7% 05-01-50                                   | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     3392000 | PA      | $2151440.45    | 0.00%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP SR UNSEC 4.73% 02-28-30                                                          | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    25000000 | PA      | $25561050.00   | 0.03%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | SYNOPSYS INC SR UNSEC 5.15% 04-01-35                                                               | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    91112000 | PA      | $92720309.02   | 0.10%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | SYNOPSYS INC SR UNSEC 5.7% 04-01-55                                                                | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    37250000 | PA      | $37620488.50   | 0.04%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | SYNOPSYS INC SR UNSEC 4.85% 04-01-30                                                               | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    30215000 | PA      | $30785700.92   | 0.03%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.25% 03-15-30                                       | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   104853000 | PA      | $106953100.74  | 0.11%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD5941 01-01-52                                                                      | CUSIP: 3133B3S65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1361881 | PA      | $1166614.63    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU7285 02-01-52                                                                      | CUSIP: 3140M9CX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1402902 | PA      | $1201410.17    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.5 AB3664 08-20-41                                                                           | CUSIP: 36178QB92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       95981 | PA      | $94028.12      | 0.00%             | 2041-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.0 MA7051 12-20-50                                                                           | CUSIP: 36179VZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    19547444 | PA      | $16174551.87   | 0.02%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BT9498 12-01-51                                                                      | CUSIP: 3140LYRU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6979154 | PA      | $6427989.02    | 0.01%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 BW1241 10-01-52                                                                      | CUSIP: 3140MSLX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      471224 | PA      | $445240.81     | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.5 AD7620 03-20-43                                                                           | CUSIP: 36180KPD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      731963 | PA      | $668163.99     | 0.00%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2JO 2.5 MA0908 04-20-28                                                                           | CUSIP: 36179NAH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      171691 | PA      | $168970.05     | 0.00%             | 2028-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8342 07-01-53                                                                      | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    45425726 | PA      | $45940263.62   | 0.05%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8331 06-01-53                                                                      | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   111167020 | PA      | $112518255.40  | 0.12%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST GCAT_21-NQM6                                                         | GCAT 2021-NQM6 A1 144A FRN 08-25-66                                                                | CUSIP: 36167KAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9467472 | PA      | $8668152.27    | 0.01%             | 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        |    16315760 | PA      | $16149763.86   | 0.02%             | 2051-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 6.2% 09-15-55                                        | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    37104000 | PA      | $37449809.28   | 0.04%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                      | SANTANDER HOLDINGS USA INC SR UNSEC 5.473% 03-20-29/28                                             | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    13107000 | PA      | $13362429.22   | 0.01%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP SR UNSEC 4.543% 04-24-28/27                                                      | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     5452000 | PA      | $5498232.96    | 0.01%             | 2028-04-24      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | STARBUCKS CORP SR UNSEC 4.8% 05-15-30                                                              | CUSIP: 855244BL2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     4330000 | PA      | $4422328.59    | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | STARBUCKS CORP SR UNSEC 5.4% 05-15-35                                                              | CUSIP: 855244BM0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    11964000 | PA      | $12412494.47   | 0.01%             | 2035-05-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                                              | SIEMENS FUNDING BV 144A LIFE SR UNSEC 5.2% 05-28-35                                                | CUSIP: 82622RAE6<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |     4000000 | PA      | $4152480.00    | 0.00%             | 2035-05-28      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                                              | SIEMENS FUNDING BV 144A LIFE SR UNSEC 5.8% 05-28-55                                                | CUSIP: 82622RAF3<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    27757000 | PA      | $29831613.69   | 0.03%             | 2055-05-28      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                                              | SIEMENS FUNDING BV 144A LIFE SR UNSEC 5.9% 05-28-65                                                | CUSIP: 82622RAG1<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    12967000 | PA      | $14082239.80   | 0.01%             | 2065-05-28      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                             | SYNCHRONY FINANCIAL SR UNSEC 5.019% 07-29-29/28                                                    | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     6762000 | PA      | $6822317.04    | 0.01%             | 2029-07-29      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                             | SHERWIN-WILLIAMS CO SR UNSEC 4.3% 08-15-28                                                         | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10053010.00   | 0.01%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                             | SHERWIN-WILLIAMS CO SR UNSEC 5.15% 08-15-35                                                        | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    15219000 | PA      | $15493337.69   | 0.02%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                             | SHERWIN-WILLIAMS CO SR UNSEC 4.5% 08-15-30                                                         | CUSIP: 824348BV7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    18500000 | PA      | $18630295.50   | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.5 MA6602 04-20-50                                                                           | CUSIP: 36179VKP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      349284 | PA      | $344000.01     | 0.00%             | 2050-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.0 MA7937 03-20-52                                                                           | CUSIP: 36179WZA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17851815 | PA      | $15953863.71   | 0.02%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                       | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC SR UNSEC 6.176% 10-01-54                                 | CUSIP: 83007CAH5<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    14385000 | PA      | $14037141.93   | 0.01%             | 2054-10-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                       | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC SR UNSEC 5.584% 10-01-34                                 | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    15861000 | PA      | $15954278.54   | 0.02%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                       | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC SR UNSEC 4.911% 09-01-27                                 | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     5175000 | PA      | $5220389.93    | 0.01%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP SR UNSEC 5.125% 10-01-35                                                   | CUSIP: 828807EA1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    22803000 | PA      | $23079737.21   | 0.02%             | 2035-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP SR UNSEC 4.375% 10-01-30                                                   | CUSIP: 828807DZ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    10946000 | PA      | $10976101.50   | 0.01%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                       | SUNOCO LP 144A LIFE SR UNSEC 5.875% 03-15-34                                                       | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      840000 | PA      | $833252.28     | 0.00%             | 2034-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                       | SUNOCO LP 144A LIFE SR UNSEC 5.625% 03-15-31                                                       | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      790000 | PA      | $784665.92     | 0.00%             | 2031-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC                                      | SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC SR UNSEC 3.2% 09-23-26                                  | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |      532000 | PA      | $528028.09     | 0.00%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE SA                                                         | RAIZEN FUELS FINANCE SA 144A LIFE SR UNSEC 6.25% 07-08-32                                          | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     5000000 | PA      | $4886250.00    | 0.01%             | 2032-07-08      | Fixed         | 6.25%                 | 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        |    40824000 | PA      | $41033427.12   | 0.04%             | 2035-07-15      | Fixed         | 5.35%                 | 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        |     6482000 | PA      | $6548382.16    | 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        |    15388000 | PA      | $13626997.28   | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SINGAPORE TELECOMMUNICATIONS LTD                                                | SINGAPORE TELECOMMUNICATIONS LTD REG S SR UNSEC 7.375% 12-01-31                                    | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | DBT              | CORP              | SG        |     5000000 | PA      | $5858210.00    | 0.01%             | 2031-12-01      | Fixed         | 7.38%                 | Yes           |                  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        |     3714000 | PA      | $3835340.09    | 0.00%             | 2035-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                 | SANTANDER UK GROUP HOLDINGS PLC SR UNSEC 3.823% 11-03-28/27                                        | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     7500000 | PA      | $7426672.50    | 0.01%             | 2028-11-03      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA SR UNSEC 4.696% 08-06-31/30                                                   | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    22818000 | PA      | $23128803.98   | 0.02%             | 2031-08-06      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC SR UNSEC 4.25% 09-15-28                                                     | CUSIP: 776696AK2<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6029538.00    | 0.01%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.65% 03-01-28                                       | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    13385000 | PA      | $13157026.68   | 0.01%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                          | STANDARD CHARTERED PLC 144A LIFE SUB 4.866% 03-15-33/28                                            | CUSIP: 853254BK5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     7000000 | PA      | $7021994.00    | 0.01%             | 2033-03-15      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC SR UNSEC 4.45% 09-15-30                                                     | CUSIP: 776696AL0<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8035912.00    | 0.01%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC SR UNSEC 5.1% 09-15-35                                                      | CUSIP: 776696AM8<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |    14365000 | PA      | $14486427.35   | 0.02%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAPITAL MARKETS US LLC                                               | REPSOL E&P CAPITAL MARKETS US LLC 144A LIFE SR UNSEC 4.8% 09-16-28                                 | CUSIP: 76026AAA5<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |     6001000 | PA      | $6028964.66    | 0.01%             | 2028-09-16      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                     | ROYAL CARIBBEAN CRUISES LTD SR UNSEC 5.375% 01-15-36                                               | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    44568000 | PA      | $44845123.82   | 0.05%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                 | SANDS CHINA LTD SR UNSEC 5.4% 08-08-28                                                             | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |    71050000 | PA      | $72735732.30   | 0.08%             | 2028-08-08      | Variable      | 5.40%                 | 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        |     2011000 | PA      | $1986037.46    | 0.00%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                                         | RELIANCE INDUSTRIES LTD REG S SR UNSEC 4.875% 02-10-45                                             | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | IN        |     3000000 | PA      | $2807457.00    | 0.00%             | 2045-02-10      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| RUTAS 2 & 7 FINANCE LTD                                                         | RUTAS 2 & 7 FINANCE LTD 144A LIFE SR SEC 1ST LIEN SF 0.0% 09-30-36                                 | CUSIP: 78319MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     1316333 | PA      | $1004592.48    | 0.00%             | 2036-09-30      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP SR UNSEC 5.75% 11-08-26                                                                   | CUSIP: 75513ECT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4067388.00    | 0.00%             | 2026-11-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP SR UNSEC 6.0% 03-15-31                                                                    | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     7364000 | PA      | $7953370.38    | 0.01%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP SR UNSEC 6.1% 03-15-34                                                                    | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     3664000 | PA      | $4013464.99    | 0.00%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP SR UNSEC 6.4% 03-15-54                                                                    | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     6461000 | PA      | $7233612.84    | 0.01%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.75% 04-15-54                                       | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1638000 | PA      | $1551629.90    | 0.00%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.15% 06-01-29                                       | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     8134000 | PA      | $8277532.56    | 0.01%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                       | SUNOCO LP 144A LIFE SR UNSEC 7.25% 05-01-32                                                        | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     3080000 | PA      | $3234680.68    | 0.00%             | 2032-05-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.45% 06-01-31                                       | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    42769000 | PA      | $44075892.33   | 0.05%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                          | STANDARD CHARTERED PLC 144A LIFE SR UNSEC 5.905% 05-14-35/34                                       | CUSIP: 853254DC1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    17360000 | PA      | $18339798.40   | 0.02%             | 2035-05-14      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                      | SANTANDER HOLDINGS USA INC SR UNSEC 6.124% 05-31-27/26                                             | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     9300000 | PA      | $9400105.20    | 0.01%             | 2027-05-31      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.5 MA8099 06-20-52                                                                           | CUSIP: 36179W7L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5062344 | PA      | $4639253.81    | 0.00%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.5 MA7881 02-20-52                                                                           | CUSIP: 36179WXJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9889980 | PA      | $8534568.10    | 0.01%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINANCIAL GROUP INC SR UNSEC 5.316% 07-09-29                                       | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    30000000 | PA      | $31113660.00   | 0.03%             | 2029-07-09      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SMRC AUTOMOTIVE HOLDINGS NETHERLANDS BV                                         | MOTHERSON GLOBAL INVESTMENTS BV 144A LIFE SR SEC 1ST LIEN 5.625% 07-11-29                          | CUSIP: 784572AA7<br>LEI: 549300IC3G64XN1ETG11 | Long             | DBT              | CORP              | NL        |     5570000 | PA      | $5700538.52    | 0.01%             | 2029-07-11      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SMRC AUTOMOTIVE HOLDINGS NETHERLANDS BV                                         | MOTHERSON GLOBAL INVESTMENTS BV REG S SR SEC 1ST LIEN 5.625% 07-11-29                              | CUSIP: N/A<br>LEI: 549300IC3G64XN1ETG11       | Long             | DBT              | CORP              | NL        |     7500000 | PA      | $7675770.00    | 0.01%             | 2029-07-11      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                            | SHELL FINANCE US INC SR UNSEC 2.375% 11-07-29                                                      | CUSIP: 822905AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9441000 | PA      | $8863333.53    | 0.01%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                            | SHELL FINANCE US INC SR UNSEC 3.25% 04-06-50                                                       | CUSIP: 822905AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      580000 | PA      | $412182.22     | 0.00%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                            | SHELL FINANCE US INC SR UNSEC 2.75% 04-06-30                                                       | CUSIP: 822905AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      841000 | PA      | $794622.21     | 0.00%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.45% 03-01-35                                       | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    43997000 | PA      | $44555893.89   | 0.05%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.9% 03-01-55                                        | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     4743000 | PA      | $4609565.18    | 0.00%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                    | STRYKER CORP SR UNSEC 4.85% 02-10-30                                                               | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5638671.50    | 0.01%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VERUS 2025-8                                                                    | VERUS 2025-8 A1A 144A 4.869% 09-25-70                                                              | CUSIP: 924930AA8<br>LEI: 213800K8E68XJS6Z1D09 | Long             | ABS-CBDO         | CORP              | US        |    22032000 | PA      | $22022966.88   | 0.02%             | 2070-09-25      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                       | SUNOCO LP SR UNSEC 6.0% 04-15-27                                                                   | CUSIP: 86765LAQ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     4210000 | PA      | $4211385.09    | 0.00%             | 2027-04-15      | Fixed         | 6.00%                 | 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        |    66015000 | PA      | $61867211.54   | 0.06%             | 2029-08-01      | Fixed         | 2.85%                 | 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        |    20965000 | PA      | $14673738.94   | 0.02%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  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        |    19374000 | PA      | $17377238.06   | 0.02%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC CO                                                     | SAN DIEGO GAS & ELECTRIC CO SR SEC 1ST LIEN 3.32% 04-15-50                                         | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     2025000 | PA      | $1422078.53    | 0.00%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                                                             | SILGAN HOLDINGS INC SR UNSEC 4.125% 02-01-28                                                       | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2442352.50    | 0.00%             | 2028-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                                                  | SERVICENOW INC SR UNSEC 1.4% 09-01-30                                                              | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    21943000 | PA      | $19221914.40   | 0.02%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                             | SUZANO AUSTRIA GMBH SR UNSEC 3.75% 01-15-31                                                        | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | BR        |     6660000 | PA      | $6309037.98    | 0.01%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 1.2% 02-01-26                                        | CUSIP: 842400GV9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9885400.00    | 0.01%             | 2026-02-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                          | STANDARD CHARTERED PLC 144A LIFE SUB 3.265% 02-18-36/31                                            | CUSIP: 853254BU3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     2554000 | PA      | $2345361.19    | 0.00%             | 2036-02-18      | Variable      | 3.27%                 | Yes           |                  2 | On Loan: No      |
| WFCM 2016-C34                                                                   | WFCM 2016-C34 A4 3.096% 06-15-49                                                                   | CUSIP: 95000DBD2<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-CBDO         | CORP              | US        |     6190000 | PA      | $6121371.47    | 0.01%             | 2049-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-P2                                | WFCM 2015-P2 A4 3.809% 12-15-48                                                                    | CUSIP: 95000AAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      657438 | PA      | $655753.29     | 0.00%             | 2048-12-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                        | SERVICE PROPERTIES TRUST SR UNSEC 5.5% 12-15-27                                                    | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4912075.00    | 0.01%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.95% 02-01-51                                       | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    34574000 | PA      | $21179859.53   | 0.02%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                                    | SK HYNIX INC REG S SR UNSEC 1.5% 01-19-26                                                          | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |     8142000 | PA      | $8072402.18    | 0.01%             | 2026-01-19      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 5.0% 05-15-45                                                          | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   388486300 | PA      | $403446324.68  | 0.42%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 05-31-27                                                        | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   134538600 | PA      | $135022104.82  | 0.14%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.12% 05-31-32                                                         | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   175000000 | PA      | $177242187.50  | 0.18%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.0% 05-31-30                                                          | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8790000 | PA      | $8894037.56    | 0.01%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.75% 06-30-27                                                         | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   888201800 | PA      | $889901907.07  | 0.92%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.0% 06-30-32                                                          | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   406926400 | PA      | $409119977.45  | 0.42%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 06-30-30                                                        | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    23620300 | PA      | $23767003.32   | 0.02%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 07-15-28                                                        | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1180200 | PA      | $1187840.85    | 0.00%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.875% 07-15-35                                 | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   269626760 | PA      | $271870188.00  | 0.28%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.0% 07-31-32                                                          | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   504365700 | PA      | $506848137.54  | 0.53%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 07-31-27                                                        | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1762361700 | PA      | $1769679202.01 | 1.83%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 07-31-30                                                        | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  2280969000 | PA      | $2294957726.68 | 2.38%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 08-15-35                                                         | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   833121000 | PA      | $839825041.37  | 0.87%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.75% 08-15-55                                                         | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   975150000 | PA      | $978502175.64  | 1.01%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.625% 08-15-28                                                        | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11694900 | PA      | $11694971.34   | 0.01%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.875% 08-15-45                                                        | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12002000 | PA      | $12268295.58   | 0.01%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.62% 08-31-27                                                         | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   209448900 | PA      | $209457089.45  | 0.22%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 08-31-32                                                        | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5002000 | PA      | $4988127.45    | 0.01%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.625% 08-31-30                                                        | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   121037600 | PA      | $120437144.57  | 0.12%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WFCM 2016-C34                                                                   | WFCM 2016-C34 AS 3.484% 06-15-49                                                                   | CUSIP: 95000DBF7<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-CBDO         | CORP              | US        |      380000 | PA      | $373411.56     | 0.00%             | 2049-06-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-LC22                              | WFCM 2015-LC22 C FRN 09-15-58                                                                      | CUSIP: 94989TBF0<br>LEI: 549300XO83D3BDYP0P62 | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $941971.00     | 0.00%             | 2058-09-15      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.375% 09-15-28                                                        | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   451571800 | PA      | $448484900.33  | 0.46%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.625% 09-30-30                                                        | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6900000 | PA      | $6865230.21    | 0.01%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.625% 01-15-26                                 | CUSIP: 912828N71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |         272 | PA      | $271.21        | 0.00%             | 2026-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.25% 08-15-46                                                         | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    65440000 | PA      | $43650312.32   | 0.05%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-C31                               | WFCM 2015-C31 A4 3.695% 11-15-48                                                                   | CUSIP: 94989WAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      448385 | PA      | $447485.82     | 0.00%             | 2048-11-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-C33                               | WFCM 2016-C33 A4 3.426% 03-15-59                                                                   | CUSIP: 95000LAZ6<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-CBDO         | CORP              | US        |     1320000 | PA      | $1313720.76    | 0.00%             | 2059-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-C36                               | WFCM 2016-C36 A4 3.065% 11-15-59                                                                   | CUSIP: 95000MBP5<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-CBDO         | CORP              | US        |     3853000 | PA      | $3797613.13    | 0.00%             | 2059-11-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| WFCM 2016-C37                                                                   | WFCM 2016-C37 A5 3.794% 12-15-49                                                                   | CUSIP: 95000PAE4<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-CBDO         | CORP              | US        |     6370000 | PA      | $6324250.66    | 0.01%             | 2049-12-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-RC1                               | WFCM 2017-RC1 A4 3.631% 01-15-60                                                                   | CUSIP: 95001FAX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      510000 | PA      | $505661.94     | 0.00%             | 2060-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WFCM 2017-C39                                                                   | WFCM 2017-C39 A5 3.418% 09-15-50                                                                   | CUSIP: 95000XAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      421000 | PA      | $411937.13     | 0.00%             | 2050-09-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-C40                               | WFCM 2017-C40 A4 3.581% 10-15-50                                                                   | CUSIP: 95000YAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1154000 | PA      | $1138453.31    | 0.00%             | 2050-10-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-C40                               | WFCM 2017-C40 AS FRN 10-15-50                                                                      | CUSIP: 95000YBB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $1941592.00    | 0.00%             | 2050-10-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-NXS3                              | WFCM 2015-NXS3 D 144A 3.153% 09-15-57                                                              | CUSIP: 94989VAZ2<br>LEI: 549300ZVNWG0TX42H716 | Long             | ABS-CBDO         | CORP              | US        |      475480 | PA      | $472032.60     | 0.00%             | 2057-09-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_18-C46                               | WFCM 2018-C46 A3 3.888% 08-15-51                                                                   | CUSIP: 95001QAT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6500000 | PA      | $6461169.00    | 0.01%             | 2051-08-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| WFCM 2019-C54                                                                   | WFCM 2019-C54 A4 3.146% 12-15-52                                                                   | CUSIP: 95001YAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3898000 | PA      | $3706892.75    | 0.00%             | 2052-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WFCM 2022-C62                                                                   | WFCM 2022-C62 A4 FRN 04-15-55                                                                      | CUSIP: 95003MBS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2520000 | PA      | $2413726.56    | 0.00%             | 2055-04-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| WMRK COMMERCIAL MORTGAGE TRUST WMRK_22-WMRK                                     | WMRK 2022-WMRK A 144A FRN 11-15-27                                                                 | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15228000 | PA      | $15296084.39   | 0.02%             | 2027-11-15      | Variable      | 6.94%                 | Yes           |                  2 | On Loan: No      |
| WFCM 2024-5C1                                                                   | WFCM 2024-5C1 AS 6.52% 07-15-57                                                                    | CUSIP: 95003VAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1610000 | PA      | $1691807.32    | 0.00%             | 2057-07-15      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.5 MA7987 04-20-52                                                                           | CUSIP: 36179W2U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      986580 | PA      | $850376.62     | 0.00%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.0 MA7988 04-20-52                                                                           | CUSIP: 36179W2V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13507969 | PA      | $12071801.94   | 0.01%             | 2052-04-20      | Fixed         | 3.00%                 | 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        |     1044037 | PA      | $990029.35     | 0.00%             | 2052-12-20      | Fixed         | 4.00%                 | 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        |    54289010 | PA      | $51542202.85   | 0.05%             | 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        |     1706069 | PA      | $1622651.09    | 0.00%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.0 MA8267 09-20-52                                                                           | CUSIP: 36179XFG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    43726074 | PA      | $41450612.52   | 0.04%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-2                              | GNR 2021-2 AH 1.5% 06-16-63                                                                        | CUSIP: 38380RNG1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    11382506 | PA      | $8476985.11    | 0.01%             | 2063-06-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.5 785998 03-20-52                                                                           | CUSIP: 3622ABRT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2745628 | PA      | $2349611.97    | 0.00%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.5 786647 03-20-52                                                                           | CUSIP: 3622ACHY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       85709 | PA      | $73984.16      | 0.00%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.5 BZ3978 11-20-50                                                                           | CUSIP: 3617QYM36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1280436 | PA      | $1100499.08    | 0.00%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WCORE 2024-CORE                                                                 | WCORE 2024-CORE A 144A FRN 11-15-41                                                                | CUSIP: 951913AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    40000000 | PA      | $40092080.00   | 0.04%             | 2041-11-15      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| WCORE 2024-CORE                                                                 | WCORE 2024-CORE B 144A FRN 11-15-41                                                                | CUSIP: 951913AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9796000 | PA      | $9827572.51    | 0.01%             | 2041-11-15      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| WCORE 2024-CORE                                                                 | WCORE 2024-CORE C 144A FRN 11-15-41                                                                | CUSIP: 951913AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2400000 | PA      | $2411481.60    | 0.00%             | 2041-11-15      | Variable      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| WFCM 2024-5C2                                                                   | WFCM 2024-5C2 A3 5.92% 11-15-57                                                                    | CUSIP: 95003UAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    19224000 | PA      | $20257809.05   | 0.02%             | 2057-11-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| NEBRASKA INVESTMENT FINANCE AUTHORITY                                           | NEBRASKA INVESTMENT FINANCE AUTHORITY 3.5% 09-01-46                                                | CUSIP: 63968MMX4<br>LEI: 549300OIIXIM3SRZWK33 | Long             | DBT              | MUN               | US        |      300000 | PA      | $299703.90     | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC FINANCE AUTHORITY WISCONSIN                                              | UNITED STATES OF AMERICA 4.95% 03-01-34                                                            | CUSIP: 74447CAA7<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    28065000 | PA      | $27779663.15   | 0.03%             | 2034-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMMONWEALTH OF (GOVERNMENT)                                        | COMMONWEALTH OF PUERTO RICO FRN 11-01-43                                                           | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |    20714286 | PA      | $13723214.31   | 0.01%             | 2043-11-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTH CAROLINA ST HSG FIN & DEV AUTH                                            | SOUTH CAROLINA STATE HOUSING FINANCE & DEVELOPMENT AUTHORITY GNMA/FNMA/FHLMC FHA INS 4.0% 07-01-36 | CUSIP: 83712DVG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      105000 | PA      | $105264.60     | 0.00%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY                                                           | TENNESSEE HOUSING DEVELOPMENT AGENCY 3.5% 07-01-45                                                 | CUSIP: 88045RB76<br>LEI: 25490004PSQYQLFJGI76 | Long             | DBT              | MUN               | US        |      245000 | PA      | $244751.33     | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY                                                           | TN HDA SFH AMT PAC (100-400) PSA 15-1A SF 4.0% 07-01-45                                            | CUSIP: 880461EU8<br>LEI: 25490004PSQYQLFJGI76 | Long             | DBT              | MUN               | US        |      300000 | PA      | $299995.50     | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY                                                           | TN HDA SFH AMT PAC (100-400) PSA SF 4.0% 01-01-46                                                  | CUSIP: 880461GG7<br>LEI: 25490004PSQYQLFJGI76 | Long             | DBT              | MUN               | US        |      515000 | PA      | $514992.28     | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UTAH HOUSING CORP                                                               | UTAH HOUSING CORP FHA INS 4.0% 01-01-45                                                            | CUSIP: 9174366Y8<br>LEI: 549300YXWQEI0S47WI02 | Long             | DBT              | MUN               | US        |      375000 | PA      | $375247.50     | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WISCONSIN HOUSING & ECONOMIC DEVELOPMENT AUTHORITY HOME OWNERSHIP REVENUE       | WI ST HSG & ECON SFM AMT PAC 16A SF 3.5% 03-01-46                                                  | CUSIP: 97689QDD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       65000 | PA      | $64882.48      | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.5 786502 02-20-52                                                                           | CUSIP: 3622ACDF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1548305 | PA      | $1331263.28    | 0.00%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.5 786706 12-20-51                                                                           | CUSIP: 3622ACKT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8363728 | PA      | $7131667.52    | 0.01%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.5 786701 03-20-52                                                                           | CUSIP: 3622ACKN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      485708 | PA      | $418694.79     | 0.00%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.5 785575 08-20-51                                                                           | CUSIP: 3622ABCL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    26808420 | PA      | $22850666.25   | 0.02%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORTGAGE TRUST DATA_23-CNTR                                                     | DATA 2023-CNTR A 144A FRN 08-12-43                                                                 | CUSIP: 238021AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    68864000 | PA      | $71352951.55   | 0.07%             | 2043-08-12      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST DC_23-DC                                           | DC 2023-DC B 144A 6.8043% 09-10-40                                                                 | CUSIP: 24023AAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7957000 | PA      | $8267999.35    | 0.01%             | 2040-09-10      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST DC_23-DC                                           | DC 2023-DC A 144A 6.3143% 09-10-40                                                                 | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6865000 | PA      | $7115414.61    | 0.01%             | 2040-09-10      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST DC_23-DC                                           | DC 2023-DC C 144A FRN 09-10-40                                                                     | CUSIP: 24023AAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6119000 | PA      | $6358369.16    | 0.01%             | 2040-09-10      | Variable      | 7.14%                 | Yes           |                  2 | On Loan: No      |
| DURST 2025-151                                                                  | DURST 2025-151 A 144A FRN 08-10-42                                                                 | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    27401000 | PA      | $27940224.28   | 0.03%             | 2042-08-10      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                                          | ESA 2021-ESH D 144A FRN 07-15-38                                                                   | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3182524 | PA      | $3187271.99    | 0.00%             | 2038-07-15      | Variable      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                                          | ESA 2021-ESH C 144A FRN 07-15-38                                                                   | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3037480 | PA      | $3041024.93    | 0.00%             | 2038-07-15      | Variable      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.5 785659 10-20-51                                                                           | CUSIP: 3622ABE81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    30919339 | PA      | $26421410.39   | 0.03%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.5 785607 08-20-51                                                                           | CUSIP: 3622ABDL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    41695469 | PA      | $35630070.55   | 0.04%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                                          | ESA 2021-ESH A 144A FRN 07-15-38                                                                   | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15409183 | PA      | $15421170.87   | 0.02%             | 2038-07-15      | Variable      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                                          | ESA 2021-ESH B 144A FRN 07-15-38                                                                   | CUSIP: 30227FAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3069525 | PA      | $3072495.98    | 0.00%             | 2038-07-15      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| ELM TRUST ELM_24-ELM                                                            | ELM 2024-ELM A15 144A FRN 06-10-39                                                                 | CUSIP: 26860XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10124000 | PA      | $10194726.26   | 0.01%             | 2039-06-10      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| ELM TRUST ELM_24-ELM                                                            | ELM 2024-ELM A10 144A FRN 06-10-39                                                                 | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7008000 | PA      | $7084043.81    | 0.01%             | 2039-06-10      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                            | ESA 2025-ESH A 144A FRN 10-15-42                                                                   | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    22890000 | PA      | $22918612.50   | 0.02%             | 2042-10-15      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                            | ESA 2025-ESH D 144A FRN 10-15-42                                                                   | CUSIP: 30227TAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6120000 | PA      | $6135300.00    | 0.01%             | 2042-10-15      | Variable      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                            | ESA 2025-ESH B 144A FRN 10-15-42                                                                   | CUSIP: 30227TAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5070000 | PA      | $5082675.00    | 0.01%             | 2042-10-15      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                            | ESA 2025-ESH C 144A FRN 10-15-42                                                                   | CUSIP: 30227TAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3520000 | PA      | $3528800.00    | 0.00%             | 2042-10-15      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.5 785847 01-20-52                                                                           | CUSIP: 3622ABL42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    29637314 | PA      | $25326003.82   | 0.03%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2RF 4.882 725876 09-20-61                                                                         | CUSIP: 3620ACMZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         385 | PA      | $385.87        | 0.00%             | 2061-09-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNW 2002-W3 A5 7.5% 11-25-41                                                                       | CUSIP: 31392CT20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |      390611 | PA      | $409804.48     | 0.00%             | 2041-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNW 2002-W7 A5 7.5% 02-25-29                                                                       | CUSIP: 31392DD74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |       37053 | PA      | $39629.85      | 0.00%             | 2029-02-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2RF 4.888 725879 10-20-61                                                                         | CUSIP: 3620ACM43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1477 | PA      | $1474.73       | 0.00%             | 2061-10-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2RF 4.694 AC1008 10-20-63                                                                         | CUSIP: 36179ADM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         405 | PA      | $400.51        | 0.00%             | 2063-10-20      | Fixed         | 4.69%                 | No            |                  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        |     8163856 | PA      | $7910401.11    | 0.01%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 AS6348 12-01-45                                                                      | CUSIP: 3138WGBS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2333027 | PA      | $2248659.92    | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 AZ7366 11-01-45                                                                      | CUSIP: 3140E0FG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    13407541 | PA      | $12933088.29   | 0.01%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 AL8421 01-01-44                                                                      | CUSIP: 3138ETLB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    10117696 | PA      | $9554302.26    | 0.01%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GCAT 2024-NQM2                                                                  | GCAT 2024-NQM2 A1 144A 6.085% 06-25-59                                                             | CUSIP: 36831CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    20437046 | PA      | $20692918.13   | 0.02%             | 2059-06-25      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.0 MA8723 03-20-53                                                                           | CUSIP: 36179XVQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17664500 | PA      | $16762356.33   | 0.02%             | 2053-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 AH0007 12-01-40                                                                      | CUSIP: 3138A1AH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1312949 | PA      | $1280117.10    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 AT2683 05-01-43                                                                      | CUSIP: 3138WP6V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1332381 | PA      | $1295332.78    | 0.00%             | 2043-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2RF 5.683 694836 09-20-59                                                                         | CUSIP: 36296L4V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |           9 | PA      | $9.04          | 0.00%             | 2059-09-20      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2RF 5.2 725893 09-20-64                                                                           | CUSIP: 3620ACNJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         138 | PA      | $137.75        | 0.00%             | 2064-09-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QE2112 05-01-52                                                                      | CUSIP: 3133BBKZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      417840 | PA      | $353324.93     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS5493 07-01-52                                                                      | CUSIP: 3140XMC79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      293746 | PA      | $248454.85     | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA6900 02-01-52                                                                      | CUSIP: 3133KNUZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      874270 | PA      | $740731.26     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNR 2006-32 OA PAC PO 0.0% 05-25-36                                                                | CUSIP: 31395B5Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |      223744 | PA      | $194763.24     | 0.00%             | 2036-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 4.0 MA2717 08-01-36                                                                      | CUSIP: 31418CAT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      190769 | PA      | $188834.43     | 0.00%             | 2036-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2RF 5.05 721648 04-20-61                                                                          | CUSIP: 3620A7WH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3476 | PA      | $3433.28       | 0.00%             | 2061-04-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2RF 4.94 710085 09-20-61                                                                          | CUSIP: 36297E2S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1791 | PA      | $1795.60       | 0.00%             | 2061-09-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2RF 4.736 AE9612 01-20-65                                                                         | CUSIP: 36181DVD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1370 | PA      | $1353.56       | 0.00%             | 2065-01-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2RF 4.887 AG8238 12-20-64                                                                         | CUSIP: 36182DEK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1648 | PA      | $1651.07       | 0.00%             | 2064-12-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 T65375 07-01-46                                                                          | CUSIP: 31322Y6L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       86518 | PA      | $80051.69      | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONE MARKET PLAZA TRUST OMPT_17-1MKT                                             | OMPT 2017-1MKT C 144A 4.0163% 02-10-32                                                             | CUSIP: 68245HAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $957961.00     | 0.00%             | 2032-02-10      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.0 MA9776 07-20-54                                                                           | CUSIP: 36179Y2H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    14254073 | PA      | $13485607.58   | 0.01%             | 2054-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.5 MB0024 11-20-54                                                                           | CUSIP: 3618N5A25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   168611460 | PA      | $163708744.14  | 0.17%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.5 MA9961 10-20-54                                                                           | CUSIP: 36180AB69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      561403 | PA      | $512372.07     | 0.00%             | 2054-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GSMBS 2025-RPL3                                                                 | GSMBS 2025-RPL3 A1 144A 4.1% 07-25-65                                                              | CUSIP: 362963AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4781015 | PA      | $4659754.36    | 0.00%             | 2065-07-25      | Variable      | 4.10%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST OBX_23-NQM1                                                           | OBX 2023-NQM1 A1 144A 6.12% 11-25-62                                                               | CUSIP: 670855AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3260559 | PA      | $3259058.69    | 0.00%             | 2062-11-25      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST OBX_22-NQM9                                                           | OBX 2022-NQM9 A1A 144A 6.45% 09-25-62                                                              | CUSIP: 67118LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2173948 | PA      | $2170458.53    | 0.00%             | 2062-09-25      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2025-NQM4 TRUST                                                            | GCAT 2025-NQM4 A1 144A 0.0% 06-25-70                                                               | CUSIP: 367923AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    20835645 | PA      | $21031583.45   | 0.02%             | 2070-06-25      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 5.5 MB0485 07-20-55                                                                           | CUSIP: 3618N5RF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17200442 | PA      | $17352167.20   | 0.02%             | 2055-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM5309 11-01-50                                                                      | CUSIP: 3140X83T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2587680 | PA      | $2184741.91    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QB7854 01-01-51                                                                      | CUSIP: 3133AEWP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      291906 | PA      | $248349.75     | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 10/20/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $93114.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 10/24/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $215400.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD0778 12-01-51                                                                      | CUSIP: 3132DM2K0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      375242 | PA      | $317113.99     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA6132 10-01-51                                                                      | CUSIP: 3133KMY58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      976820 | PA      | $829042.02     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP FWD SALE TO USD 10/20/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $237457.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | INR FWD PUR FROM USD NDF 10/3/2025                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-1302816.93   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT1288 07-01-51                                                                      | CUSIP: 3140LPNE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      134353 | PA      | $113500.47     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD5570 01-01-52                                                                      | CUSIP: 3133B3FK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       51163 | PA      | $43433.32      | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | INR FWD SALE TO USD NDF 10/3/2025                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $132135.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | INR FWD PUR FROM USD NDF 10/30/2025                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-176392.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS4435 02-01-53                                                                      | CUSIP: 3140XK4V9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7123910 | PA      | $6014809.79    | 0.01%             | 2053-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD3632 07-01-52                                                                      | CUSIP: 3132E0A93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       46128 | PA      | $38951.21      | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY FWD SALE TO USD 10/6/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $478048.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY FWD PUR FROM EUR 10/20/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-204788.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS5447 09-01-52                                                                      | CUSIP: 3140XMBR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      873763 | PA      | $741276.22     | 0.00%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA9290 02-01-51                                                                      | CUSIP: 3140QHKC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1287623 | PA      | $1095786.79    | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY FWD SALE TO USD 10/20/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $2892498.11    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | MXN FWD SALE TO USD 10/8/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-706589.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB2927 02-01-52                                                                      | CUSIP: 3140QNHD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4195821 | PA      | $3393143.88    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QB7061 12-01-50                                                                      | CUSIP: 3133ADZ25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      913943 | PA      | $744011.84     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MXN FWD SALE TO USD 10/27/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-37805.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | NOK FWD SALE TO USD 10/8/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $35197.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD1403 01-01-52                                                                      | CUSIP: 3132DNRY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      791995 | PA      | $639139.95     | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS0354 12-01-51                                                                      | CUSIP: 3140XFMC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    14456496 | PA      | $11666638.06   | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BR7693 04-01-51                                                                      | CUSIP: 3140L6RP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      847159 | PA      | $683691.48     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QB7053 12-01-50                                                                      | CUSIP: 3133ADZS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      698849 | PA      | $563990.07     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BU8256 02-01-52                                                                      | CUSIP: 3140MAE67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      642489 | PA      | $519942.35     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QD6009 01-01-52                                                                      | CUSIP: 3133B3VA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      876330 | PA      | $707214.24     | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QD7087 02-01-52                                                                      | CUSIP: 3133B42U8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2088018 | PA      | $1685011.74    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QD9124 02-01-52                                                                      | CUSIP: 3133B7D54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     6768728 | PA      | $5462370.10    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BU0975 11-01-51                                                                      | CUSIP: 3140M2CM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4473620 | PA      | $3618800.38    | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QF0977 09-01-52                                                                      | CUSIP: 3133BNCN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      246424 | PA      | $199121.62     | 0.00%             | 2052-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD1406 08-01-52                                                                      | CUSIP: 3132DNR39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      421032 | PA      | $340727.51     | 0.00%             | 2052-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QB7230 01-01-51                                                                      | CUSIP: 3133AEA79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      850898 | PA      | $686701.07     | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BR3319 03-01-51                                                                      | CUSIP: 3140L1VM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      812927 | PA      | $656054.68     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QE0024 04-01-52                                                                      | CUSIP: 3133B9AZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       61324 | PA      | $49613.49      | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BV0162 03-01-52                                                                      | CUSIP: 3140MDFC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      219418 | PA      | $177069.78     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BT2298 03-01-52                                                                      | CUSIP: 3140LQRU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       25185 | PA      | $20401.88      | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QB7396 01-01-51                                                                      | CUSIP: 3133AEGD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      144892 | PA      | $116931.67     | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BV2514 06-01-52                                                                      | CUSIP: 3140MFYL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      404424 | PA      | $326952.68     | 0.00%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QD2074 12-01-51                                                                      | CUSIP: 3133AYJT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      160452 | PA      | $129487.29     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QE4412 04-01-52                                                                      | CUSIP: 3133BD3V5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       94036 | PA      | $76021.90      | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BR4694 03-01-51                                                                      | CUSIP: 3140L3GC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2651852 | PA      | $2146541.66    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QB9090 02-01-51                                                                      | CUSIP: 3133AGC31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      152144 | PA      | $122784.46     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB3000 12-01-51                                                                      | CUSIP: 3140QNKN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      161816 | PA      | $131035.96     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 RA6774 02-01-52                                                                      | CUSIP: 3133KNQ30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       52568 | PA      | $42744.26      | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BQ7041 01-01-52                                                                      | CUSIP: 3140KSZF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    16883916 | PA      | $13625438.59   | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB2850 02-01-52                                                                      | CUSIP: 3140QNEY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7101584 | PA      | $5730985.20    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 5.5 MB0147 01-20-55                                                                           | CUSIP: 3618N5EV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    23778436 | PA      | $23981123.01   | 0.02%             | 2055-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 5.5 MB0205 02-20-55                                                                           | CUSIP: 3618N5GP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2580966 | PA      | $2602568.18    | 0.00%             | 2055-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BT4771 08-01-51                                                                      | CUSIP: 3140LTJR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    18735372 | PA      | $15119745.32   | 0.02%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS1069 12-01-51                                                                      | CUSIP: 3140XGFK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2039922 | PA      | $1646231.08    | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 5.5 MB0424 06-20-55                                                                           | CUSIP: 3618N5PJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    29916946 | PA      | $30171987.99   | 0.03%             | 2055-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.5 TBA 10-01-55                                                                              | CUSIP: 21H0326A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    16711716 | PA      | $15239898.46   | 0.02%             | 2055-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | GNMA2 30YR TBA(REG C) 2.5 TBA 10-01-55                                                             | CUSIP: 21H0226A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    20156000 | PA      | $17356130.04   | 0.02%             | 2055-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 5.5 TBA 10-01-55                                                                              | CUSIP: 21H0526A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    28458054 | PA      | $28674306.75   | 0.03%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS0490 01-01-52                                                                      | CUSIP: 3140XFRL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3862106 | PA      | $3116731.23    | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FM9448 10-01-51                                                                      | CUSIP: 3140XDQA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       41945 | PA      | $34012.04      | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB2801 02-01-52                                                                      | CUSIP: 3140QNDF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5186353 | PA      | $4207859.02    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QD6951 02-01-52                                                                      | CUSIP: 3133B4WL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    23248744 | PA      | $18761712.80   | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BU7817 12-01-51                                                                      | CUSIP: 3140M9VK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      423096 | PA      | $341439.98     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BQ7757 03-01-51                                                                      | CUSIP: 3140KTTP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    11995974 | PA      | $9681087.03    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS6605 06-01-52                                                                      | CUSIP: 3140XNKT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      288550 | PA      | $233569.48     | 0.00%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS2040 02-01-52                                                                      | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      692043 | PA      | $561091.64     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB2773 02-01-52                                                                      | CUSIP: 3140QNCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      110278 | PA      | $89381.17      | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB1620 09-01-51                                                                      | CUSIP: 3140QLYS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      373778 | PA      | $303650.41     | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB2361 12-01-51                                                                      | CUSIP: 3140QMTT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      989980 | PA      | $798941.77     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QD7191 02-01-52                                                                      | CUSIP: 3133B47C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3916932 | PA      | $3169330.60    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BU2591 12-01-51                                                                      | CUSIP: 3140M32Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      845579 | PA      | $682391.50     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS0394 11-01-51                                                                      | CUSIP: 3140XFNL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1414550 | PA      | $1145179.01    | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BQ8457 12-01-50                                                                      | CUSIP: 3140KUMF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      798674 | PA      | $646368.06     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BQ7618 11-01-50                                                                      | CUSIP: 3140KTPC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4797843 | PA      | $3872017.39    | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BR3452 01-01-51                                                                      | CUSIP: 3140L1ZS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1565250 | PA      | $1266758.23    | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 A93948 09-01-40                                                                          | CUSIP: 312942L52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4939 | PA      | $4952.27       | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | 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        |    26535387 | PA      | $23981196.50   | 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        |     3785164 | PA      | $3261225.12    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD0803 01-01-52                                                                      | CUSIP: 3132DM3L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1498624 | PA      | $1329029.55    | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 2.0 MA4287 03-01-41                                                                      | CUSIP: 31418DXR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    19612339 | PA      | $16985933.38   | 0.02%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | WARNERMEDIA HOLDINGS INC SR UNSEC 3.755% 03-15-27                                                  | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    15165000 | PA      | $14969826.45   | 0.02%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | WARNERMEDIA HOLDINGS INC SR UNSEC 5.141% 03-15-52                                                  | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     6909000 | PA      | $5155841.25    | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.0% 12-15-25                                                          | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   100014300 | PA      | $100037743.35  | 0.10%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 12-31-27                                                        | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   112100100 | PA      | $112728252.91  | 0.12%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 12-31-29                                                        | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   169617800 | PA      | $170723470.59  | 0.18%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.5% 01-31-30                                                          | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   152869800 | PA      | $151589377.84  | 0.16%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.5% 01-31-28                                                          | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11709000 | PA      | $11678965.24   | 0.01%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.625% 02-15-53                                                        | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    39700900 | PA      | $32824370.63   | 0.03%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 02-15-43                                                        | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4000000 | PA      | $3630922.80    | 0.00%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.5% 02-15-53                                   | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    56625390 | PA      | $45337931.39   | 0.05%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.0% 02-28-30                                                          | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    78711400 | PA      | $79629552.74   | 0.08%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.75% 04-15-26                                                         | CUSIP: 91282CGV7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      355000 | PA      | $354909.87     | 0.00%             | 2026-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 MA4626 06-01-52                                                                      | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8606455 | PA      | $8157034.47    | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | 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        |    11004462 | PA      | $9463815.18    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 05-15-43                                                        | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    29008800 | PA      | $26281030.01   | 0.03%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.75% 05-31-30                                                         | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    30000000 | PA      | $30022413.00   | 0.03%             | 2030-05-31      | Fixed         | 3.75%                 | 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        |      873503 | PA      | $708334.66     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | 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        |      113794 | PA      | $92234.30      | 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        |        6098 | PA      | $4965.40       | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI4 4.0 BF0563 09-01-61                                                                         | CUSIP: 3140FXTV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8749454 | PA      | $8331973.57    | 0.01%             | 2061-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.625% 05-31-28                                                        | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3400000 | PA      | $3400680.00    | 0.00%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 07-31-28                                                        | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   132534000 | PA      | $134292593.65  | 0.14%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM7740 06-01-51                                                                      | CUSIP: 3140XBS68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    23241212 | PA      | $19605217.34   | 0.02%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 SD8266 11-01-52                                                                      | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4000326 | PA      | $3899925.94    | 0.00%             | 2052-11-01      | 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        |     2999906 | PA      | $2924923.06    | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 MA4652 07-01-52                                                                      | CUSIP: 31418EE22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       37494 | PA      | $31710.86      | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | 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        |      343403 | PA      | $290986.92     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS2805 09-01-52                                                                      | CUSIP: 3140XJDK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      313312 | PA      | $264583.57     | 0.00%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD8291 11-01-52                                                                      | CUSIP: 3132DWF81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      673651 | PA      | $568885.47     | 0.00%             | 2052-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM9672 12-01-51                                                                      | CUSIP: 3140XDXA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    61668278 | PA      | $52096312.76   | 0.05%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD8262 09-01-52                                                                      | CUSIP: 3132DWFB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       98961 | PA      | $83704.80      | 0.00%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU6901 04-01-52                                                                      | CUSIP: 3140M8U31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3885787 | PA      | $3291032.33    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB2866 02-01-52                                                                      | CUSIP: 3140QNFG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      814130 | PA      | $690030.07     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | 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        |      594051 | PA      | $505076.80     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BQ7435 09-01-51                                                                      | CUSIP: 3140KTHM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1171810 | PA      | $993629.67     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QC9156 10-01-51                                                                      | CUSIP: 3133AUE53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      146774 | PA      | $124459.13     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | 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        |     6483175 | PA      | $6319792.18    | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV2584 07-01-52                                                                      | CUSIP: 3140MF2S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      414040 | PA      | $350417.35     | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 08-15-53                                                        | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14957000 | PA      | $13522047.86   | 0.01%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.625% 09-30-30                                                        | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   586329700 | PA      | $609508016.64  | 0.63%             | 2030-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 QE5589 05-01-52                                                                      | CUSIP: 3133BFF62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      647959 | PA      | $593436.93     | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BU7294 02-01-52                                                                      | CUSIP: 3140M9C88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       30960 | PA      | $28401.76      | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BU8481 12-01-51                                                                      | CUSIP: 3140MAM76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       23754 | PA      | $21756.10      | 0.00%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BV0783 01-01-52                                                                      | CUSIP: 3140MD2R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      820543 | PA      | $760143.84     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 QD8208 03-01-52                                                                      | CUSIP: 3133B6DM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       34268 | PA      | $31484.54      | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BU1498 10-01-51                                                                      | CUSIP: 3140M2UY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      330744 | PA      | $302984.25     | 0.00%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BU3013 11-01-51                                                                      | CUSIP: 3140M4K31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      392606 | PA      | $360959.07     | 0.00%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QE7987 08-01-52                                                                      | CUSIP: 3133BH2U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      189388 | PA      | $192191.24     | 0.00%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA4919 02-01-53                                                                      | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    40433546 | PA      | $40974668.07   | 0.04%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.625% 11-15-26                                                        | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    58916100 | PA      | $59495257.05   | 0.06%             | 2026-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.75% 11-15-53                                                         | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   105286000 | PA      | $105474977.84  | 0.11%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 MA4916 02-01-53                                                                      | CUSIP: 31418EPA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      140185 | PA      | $132271.42     | 0.00%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD1961 12-01-52                                                                      | CUSIP: 3132DPFA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     9292045 | PA      | $9396821.83    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.75% 11-15-43                                                         | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6349400 | PA      | $6418343.06    | 0.01%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.375% 11-30-28                                                        | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   103137000 | PA      | $105378641.44  | 0.11%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BX2476 12-01-52                                                                      | CUSIP: 3140N6XE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6029786 | PA      | $6105972.48    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QF7852 02-01-53                                                                      | CUSIP: 3133BVWM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1709866 | PA      | $1615102.03    | 0.00%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.75% 12-31-30                                                         | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    60151700 | PA      | $60100005.63   | 0.06%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.0% 01-31-31                                                          | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   100000000 | PA      | $101063960.00  | 0.10%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 01-31-26                                                         | CUSIP: 91282CJV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    62596000 | PA      | $62647347.50   | 0.06%             | 2026-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.0% 01-31-29                                                          | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    21384000 | PA      | $21618131.28   | 0.02%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 02-15-27                                                        | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   164330000 | PA      | $165299645.60  | 0.17%             | 2027-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 02-15-54                                                         | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    29330900 | PA      | $27071822.35   | 0.03%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.5% 02-15-44                                                          | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   223630100 | PA      | $218737632.49  | 0.23%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.625% 02-28-26                                                        | CUSIP: 91282CKB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7897500 | PA      | $7920483.30    | 0.01%             | 2026-02-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 02-28-29                                                         | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   191037000 | PA      | $194697784.72  | 0.20%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.125% 02-15-54                                 | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    16941386 | PA      | $15643646.66   | 0.02%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU8730 06-01-52                                                                      | CUSIP: 3140MAVY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3841528 | PA      | $3254803.47    | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV2655 03-01-52                                                                      | CUSIP: 3140MF5R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      282165 | PA      | $238398.14     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BX6216 02-01-53                                                                      | CUSIP: 3140NA4A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      635147 | PA      | $643581.53     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QB1368 07-01-50                                                                      | CUSIP: 3133A7QV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    31719758 | PA      | $27329140.39   | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 SD1608 09-01-52                                                                      | CUSIP: 3132DNYD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      333720 | PA      | $325309.71     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 496029 01-01-29                                                                      | CUSIP: 31382YA65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |          26 | PA      | $26.45         | 0.00%             | 2029-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA2                                                                 | STACR 2025-DNA2 M1 144A FRN 05-25-45                                                               | CUSIP: 35564NHZ9<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-CBDO         | CORP              | US        |     5854701 | PA      | $5865918.68    | 0.01%             | 2045-05-25      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM4256 09-01-50                                                                      | CUSIP: 3140X7WS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    26263406 | PA      | $22620251.61   | 0.02%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA4942 03-01-53                                                                      | CUSIP: 31418EP46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8394178 | PA      | $8619787.94    | 0.01%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB5778 12-01-52                                                                      | CUSIP: 3140QRM42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      323255 | PA      | $331759.80     | 0.00%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 SD2066 12-01-52                                                                      | CUSIP: 3132DPJK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1821876 | PA      | $1720534.30    | 0.00%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 03-15-27                                                         | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    72000000 | PA      | $72596246.40   | 0.08%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.5% 03-31-26                                                          | CUSIP: 91282CKH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   135000000 | PA      | $135442962.00  | 0.14%             | 2026-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.875% 04-30-26                                                        | CUSIP: 91282CKK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    68000000 | PA      | $68415704.40   | 0.07%             | 2026-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.625% 04-30-29                                                        | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    28005000 | PA      | $28900017.40   | 0.03%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.375% 05-15-34                                                        | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    23600000 | PA      | $24147593.16   | 0.03%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.625% 05-15-54                                                        | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    42894800 | PA      | $42140331.94   | 0.04%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.5% 05-15-27                                                          | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    34759300 | PA      | $35218230.51   | 0.04%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.625% 05-15-44                                                        | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    63000000 | PA      | $62552315.70   | 0.06%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.5% 05-31-29                                                          | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   181704000 | PA      | $186825926.86  | 0.19%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 06-30-29                                                         | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    58000000 | PA      | $59158086.00   | 0.06%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 06-30-31                                                         | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   200000000 | PA      | $204415240.00  | 0.21%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.375% 07-15-27                                                        | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11054000 | PA      | $11193857.42   | 0.01%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 07-31-31                                                        | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   247529000 | PA      | $251339486.18  | 0.26%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.375% 07-31-26                                                        | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1221000000 | PA      | $1227033449.40 | 1.27%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 BV5622 06-01-52                                                                      | CUSIP: 3140MKG89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1679877 | PA      | $1479309.37    | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 08-15-34                                                        | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   315558800 | PA      | $310784616.25  | 0.32%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.75% 08-15-27                                                         | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   425000000 | PA      | $425901935.00  | 0.44%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FS4198 04-01-52                                                                      | CUSIP: 3140XKUY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      997429 | PA      | $878273.17     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 QE5296 05-01-52                                                                      | CUSIP: 3133BE3D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      165963 | PA      | $146136.92     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 MA4993 04-01-53                                                                      | CUSIP: 31418ERP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5026629 | PA      | $4747530.58    | 0.00%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT1285 07-01-51                                                                      | CUSIP: 3140LPNB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      521380 | PA      | $439811.23     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FS7064 09-01-53                                                                      | CUSIP: 3140XNZ64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      831301 | PA      | $731598.73     | 0.00%             | 2053-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 BV4201 03-01-52                                                                      | CUSIP: 3140MHU31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    12376650 | PA      | $10898048.33   | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 08-15-54                                                         | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    35577500 | PA      | $32856330.01   | 0.03%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 08-15-44                                                        | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14933300 | PA      | $13865761.69   | 0.01%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD0847 02-01-52                                                                      | CUSIP: 3132DM5G6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      725172 | PA      | $612328.04     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV2781 02-01-52                                                                      | CUSIP: 3140MGCT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       51512 | PA      | $43618.91      | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QC6761 09-01-51                                                                      | CUSIP: 3133ARQN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      176552 | PA      | $148931.73     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BW4964 02-01-53                                                                      | CUSIP: 3140MWQS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      867559 | PA      | $732711.16     | 0.00%             | 2053-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 BV7491 08-01-51                                                                      | CUSIP: 3140MMKD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      547880 | PA      | $482654.08     | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 MA5094 07-01-53                                                                      | CUSIP: 31418EUU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      319442 | PA      | $280937.84     | 0.00%             | 2053-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 MA4977 04-01-53                                                                      | CUSIP: 31418EQ78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      876710 | PA      | $852856.04     | 0.00%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT1250 06-01-51                                                                      | CUSIP: 3140LPL83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2908444 | PA      | $2453432.82    | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.75% 08-31-31                                                         | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    66500000 | PA      | $66202445.75   | 0.07%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.625% 08-31-29                                                        | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   180000000 | PA      | $179573670.00  | 0.19%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QC8196 10-01-51                                                                      | CUSIP: 3133ATC90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2544931 | PA      | $2146832.90    | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT6823 10-01-51                                                                      | CUSIP: 3140LVSM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      471735 | PA      | $400466.10     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.75% 08-31-26                                                         | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   200000000 | PA      | $200015620.00  | 0.21%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.375% 09-15-27                                                        | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   250000000 | PA      | $248896475.00  | 0.26%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.5% 09-30-26                                                          | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   420000000 | PA      | $419171466.00  | 0.43%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.62% 09-30-31                                                         | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    47870000 | PA      | $47312257.06   | 0.05%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QF9463 03-01-53                                                                      | CUSIP: 3133BXQQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      146143 | PA      | $137945.33     | 0.00%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QD9527 03-01-52                                                                      | CUSIP: 3133B7SQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       11412 | PA      | $10786.17      | 0.00%             | 2052-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QF2221 10-01-52                                                                      | CUSIP: 3133BPPE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3867567 | PA      | $3653454.44    | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 BU5976 11-01-51                                                                      | CUSIP: 3140M7UA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       36012 | PA      | $34048.22      | 0.00%             | 2051-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.5% 09-30-29                                                          | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    61600000 | PA      | $61176500.00   | 0.06%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 10-15-27                                                        | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    43165900 | PA      | $43385778.46   | 0.04%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QF2223 10-01-52                                                                      | CUSIP: 3133BPPG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      235820 | PA      | $222785.74     | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 BW8175 10-01-52                                                                      | CUSIP: 3140N1CM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1336620 | PA      | $1308266.05    | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 BW5232 10-01-52                                                                      | CUSIP: 3140MWY67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2721094 | PA      | $2657218.70    | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 QF2009 10-01-52                                                                      | CUSIP: 3133BPGS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      182005 | PA      | $177317.04     | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 QF2368 10-01-52                                                                      | CUSIP: 3133BPTZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2472458 | PA      | $2413437.93    | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 BW5182 11-01-52                                                                      | CUSIP: 3140MWXL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2657627 | PA      | $2585837.00    | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 QF2960 11-01-52                                                                      | CUSIP: 3133BQJD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2717174 | PA      | $2645690.76    | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 BX5040 01-01-53                                                                      | CUSIP: 3140N9S64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      610036 | PA      | $626251.75     | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QE0322 04-01-52                                                                      | CUSIP: 3133B9LB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1320488 | PA      | $1114830.15    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 2.5 MA4583 04-01-37                                                                      | CUSIP: 31418ECV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2340406 | PA      | $2203236.98    | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB6106 04-01-53                                                                      | CUSIP: 3140QRYC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4519712 | PA      | $4750397.95    | 0.00%             | 2053-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 RA5901 09-01-51                                                                      | CUSIP: 3133KMRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5447277 | PA      | $4830830.61    | 0.01%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CA6740 08-01-50                                                                      | CUSIP: 3140QEP22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4900468 | PA      | $4323756.57    | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 RA6347 11-01-51                                                                      | CUSIP: 3133KNBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     6044761 | PA      | $5360687.69    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD3356 07-01-53                                                                      | CUSIP: 3132DQWR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    16273505 | PA      | $16684394.54   | 0.02%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CA8820 02-01-51                                                                      | CUSIP: 3140QGYS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1754354 | PA      | $1433214.51    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CA8108 12-01-50                                                                      | CUSIP: 3140QGAJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      890814 | PA      | $727752.56     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 AK6740 03-01-42                                                                      | CUSIP: 3138EBP25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2600429 | PA      | $2544163.58    | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 AV0786 11-01-43                                                                      | CUSIP: 3138XB2U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2252854 | PA      | $2190907.00    | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.0 Q22946 150K MAX 11-01-43                                                                 | CUSIP: 3132JQHX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3325801 | PA      | $3222289.23    | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 AT5898 06-01-43                                                                      | CUSIP: 3138WTRU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    12548471 | PA      | $11544078.38   | 0.01%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 QF5344 12-01-52                                                                      | CUSIP: 3133BS5D0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      450146 | PA      | $395967.98     | 0.00%             | 2052-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD4121 12-01-51                                                                      | CUSIP: 3132E0SJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      665485 | PA      | $585239.70     | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNW 2002-W1 2A FRN 02-25-42                                                                        | CUSIP: 31392CMS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |      469438 | PA      | $471004.59     | 0.00%             | 2042-02-25      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| GSMS 2016-GS4                                                                   | GSMS 16-GS4 A3 3.178% 11-10-49/09-14-26                                                            | CUSIP: 36251XAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1892908 | PA      | $1872271.35    | 0.00%             | 2049-11-10      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 BV4539 03-01-52                                                                      | CUSIP: 3140MJBH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      125753 | PA      | $110714.04     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 QD0981 11-01-51                                                                      | CUSIP: 3133AXCS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1192468 | PA      | $1050153.16    | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF MA5332 07-20-48                                                                               | CUSIP: 36179T4R3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28126 | PA      | $28567.24      | 0.00%             | 2048-07-20      | Fixed         | 5.00%                 | No            |                  2 | 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        |      232134 | PA      | $228596.01     | 0.00%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 5.0 MA6042 07-20-49                                                                           | CUSIP: 36179UWB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       55527 | PA      | $56387.70      | 0.00%             | 2049-07-20      | Fixed         | 5.00%                 | 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        |     1391989 | PA      | $1370042.93    | 0.00%             | 2049-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GSMS 2016-GS4                                                                   | GSMS 16-GS4 A4 FRN 11-10-49/11-13-26                                                               | CUSIP: 36251XAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2654000 | PA      | $2626685.03    | 0.00%             | 2049-11-10      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| GSMS 2017-GS6                                                                   | GSMS 2017-GS6 A3 3.433% 05-10-50                                                                   | CUSIP: 36253PAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      378000 | PA      | $372406.36     | 0.00%             | 2050-05-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.0 MA5817 03-20-49                                                                           | CUSIP: 36179UPA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8211124 | PA      | $7841696.94    | 0.01%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.5 MA7827 01-20-52                                                                           | CUSIP: 36179WVU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8551803 | PA      | $7371209.83    | 0.01%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.5 MA6600 04-20-50                                                                           | CUSIP: 36179VKM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    52925635 | PA      | $48737206.32   | 0.05%             | 2050-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.5 MA8044 05-20-52                                                                           | CUSIP: 36179W5D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    33097371 | PA      | $30464110.81   | 0.03%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA2                                                                 | STACR 2025-DNA2 A1 144A FRN 05-25-45                                                               | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-CBDO         | CORP              | US        |     5705552 | PA      | $5722851.13    | 0.01%             | 2045-05-25      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| STACR 2025-DNA3                                                                 | STACR 2025-DNA3 A1 144A FRN 09-25-45                                                               | CUSIP: 35564UAQ0<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-CBDO         | CORP              | US        |     4138000 | PA      | $4150910.56    | 0.00%             | 2045-09-25      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2RF 4.737 776095 02-20-64                                                                         | CUSIP: 36176T7G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         333 | PA      | $328.49        | 0.00%             | 2064-02-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.5 MA7936 03-20-52                                                                           | CUSIP: 36179WY93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6099745 | PA      | $5257651.18    | 0.01%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.5 MA8199 08-20-52                                                                           | CUSIP: 36179XDC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6392116 | PA      | $5854085.20    | 0.01%             | 2052-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.0 MA8148 07-20-52                                                                           | CUSIP: 36179XBR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    34509137 | PA      | $30875738.69   | 0.03%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.0 BC1530 08-20-47                                                                           | CUSIP: 3617B4VX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2801996 | PA      | $2518103.40    | 0.00%             | 2047-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.0 BC1565 08-20-47                                                                           | CUSIP: 3617B4W29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1064916 | PA      | $957007.85     | 0.00%             | 2047-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.5 MA8425 11-20-52                                                                           | CUSIP: 36179XLE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3465600 | PA      | $3173806.74    | 0.00%             | 2052-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.5 MA8487 12-20-52                                                                           | CUSIP: 36179XNC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28395 | PA      | $25958.05      | 0.00%             | 2052-12-20      | Fixed         | 3.50%                 | 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        |     3000000 | PA      | $2938575.00    | 0.00%             | 2050-08-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_17-GS7                                        | GSMS 17-GS7 A3 3.167% 08-10-50/05-12-27                                                            | CUSIP: 36254CAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      855000 | PA      | $841167.81     | 0.00%             | 2050-08-10      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.5 MA8799 04-20-53                                                                           | CUSIP: 36179XX43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   170923713 | PA      | $166668909.34  | 0.17%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 5.0 MA8800 04-20-53                                                                           | CUSIP: 36179XX50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3573574 | PA      | $3572577.01    | 0.00%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.0 MA8567 01-20-53                                                                           | CUSIP: 36179XQU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    27153741 | PA      | $25800425.24   | 0.03%             | 2053-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 5.0 MA9016 07-20-53                                                                           | CUSIP: 36179YAR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    28706760 | PA      | $28646992.52   | 0.03%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_18-GS10                                       | GSMS 2018-GS10 AS FRN 07-10-51                                                                     | CUSIP: 36250SAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1525763 | PA      | $1471683.86    | 0.00%             | 2051-07-10      | Variable      | 4.38%                 | No            |                  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        |     1623029 | PA      | $1603472.64    | 0.00%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 5.0 MA8878 05-20-53                                                                           | CUSIP: 36179X2K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8481214 | PA      | $8470544.30    | 0.01%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.5 MA8147 07-20-52                                                                           | CUSIP: 36179XBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      698859 | PA      | $603062.24     | 0.00%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SCG 2025-SNIP                                                                   | SCG 2025-SNIP A 144A FRN 09-15-42                                                                  | CUSIP: 78398JAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    20568000 | PA      | $20658087.84   | 0.02%             | 2042-09-15      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SEMT 2025-HYB1                                                                  | SEMT 2025-HYB1 A1A 144A FRN 10-25-55                                                               | CUSIP: 816938AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16959000 | PA      | $17050578.60   | 0.02%             | 2055-10-25      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.5 MA5594 11-20-48                                                                           | CUSIP: 36179UGB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1856874 | PA      | $1720107.39    | 0.00%             | 2048-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2JM 5.0 MA5755 02-20-49                                                                           | CUSIP: 36179UMC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      114835 | PA      | $113779.04     | 0.00%             | 2049-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 5.0 MA8947 06-20-53                                                                           | CUSIP: 36179X5G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2753803 | PA      | $2754298.54    | 0.00%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.5 MA8266 09-20-52                                                                           | CUSIP: 36179XFF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   137266430 | PA      | $125737148.09  | 0.13%             | 2052-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-6                                             | TPMT 2017-6 A1 144A FRN 10-25-57                                                                   | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      403559 | PA      | $397624.32     | 0.00%             | 2057-10-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMP_20-4                                             | TPMT 2020-4 A1 144A 1.75% 10-25-60                                                                 | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15597556 | PA      | $14239040.39   | 0.01%             | 2060-10-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2JM 4.5 MA5754 02-20-49                                                                           | CUSIP: 36179UMB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24619 | PA      | $24066.37      | 0.00%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  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        |     1421715 | PA      | $1408905.17    | 0.00%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.5 004636 02-20-40                                                                           | CUSIP: 36202FEH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      621084 | PA      | $625100.36     | 0.00%             | 2040-02-20      | 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        |      255000 | PA      | $250185.09     | 0.00%             | 2052-02-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.5 MA9169 09-20-53                                                                           | CUSIP: 36179YFJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    74133444 | PA      | $72116050.11   | 0.07%             | 2053-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.5 MA9104 08-20-53                                                                           | CUSIP: 36179YDH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    48532769 | PA      | $47234565.79   | 0.05%             | 2053-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 5.0 MA9170 09-20-53                                                                           | CUSIP: 36179YFK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    40184741 | PA      | $40067964.11   | 0.04%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 5.0 MA9240 10-20-53                                                                           | CUSIP: 36179YHR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2431931 | PA      | $2431121.26    | 0.00%             | 2053-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.5 MA9015 07-20-53                                                                           | CUSIP: 36179YAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   139764322 | PA      | $136219479.86  | 0.14%             | 2053-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GCAT GCAT_24-NQM1                                                               | GCAT 2024-NQM1 A1 144A 6.007% 01-25-59                                                             | CUSIP: 36169HAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4084606 | PA      | $4124786.44    | 0.00%             | 2059-01-25      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST GSMS_24-70P                            | GSMS 2024-70P A 144A FRN 03-10-41                                                                  | CUSIP: 36269JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15326000 | PA      | $15385985.96   | 0.02%             | 2041-03-10      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| GSMBS 2024-RPL2                                                                 | GSMBS 2024-RPL2 A1 144A 3.75% 07-25-61                                                             | CUSIP: 36269MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5637468 | PA      | $5519808.10    | 0.01%             | 2061-07-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| GWT 2024-WLF2                                                                   | GWT 2024-WLF2 A 144A FRN 05-15-41                                                                  | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16268000 | PA      | $16320008.80   | 0.02%             | 2041-05-15      | Variable      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| HTL 2024-T53                                                                    | HTL 2024-T53 A 144A FRN 05-10-39                                                                   | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1404000 | PA      | $1424779.20    | 0.00%             | 2039-05-10      | Variable      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_19-4                                             | TPMT 2019-4 M1B 144A FRN 10-25-59                                                                  | CUSIP: 89178BAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $2543589.00    | 0.00%             | 2059-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_19-4                                             | TPMT 2019-4 A2 144A FRN 10-25-59                                                                   | CUSIP: 89178BAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3090000 | PA      | $2818330.29    | 0.00%             | 2059-10-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| HOMES 2024-NQM1                                                                 | HOMES 2024-NQM1 A2 144A 6.27% 07-25-69                                                             | CUSIP: 40390TAB6<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-CBDO         | CORP              | US        |     4093296 | PA      | $4135080.30    | 0.00%             | 2069-07-25      | Variable      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| HOMES 2024-NQM1                                                                 | HOMES 2024-NQM1 A1 144A 5.915% 07-25-69                                                            | CUSIP: 40390TAA8<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-CBDO         | CORP              | US        |    12132163 | PA      | $12266733.22   | 0.01%             | 2069-07-25      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-3                                             | TPMT 2018-3 M2 144A FRN 05-25-58                                                                   | CUSIP: 89175MAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4000000 | PA      | $3515256.00    | 0.00%             | 2058-05-25      | Variable      | 3.88%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TCN_21-SFR1                                                  | TCN 2021-SFR1 A 144A 1.943% 07-17-38                                                               | CUSIP: 89614YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    27248934 | PA      | $26711012.67   | 0.03%             | 2038-07-17      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| HY 2025-SPRL                                                                    | HY 2025-SPRL A 144A FRN 01-13-40                                                                   | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    89186000 | PA      | $92250520.15   | 0.10%             | 2040-01-13      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST 2025-HGLR                                           | HGMT 2025-HGLR A 144A FRN 02-05-45                                                                 | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12107000 | PA      | $12541786.58   | 0.01%             | 2045-02-05      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-2                                             | TPMT 2016-2 B2 144A FRN 08-25-55                                                                   | CUSIP: 89172PAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3200000 | PA      | $2925001.60    | 0.00%             | 2055-08-25      | Variable      | 3.55%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-2                                             | TPMT 2016-2 M1 144A FRN 08-25-55                                                                   | CUSIP: 89172PAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3529873 | PA      | $3488647.19    | 0.00%             | 2055-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| HHT 2025-MAUI                                                                   | HHT 2025-MAUI C 144A FRN 03-15-42                                                                  | CUSIP: 419909AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1408000 | PA      | $1412483.07    | 0.00%             | 2042-03-15      | Variable      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| HHT 2025-MAUI                                                                   | HHT 2025-MAUI A 144A FRN 03-15-42                                                                  | CUSIP: 419909AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    55153000 | PA      | $55261761.72   | 0.06%             | 2042-03-15      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| TBW MORTGAGE BACKED PASS THROUGH CERTIFICATES TBW_07-2                          | TBW 2007-2 A4B FRN 07-25-37                                                                        | CUSIP: 872227AH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6862904 | PA      | $5204648.09    | 0.01%             | 2037-07-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-6                                             | TPMT 2017-6 A2 144A FRN 10-25-57                                                                   | CUSIP: 89175JAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5500000 | PA      | $5285731.00    | 0.01%             | 2057-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| HHT 2025-MAUI                                                                   | HHT 2025-MAUI B 144A FRN 03-15-42                                                                  | CUSIP: 419909AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7392000 | PA      | $7408994.21    | 0.01%             | 2042-03-15      | Variable      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| HHT 2025-MAUI                                                                   | HHT 2025-MAUI D 144A FRN 03-15-42                                                                  | CUSIP: 419909AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5975000 | PA      | $6000435.58    | 0.01%             | 2042-03-15      | Variable      | 6.74%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 2.5 UMBS TBA 10-01-55                                                                         | CUSIP: 01F0226A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   233425000 | PA      | $196696043.10  | 0.20%             | 2055-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 4.0 UMBS TBA 10-01-55                                                                         | CUSIP: 01F0406A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    67776370 | PA      | $63885803.03   | 0.07%             | 2055-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST IMPRL_22-NQM7                                      | IMPRL 2022-NQM7 A1 144A 7.369% 11-25-67                                                            | CUSIP: 452763AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    20213725 | PA      | $20332460.43   | 0.02%             | 2067-11-25      | Variable      | 7.37%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST IMPRL_23-NQM1                                      | IMPRL 2023-NQM1 A1 144A 5.941% 02-25-68                                                            | CUSIP: 45290BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13735759 | PA      | $13741541.77   | 0.01%             | 2068-02-25      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 4.5 UMBS TBA 10-01-55                                                                         | CUSIP: 01F0426A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   227469085 | PA      | $220665939.61  | 0.23%             | 2055-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 2.0 UMBS TBA 10-01-55                                                                         | CUSIP: 01F0206A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    28971003 | PA      | $23357378.66   | 0.02%             | 2055-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IHSFR 2024-SFR1                                                                 | IHSFR 2024-SFR1 B 144A 4.0% 09-17-41                                                               | CUSIP: 46188DAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9183000 | PA      | $8918244.93    | 0.01%             | 2041-09-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| IHSFR 2024-SFR1                                                                 | IHSFR 2024-SFR1 A 144A 4.0% 09-17-41                                                               | CUSIP: 46188DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1801913 | PA      | $1771295.21    | 0.00%             | 2041-09-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| INTOWN MORTGAGE TRUST TOWN_25-STAY                                              | TOWN 2025-STAY B 144A FRN 03-15-42                                                                 | CUSIP: 46117WAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10000000 | PA      | $9998610.00    | 0.01%             | 2042-03-15      | Variable      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| INTOWN MORTGAGE TRUST TOWN_25-STAY                                              | TOWN 2025-STAY A 144A FRN 03-15-42                                                                 | CUSIP: 46117WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    34939000 | PA      | $34985119.48   | 0.04%             | 2042-03-15      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 5.5 UMBS TBA 10-01-55                                                                         | CUSIP: 01F0526A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   148109769 | PA      | $149353002.40  | 0.15%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCI 2.0 UMBS TBA 10-01-40                                                                         | CUSIP: 01F0204A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    35734559 | PA      | $32851351.84   | 0.03%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_14-C26                         | JPMBB 2014-C26 B 3.9508% 01-15-48                                                                  | CUSIP: 46643TBF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1434999 | PA      | $1382621.38    | 0.00%             | 2048-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_14-C23                         | JPMBB 2014-C23 B FRN 09-15-47                                                                      | CUSIP: 46643ABK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $97119.90      | 0.00%             | 2047-09-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCI 3.5 UMBS TBA 10-01-40                                                                         | CUSIP: 01F0324A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    37000000 | PA      | $35851483.00   | 0.04%             | 2040-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCI 2.5 UMBS TBA 10-01-40                                                                         | CUSIP: 01F0224A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17785245 | PA      | $16732429.64   | 0.02%             | 2040-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_16-JP4                | JPMCC 2016-JP4 A4 FRN 12-15-49                                                                     | CUSIP: 46645UAT4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5095000 | PA      | $5042806.82    | 0.01%             | 2049-12-15      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| JPMCC 2017-JP5                                                                  | JPMCC 2017-JP5 A5 3.7232% 03-15-50                                                                 | CUSIP: 46647TAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $990613.00     | 0.00%             | 2050-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCI 4.0 UMBS TBA 10-01-40                                                                         | CUSIP: 01F0404A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13140625 | PA      | $12925499.83   | 0.01%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 6.0 UMBS TBA 11-01-55                                                                         | CUSIP: 01F0606B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    42898000 | PA      | $43819020.06   | 0.05%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_17-C5                          | JPMDB 2017-C5 A5 3.6939% 03-15-50                                                                  | CUSIP: 46590TAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1600000 | PA      | $1576944.00    | 0.00%             | 2050-03-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_17-C7                          | JPMDB 2017-C7 A5 3.4092% 10-15-50                                                                  | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1682714 | PA      | $1646204.15    | 0.00%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 6.5 UMBS TBA 11-01-55                                                                         | CUSIP: 01F0626B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   550868601 | PA      | $569667542.88  | 0.59%             | 2055-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 3.5 UMBS TBA 11-01-55                                                                         | CUSIP: 01F0326B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   477091295 | PA      | $435814310.34  | 0.45%             | 2055-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-5                                       | AESOP 2023-5A A 144A 5.78% 04-20-28                                                                | CUSIP: 05377RHC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    49213000 | PA      | $50279445.71   | 0.05%             | 2028-04-20      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_19-COR6                        | JPMDB 2019-COR6 A4 3.0565% 11-13-52                                                                | CUSIP: 48129RAX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      975000 | PA      | $885196.65     | 0.00%             | 2052-11-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO               | JPMCC 2022-OPO A 144A 3.0242% 01-05-39                                                             | CUSIP: 46655AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    23980000 | PA      | $21621830.78   | 0.02%             | 2039-01-05      | Fixed         | 3.02%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 4.0 UMBS TBA 11-01-55                                                                         | CUSIP: 01F0406B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   170126944 | PA      | $160321167.20  | 0.17%             | 2055-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 2.5 UMBS TBA 11-01-55                                                                         | CUSIP: 01F0226B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  1118649877 | PA      | $942807065.53  | 0.98%             | 2055-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.5 MA5263 06-20-48                                                                           | CUSIP: 36179TZ40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1493162 | PA      | $1386888.12    | 0.00%             | 2048-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.5 MA5527 10-20-48                                                                           | CUSIP: 36179UD82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1174771 | PA      | $1089032.30    | 0.00%             | 2048-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 3.0 UMBS TBA 11-01-55                                                                         | CUSIP: 01F0306B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   117000000 | PA      | $102790701.00  | 0.11%             | 2055-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 2.0 UMBS TBA 11-01-55                                                                         | CUSIP: 01F0206B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   311286582 | PA      | $250981655.04  | 0.26%             | 2055-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-2                             | AMCAR 2023-2 A3 5.81% 05-18-28                                                                     | CUSIP: 03065UAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9335728 | PA      | $9407118.20    | 0.01%             | 2028-05-18      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-8                                       | AESOP 2023-8A A 144A 6.02% 02-20-30                                                                | CUSIP: 05377RHM9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9925000 | PA      | $10435194.63   | 0.01%             | 2030-02-20      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| MCAS 2023-01                                                                    | MCAS 2023-01 M7 144A FRN 11-25-53                                                                  | CUSIP: 62548NAA6<br>LEI: 254900JAK6X5OPMD5925 | Long             | ABS-CBDO         | CORP              | US        |     2737783 | PA      | $2857599.28    | 0.00%             | 2053-11-25      | Variable      | 8.36%                 | Yes           |                  2 | On Loan: No      |
| MSRM 2024-NQM2                                                                  | MSRM 2024-NQM2 A1 144A 6.386% 05-25-69                                                             | CUSIP: 61776HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9958259 | PA      | $10097982.93   | 0.01%             | 2069-05-25      | Variable      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 5.5 UMBS TBA 11-01-55                                                                         | CUSIP: 01F0526B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   142758993 | PA      | $143851384.81  | 0.15%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCI 2.5 UMBS TBA 11-01-40                                                                         | CUSIP: 01F0224B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4644078 | PA      | $4371345.23    | 0.00%             | 2040-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MCAS 2024-01                                                                    | MCAS 2024-01 M10 144A FRN 07-25-54                                                                 | CUSIP: 62548RAB5<br>LEI: 254900QY3MMJFMNKXA93 | Long             | ABS-CBDO         | CORP              | US        |     4044000 | PA      | $4214863.04    | 0.00%             | 2054-07-25      | Variable      | 8.21%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.5 MA5019 02-20-48                                                                           | CUSIP: 36179TSG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      188784 | PA      | $175347.88     | 0.00%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-1                                         | SCRT 2017-1 MA 3.0% 01-25-56                                                                       | CUSIP: 35563PAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     2763171 | PA      | $2598370.38    | 0.00%             | 2056-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCI 2.0 UMBS TBA 11-01-40                                                                         | CUSIP: 01F0204B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6265441 | PA      | $5764086.68    | 0.01%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCI 4.0 UMBS TBA 11-01-40                                                                         | CUSIP: 01F0404B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    15859375 | PA      | $15594174.53   | 0.02%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-2                                         | SCRT 2017-2 HA FRN 08-25-56                                                                        | CUSIP: 35563PBF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    22036965 | PA      | $20690793.22   | 0.02%             | 2056-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-2                                         | SCRT 2017-2 MA 3.0% 08-25-56                                                                       | CUSIP: 35563PBC2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    23461258 | PA      | $22137737.82   | 0.02%             | 2056-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_23-1                                           | VERUS 2023-1 A1 144A 5.85% 12-25-67                                                                | CUSIP: 92539BAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4092070 | PA      | $4091717.63    | 0.00%             | 2067-12-25      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_23-3                                           | VERUS 2023-3 A1 144A 5.93% 03-25-68                                                                | CUSIP: 92539GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15656485 | PA      | $15696299.80   | 0.02%             | 2068-03-25      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| ALLEG 2019-1A                                                                   | ALLEG 2019-1A ARR CLO 144A FRN 04-20-32                                                            | CUSIP: 01750FAS5<br>LEI: 254900MQVJ2U7KN3HP03 | Long             | ABS-O            | CORP              | KY        |    12403571 | PA      | $12409313.79   | 0.01%             | 2032-04-20      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| AXIS 2024-2A                                                                    | AXIS 2024-2A A2 144A 5.19% 07-21-31                                                                | CUSIP: 03238BAB9<br>LEI: 254900VBZK8DVZNJFJ70 | Long             | ABS-O            | CORP              | US        |     9024818 | PA      | $9146282.70    | 0.01%             | 2031-07-21      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_23-5                                           | VERUS 2023-5 A1 144A 6.476% 06-25-68                                                               | CUSIP: 924934AA0<br>LEI: 984500BADC7CFE3B0756 | Long             | ABS-CBDO         | CORP              | US        |      673341 | PA      | $678332.14     | 0.00%             | 2068-06-25      | Variable      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2023-8                                                                    | VERUS 2023-8 M1 144A FRN 12-25-68                                                                  | CUSIP: 92540DAD7<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-CBDO         | CORP              | US        |     1700000 | PA      | $1734640.90    | 0.00%             | 2068-12-25      | Variable      | 7.45%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC - SCRT SCRT_17-3                                                    | SCRT 2017-3 HA FRN 07-25-56                                                                        | CUSIP: 35563PBY4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     7776346 | PA      | $7403990.79    | 0.01%             | 2056-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-4                                         | SCRT 2017-4 M45T 4.5% 06-25-57                                                                     | CUSIP: 35563PCS6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     3806741 | PA      | $3680932.00    | 0.00%             | 2057-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AFFRM 2024-B                                                                    | AFFRM 2024-B A 144A 4.62% 09-15-29                                                                 | CUSIP: 00835AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5330000 | PA      | $5351117.46    | 0.01%             | 2029-09-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AASET 2025-2A                                                                   | AASET 2025-2A A 144A 5.522% 02-16-50                                                               | CUSIP: 00039NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    46699417 | PA      | $47279890.26   | 0.05%             | 2050-02-16      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2025-R1                                                                   | VERUS 2025-R1 A1 144A 5.402% 05-25-65                                                              | CUSIP: 92541AAA8<br>LEI: 213800UBQ9UM61L7TB84 | Long             | ABS-CBDO         | CORP              | US        |    17866825 | PA      | $18030824.80   | 0.02%             | 2065-05-25      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2025-7                                                                    | VERUS 2025-7 A1 144A 5.129% 08-25-70                                                               | CUSIP: 924931AC2<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-CBDO         | CORP              | US        |     3024230 | PA      | $3039774.50    | 0.00%             | 2070-08-25      | Variable      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| WFCM 2024-5C2                                                                   | WFCM 2024-5C2 AS FRN 11-15-57                                                                      | CUSIP: 95003UAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    22375000 | PA      | $23512321.25   | 0.02%             | 2057-11-15      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| WFCM 2025-1918                                                                  | WFCM 2025-1918 A 144A FRN 09-15-40                                                                 | CUSIP: 95004QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4144000 | PA      | $4176057.98    | 0.00%             | 2040-09-15      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST AFRMT_25-2-A                                                | AFRMT 2025-2A A 144A 4.67% 07-15-33                                                                | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    18767000 | PA      | $18886283.05   | 0.02%             | 2033-07-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST ARIVO_25-1                         | ARIVO 2025-1A A2 144A 4.92% 05-15-29                                                               | CUSIP: 039962AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2546000 | PA      | $2549146.86    | 0.00%             | 2029-05-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| ARKANSAS DEVELOPMENT FINANCE AUTHORITY                                          | BIG RIVER STEEL LLC 4.75% 09-01-49                                                                 | CUSIP: 04108WCD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     6000000 | PA      | $5802684.00    | 0.01%             | 2049-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ARKANSAS DEVELOPMENT FINANCE AUTHORITY                                          | BIG RIVER STEEL LLC 4.5% 09-01-49                                                                  | CUSIP: 04108WCC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    23770000 | PA      | $22804866.69   | 0.02%             | 2049-09-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST ARIVO_25-1                         | ARIVO 2025-1A B 144A 5.11% 11-17-31                                                                | CUSIP: 039962AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2330000 | PA      | $2337814.82    | 0.00%             | 2031-11-17      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST ARIVO_25-1                         | ARIVO 2025-1A C 144A 5.42% 12-15-31                                                                | CUSIP: 039962AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1537000 | PA      | $1542477.87    | 0.00%             | 2031-12-15      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                               | CHICAGO BOARD OF EDUCATION 1.75% 12-15-25                                                          | CUSIP: 167505KK1<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    13760000 | PA      | $13661285.76   | 0.01%             | 2025-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CUYAHOGA CNTY OHIO PORT AUTH                                          | UNITED STATES OF AMERICA 4.425% 05-01-31                                                           | CUSIP: 18611CAA4<br>LEI: 549300KI3FXFLUKF3A98 | Long             | DBT              | MUN               | US        |    23475000 | PA      | $21174097.88   | 0.02%             | 2031-05-01      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                               | CHICAGO BOARD OF EDUCATION 6.138% 12-01-39                                                         | CUSIP: 167505KH8<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    57980000 | PA      | $55176956.90   | 0.06%             | 2039-12-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                               | CHICAGO BOARD OF EDUCATION 6.519% 12-01-40                                                         | CUSIP: 167505NH5<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |     5770000 | PA      | $5515589.16    | 0.01%             | 2040-12-01      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST ARIVO_25-1                         | ARIVO 2025-1A D 144A 5.82% 01-15-32                                                                | CUSIP: 039962AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1004000 | PA      | $1007594.32    | 0.00%             | 2032-01-15      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| APEXC 2021-2A                                                                   | APEXC 2021-2A A2R CLO 144A FRN 10-20-34                                                            | CUSIP: 03755QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1842000 | PA      | $1845536.64    | 0.00%             | 2034-10-20      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                               | CHICAGO BOARD OF EDUCATION 6.319% 11-01-29                                                         | CUSIP: 167505NG7<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    14400000 | PA      | $14276577.60   | 0.01%             | 2029-11-01      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| GRAND PARKWAY TRANSPORTATION CORP                                               | GRAND PARKWAY TRANSPORTATION CORP 3.236% 10-01-52                                                  | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     6730000 | PA      | $4751480.95    | 0.00%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| AFRMT 2025-3A                                                                   | AFRMT 2025-3A C 144A 4.89% 10-16-34                                                                | CUSIP: 00833BAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9581000 | PA      | $9579227.52    | 0.01%             | 2034-10-16      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| AFRMT 2025-3A                                                                   | AFRMT 2025-3A A 144A 4.45% 10-16-34                                                                | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    18745000 | PA      | $18736770.95   | 0.02%             | 2034-10-16      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| GOLDEN STATE TOBACCO SECURITIZATION CORP                                        | GOLDEN STATE TOBACCO SECURITIZATION CORP ST APPROP 2.746% 06-01-34                                 | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2245000 | PA      | $1993389.38    | 0.00%             | 2034-06-01      | Fixed         | 2.75%                 | 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        |     4403846 | PA      | $4663607.21    | 0.00%             | 2035-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| AFRMT 2025-3A                                                                   | AFRMT 2025-3A B 144A 4.75% 10-16-34                                                                | CUSIP: 00833BAP3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2380000 | PA      | $2379374.06    | 0.00%             | 2034-10-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2                                       | AESOP 2020-2A B 144A 2.96% 02-20-27                                                                | CUSIP: 05377REA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1498333 | PA      | $1492966.30    | 0.00%             | 2027-02-20      | Fixed         | 2.96%                 | Yes           |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH                                                           | IL HDA SFM PAC (100-400) PSA 16A SF 4.0% 04-01-46                                                  | CUSIP: 45201YJ32<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | DBT              | MUN               | US        |       85000 | PA      | $85017.43      | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                             | STATE OF ILLINOIS 5.1% 06-01-33                                                                    | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   245181912 | PA      | $249573610.28  | 0.26%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MISSOURI ST HSG DEV COMMN                                                       | MISSOURI HOUSING DEVELOPMENT COMMISSION GNMA/FNMA/FHLMC 3.75% 05-01-38                             | CUSIP: 60637BGC8<br>LEI: 5493007FBL7WCV3NKY25 | Long             | DBT              | MUN               | US        |       30000 | PA      | $29999.55      | 0.00%             | 2038-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY                                                    | MASSACHUSETTS HOUSING FINANCE AGENCY 3.5% 06-01-42                                                 | CUSIP: 57587AJD1<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |       95000 | PA      | $95008.08      | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                        | MINNESOTA HOUSING FINANCE AGENCY 3.5% 01-01-46                                                     | CUSIP: 60416SMZ0<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |       75000 | PA      | $74906.93      | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS EDL FING AUTH                                                     | MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY 6.352% 07-01-49                                      | CUSIP: 57563RTX7<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |    36500000 | PA      | $37923281.00   | 0.04%             | 2049-07-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY                                    | MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY 3.5% 06-01-47                                         | CUSIP: 5946537N1<br>LEI: 549300NSWW1HVXE93T03 | Long             | DBT              | MUN               | US        |     1545000 | PA      | $1543502.90    | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                        | MINNESOTA HOUSING FINANCE AGENCY GNMA/FNMA/FHLMC HUD LN 4.0% 01-01-45                              | CUSIP: 60416SHX1<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |      645000 | PA      | $645134.16     | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-4                                         | SCRT 2017-4 MT 3.5% 06-25-57                                                                       | CUSIP: 35563PCM9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     4527239 | PA      | $4128954.74    | 0.00%             | 2057-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-4                                         | SCRT 2017-4 HT FRN 06-25-57                                                                        | CUSIP: 35563PDD8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     7290405 | PA      | $6606907.36    | 0.01%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| MORONGO BAND OF MISSION INDIANS CALIF                                           | MORONGO BAND OF MISSION 144A LIFE SR UNSEC SF 7.0% 10-01-39                                        | CUSIP: 617734AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11225000 | PA      | $12138715.00   | 0.01%             | 2039-10-01      | Fixed         | 7.00%                 | Yes           |                  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        |     4119000 | PA      | $3470376.95    | 0.00%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_18-2                                         | SCRT 2018-2 MT 3.5% 11-25-57                                                                       | CUSIP: 35563PFF1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     7509458 | PA      | $6743748.59    | 0.01%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED LOAN STRUCTURED TRANSACTION SLST_18-1                                  | SLST 2018-1 A1 3.5% 06-25-28                                                                       | CUSIP: 35564CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    13672578 | PA      | $13386574.71   | 0.01%             | 2028-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SLST SLST_18-2                                                    | SLST 2018-2 A1 3.5% 11-25-28                                                                       | CUSIP: 35564CAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    10860926 | PA      | $10639819.10   | 0.01%             | 2028-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-2                                         | SCRT 2019-2 MA 3.5% 08-25-58                                                                       | CUSIP: 35563PKG3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    15876007 | PA      | $15348844.18   | 0.02%             | 2058-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY                                       | STATE OF NEW JERSEY NATL 7.425% 02-15-29                                                           | CUSIP: 645913AA2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |     3630000 | PA      | $3817028.49    | 0.00%             | 2029-02-15      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.2145% 09-18-25/09-18-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $260297.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2                                       | AESOP 2020-2A A 144A 2.02% 02-20-27                                                                | CUSIP: 05377RDY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    21537500 | PA      | $21425031.09   | 0.02%             | 2027-02-20      | Fixed         | 2.02%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2                                       | AESOP 2020-2A C 144A 4.25% 02-20-27                                                                | CUSIP: 05377REC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2984167 | PA      | $2980725.91    | 0.00%             | 2027-02-20      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 13.135% 09-16-25/01-02-31                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-863542.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 13.105% 09-16-25/01-02-31                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | FR        |           1 | NC      | $-256590.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.2155% 09-18-25/09-18-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $258777.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.2015% 09-18-25/02-28-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $1634426.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST BHG_21-A                                               | BHG 2021-A A 144A 1.42% 11-17-33                                                                   | CUSIP: 08861YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      198011 | PA      | $195921.26     | 0.00%             | 2033-11-17      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST BHG_21-A                                               | BHG 2021-A B 144A 2.79% 11-17-33                                                                   | CUSIP: 08861YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      914000 | PA      | $895933.88     | 0.00%             | 2033-11-17      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 13.115% 09-16-25/01-02-31                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | FR        |           1 | NC      | $-238366.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.8475% 09-18-25/11-15-52 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $1090110.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.2385% 09-18-25/09-18-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $464198.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 13.03% 09-17-25/01-02-31                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-782572.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BLACKBIRD CAPITAL AIRCRAFT LEASE BBIRD_21-1                                     | BBIRD 2021-1A B 144A 3.446% 07-15-46                                                               | CUSIP: 09229CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1885153 | PA      | $1799037.21    | 0.00%             | 2046-07-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| BLACKBIRD CAPITAL AIRCRAFT LEASE BBIRD_21-1                                     | BBIRD 2021-1A A 144A 2.443% 07-15-46                                                               | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14846041 | PA      | $14042424.62   | 0.01%             | 2046-07-15      | Fixed         | 2.44%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.4245% 09-22-25/08-15-32 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $605882.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.583% 09-22-25/05-15-35 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $519061.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST BHG_21-B                                               | BHG 2021-B B 144A 1.67% 10-17-34                                                                   | CUSIP: 08862BAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      900259 | PA      | $887082.58     | 0.00%             | 2034-10-17      | Fixed         | 1.67%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CREDIT CARD TRUST BACCT_22-A2                                   | BACCT 2022-A2 A2 5.0% 04-17-28                                                                     | CUSIP: 05522RDF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1020000 | PA      | $1020979.20    | 0.00%             | 2028-04-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASX LTD                                                                         | AUS GB 10YR FUT XMZ5 12-15-25                                                                      | CUSIP: N/A<br>LEI: 549300VSBVYUCBIQKT71       | N/A              | DIR              | CORP              | AU        |         569 | NC      | $48475.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                               | EURO-BUND 10YR FUT RXZ5 12-08-25                                                                   | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |        3374 | NC      | $-2916586.32   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                               | EURO-BUXL 30YR FUT UBZ5 12-08-25                                                                   | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |          25 | NC      | $17004.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                                        | JPN GB 10YR FUT JBZ5 12-15-25                                                                      | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DIR              | CORP              | JP        |         289 | NC      | $1912214.17    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BATTALION CLO LTD BATLN_16-10A                                                  | BATLN 2016-10A A1R2 CLO 144A FRN 01-25-35                                                          | CUSIP: 07132JBC7<br>LEI: 549300RRK5G3IT4Y7N27 | Long             | ABS-O            | CORP              | KY        |     3125000 | PA      | $3129015.63    | 0.00%             | 2035-01-25      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_23-1                        | BLAST 2023-1 A3 6.51% 11-15-27                                                                     | CUSIP: 108056AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      177400 | PA      | $177554.01     | 0.00%             | 2027-11-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| BLACKROCK BAKER CLO LTD BLKMM_23-1                                              | BLKMM 2023-1A A1 CLO 144A FRN 04-20-35                                                             | CUSIP: 09263GAC1<br>LEI: 549300N3N5OOLMSHXG32 | Long             | ABS-O            | CORP              | US        |     3000000 | PA      | $3001452.00    | 0.00%             | 2035-04-20      | Variable      | 6.83%                 | Yes           |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1                        | BLAST 2024-1 B 5.43% 08-15-28                                                                      | CUSIP: 107933AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5517000 | PA      | $5533219.98    | 0.01%             | 2028-08-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1                        | BLAST 2024-1 D 6.03% 11-15-29                                                                      | CUSIP: 107933AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6201000 | PA      | $6322998.47    | 0.01%             | 2029-11-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1                        | BLAST 2024-1 C 5.65% 04-16-29                                                                      | CUSIP: 107933AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5660000 | PA      | $5721303.46    | 0.01%             | 2029-04-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1                        | BLAST 2024-1 A3 5.53% 01-18-28                                                                     | CUSIP: 107933AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      874842 | PA      | $875532.86     | 0.00%             | 2028-01-18      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD BATLN_24-25                                                   | BATLN 2024-25A C CLO 144A FRN 03-13-37                                                             | CUSIP: 07134FAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2400000 | PA      | $2404687.20    | 0.00%             | 2037-03-13      | Variable      | 6.83%                 | Yes           |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-1                                         | SCRT 2019-1 MA 3.5% 07-25-58                                                                       | CUSIP: 35563PJF7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      938435 | PA      | $911460.33     | 0.00%             | 2058-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SLST SLST_19-2                                                    | SLST 2019-2 A1C 2.75% 09-25-29                                                                     | CUSIP: 35564CCZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    38804999 | PA      | $37101187.69   | 0.04%             | 2029-09-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BALLYROCK LTD BALLY_19-2A                                                       | BALLY 2019-2A A1RR CLO 144A FRN 02-20-36                                                           | CUSIP: 05875MAX0<br>LEI: 254900IF22Z7SA13VI60 | Long             | ABS-O            | CORP              | KY        |    15000000 | PA      | $15019335.00   | 0.02%             | 2036-02-20      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| BREX COMMERCIAL CHARGE CARD MASTER TRUST BREX_24-1                              | BREX 2024-1 A1 144A 6.05% 07-15-27                                                                 | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6123000 | PA      | $6162046.37    | 0.01%             | 2027-07-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-4                                         | SCRT 2019-4 MA 3.0% 02-25-59                                                                       | CUSIP: 35563PML0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    70329356 | PA      | $65209589.78   | 0.07%             | 2059-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SLST SLST_19-3                                                    | SLST 2019-3 A1C 2.75% 11-25-29                                                                     | CUSIP: 35564CEE3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    19225348 | PA      | $18358169.76   | 0.02%             | 2029-11-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BREX COMMERCIAL CHARGE CARD MASTER TRUST BREX_24-1                              | BREX 2024-1 A2 144A 6.68% 07-15-27                                                                 | CUSIP: 05601DAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6275000 | PA      | $6300263.15    | 0.01%             | 2027-07-15      | Fixed         | 6.68%                 | Yes           |                  2 | On Loan: No      |
| BLAST 2024-3                                                                    | BLAST 2024-3 D 5.83% 05-15-30                                                                      | CUSIP: 10805NAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    16137000 | PA      | $16472746.42   | 0.02%             | 2030-05-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BLAST 2024-3                                                                    | BLAST 2024-3 B 5.37% 10-16-28                                                                      | CUSIP: 10805NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3676000 | PA      | $3697699.43    | 0.00%             | 2028-10-16      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BLAST 2024-3                                                                    | BLAST 2024-3 A3 5.34% 04-17-28                                                                     | CUSIP: 10805NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3925323 | PA      | $3934127.14    | 0.00%             | 2028-04-17      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| BLACK 2016-1X                                                                   | BLACK 2016-1X A1AR CLO REG S FRN 04-26-31                                                          | CUSIP: N/A<br>LEI: 549300K8V8PYC7UZSI28       | Long             | ABS-O            | CORP              | KY        |     9276544 | PA      | $9279781.17    | 0.01%             | 2031-04-26      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| BJETS 2024-2A                                                                   | BJETS 2024-2A A 144A 5.364% 09-15-39                                                               | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15947707 | PA      | $16041543.35   | 0.02%             | 2039-09-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-4                        | BLAST 2024-4 B 4.77% 08-15-30                                                                      | CUSIP: 10806EAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4138000 | PA      | $4155367.19    | 0.00%             | 2030-08-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-4                        | BLAST 2024-4 C 4.83% 08-15-30                                                                      | CUSIP: 10806EAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14576000 | PA      | $14630587.12   | 0.02%             | 2030-08-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-4                        | BLAST 2024-4 A3 4.72% 09-15-28                                                                     | CUSIP: 10806EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4783000 | PA      | $4791461.13    | 0.00%             | 2028-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-4                        | BLAST 2024-4 A2 4.84% 09-15-27                                                                     | CUSIP: 10806EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2457621 | PA      | $2458928.93    | 0.00%             | 2027-09-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-4                        | BLAST 2024-4 D 5.23% 08-15-30                                                                      | CUSIP: 10806EAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    23675000 | PA      | $23848301.00   | 0.02%             | 2030-08-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C8                                                                    | BMO 2024-5C8 AS FRN 12-15-57                                                                       | CUSIP: 09661XAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10710000 | PA      | $11148777.99   | 0.01%             | 2057-12-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-3                                         | SCRT 2019-3 MT 3.5% 10-25-58                                                                       | CUSIP: 35563PLG2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     1305382 | PA      | $1171294.20    | 0.00%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-2                                         | SCRT 2019-2 MT 3.5% 08-26-58                                                                       | CUSIP: 35563PKF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     2135965 | PA      | $1908984.58    | 0.00%             | 2058-08-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLAST 2025-1                                                                    | BLAST 2025-1 A3 4.67% 08-15-28                                                                     | CUSIP: 10806HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14679000 | PA      | $14705246.05   | 0.02%             | 2028-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST CHAOT_24-4                                               | CHAOT 2024-4A A3 144A 4.94% 07-25-29                                                               | CUSIP: 16144YAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9354000 | PA      | $9457333.64    | 0.01%             | 2029-07-25      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_19-3SC                                      | SCRT 2019-3 MA 3.5% 10-25-58                                                                       | CUSIP: 35563PLH0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      378479 | PA      | $367564.44     | 0.00%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-1                                         | SCRT 2019-1 MT 3.5% 07-25-58                                                                       | CUSIP: 35563PJE0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     2540946 | PA      | $2280730.34    | 0.00%             | 2058-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CLARUS 2024-1A                                                                  | CLARUS 2024-1A B 144A 4.79% 08-20-32                                                               | CUSIP: 18271JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2324000 | PA      | $2331783.08    | 0.00%             | 2032-08-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| CLARUS 2024-1A                                                                  | CLARUS 2024-1A A2 144A 4.71% 08-20-32                                                              | CUSIP: 18271JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5558097 | PA      | $5579712.51    | 0.01%             | 2032-08-20      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| SGL_21-OVA                                                                      | SLG 2021-OVA A 144A 2.5854% 07-15-41                                                               | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    23334000 | PA      | $20767330.00   | 0.02%             | 2041-07-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| SREIT TRUST SREIT_21-MFP                                                        | SREIT 2021-MFP A 144A FRN 11-15-38                                                                 | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    43155040 | PA      | $43125694.38   | 0.04%             | 2038-11-15      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST CHAOT_24-5                                               | CHAOT 2024-5A A4 144A 4.15% 03-25-30                                                               | CUSIP: 16144QAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5552000 | PA      | $5573386.30    | 0.01%             | 2030-03-25      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| CPS 2024-D                                                                      | CPS 2024-D B 144A 4.65% 03-15-29                                                                   | CUSIP: 22411JAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8952000 | PA      | $8974559.04    | 0.01%             | 2029-03-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| STORAGEMART COMMERCIAL MORTGAGE TRUST SMRT_22-MINI                              | SMRT 2022-MINI A 144A FRN 01-15-39                                                                 | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    55785000 | PA      | $55734347.22   | 0.06%             | 2039-01-15      | Variable      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC - STACR 2016-DNA1                                                   | STACR 2016-DNA1 M3 FRN 07-25-28                                                                    | CUSIP: 3137G0HW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1123310 | PA      | $1139208.04    | 0.00%             | 2028-07-25      | Variable      | 10.02%                | No            |                  2 | On Loan: No      |
| CPS 2024-D                                                                      | CPS 2024-D A 144A 4.91% 06-15-28                                                                   | CUSIP: 22411JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1424070 | PA      | $1426307.29    | 0.00%             | 2028-06-15      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_24-N3                                      | CRVNA 2024-N3 A3 144A 4.53% 01-10-29                                                               | CUSIP: 14687WAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1982000 | PA      | $1985740.03    | 0.00%             | 2029-01-10      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_24-N3                                      | CRVNA 2024-N3 B 144A 4.67% 12-10-30                                                                | CUSIP: 14687WAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2000000 | PA      | $2004904.00    | 0.00%             | 2030-12-10      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| CAALT 2024-1A                                                                   | CAALT 2024-1A A 144A 5.68% 03-15-34                                                                | CUSIP: 22537GAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2000000 | PA      | $2023358.00    | 0.00%             | 2034-03-15      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| SEASONED LOANS STRUCTURED TRANSACTION TRUST SLST_22-1                           | SLST 2022-1 A1 3.5% 05-25-32                                                                       | CUSIP: 35564CLZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    27198999 | PA      | $26390182.09   | 0.03%             | 2032-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_22-DNA5                                     | STACR 2022-DNA5 M1A 144A FRN 06-25-42                                                              | CUSIP: 35564KYN3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-CBDO         | CORP              | US        |     7593344 | PA      | $7746456.34    | 0.01%             | 2042-06-25      | Variable      | 7.31%                 | Yes           |                  2 | On Loan: No      |
| CLAST 2025-1A                                                                   | CLAST 2025-1A B 144A 6.504% 02-15-50                                                               | CUSIP: 14856VAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14162512 | PA      | $14339586.05   | 0.01%             | 2050-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CLAST 2025-1A                                                                   | CLAST 2025-1A A 144A 5.783% 02-15-50                                                               | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    30865154 | PA      | $31382608.50   | 0.03%             | 2050-02-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6                                     | STACR 2022-DNA6 M1B 144A FRN 09-25-42                                                              | CUSIP: 35564KH44<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-CBDO         | CORP              | US        |     7561000 | PA      | $7951117.36    | 0.01%             | 2042-09-25      | Variable      | 8.06%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6                                     | STACR 2022-DNA6 M1A 144A FRN 09-25-42                                                              | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-CBDO         | CORP              | US        |     1561358 | PA      | $1570355.91    | 0.00%             | 2042-09-25      | Variable      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| CCG 2025-1                                                                      | CCG 2025-1 B 144A 4.69% 10-14-32                                                                   | CUSIP: 12515XAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      900000 | PA      | $911277.00     | 0.00%             | 2032-10-14      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| CNH 2025-A                                                                      | CNH 2025-A A3 4.36% 08-15-30                                                                       | CUSIP: 12674BAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1680000 | PA      | $1697934.00    | 0.00%             | 2030-08-15      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| SFO COMMERICAL MORTGAGE TRUST SFO_21-555                                        | SFO 2021-555 A 144A 5.29748% 05-15-38                                                              | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14100000 | PA      | $14010013.80   | 0.01%             | 2038-05-15      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| SFO COMMERICAL MORTGAGE TRUST SFO_21-555                                        | SFO 2021-555 B 144A FRN 05-15-38                                                                   | CUSIP: 78432WAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1487970.00    | 0.00%             | 2038-05-15      | Variable      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| CPS 2025-B                                                                      | CPS 2025-B C 144A 5.12% 07-15-31                                                                   | CUSIP: 12630SAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5257000 | PA      | $5306221.29    | 0.01%             | 2031-07-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CPS 2025-B                                                                      | CPS 2025-B B 144A 4.79% 11-15-29                                                                   | CUSIP: 12630SAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2572000 | PA      | $2588743.72    | 0.00%             | 2029-11-15      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| STACR 2024-DNA1                                                                 | STACR 2024-DNA1 A1 144A FRN 02-25-44                                                               | CUSIP: 35564NAW3<br>LEI: 529900N6M839KA246662 | Long             | ABS-CBDO         | CORP              | US        |     9201332 | PA      | $9252187.29    | 0.01%             | 2044-02-25      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| STACR 2018-DNA1                                                                 | STACR 2018-DNA1 M2B FRN 07-25-30                                                                   | CUSIP: 3137G0TV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2267977 | PA      | $2297671.28    | 0.00%             | 2030-07-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| CPS 2025-B                                                                      | CPS 2025-B A 144A 4.74% 02-15-29                                                                   | CUSIP: 12630SAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3457108 | PA      | $3467911.87    | 0.00%             | 2029-02-15      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| CLIF 2024-1A                                                                    | CLIF 2024-1A C 144A 6.0% 07-20-49                                                                  | CUSIP: 12571WAC7<br>LEI: 2549008S2Z91ASJFZL83 | Long             | ABS-O            | CORP              | US        |     2676875 | PA      | $2688532.80    | 0.00%             | 2049-07-20      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SDR 2024-DSNY                                                                   | SDR 2024-DSNY A 144A FRN 05-15-39                                                                  | CUSIP: 811304AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7079000 | PA      | $7069719.43    | 0.01%             | 2039-05-15      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| SDR 2024-DSNY                                                                   | SDR 2024-DSNY B 144A FRN 05-15-39                                                                  | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      486000 | PA      | $485496.99     | 0.00%             | 2039-05-15      | Variable      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-1                                                       | CLIF 2020-1A A 144A 2.08% 09-18-45                                                                 | CUSIP: 12563LAN7<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |     2378291 | PA      | $2228617.65    | 0.00%             | 2045-09-18      | Fixed         | 2.08%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-1                                                       | CLIF 2020-1A B 144A 3.62% 09-18-45                                                                 | CUSIP: 12563LAP2<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |      613864 | PA      | $584268.47     | 0.00%             | 2045-09-18      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| STACR 2024-DNA2                                                                 | STACR 2024-DNA2 M1 144A FRN 05-25-44                                                               | CUSIP: 35564NCX9<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-CBDO         | CORP              | US        |     6230000 | PA      | $6233645.04    | 0.01%             | 2044-05-25      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| STACR 2024-DNA2                                                                 | STACR 2024-DNA2 A1 144A FRN 05-25-44                                                               | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-CBDO         | CORP              | US        |    21524277 | PA      | $21644662.12   | 0.02%             | 2044-05-25      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-2                                                       | CLIF 2020-2A B 144A 3.56% 09-15-45                                                                 | CUSIP: 12563LAR8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      326667 | PA      | $310680.05     | 0.00%             | 2045-09-15      | Fixed         | 3.56%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-2                                                       | CLIF 2020-2A A 144A 2.03% 09-15-45                                                                 | CUSIP: 12563LAQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5153112 | PA      | $4835314.19    | 0.01%             | 2045-09-15      | Fixed         | 2.03%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-3                                                       | CLIF 2020-3A A 144A 2.07% 10-18-45                                                                 | CUSIP: 12563LAS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3593417 | PA      | $3377200.81    | 0.00%             | 2045-10-18      | Fixed         | 2.07%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_23-1                                                  | DTAOT 2023-1A D 144A 6.44% 11-15-28                                                                | CUSIP: 23346KAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8340000 | PA      | $8480570.70    | 0.01%             | 2028-11-15      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_20-DNA6                                     | STACR 2020-DNA6 B1 144A FRN 12-25-50                                                               | CUSIP: 35566CBD6<br>LEI: 5493000ITBQFEOXM0S98 | Long             | ABS-CBDO         | CORP              | US        |     4475000 | PA      | $4786097.53    | 0.00%             | 2050-12-25      | Variable      | 7.36%                 | Yes           |                  2 | On Loan: No      |
| SCRT 2024-2                                                                     | SCRT 2024-2 MT 3.5% 05-25-64                                                                       | CUSIP: 35563PX46<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    35527704 | PA      | $31161420.28   | 0.03%             | 2064-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_23-1                                                  | DTAOT 2023-1A C 144A 5.55% 10-16-28                                                                | CUSIP: 23346KAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1820877 | PA      | $1826069.95    | 0.00%             | 2028-10-16      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_15-41A                                            | DRSLF 2015-41A AR CLO 144A FRN 04-15-31                                                            | CUSIP: 26244KAN6<br>LEI: 5493000CMI5L15ZSNM78 | Long             | ABS-O            | CORP              | KY        |     4457283 | PA      | $4459636.85    | 0.00%             | 2031-04-15      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| STAR 2024-SFR4                                                                  | STAR 2024-SFR4 A 144A FRN 10-17-41                                                                 | CUSIP: 85520AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    22518189 | PA      | $22610536.13   | 0.02%             | 2041-10-17      | Variable      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| STACR 2024-DNA3                                                                 | STACR 2024-DNA3 M1 144A FRN 10-25-44                                                               | CUSIP: 35564NEZ2<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-CBDO         | CORP              | US        |     6161285 | PA      | $6160816.90    | 0.01%             | 2044-10-25      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| DISCOVER CARD EXECUTION NOTE TRUST                                              | DCENT 2023-A1 A 4.31% 03-15-28                                                                     | CUSIP: 254683CY9<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |    36273000 | PA      | $36317071.70   | 0.04%             | 2028-03-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_23-3                                                  | DTAOT 2023-3A C 144A 6.4% 05-15-29                                                                 | CUSIP: 23345WAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5863000 | PA      | $5939969.46    | 0.01%             | 2029-05-15      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| STACR 2024-DNA3                                                                 | STACR 2024-DNA3 A1 144A FRN 10-25-44                                                               | CUSIP: 35564NEY5<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-CBDO         | CORP              | US        |     7119200 | PA      | $7137040.72    | 0.01%             | 2044-10-25      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| STACR 2024-DNA3                                                                 | STACR 2024-DNA3 M2 144A FRN 10-25-44                                                               | CUSIP: 35564NFA6<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-CBDO         | CORP              | US        |     4427000 | PA      | $4432595.73    | 0.00%             | 2044-10-25      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_23-3                                                  | DTAOT 2023-3A D 144A 7.12% 05-15-29                                                                | CUSIP: 23345WAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6061000 | PA      | $6288717.83    | 0.01%             | 2029-05-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| DIAMETER CAPITAL CLO DCLO_23-5                                                  | DCLO 2023-5A A1 CLO 144A FRN 10-15-36                                                              | CUSIP: 25255RAA7<br>LEI: 254900DQ6NEBLANVO137 | Long             | ABS-O            | CORP              | KY        |     3333000 | PA      | $3333706.60    | 0.00%             | 2036-10-15      | Variable      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| DIAMETER CAPITAL CLO DCLO_23-5                                                  | DCLO 2023-5A A2 CLO 144A FRN 10-15-36                                                              | CUSIP: 25255RAC3<br>LEI: 254900DQ6NEBLANVO137 | Long             | ABS-O            | CORP              | KY        |     4286000 | PA      | $4287187.22    | 0.00%             | 2036-10-15      | Variable      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| DRIVE 2024-1                                                                    | DRIVE 2024-1 B 5.31% 01-16-29                                                                      | CUSIP: 26208WAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7379000 | PA      | $7417223.22    | 0.01%             | 2029-01-16      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR5                                                                  | STAR 2025-SFR5 A 144A FRN 02-17-42                                                                 | CUSIP: 85520CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1377182 | PA      | $1381750.52    | 0.00%             | 2042-02-17      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| SWCH 2025-DATA                                                                  | SWCH 2025-DATA B 144A FRN 03-15-42                                                                 | CUSIP: 78489CAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9804000 | PA      | $9779597.84    | 0.01%             | 2042-03-15      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| DRIVE 2024-1                                                                    | DRIVE 2024-1 C 5.43% 11-17-31                                                                      | CUSIP: 26208WAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13119000 | PA      | $13298113.71   | 0.01%             | 2031-11-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| DRIVE 2024-1                                                                    | DRIVE 2024-1 A3 5.35% 02-15-28                                                                     | CUSIP: 26208WAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1457226 | PA      | $1458151.05    | 0.00%             | 2028-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.551% 10-07-24/10-07-29 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-722314.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.543% 10-07-24/10-07-29 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-346568.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEFT 2024-1                                                                     | DEFT 2024-1 A2 144A 5.58% 03-22-30                                                                 | CUSIP: 24702GAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1949927 | PA      | $1952401.25    | 0.00%             | 2030-03-22      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS RETAIL TRUST DTRT_24-1                                           | DTRT 2024-1 A3 5.49% 12-15-27                                                                      | CUSIP: 233874AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      862042 | PA      | $870179.48     | 0.00%             | 2027-12-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 12.3075% 10-07-24/01-02-29                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-2258707.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS RETAIL TRUST DTRT_24-1                                           | DTRT 2024-1 A4 5.56% 07-15-31                                                                      | CUSIP: 233874AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3048000 | PA      | $3118369.18    | 0.00%             | 2031-07-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| DEFT 2023-3                                                                     | DEFT 2023-3 A3 144A 5.93% 04-23-29                                                                 | CUSIP: 24702EAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4720905 | PA      | $4753110.60    | 0.00%             | 2029-04-23      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| DLLAD 2024-1A                                                                   | DLLAD 2024-1A A3 144A 5.3% 07-20-29                                                                | CUSIP: 23346MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    22017000 | PA      | $22502739.05   | 0.02%             | 2029-07-20      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| DLLAD 2024-1A                                                                   | DLLAD 2024-1A A4 144A 5.38% 09-22-31                                                               | CUSIP: 23346MAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2412000 | PA      | $2498979.13    | 0.00%             | 2031-09-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| DLLAD 2024-1A                                                                   | DLLAD 2024-1A A2 144A 5.5% 08-20-27                                                                | CUSIP: 23346MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4142074 | PA      | $4164498.83    | 0.00%             | 2027-08-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| EART 2024-3A                                                                    | EART 2024-3A D 5.98% 09-16-30                                                                      | CUSIP: 30165AAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11864000 | PA      | $12142044.70   | 0.01%             | 2030-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_22-2                                                  | DTAOT 2022-2A E 144A 6.45% 05-15-29                                                                | CUSIP: 23345AAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8215000 | PA      | $8289929.02    | 0.01%             | 2029-05-15      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_23-1                                                  | DTAOT 2023-1A E 144A 10.39% 01-15-30                                                               | CUSIP: 23346KAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11520000 | PA      | $12107531.52   | 0.01%             | 2030-01-15      | Fixed         | 10.39%                | Yes           |                  2 | On Loan: No      |
| DRIVE 2024-2                                                                    | DRIVE 2024-2 A3 4.5% 09-15-28                                                                      | CUSIP: 26207AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15041000 | PA      | $15064479.00   | 0.02%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DRIVE 2024-2                                                                    | DRIVE 2024-2 A2 4.94% 12-15-27                                                                     | CUSIP: 26207AAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2525400 | PA      | $2527284.45    | 0.00%             | 2027-12-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| DRSLF 2016-45A                                                                  | DRSLF 2016-45A A1RR CLO 144A FRN 10-15-30                                                          | CUSIP: 26244MAW2<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-O            | CORP              | KY        |     9627093 | PA      | $9630183.50    | 0.01%             | 2030-10-15      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| DEFT 2024-2                                                                     | DEFT 2024-2 B 144A 4.82% 08-22-30                                                                  | CUSIP: 24704EAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1083000 | PA      | $1093183.45    | 0.00%             | 2030-08-22      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| DEFT 2024-2                                                                     | DEFT 2024-2 A3 144A 4.59% 08-22-30                                                                 | CUSIP: 24704EAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7522000 | PA      | $7581341.06    | 0.01%             | 2030-08-22      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| DEXT 2023-1                                                                     | DEXT 2023-1 A2 144A 5.99% 03-15-32                                                                 | CUSIP: 25216BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3602456 | PA      | $3620154.65    | 0.00%             | 2032-03-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| DRVPNK_25-1                                                                     | DRVPNK 2025-1A A2 144A 4.72% 04-10-28                                                              | CUSIP: 05330QAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2027879 | PA      | $2033111.41    | 0.00%             | 2028-04-10      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                  | MARSH & MCLENNAN COS INC SR UNSEC 5.0% 03-15-35                                                    | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    29004000 | PA      | $29375599.25   | 0.03%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                  | MARSH & MCLENNAN COS INC SR UNSEC 4.85% 11-15-31                                                   | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15354675.00   | 0.02%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 5.516% 11-19-55/54                                                         | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    22207000 | PA      | $22463757.33   | 0.02%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                        | MICROCHIP TECHNOLOGY INC SR UNSEC 4.9% 03-15-28                                                    | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    11349000 | PA      | $11518020.66   | 0.01%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                        | MICROCHIP TECHNOLOGY INC SR UNSEC 5.05% 02-15-30                                                   | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    17525000 | PA      | $17926340.03   | 0.02%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                              | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 4.9% 01-09-30                     | CUSIP: 59217GFT1<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5130860.00    | 0.01%             | 2030-01-09      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND 7.375% 05-13-55                                               | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    25110000 | PA      | $27633806.10   | 0.03%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND 6.875% 05-13-37                                               | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    46000000 | PA      | $49726000.00   | 0.05%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND 6.0% 05-13-30                                                 | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    13790000 | PA      | $14500874.50   | 0.02%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 5.23% 01-15-31/30                                                          | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    27720000 | PA      | $28616658.84   | 0.03%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| MINERA MEXICO SA DE CV                                                          | MINERA MEXICO SA DE CV 144A LIFE SR UNSEC 5.625% 02-12-32                                          | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |    25390000 | PA      | $26227870.00   | 0.03%             | 2032-02-12      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC SR UNSEC 4.95% 03-15-32                                                             | CUSIP: 57636QBG8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     5545000 | PA      | $5747525.58    | 0.01%             | 2032-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| 200 PARK FUNDING TRUST                                                          | 200 PARK FUNDING TRUST 144A LIFE SR UNSEC 5.74% 02-15-55                                           | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4562824.50    | 0.00%             | 2055-02-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALD'S CORP SR UNSEC 4.95% 03-03-35                                                            | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    30043000 | PA      | $30453116.99   | 0.03%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MEIJI YASUDA LIFE INSURANCE CO                                                  | MEIJI YASUDA LIFE INSURANCE CO 144A LIFE SUB (H) 6.1% 06-11-55/35                                  | CUSIP: 585270AE1<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |     2500000 | PA      | $2603172.50    | 0.00%             | 2055-06-11      | Variable      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                        | MARS INC 144A LIFE SR UNSEC 4.8% 03-01-30                                                          | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    34478000 | PA      | $35138012.35   | 0.04%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                        | MARS INC 144A LIFE SR UNSEC 5.0% 03-01-32                                                          | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    36419000 | PA      | $37274591.57   | 0.04%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                        | MARS INC 144A LIFE SR UNSEC 5.2% 03-01-35                                                          | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    77088000 | PA      | $78834505.73   | 0.08%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                        | MARS INC 144A LIFE SR UNSEC 5.7% 05-01-55                                                          | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    76898000 | PA      | $77948964.97   | 0.08%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 4.994% 04-12-29/28                                                         | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     5750000 | PA      | $5865540.50    | 0.01%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 5.192% 04-17-31/30                                                         | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    33759000 | PA      | $34871088.98   | 0.04%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 5.664% 04-17-36/35                                                         | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    31639000 | PA      | $33396071.87   | 0.03%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC SR UNSEC 5.65% 11-01-32                                                      | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     6400000 | PA      | $6720025.60    | 0.01%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                      | MONDELEZ INTERNATIONAL INC SR UNSEC 4.5% 05-06-30                                                  | CUSIP: 609207BG9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    13785000 | PA      | $13905081.14   | 0.01%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                      | MONDELEZ INTERNATIONAL INC SR UNSEC 5.125% 05-06-35                                                | CUSIP: 609207BH7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    30766000 | PA      | $31374797.61   | 0.03%             | 2035-05-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND 5.85% 07-02-32                                                | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    20000000 | PA      | $20673000.00   | 0.02%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                               | UNION ELECTRIC CO SR SEC 1ST LIEN 5.125% 03-15-55                                                  | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      441000 | PA      | $417782.67     | 0.00%             | 2055-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                      | US BANCORP SR UNSEC 5.424% 02-12-36/35                                                             | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $20716460.00   | 0.02%             | 2036-02-12      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                      | US BANCORP SR UNSEC 5.046% 02-12-31/30                                                             | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    13200000 | PA      | $13542328.80   | 0.01%             | 2031-02-12      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP SR UNSEC 5.1% 02-20-35                                                          | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     7741000 | PA      | $7963290.56    | 0.01%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP SR UNSEC 5.6% 12-01-54                                                          | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    28249000 | PA      | $28713244.07   | 0.03%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                               | UNION ELECTRIC CO SR SEC 1ST LIEN 5.25% 04-15-35                                                   | CUSIP: 906548DA7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     4884000 | PA      | $5038949.78    | 0.01%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 5.95% 06-15-55                                                     | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    29456000 | PA      | $30732387.39   | 0.03%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 4.4% 06-15-28                                                      | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3029862.00    | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 5.3% 06-15-35                                                      | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    51253000 | PA      | $53002623.66   | 0.05%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 4.65% 01-15-31                                                     | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    17000000 | PA      | $17234566.00   | 0.02%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                      | US BANCORP SUB 3.1% 04-27-26                                                                       | CUSIP: 91159HHM5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6962718.00    | 0.01%             | 2026-04-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP SR UNSEC 4.5% 06-01-42                                                                    | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1244102.75    | 0.00%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP SR UNSEC 3.125% 05-04-27                                                                  | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $986008.00     | 0.00%             | 2027-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP SR UNSEC 4.125% 11-16-28                                                                  | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     6320000 | PA      | $6316505.04    | 0.01%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 3.7% 12-15-25                                                      | CUSIP: 91324PDN9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    15430000 | PA      | $15414708.87   | 0.02%             | 2025-12-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP SR UNSEC 4.3% 03-01-49                                                          | CUSIP: 907818FC7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     1367000 | PA      | $1155459.48    | 0.00%             | 2049-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 2.875% 08-15-29                                                    | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1172000 | PA      | $1119616.29    | 0.00%             | 2029-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 3.7% 08-15-49                                                      | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     3098000 | PA      | $2328255.43    | 0.00%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 144A LIFE SR UNSEC 3.126% 08-13-30/29                                                 | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     2600000 | PA      | $2483842.40    | 0.00%             | 2030-08-13      | Variable      | 3.13%                 | Yes           |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP SR UNSEC 2.15% 02-05-27                                                         | CUSIP: 907818FJ2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     4740000 | PA      | $4631913.78    | 0.00%             | 2027-02-05      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP SR UNSEC 3.25% 02-05-50                                                         | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    17642000 | PA      | $12438686.16   | 0.01%             | 2050-02-05      | Fixed         | 3.25%                 | 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        |    13538000 | PA      | $12275283.66   | 0.01%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 2.9% 05-15-50                                                      | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     9116000 | PA      | $5881269.44    | 0.01%             | 2050-05-15      | Fixed         | 2.90%                 | 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        |     6537000 | PA      | $4850081.39    | 0.01%             | 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        |    10300000 | PA      | $10196917.60   | 0.01%             | 2027-01-30      | Variable      | 1.36%                 | Yes           |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                               | UNION ELECTRIC CO SR SEC 1ST LIEN 2.625% 03-15-51                                                  | CUSIP: 906548CS9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      132000 | PA      | $81972.13      | 0.00%             | 2051-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 144A LIFE SR UNSEC 2.095% 02-11-32/31                                                 | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    11788000 | PA      | $10403923.77   | 0.01%             | 2032-02-11      | Variable      | 2.10%                 | Yes           |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                                        | UNITED OVERSEAS BANK LTD 144A LIFE SUB 2.0% 10-14-31/26                                            | CUSIP: 91127KAE2<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |     8430000 | PA      | $8224560.90    | 0.01%             | 2031-10-14      | Variable      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                               | VALE OVERSEAS LTD SR UNSEC 6.4% 06-28-54                                                           | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | BR        |     6330000 | PA      | $6513076.26    | 0.01%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 4.95% 08-15-29                          | CUSIP: 928668CM2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    11687000 | PA      | $11810964.01   | 0.01%             | 2029-08-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK COMMERCIAL MORTGAGE TRUST DBJPM_16-C1                             | DBJPM 2016-C1 AM 3.539% 05-10-49                                                                   | CUSIP: 23312LAT5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $492640.50     | 0.00%             | 2049-05-10      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 AX3703 09-01-42                                                                      | CUSIP: 3138Y5DH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3071724 | PA      | $2989193.08    | 0.00%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 AE7567 11-01-40                                                                      | CUSIP: 31419JMR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1503773 | PA      | $1465548.65    | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 AI5172 08-01-41                                                                      | CUSIP: 3138AJXA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      326659 | PA      | $316602.53     | 0.00%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 AK4949 03-01-42                                                                      | CUSIP: 3138E9QB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      159481 | PA      | $155196.19     | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 AH0539 12-01-40                                                                      | CUSIP: 3138A1S51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      158479 | PA      | $154220.86     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 AS6839 03-01-46                                                                      | CUSIP: 3138WGS54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3235846 | PA      | $3113569.57    | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGTW 4.0 K93532 04-01-36                                                                           | CUSIP: 3132LPY52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      613652 | PA      | $603069.85     | 0.00%             | 2036-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 4.5 BC8647 06-01-46                                                                      | CUSIP: 3140F4TD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      244027 | PA      | $241252.95     | 0.00%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGTW 4.0 G30911 03-01-36                                                                           | CUSIP: 3132J4GV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1941629 | PA      | $1924240.07    | 0.00%             | 2036-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGTW 4.0 C91883 06-01-36                                                                           | CUSIP: 3128P8CU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      246952 | PA      | $244687.29     | 0.00%             | 2036-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 AD8522 08-01-40                                                                      | CUSIP: 31418WPG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       66999 | PA      | $65613.82      | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 AJ7471 12-01-41                                                                      | CUSIP: 3138E0JR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      365655 | PA      | $355142.33     | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS AE1761 09-01-40                                                                          | CUSIP: 31419B5X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1316781 | PA      | $1286297.30    | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHR 3136 OP PAC PO 0.0% 04-15-36                                                                   | CUSIP: 31396NH66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |      173420 | PA      | $141319.63     | 0.00%             | 2036-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHR 3156 PO PAC PO 0.0% 05-15-36                                                                   | CUSIP: 31396RAU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |      583835 | PA      | $513830.99     | 0.00%             | 2036-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 G60138 110K MAX 08-01-45                                                                 | CUSIP: 31335AEK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      437665 | PA      | $412954.66     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 4.5 BD1550 07-01-46                                                                      | CUSIP: 3140F8WL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      233754 | PA      | $229295.00     | 0.00%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNR 2006-51 PO PAC PO 0.0% 03-25-36                                                                | CUSIP: 31395DS59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |      102585 | PA      | $99742.46      | 0.00%             | 2036-03-25      | Fixed         | 0.00%                 | 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        |       23233 | PA      | $21844.48      | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 4.0 BD1968 200K MAX 07-01-46                                                             | CUSIP: 3140F9FJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       30292 | PA      | $29112.42      | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 4.0 MA2746 09-01-36                                                                      | CUSIP: 31418CBQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1242557 | PA      | $1229487.59    | 0.00%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 Q42034 150K MAX 07-01-46                                                                 | CUSIP: 3132WFHL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       87970 | PA      | $87617.08      | 0.00%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 4.0 MA2588 04-01-36                                                                      | CUSIP: 31418B2W5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      931669 | PA      | $922394.54     | 0.00%             | 2036-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 Q42633 175K MAX 08-01-46                                                                 | CUSIP: 3132WF4T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      247029 | PA      | $244394.09     | 0.00%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 4.0 MA2787 10-01-36                                                                      | CUSIP: 31418CCZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      695248 | PA      | $686251.82     | 0.00%             | 2036-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD8323 05-01-53                                                                      | CUSIP: 3132DWG80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    28479421 | PA      | $28311876.81   | 0.03%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 MA5009 05-01-53                                                                      | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    50354144 | PA      | $50185205.72   | 0.05%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5010 05-01-53                                                                      | CUSIP: 31418ER85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    85301837 | PA      | $86406154.91   | 0.09%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K156                             | FHMS K156 A2 (MF) 4.43% 02-25-33                                                                   | CUSIP: 3137HA2B1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    24842000 | PA      | $25042549.47   | 0.03%             | 2033-02-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                                 | CAPITAL GROUP CENTRAL CASH FUND                                                                    | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | STIV             | RF                | US        |    77782410 | NS      | $7778240997.00 | 8.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CDX HIGH GRADE ISSUER                                                           | CDX NA IG S44 1.0% 03-20-25/06-20-30 ICE                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |           1 | NC      | $-24408.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDX HIGH YIELD ISSUER                                                           | CDX NA HY S44 5.0% 03-20-25/06-20-30 ICE                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |           1 | NC      | $-25770547.67  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CDX HIGH GRADE ISSUER                                                           | CDX NA IG S45 1.0% 09-22-25/12-20-30 ICE                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |           1 | NC      | $-15970.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | FSWP: OIS PAYFIX USD 3.39981% 06-02-25/03-31-27 LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $924445.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | FSWP: OIS PAYFIX USD 3.62% 09-02-25/06-30-27 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1130134.14   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | FSWP: OIS PAYFIX USD 3.41338% 09-02-25/06-30-27 LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $21384.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.41% 03-09-23/07-28-45 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $24476615.64   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.6065% 05-12-25/05-12-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-834912.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 13.31% 05-08-25/01-02-29                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | FR        |           1 | NC      | $-119677.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.8045% 06-04-25/12-15-26 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-148205.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.848% 06-04-25/11-15-26 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-110884.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.4415% 08-21-25/02-28-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-504881.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.2175% 09-18-25/09-18-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $1025123.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 10YR FUT TYZ5 12-19-25                                                                         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        9709 | NC      | $-5266936.15   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 30YR FUT ULTRA WNZ5 12-19-25                                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       25392 | NC      | $66241629.79   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 10YR FUT ULTRA UXYZ5 12-19-25                                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         546 | NC      | $-128021.51    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| STCR 2019-1A                                                                    | STCR 2019-1A ARR CLO 144A FRN 04-15-32                                                             | CUSIP: 85817BAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    28317320 | PA      | $28316640.42   | 0.03%             | 2032-04-15      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| SMB 2025-A                                                                      | SMB 2025-A A1A 144A 5.13% 04-15-54                                                                 | CUSIP: 83207EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5074758 | PA      | $5172654.72    | 0.01%             | 2054-04-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST SYNIT_25-A2                                       | SYNIT 2025-A2 A 4.49% 05-15-31                                                                     | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    25857000 | PA      | $26188383.31   | 0.03%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| STRAS 2025-1A                                                                   | STRAS 2025-1A B CLO 144A FRN 07-15-33                                                              | CUSIP: 863163AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5250000 | PA      | $5266427.25    | 0.01%             | 2033-07-15      | Variable      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| SFAST 2025-2A                                                                   | SFAST 2025-2A A3 144A 4.44% 12-20-30                                                               | CUSIP: 78398HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1400000 | PA      | $1412488.00    | 0.00%             | 2030-12-20      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| SFAST 2025-2A                                                                   | SFAST 2025-2A A4 144A 4.58% 05-20-31                                                               | CUSIP: 78398HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3000000 | PA      | $3050847.00    | 0.00%             | 2031-05-20      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| SSTRT 2025-B                                                                    | SSTRT 2025-B B 144A 4.925% 12-29-32                                                                | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5645804 | PA      | $5696430.03    | 0.01%             | 2032-12-29      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| SSTRT 2025-B                                                                    | SSTRT 2025-B C 144A 5.121% 12-29-32                                                                | CUSIP: 81378WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1879254 | PA      | $1894507.78    | 0.00%             | 2032-12-29      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| SSTRT 2025-B                                                                    | SSTRT 2025-B D 144A 5.463% 12-29-32                                                                | CUSIP: 81378WAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2270653 | PA      | $2286800.03    | 0.00%             | 2032-12-29      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 SD8370 11-01-53                                                                      | CUSIP: 3132DWJP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5565122 | PA      | $5407044.33    | 0.01%             | 2053-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8396 01-01-54                                                                      | CUSIP: 3132DWKH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    27162721 | PA      | $27836193.63   | 0.03%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5139 09-01-53                                                                      | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     9776635 | PA      | $10021627.26   | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5247 01-01-54                                                                      | CUSIP: 31418EZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    24746060 | PA      | $25334521.52   | 0.03%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QH5945 12-01-53                                                                      | CUSIP: 3133CJTA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    22540470 | PA      | $23394010.37   | 0.02%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB7339 10-01-53                                                                      | CUSIP: 3140QTEM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   143880353 | PA      | $147863967.89  | 0.15%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8402 02-01-54                                                                      | CUSIP: 3132DWKP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    11809126 | PA      | $12085152.10   | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB7438 11-01-53                                                                      | CUSIP: 3140QTHQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    13576478 | PA      | $13946301.61   | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB7122 09-01-53                                                                      | CUSIP: 3140QS4G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    12720035 | PA      | $13064709.83   | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB7480 11-01-53                                                                      | CUSIP: 3140QTJ26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     9581293 | PA      | $9842162.38    | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 CB8337 04-01-54                                                                      | CUSIP: 3140QUHP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    11594014 | PA      | $11718742.61   | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ1348 04-01-54                                                                      | CUSIP: 3142GRQA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    17693321 | PA      | $18230932.72   | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ1346 04-01-54                                                                      | CUSIP: 3142GRP87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    26730679 | PA      | $27579966.29   | 0.03%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB8385 04-01-54                                                                      | CUSIP: 3140QUJ72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    92535854 | PA      | $95053661.91   | 0.10%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB8387 04-01-54                                                                      | CUSIP: 3140QUJ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2580131 | PA      | $2692732.61    | 0.00%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RA9474 07-01-53                                                                      | CUSIP: 3133KRQ31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4756940 | PA      | $4899948.33    | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD4999 08-01-53                                                                      | CUSIP: 3132DSRU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5557365 | PA      | $5538502.87    | 0.01%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD3386 07-01-53                                                                      | CUSIP: 3132DQXP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     8195306 | PA      | $8309639.17    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB7118 09-01-53                                                                      | CUSIP: 3140QS4C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    48343190 | PA      | $49912023.61   | 0.05%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QH5936 12-01-53                                                                      | CUSIP: 3133CJSZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     8527902 | PA      | $8798859.17    | 0.01%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QI0006 02-01-54                                                                      | CUSIP: 3133W6AF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4612498 | PA      | $4725186.26    | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DA9098 03-01-54                                                                      | CUSIP: 3140YXDC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6562958 | PA      | $6733227.42    | 0.01%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QE9349 09-01-52                                                                      | CUSIP: 3133BKL64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      289363 | PA      | $273595.61     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 BW7063 10-01-52                                                                      | CUSIP: 3140MYZ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      228995 | PA      | $216055.82     | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QE9260 08-01-52                                                                      | CUSIP: 3133BKJD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      240834 | PA      | $228290.92     | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QD1841 11-01-51                                                                      | CUSIP: 3133AYBJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4127306 | PA      | $3341053.96    | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BQ7006 01-01-52                                                                      | CUSIP: 3140KSYC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4047054 | PA      | $3271201.21    | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ1768 06-01-54                                                                      | CUSIP: 3142GR6E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     7885811 | PA      | $8014412.70    | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ1779 06-01-54                                                                      | CUSIP: 3142GR6R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    26280300 | PA      | $27139613.13   | 0.03%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ1785 06-01-54                                                                      | CUSIP: 3142GR6X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    37221368 | PA      | $38330527.99   | 0.04%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB8755 06-01-54                                                                      | CUSIP: 3140QUWR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    11960514 | PA      | $12282717.87   | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 RJ1855 06-01-54                                                                      | CUSIP: 3142GSBZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4417574 | PA      | $4396713.75    | 0.00%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ1859 06-01-54                                                                      | CUSIP: 3142GSB56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    30753502 | PA      | $31581971.01   | 0.03%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ1857 06-01-54                                                                      | CUSIP: 3142GSB31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    53008614 | PA      | $53810952.72   | 0.06%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS8153 06-01-54                                                                      | CUSIP: 3140XQBX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    21418973 | PA      | $22097525.92   | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS7031 02-01-54                                                                      | CUSIP: 3140XNY57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    10167587 | PA      | $10489858.99   | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS7503 02-01-54                                                                      | CUSIP: 3140XPKR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7600757 | PA      | $7778546.14    | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8447 07-01-54                                                                      | CUSIP: 3132DWL43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    15103653 | PA      | $15452547.51   | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5421 07-01-54                                                                      | CUSIP: 31418FAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    32387596 | PA      | $33127781.62   | 0.03%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD5303 04-01-54                                                                      | CUSIP: 3132DS3L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    40806100 | PA      | $42031140.08   | 0.04%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 DB5160 05-01-54                                                                      | CUSIP: 3140AEWW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5302777 | PA      | $5368022.50    | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BU4699 07-01-54                                                                      | CUSIP: 3140M6GH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    33830391 | PA      | $34258818.76   | 0.04%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 BU4700 07-01-54                                                                      | CUSIP: 3140M6GJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    23698312 | PA      | $24336720.70   | 0.03%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QI8872 07-01-54                                                                      | CUSIP: 3133WF2D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    16614037 | PA      | $16824437.51   | 0.02%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QI8874 07-01-54                                                                      | CUSIP: 3133WF2F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     9707252 | PA      | $9955029.32    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB8872 07-01-54                                                                      | CUSIP: 3140QU2E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    23674020 | PA      | $24680781.64   | 0.03%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB8725 06-01-54                                                                      | CUSIP: 3140QUVT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    15405274 | PA      | $15954425.34   | 0.02%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ1964 07-01-54                                                                      | CUSIP: 3142GSFE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    49081340 | PA      | $50860047.27   | 0.05%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ1015 03-01-54                                                                      | CUSIP: 3142GRDV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4930907 | PA      | $5109499.59    | 0.01%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DB5480 06-01-54                                                                      | CUSIP: 3140AFCS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2319325 | PA      | $2402804.23    | 0.00%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS8619 07-01-54                                                                      | CUSIP: 3140XQSH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5590034 | PA      | $5825313.12    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD5949 07-01-54                                                                      | CUSIP: 3132DTTE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    22691112 | PA      | $23249245.57   | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS8607 07-01-54                                                                      | CUSIP: 3140XQR58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4309908 | PA      | $4491316.35    | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD5905 07-01-54                                                                      | CUSIP: 3132DTR28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2593848 | PA      | $2702758.58    | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ1986 07-01-54                                                                      | CUSIP: 3142GSF45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     9461688 | PA      | $9803936.01    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD8448 07-01-54                                                                      | CUSIP: 3132DWL50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    38854118 | PA      | $40176828.87   | 0.04%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ0854 01-01-54                                                                      | CUSIP: 3142GQ5Q1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      522319 | PA      | $541165.48     | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ1725 06-01-54                                                                      | CUSIP: 3142GR4K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      619106 | PA      | $647297.17     | 0.00%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS8591 07-01-54                                                                      | CUSIP: 3140XQRM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3929399 | PA      | $4054247.92    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC0296 08-01-54                                                                      | CUSIP: 3140AMKJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      236116 | PA      | $242962.78     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB7687 08-01-54                                                                      | CUSIP: 3140AHRH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      298707 | PA      | $308060.26     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB7039 07-01-54                                                                      | CUSIP: 3140AGZD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      565282 | PA      | $580639.39     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB7690 08-01-54                                                                      | CUSIP: 3140AHRL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      248203 | PA      | $255400.10     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QI3333 04-01-54                                                                      | CUSIP: 3133W9V24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      361803 | PA      | $373048.54     | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD5692 05-01-54                                                                      | CUSIP: 3132DTKD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      439029 | PA      | $452929.07     | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS8219 06-01-54                                                                      | CUSIP: 3140XQDZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      700163 | PA      | $722408.89     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD3432 07-01-53                                                                      | CUSIP: 3132DQY59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      594767 | PA      | $615865.71     | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD5896 07-01-54                                                                      | CUSIP: 3132DTRR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      634289 | PA      | $650296.38     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS8223 06-01-54                                                                      | CUSIP: 3140XQD53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      777429 | PA      | $796552.60     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FS 2024-HULA                                                                    | FS 2024-HULA A 144A FRN 08-15-39                                                                   | CUSIP: 30338DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    29925000 | PA      | $30017887.20   | 0.03%             | 2039-08-15      | Variable      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 RJ2193 08-01-54                                                                      | CUSIP: 3142GSNK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    15616193 | PA      | $15563566.57   | 0.02%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB7792 08-01-54                                                                      | CUSIP: 3140AHUS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4535802 | PA      | $4644194.15    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 BU4707 07-01-54                                                                      | CUSIP: 3140M6GR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7234085 | PA      | $7406566.80    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD6035 08-01-54                                                                      | CUSIP: 3132DTV49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2504080 | PA      | $2609078.34    | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB7626 12-01-53                                                                      | CUSIP: 3140QTPL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5415148 | PA      | $5639752.32    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB7426 11-01-53                                                                      | CUSIP: 3140QTHC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6826285 | PA      | $7092940.19    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ2625 10-01-54                                                                      | CUSIP: 3142GS4K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    53763718 | PA      | $54401893.05   | 0.06%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ2622 10-01-54                                                                      | CUSIP: 3142GS4G0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       59190 | PA      | $60152.67      | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD6328 09-01-54                                                                      | CUSIP: 3132DUA56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     8157082 | PA      | $8293517.15    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 FS9001 09-01-54                                                                      | CUSIP: 3140XRAB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        8341 | PA      | $8489.17       | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD6496 06-01-52                                                                      | CUSIP: 3132DUGD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    25428930 | PA      | $20627821.07   | 0.02%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 RA6913 02-01-52                                                                      | CUSIP: 3133KNVE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3581234 | PA      | $2900011.83    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS9189 05-01-52                                                                      | CUSIP: 3140XRF75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    17697875 | PA      | $14360215.12   | 0.01%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS9004 09-01-54                                                                      | CUSIP: 3140XRAE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    11105039 | PA      | $11413348.24   | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 BU5049 10-01-54                                                                      | CUSIP: 3140M6TF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3077443 | PA      | $3218433.10    | 0.00%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QJ5370 10-01-54                                                                      | CUSIP: 3133CV6F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     8467839 | PA      | $8712492.06    | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD6578 09-01-54                                                                      | CUSIP: 3132DUJX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    35621118 | PA      | $36737769.16   | 0.04%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS3056 10-01-52                                                                      | CUSIP: 3140XJME0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    88312744 | PA      | $71531556.23   | 0.07%             | 2052-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA6409 07-01-50                                                                      | CUSIP: 3140QEDP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       17520 | PA      | $14805.66      | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS3550 01-01-51                                                                      | CUSIP: 3140XJ5L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       42265 | PA      | $35705.97      | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM6965 04-01-51                                                                      | CUSIP: 3140XAW32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      524997 | PA      | $443032.67     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BP5576 06-01-50                                                                      | CUSIP: 3140KDFS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      164055 | PA      | $138635.41     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DA1557 10-01-53                                                                      | CUSIP: 3140A1WT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       79744 | PA      | $81664.01      | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SI2108 04-01-51                                                                      | CUSIP: 3133USKV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   103061676 | PA      | $86938501.48   | 0.09%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5532 11-01-54                                                                      | CUSIP: 31418FEE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3274496 | PA      | $3349115.42    | 0.00%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5498 10-01-54                                                                      | CUSIP: 31418FDC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6557729 | PA      | $6709913.93    | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS5034 02-01-52                                                                      | CUSIP: 3140XLSY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2081833 | PA      | $1758726.20    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM9086 10-01-51                                                                      | CUSIP: 3140XDCY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       33268 | PA      | $28095.10      | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM4862 11-01-50                                                                      | CUSIP: 3140X8ML8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      215480 | PA      | $182020.78     | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA8256 12-01-50                                                                      | CUSIP: 3140QGE60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       25603 | PA      | $21634.67      | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QC5206 08-01-51                                                                      | CUSIP: 3133APYB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      216605 | PA      | $183332.48     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT5082 06-01-51                                                                      | CUSIP: 3140LTUG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1114702 | PA      | $940316.91     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS5944 01-01-52                                                                      | CUSIP: 3140XMTA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3168590 | PA      | $2672927.24    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BQ9058 12-01-50                                                                      | CUSIP: 3140KVB41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    30697895 | PA      | $25929897.75   | 0.03%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA3611 09-01-50                                                                      | CUSIP: 3133KKAL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      117619 | PA      | $99330.38      | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 DB3283 05-01-54                                                                      | CUSIP: 3140ACUH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       68305 | PA      | $57666.42      | 0.00%             | 2054-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 DB0012 01-01-54                                                                      | CUSIP: 3140A9AN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       45934 | PA      | $39088.07      | 0.00%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM8313 07-01-51                                                                      | CUSIP: 3140XCGX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       20902 | PA      | $17752.45      | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BR9127 05-01-51                                                                      | CUSIP: 3140L8D98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7499446 | PA      | $6326240.08    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA8962 02-01-51                                                                      | CUSIP: 3140QG5Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4692237 | PA      | $3963837.84    | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM7392 05-01-51                                                                      | CUSIP: 3140XBGA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      227625 | PA      | $192296.04     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM3720 07-01-50                                                                      | CUSIP: 3140X7D22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    11792249 | PA      | $9950665.54    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA8895 02-01-51                                                                      | CUSIP: 3140QG3D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      664361 | PA      | $563719.69     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BR9082 04-01-51                                                                      | CUSIP: 3140L8CU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      758287 | PA      | $639661.29     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA4561 02-01-51                                                                      | CUSIP: 3133KLB63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      908276 | PA      | $766204.96     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS7944 06-01-52                                                                      | CUSIP: 3140XPZJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    10373816 | PA      | $8757896.73    | 0.01%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BP9537 07-01-50                                                                      | CUSIP: 3140KHS36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      812631 | PA      | $686715.31     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB1004 07-01-51                                                                      | CUSIP: 3140QLDJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    14663166 | PA      | $12369392.51   | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM7195 09-01-50                                                                      | CUSIP: 3140XA7H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5602752 | PA      | $4727075.64    | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA9233 02-01-51                                                                      | CUSIP: 3140QHHK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      944023 | PA      | $797533.19     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA7278 10-01-50                                                                      | CUSIP: 3140QFCQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5453352 | PA      | $4607139.35    | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM7093 04-01-51                                                                      | CUSIP: 3140XA3B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1882233 | PA      | $1587789.46    | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM7527 05-01-51                                                                      | CUSIP: 3140XBLH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4708095 | PA      | $3971546.22    | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QC1187 04-01-51                                                                      | CUSIP: 3133AKJ84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1907431 | PA      | $1611605.36    | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS5613 01-01-52                                                                      | CUSIP: 3140XMGX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      926324 | PA      | $782334.16     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM9515 11-01-51                                                                      | CUSIP: 3140XDSD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      946048 | PA      | $802534.83     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                 | TAYLOR MORRISON COMMUNITIES INC 144A LIFE SR UNSEC 5.75% 01-15-28                                  | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3551821.00    | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| THAIOIL TREASURY CENTER CO LTD                                                  | THAIOIL TREASURY CENTER CO LTD REG S SR UNSEC 3.5% 10-17-49                                        | CUSIP: 88323AAE2<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |     6900000 | PA      | $4776456.00    | 0.00%             | 2049-10-17      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                    | TAKEDA PHARMACEUTICAL CO LTD SR UNSEC 5.0% 11-26-28                                                | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     7500000 | PA      | $7665870.00    | 0.01%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP SR UNSEC 3.375% 04-01-30                                                  | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     8330000 | PA      | $8069904.08    | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COMPANIES INC                                                         | TRAVELERS COS INC SR UNSEC 2.55% 04-27-50                                                          | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     1601000 | PA      | $989012.95     | 0.00%             | 2050-04-27      | Fixed         | 2.55%                 | 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        |     1008000 | PA      | $691657.34     | 0.00%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                            | TENCENT HOLDINGS LTD 144A SR UNSEC 2.39% 06-03-30                                                  | CUSIP: 88032WAU0<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |    10000000 | PA      | $9291480.00    | 0.01%             | 2030-06-03      | Fixed         | 2.39%                 | Yes           |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                            | TENCENT HOLDINGS LTD 144A LIFE SR UNSEC 3.24% 06-03-50                                             | CUSIP: 88032WAV8<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |     9870000 | PA      | $7242931.71    | 0.01%             | 2050-06-03      | Fixed         | 3.24%                 | Yes           |                  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        |    33939000 | PA      | $23272820.78   | 0.02%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  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        |      429000 | PA      | $384683.01     | 0.00%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                                       | TORONTO-DOMINION BANK SR UNSEC 5.156% 01-10-28                                                     | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     8213000 | PA      | $8410383.03    | 0.01%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINANCIAL GROUP INC SR UNSEC 5.766% 01-13-33                                       | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      427000 | PA      | $456533.88     | 0.00%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                           | TENET HEALTHCARE CORP SR SEC 1ST LIEN 5.125% 11-01-27                                              | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     4565000 | PA      | $4560503.48    | 0.00%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 5.05% 07-15-33                                                           | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     5372000 | PA      | $5489007.53    | 0.01%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                  | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 7.875% 09-15-29                            | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    56135000 | PA      | $61330013.58   | 0.06%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                  | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 8.125% 09-15-31                            | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    59885000 | PA      | $68545448.93   | 0.07%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                         | TALEN ENERGY SUPPLY LLC 144A LIFE SR SEC 1ST LIEN 8.625% 06-01-30                                  | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    14808000 | PA      | $15728820.67   | 0.02%             | 2030-06-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 5.75% 01-15-54                                                           | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     3217000 | PA      | $3219165.04    | 0.00%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COMPANIES INC                                                         | TRAVELERS COS INC SR UNSEC 5.45% 05-25-53                                                          | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     1773000 | PA      | $1776471.53    | 0.00%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA/THE                                                         | THE BANK OF NOVA SCOTIA SR UNSEC 5.25% 06-12-28                                                    | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    10000000 | PA      | $10318620.00   | 0.01%             | 2028-06-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP SR UNSEC 5.867% 06-08-34/33                                                  | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5299270.00    | 0.01%             | 2034-06-08      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 5.75% 01-15-34                                                           | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     5230000 | PA      | $5543632.64    | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP SR UNSEC 7.161% 10-30-29/28                                                  | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     6099000 | PA      | $6607369.95    | 0.01%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 5.15% 04-15-34                                                           | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     6921000 | PA      | $7082383.88    | 0.01%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 5.5% 01-15-55                                                            | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     5708000 | PA      | $5524259.48    | 0.01%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 4.85% 01-15-29                                                           | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $20406880.00   | 0.02%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP SR UNSEC 5.435% 01-24-30/29                                                  | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     4343000 | PA      | $4494592.42    | 0.00%             | 2030-01-24      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                         | UKG INC 144A LIFE SR UNSEC 6.875% 02-01-31                                                         | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $3355917.50    | 0.00%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 5.375% 04-15-54                                                    | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     5950000 | PA      | $5718277.25    | 0.01%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 144A LIFE SR UNSEC 5.617% 09-13-30/29                                                 | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    23125000 | PA      | $24158433.13   | 0.03%             | 2030-09-13      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 5.625% 07-15-54                                                    | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    32606000 | PA      | $32452458.35   | 0.03%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL LTD BERMUDA                                           | WEATHERFORD INTERNATIONAL LTD 144A LIFE SR UNSEC 8.625% 04-30-30                                   | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |      440000 | PA      | $450100.64     | 0.00%             | 2030-04-30      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE CORPORATION                                            | WISCONSIN PUBLIC SERVICE CORP SR UNSEC 2.85% 12-01-51                                              | CUSIP: 976843BN1<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |      387000 | PA      | $245326.65     | 0.00%             | 2051-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 3.35% 03-02-33/32                                                        | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1952000 | PA      | $1817583.33    | 0.00%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTERNACIONAL DE TOCUMEN SA                                          | AEROPUERTO INTERNACIONAL DE TOCUMEN SA 144A LIFE SR SEC 1ST LIEN SF 5.125% 08-11-61                | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |     3180000 | PA      | $2537814.90    | 0.00%             | 2061-08-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BANK NEGARA INDONESIA PERSERO TBK PT                                            | BANK NEGARA INDONESIA PERSERO TBK PT REG S SR UNSEC 5.28% 04-05-29                                 | CUSIP: N/A<br>LEI: 549300HZ8J3MLVXQ8F85       | Long             | DBT              | CORP              | ID        |    10000000 | PA      | $10261500.00   | 0.01%             | 2029-04-05      | Fixed         | 5.28%                 | Yes           |                  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        |    30765000 | PA      | $30335089.89   | 0.03%             | 2029-05-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD CFE                                            | COMISION FEDERAL DE ELECTRICIDAD REG S SR UNSEC 4.688% 05-15-29                                    | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | CORP              | MX        |    10000000 | PA      | $9860260.00    | 0.01%             | 2029-05-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC SARL                                                  | CHILE ELECTRICITY LUX MPC SARL 144A LIFE SR SEC 1ST LIEN SF 6.01% 01-20-33                         | CUSIP: 168829AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     2953500 | PA      | $3107158.79    | 0.00%             | 2033-01-20      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC SARL                                                  | CHILE ELECTRICITY LUX MPC SARL REG S SR SEC 1ST LIEN SF 6.01% 01-20-33                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |      895000 | PA      | $941563.27     | 0.00%             | 2033-01-20      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD CFE                                            | COMISION FEDERAL DE ELECTRICIDAD REG S SR UNSEC 3.348% 02-09-31                                    | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | CORP              | MX        |    25000000 | PA      | $22545150.00   | 0.02%             | 2031-02-09      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD CFE                                            | COMISION FEDERAL DE ELECTRICIDAD REG S SR UNSEC 3.875% 07-26-33                                    | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | CORP              | MX        |    21750000 | PA      | $19230306.00   | 0.02%             | 2033-07-26      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                        | ELECTRICITE DE FRANCE SA PRP 144A LIFE SUB (H) 9.125% 12-31-79/06-15-33                            | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     8775000 | PA      | $10180956.83   | 0.01%             | 2079-12-31      | Variable      | 9.12%                 | Yes           |                  2 | On Loan: No      |
| ECOPETROL SA                                                                    | ECOPETROL SA SR UNSEC 8.625% 01-19-29                                                              | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     2000000 | PA      | $2173410.00    | 0.00%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | EQUINOR ASA SR UNSEC 3.25% 11-18-49                                                                | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     5687000 | PA      | $4089584.26    | 0.00%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | EQUINOR ASA SR UNSEC 3.125% 04-06-30                                                               | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    22503000 | PA      | $21572928.51   | 0.02%             | 2030-04-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                        | ELECTRICITE DE FRANCE SA EUR PRP REG S SUB (H) (B) 2.625% 12-31-79/06-01-28                        | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |    15000000 | PA      | $17176099.09   | 0.02%             | 2079-12-31      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                           | FREEPORT INDONESIA PT REG S SR UNSEC 6.2% 04-14-52                                                 | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |     3700000 | PA      | $3787989.70    | 0.00%             | 2052-04-14      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANCO ACTINVER SA INSTITUCION DE BANCA MULTIPLE                | FIEMEX ENERGIA BANCO ACTINVE S 144A LIFE SR UNSEC SF 7.25% 01-31-41                                | CUSIP: 05974EAA8<br>LEI: 4469000001BLWI4LQJ08 | Long             | DBT              | CORP              | MX        |    12029712 | PA      | $12864574.15   | 0.01%             | 2041-01-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PT                                                   | INDONESIA ASAHAN ALUMINIUM PT REG S SR UNSEC 5.8% 05-15-50                                         | CUSIP: N/A<br>LEI: 2549008P48EB9SN2OI80       | Long             | DBT              | CORP              | ID        |     1500000 | PA      | $1477201.50    | 0.00%             | 2050-05-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                                                         | KOREA NATIONAL OIL CORP REG S SR UNSEC 2.125% 04-18-27                                             | CUSIP: 50066RAS5<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | USGA              | KR        |     2069000 | PA      | $2007724.50    | 0.00%             | 2027-04-18      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                                                         | KOREA NATIONAL OIL CORP REG S SR UNSEC 2.625% 04-18-32                                             | CUSIP: 50066RAT3<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | USGA              | KR        |     3000000 | PA      | $2694363.00    | 0.00%             | 2032-04-18      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CORP                                                       | KOREA ELECTRIC POWER CO REG S SR UNSEC 4.0% 06-14-27                                               | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | DBT              | USGA              | KR        |     3931000 | PA      | $3922906.07    | 0.00%             | 2027-06-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CORP                                                       | KOREA ELECTRIC POWER CORP 5.125% 04-23-34                                                          | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | DBT              | USGA              | KR        |     3000000 | PA      | $3114486.00    | 0.00%             | 2034-04-23      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CORP                                                       | KOREA ELECTRIC POWER CORP 4.875% 01-31-27                                                          | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | DBT              | USGA              | KR        |     3000000 | PA      | $3029229.00    | 0.00%             | 2027-01-31      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| MTR CORP LTD                                                                    | MTR CORP LTD REG S SR UNSEC 5.25% 04-01-55                                                         | CUSIP: N/A<br>LEI: 254900IH4U9NHH9AQM97       | Long             | DBT              | CORP              | HK        |     2000000 | PA      | $2028840.00    | 0.00%             | 2055-04-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MTR CORPORATION CI LTD                                                          | MTR CORP CI LTD PRP REG S SUB (H) 4.875% 12-31-79/12-24-30                                         | CUSIP: N/A<br>LEI: 254900SEVE6JAZLGDW04       | Long             | DBT              | CORP              | HK        |     3500000 | PA      | $3550396.50    | 0.00%             | 2079-12-31      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                          | COLOMBIA GOVERNMENT INTERNATIONAL BOND 7.5% 02-02-34                                               | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    19343000 | PA      | $20373014.75   | 0.02%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                                 | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 1.5% 06-18-30                                | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |    77550000 | PA      | $86535077.54   | 0.09%             | 2030-06-18      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                                 | HELLENIC REPUBLIC GOVERNMENT BOND EUR REG S 144A 0.75% 06-18-31                                    | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |    68950000 | PA      | $72231947.30   | 0.07%             | 2031-06-18      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                                 | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 4.25% 06-15-33                               | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |   176100000 | PA      | $222537650.84  | 0.23%             | 2033-06-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                                 | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 3.625% 06-15-35                              | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |    21000000 | PA      | $25148767.40   | 0.03%             | 2035-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                         | INDONESIA GOVERNMENT INTERNATIONAL BOND JPY REG S 0.99% 05-27-27                                   | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  1000000000 | PA      | $6702998.95    | 0.01%             | 2027-05-27      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                         | INDONESIA GOVERNMENT INTERNATIONAL BOND JPY REG S 1.33% 05-25-29                                   | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   800000000 | PA      | $5309006.32    | 0.01%             | 2029-05-25      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 2.4% 03-20-55                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 16288800000 | PA      | $96080624.32   | 0.10%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND 4.75% 04-27-32                                                | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    12760000 | PA      | $12503077.40   | 0.01%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND 5.0% 04-27-51                                                 | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     5100000 | PA      | $4197300.00    | 0.00%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND 3.75% 04-19-71                                                | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      465000 | PA      | $283882.50     | 0.00%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND 3.5% 02-12-34                                                 | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    75212000 | PA      | $65509652.00   | 0.07%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND 4.875% 05-19-33                                               | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    20788000 | PA      | $20162904.84   | 0.02%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND 6.338% 05-04-53                                               | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     4895000 | PA      | $4771401.25    | 0.00%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND EUR 4.5% 03-19-34                                             | CUSIP: 91087BBN9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    18005000 | PA      | $21620010.44   | 0.02%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE OF NEW SOUTH WALES AUSTRALIA                                              | NEW SOUTH WALES TREASURY CORP AUD REG S 4.25% 02-20-36                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    15875000 | PA      | $9922959.06    | 0.01%             | 2036-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STATE OF NEW SOUTH WALES AUSTRALIA                                              | NEW SOUTH WALES TREASURY CORP AUD REG S 5.25% 02-24-38                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    16050900 | PA      | $10690022.45   | 0.01%             | 2038-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                           | PROVINCE OF ONTARIO CANADA 3.9% 09-04-30                                                           | CUSIP: 683234EV6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    25352000 | PA      | $25373209.48   | 0.03%             | 2030-09-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                              | PERUVIAN GOVERNMENT INTERNATIONAL BOND 2.783% 01-23-31                                             | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    29245000 | PA      | $27023842.25   | 0.03%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                 | PANAMA GOVERNMENT INTERNATIONAL BOND 2.252% 09-29-32                                               | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    13462000 | PA      | $10923739.90   | 0.01%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.375% 11-15-49                                                        | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    36677200 | PA      | $23994238.91   | 0.02%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 01-15-30                                 | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   103820113 | PA      | $99144110.73   | 0.10%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.0% 02-15-50                                                          | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    60397400 | PA      | $36115470.89   | 0.04%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.5% 02-15-30                                                          | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    60500000 | PA      | $55179817.55   | 0.06%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 0.5% 04-30-27                                                          | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15000000 | PA      | $14282650.50   | 0.01%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.25% 05-15-50                                                         | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   124787700 | PA      | $61221531.95   | 0.06%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 0.5% 05-31-27                                                          | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   125000000 | PA      | $118712837.50  | 0.12%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 10-15-25                                 | CUSIP: 91282CAQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7066790 | PA      | $7064582.32    | 0.01%             | 2025-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 0.875% 11-15-30                                                        | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   110000000 | PA      | $95394805.00   | 0.10%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.625% 11-15-50                                                        | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    42400000 | PA      | $22748774.48   | 0.02%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.375% 11-15-40                                                        | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    91099600 | PA      | $59471240.03   | 0.06%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.875% 02-15-51                                                        | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    57064700 | PA      | $32583995.06   | 0.03%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.875% 02-15-41                                                        | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   186596200 | PA      | $131250908.74  | 0.14%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 02-15-51                                 | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |         496 | PA      | $275.23        | 0.00%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 04-15-26                                 | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    95140883 | PA      | $94657775.36   | 0.10%             | 2026-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.25% 05-15-41                                                         | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15173900 | PA      | $11251405.88   | 0.01%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 0.875% 06-30-26                                                        | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    82180000 | PA      | $80443306.50   | 0.08%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.75% 08-15-41                                                         | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   111952000 | PA      | $75993118.36   | 0.08%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 0.875% 09-30-26                                                        | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   530756900 | PA      | $516140332.66  | 0.53%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.25% 09-30-28                                                         | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14100000 | PA      | $13152148.65   | 0.01%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-24

**Name of Applicant:** Bond Fund of America

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Compliance Specialist Senior