# EDGAR Filing Document

**Accession Number:** 0000045288
**File Stem:** 0001145549-23-004198
**Filing Date:** 2023-1
**Character Count:** 456672
**Document Hash:** 03cf755ff998da4d382b04c6a6d4df8e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-004198.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001145549-23-004198

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JOHN HANCOCK SOVEREIGN BOND FUND
- **CENTRAL INDEX KEY:** 0000045288
- **IRS NUMBER:** 042528977
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02402
- **FILM NUMBER:** 23562112

**BUSINESS ADDRESS:**
- **STREET 1:** JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116
- **BUSINESS PHONE:** 617-663-3000

**MAIL ADDRESS:**
- **STREET 1:** C/O JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HANCOCK JOHN SOVEREIGN BOND FUND
- **DATE OF NAME CHANGE:** 19930921

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HANCOCK JOHN BONDS
- **DATE OF NAME CHANGE:** 19930921

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HANCOCK JOHN BOND TRUST
- **DATE OF NAME CHANGE:** 19910704

## Series and Classes Contracts Data

### John Hancock Bond Fund (Series ID: S000000646)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000001854 | Class A      | JHNBX           |
| C000001856 | Class C      | JHCBX           |
| C000001857 | Class I      | JHBIX           |
| C000106442 | Class R6     | JHBSX           |
| C000113488 | Class R2     | JHRBX           |
| C000153977 | Class NAV    |  |
| C000153978 | Class R4     | JBFRX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** John Hancock Sovereign Bond Fund

- **b. Investment Company Act file number:** 811-02402

- **c. CIK number of Registrant:** 0000045288

- **d. LEI of Registrant:** 549300USMZ9ZFEUQSP11

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

  - **Street Address 1:** 200 Berkeley Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

  - **Telephone number:** 617-312-0176

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

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

- **b. EDGAR series identifier (if any):** S000000646

- **c. LEI of Series:** WKGWVLWSOXTPDPZACG18

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

- **a. Date of fiscal year-end:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**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:** $20993316052.02

**Total Liabilities:** $958953834.09

**Net Assets:** $20034362217.93

**Delayed Delivery Securities:** $851655572.77

**Cash Not Reported:** $2333607.82

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -27476.476313000000 | **1-Year:** -798746.305337000000 | **5-Year:** -2451142.452181000000 | **10-Year:** -2927846.586360000000 | **30-Year:** -1012456.034947000000

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

- **3-Month:** -6769.799021000000 | **1-Year:** -197133.587344000000 | **5-Year:** -804113.461774000000 | **10-Year:** -523491.395469000000 | **30-Year:** -153692.615004000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000001854 | -4.75%               | -1.14%               | 3.78%                |
| Class ID C000001856 | -4.81%               | -1.20%               | 3.72%                |
| Class ID C000001857 | -4.73%               | -1.04%               | 3.72%                |
| Class ID C000106442 | -4.64%               | -1.10%               | 3.80%                |
| Class ID C000113488 | -4.68%               | -1.15%               | 3.77%                |
| Class ID C000153977 | -4.71%               | -1.10%               | 3.81%                |
| Class ID C000153978 | -4.73%               | -1.13%               | 3.79%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-116737870.90           | $-932317574.40                             |
| Month 2  | $-116476203.10           | $-163049624.00                             |
| Month 3  | $-448120884.00           | $1115652960.00                             |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/32 FIXED 7                              | CUSIP: 31390BKV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         21 | PA      | $22.38         | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Altera Infrastructure L.P../Teekay Offshore Finance Corp.                       | TEEKAY OFFSHORE PARTNERS LP/TE SR UNSECURED 144A 07/23 8.5    | CUSIP: 87901BAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   16547000 | PA      | $666016.75     | 0.00%             | 2023-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL MBS 30YR TBA                                                    | FANNIE MAE POOL MBS 30YR TBA                                  | CUSIP: 01F0526C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  217856000 | PA      | $220340909.11  | 1.10%             | N/A             | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones S.A.U.                                                     | TELEFONICA EMISIONES SA COMPANY GUAR 03/47 5.213              | CUSIP: 87938WAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |   36118000 | PA      | $29511705.38   | 0.15%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| TELESAT CANADA / TELESAT LLC SR SECURED 144A 12/26 5.625                        | TELESAT CANADA / TELESAT LLC SR SECURED 144A 12/26 5.625      | CUSIP: 87952VAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    8065000 | PA      | $3803752.97    | 0.02%             | 2026-12-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                             | ALLY FINANCIAL INC SR UNSECURED 09/24 5.125                   | CUSIP: 02005NAV2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   36120000 | PA      | $35834717.02   | 0.18%             | 2024-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                             | ALLY FINANCIAL INC SR UNSECURED 11/27 7.1                     | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   14730000 | PA      | $15148278.68   | 0.08%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Total Play Telecomunicaciones S.A. de C.V.                                      | TOTAL PLAY TELECOMUNICACIONES SR UNSECURED 144A 11/25 7.5     | CUSIP: 89157FAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   34312000 | PA      | $29208090.00   | 0.15%             | 2025-11-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Total Play Telecomunicaciones S.A. de C.V.                                      | TOTAL PLAY TELECOMUNICACIONES COMPANY GUAR 144A 09/28 6.375   | CUSIP: 89157FAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   17481000 | PA      | $12498915.00   | 0.06%             | 2028-09-20      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 02/29 3.65                          | AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 02/29 3.65        | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15148269 | PA      | $13329126.79   | 0.07%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/32 3.95                          | AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/32 3.95        | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10179000 | PA      | $8146481.71    | 0.04%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| American Airlines 2016-1 Class A Pass Through Trust                             | AMERICAN AIRLINES 2016-1 CLASS PASS THRU CE 07/29 4.1         | CUSIP: 02376WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20227120 | PA      | $15580224.03   | 0.08%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2015-1 CLASS PASS THRU CE 11/28 3.375                         | AMERICAN AIRLINES 2015-1 CLASS PASS THRU CE 11/28 3.375       | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   56540938 | PA      | $46587884.11   | 0.23%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT 2015 1 A5 144A                                   | TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 1 A5 144A            | CUSIP: 89171DAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7568000 | PA      | $7256094.72    | 0.04%             | 2053-10-25      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 2 1M2 144A                             | TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 2 1M2 144A           | CUSIP: 89171YAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9570855 | PA      | $9314103.01    | 0.05%             | 2060-11-25      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| American Airlines 2015-1 Class B Pass Through Trust                             | AMERICAN AIRLINES 2015-1 CLASS PASS THRU CE 11/24 3.7         | CUSIP: 023770AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11387787 | PA      | $11167110.35   | 0.06%             | 2023-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                             | ATHENE HOLDING LTD SR UNSECURED 01/31 3.5                     | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |   13118000 | PA      | $10764310.72   | 0.05%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc.                                                                   | AUTODESK INC SR UNSECURED 01/30 2.85                          | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |   10308000 | PA      | $8960724.20    | 0.04%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 06/26 3.875                         | NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 06/26 3.875       | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   32848000 | PA      | $31209061.52   | 0.16%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NRZ EXCESS SPREAD-COLLATERALIZ NZES 2021 FHT1 A 144A                            | NRZ EXCESS SPREAD-COLLATERALIZ NZES 2021 FHT1 A 144A          | CUSIP: 62955MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6215578 | PA      | $5418924.63    | 0.03%             | 2026-07-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 2 A1 144A                              | TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 2 A1 144A            | CUSIP: 89173HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     383833 | PA      | $377990.12     | 0.00%             | 2057-04-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 4 A1 144A                              | TOWD POINT MORTGAGE TRUST 06/58 3                             | CUSIP: 89175TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13059752 | PA      | $11873943.66   | 0.06%             | 2058-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 1 A1 144A                              | TOWD POINT MORTGAGE TRUST 2015 TPMT 2018 1 A1 144A            | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2226548 | PA      | $2140236.16    | 0.01%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 6 A1A 144A                             | TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 6 A1A 144A           | CUSIP: 89176LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9645869 | PA      | $9329951.96    | 0.05%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 5 A1A 144A                             | TOWD POINT MORTGAGE TRUST 08/58 1                             | CUSIP: 89176VAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1442203 | PA      | $1378942.40    | 0.01%             | 2058-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 1 A1 144A                              | TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 1 A1 144A            | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11348649 | PA      | $10514948.44   | 0.05%             | 2058-03-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 4 A1 144A                              | TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 4 A1 144A            | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11972801 | PA      | $11020434.95   | 0.06%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2020 TPMT 2020 4 A1 144A                              | TOWD POINT MORTGAGE TRUST 2020 TPMT 2020 4 A1 144A            | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17876257 | PA      | $15733206.51   | 0.08%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust 2019-1                                     | TOYOTA AUTO LOAN EXTENDED NOTE TALNT 2019 1A A 144A           | CUSIP: 89231XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   63477000 | PA      | $60772327.55   | 0.30%             | 2031-11-25      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2022-A Owner Trust                                      | TOYOTA AUTO RECEIVABLES 2022-A TAOT 2022 A A3                 | CUSIP: 89239KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24038000 | PA      | $22702496.80   | 0.11%             | 2026-06-15      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                                   | TRANSCANADA PIPELINES LTD SR UNSECURED 05/28 4.25             | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   13625000 | PA      | $13017903.79   | 0.06%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings Inc.                                                       | TRIDENT MERGER SUB INC SR UNSECURED 144A 11/25 6.625          | CUSIP: 89616RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5167000 | PA      | $4444452.35    | 0.02%             | 2025-11-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TRINSEO MATERIALS OPERATING SC COMPANY GUAR 144A 04/29 5.125                    | TRINSEO MATERIALS OPERATING SC COMPANY GUAR 144A 04/29 5.125  | CUSIP: 89668QAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   11997000 | PA      | $7633091.25    | 0.04%             | 2029-04-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE VIII TCF 2020 1A A 144A                                | TRITON CONTAINER FINANCE VIII TCF 2020 1A A 144A              | CUSIP: 89680HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   41123711 | PA      | $34946209.79   | 0.17%             | 2045-09-20      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE VIII TCF 2021 1A A 144A                                | TRITON CONTAINER FINANCE VIII TCF 2021 1A A 144A              | CUSIP: 89680HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24407567 | PA      | $20353557.71   | 0.10%             | 2046-03-20      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Tutor Perini Corporation                                                        | TUTOR PERINI CORP COMPANY GUAR 144A 05/25 6.875               | CUSIP: 901109AF5<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |   18996000 | PA      | $16533063.36   | 0.08%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US Airways 2011-1 Class A Pass Through Trust                                    | US AIRWAYS 2011-1 CLASS A PASS PASS THRU CE 04/25 7.125       | CUSIP: 903436AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10613953 | PA      | $10482046.37   | 0.05%             | 2023-10-22      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP FUNDING SWITZERLAND COMPANY GUAR 144A 12/99 VAR     | CUSIP: 90352JAF0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   16988000 | PA      | $16733180.00   | 0.08%             | 2024-01-31      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIES INC COMPANY GUAR 144A 09/27 7.5             | CUSIP: 90353TAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25776000 | PA      | $25910035.20   | 0.13%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIES INC COMPANY GUAR 144A 05/25 7.5             | CUSIP: 90353TAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16479000 | PA      | $16578846.26   | 0.08%             | 2025-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2017-1 CLASS B PASS PASS THRU CE 144A 07/27 3.7                      | AIR CANADA 2017-1 CLASS B PASS PASS THRU CE 144A 07/27 3.7    | CUSIP: 00908PAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    9227381 | PA      | $8167051.33    | 0.04%             | 2026-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020-1 CLASS B PASS THRU CE 144A 02/27 8                        | ALASKA AIRLINES 2020-1 CLASS B PASS THRU CE 144A 02/27 8      | CUSIP: 01166WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7031250 | PA      | $7029918.56    | 0.04%             | 2025-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1 SARL / AGGR SR SECURED 144A 10/26 6.125                      | ALBION FINANCING 1 SARL / AGGR SR SECURED 144A 10/26 6.125    | CUSIP: 013304AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   12103000 | PA      | $10729914.65   | 0.05%             | 2026-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Algonquin Power and Utilities Corp.                                             | ALGONQUIN POWER + UTILITIES CO COMMON STOCK UNIT              | CUSIP: 015857873<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EC               | CORP              | CA        |     537950 | NS      | $14094290.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A A2 144A                              | ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A A2 144A            | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   48454000 | PA      | $40998189.20   | 0.20%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corp                     | ALLIED UNIVERSAL HOLDCO LLC / SR UNSECURED 144A 06/29 6       | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6511000 | PA      | $4667187.35    | 0.02%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                        | CUSIP: 01F0506B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6999950 | PA      | $6977251.26    | 0.03%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                        | CUSIP: 01F0506B7<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    7000000 | PA      | $-6977301.10   | -0.03%            | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-2 CLASS PASS THRU CE 04/31 3.6                           | AMERICAN AIRLINES 2017-2 CLASS PASS THRU CE 04/31 3.6         | CUSIP: 02377CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13648600 | PA      | $10254119.82   | 0.05%             | 2029-10-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.15                          | AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.15        | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14742839 | PA      | $12090951.67   | 0.06%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| American Airlines 2017-1 Class A Pass Through Trust                             | AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 08/30 4           | CUSIP: 02378AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6541381 | PA      | $5004649.22    | 0.02%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/40 FIXED 3.5                            | CUSIP: 31419L3D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     977875 | PA      | $919916.23     | 0.00%             | 2040-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/40 FIXED 4                              | CUSIP: 31419LZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1547411 | PA      | $1496440.32    | 0.01%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest Strip                                                       | FANNIE MAE INTEREST STRIP FNS 427 C20                         | CUSIP: 31423XMW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  146731978 | PA      | $17936751.70   | 0.09%             | 2051-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest Strip                                                       | FANNIE MAE INTEREST STRIP FNS 427 C77                         | CUSIP: 31423XQF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   69392158 | PA      | $9991617.29    | 0.05%             | 2051-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 2 A1 144A                              | ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 2 A1 144A            | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14430145 | PA      | $11220419.24   | 0.06%             | 2066-06-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 1 A1 144A                              | ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 1 A1 144A            | CUSIP: 31574XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5895096 | PA      | $4639798.50    | 0.02%             | 2066-02-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | FIFTH THIRD BANCORP JR SUBORDINA 12/49 VAR                    | CUSIP: 316773CM0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   19543000 | PA      | $18090920.12   | 0.09%             | 2023-06-30      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                               | FIRSTENERGY CORP SR UNSECURED 03/30 2.65                      | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   15065000 | PA      | $12455139.40   | 0.06%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Five Guys Funding LLC                                                           | FIVE GUYS FUNDING LLC GUYS 2017 1A A2 144A                    | CUSIP: 33830JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16985988 | PA      | $15976408.35   | 0.08%             | 2047-07-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Flowserve Corporation                                                           | FLOWSERVE CORP SR UNSECURED 10/30 3.5                         | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |   12857000 | PA      | $10761116.53   | 0.05%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                             | GRAPHIC PACKAGING INTERNATIONA COMPANY GUAR 144A 03/29 3.5    | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   17119000 | PA      | $14555384.56   | 0.07%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US LONG BONDCBT 0323                                                            | US LONG BONDCBT 0323                                          | CUSIP: ADI26YSS7<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        353 | NC      | $862535.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.5                           | AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.5         | CUSIP: 02378MAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22105180 | PA      | $16026859.12   | 0.08%             | 2032-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/36 2.875                         | AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/36 2.875       | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13660000 | PA      | $10655101.89   | 0.05%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                            | SOFTBANK GROUP CORP SUBORDINATED REGS 12/99 VAR               | CUSIP: AO2625157<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |    8190000 | PA      | $6543580.68    | 0.03%             | 2027-07-19      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd                                                              | LEVIATHAN BOND LTD SR SECURED 144A REGS 06/27 6.5             | CUSIP: BK6709046<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |   29476000 | PA      | $28871302.81   | 0.14%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L.P.                                                      | AMERICAN HOMES 4 RENT LP COMPANY GUAR 02/28 4.25              | CUSIP: 02666TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12929000 | PA      | $12047185.70   | 0.06%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 07/27 3.55                   | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   18925000 | PA      | $17579050.22   | 0.09%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd                                                              | LEVIATHAN BOND LTD SR SECURED 144A REGS 06/30 6.7             | CUSIP: BK6709079<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |    4949000 | PA      | $4688042.45    | 0.02%             | 2030-06-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd                                                     | ENERGEAN ISRAEL FINANCE LTD SR SECURED 144A REGS 03/28 5.3    | CUSIP: BO3321904<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |    6461000 | PA      | $5933838.80    | 0.03%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 08/29 3.8                    | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   38566000 | PA      | $35284196.92   | 0.18%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 04/26 1.6                    | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   15794000 | PA      | $14025170.71   | 0.07%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd                                                     | ENERGEAN ISRAEL FINANCE 03/31 5.875                           | CUSIP: BO3322191<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |   11574000 | PA      | $10324973.73   | 0.05%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas Inc.                                                             | SOLIS IV BV USD TERM LOAN B1                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   21341512 | PA      | $18578640.29   | 0.09%             | 2029-02-26      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/42 FIXED 3                              | CUSIP: 31417DKF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3268059 | PA      | $2961762.04    | 0.01%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc.                                                                 | AUTONATION INC SR UNSECURED 06/30 4.75                        | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11901000 | PA      | $10716904.05   | 0.05%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2022-CP1 NYMT 2022 CP1 A1 144A                                  | NYMT LOAN TRUST 2022-CP1 NYMT 2022 CP1 A1 144A                | CUSIP: 62955VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11090041 | PA      | $9862955.48    | 0.05%             | 2061-07-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                                               | NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 01/27 6      | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6021000 | PA      | $5473751.31    | 0.03%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                                               | NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 08/28 5.5    | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11236000 | PA      | $9422246.79    | 0.05%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/43 FIXED 3                              | CUSIP: 31417GBE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1556221 | PA      | $1427188.65    | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/43 FIXED 3.5                            | CUSIP: 31417HBT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2846364 | PA      | $2686155.02    | 0.01%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/46 FIXED 4                              | CUSIP: 31418B3D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4782814 | PA      | $4631651.49    | 0.02%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/46 FIXED 4                              | CUSIP: 31418B5P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2973647 | PA      | $2879663.94    | 0.01%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                                               | NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 12/30 5.125  | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10058000 | PA      | $7841263.37    | 0.04%             | 2030-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 285M D 144A                            | NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 285M D 144A          | CUSIP: 63874FAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9223000 | PA      | $7922423.27    | 0.04%             | 2032-11-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 ALXA C 144A                            | NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 ALXA C 144A          | CUSIP: 63874GAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7402000 | PA      | $6313059.95    | 0.03%             | 2043-01-15      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Natura Cosmeticos S.A.                                                          | NATURA COSMETICOS SA COMPANY GUAR 144A 05/28 4.125            | CUSIP: 63883KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   11873000 | PA      | $9450136.26    | 0.05%             | 2028-05-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/46 FIXED 4                              | CUSIP: 31418B6V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5441025 | PA      | $5269059.39    | 0.03%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/46 FIXED 4                              | CUSIP: 31418BZD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3777611 | PA      | $3661759.61    | 0.02%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/46 FIXED 4                              | CUSIP: 31418CCW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1822025 | PA      | $1762730.59    | 0.01%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/37 FIXED 4.5                            | CUSIP: 31418EL73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     368999 | PA      | $368016.26     | 0.00%             | 2037-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NatWest Markets Plc                                                             | NATWEST MARKETS PLC SR UNSECURED 144A 09/26 1.6               | CUSIP: 63906YAD0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   35700000 | PA      | $30912105.57   | 0.15%             | 2026-09-29      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 FA A2 144A                            | NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 FA A2 144A          | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10829661 | PA      | $10010859.46   | 0.05%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/40 FIXED VAR                            | CUSIP: 31419ANB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2648156 | PA      | $2560907.21    | 0.01%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2016-A                                     | NAVIENT PRIVATE EDUCATION LOAN NAVSL 2016 AA A2A 144A         | CUSIP: 63939NAB9<br>LEI: 549300JSCKIU587G1R13 | Long             | ABS-O            | CORP              | US        |    3838133 | PA      | $3708152.27    | 0.02%             | 2045-12-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 202 NAVSL 2020 2A A1A 144A                           | NAVIENT STUDENT LOAN TRUST 202 NAVSL 2020 2A A1A 144A         | CUSIP: 63942HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18503301 | PA      | $15590435.64   | 0.08%             | 2069-08-26      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| NEIGHBORLY ISSUER LLC NBLY 2021 1A A2 144A                                      | NEIGHBORLY ISSUER LLC NBLY 2021 1A A2 144A                    | CUSIP: 64016NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   42130420 | PA      | $33737408.38   | 0.17%             | 2051-04-30      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| NEIGHBORLY ISSUER 2022-1 NBLY 2022 1A A2 144A                                   | NEIGHBORLY ISSUER 2022-1 NBLY 2022 1A A2 144A                 | CUSIP: 64016NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18444620 | PA      | $14609098.16   | 0.07%             | 2052-01-30      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS PHASE 1 SPO USRE 2021 1 A1 144A                              | NEW ECONOMY ASSETS PHASE 1 SPO USRE 2021 1 A1 144A            | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   41424000 | PA      | $35023412.06   | 0.17%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS PHASE 1 SPO USRE 2021 1 B1 144A                              | NEW ECONOMY ASSETS PHASE 1 SPO USRE 2021 1 B1 144A            | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12548000 | PA      | $10332531.39   | 0.05%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                  | NEW JERSEY TRANSPORTATION TRUS NJSTRN 06/39 FIXED 4.081       | CUSIP: 6461366R7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |   21809000 | PA      | $18103720.69   | 0.09%             | 2039-06-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                  | NEW JERSEY TRANSPORTATION TRUS NJSTRN 06/42 FIXED 4.131       | CUSIP: 6461366S5<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    1745000 | PA      | $1406794.74    | 0.01%             | 2042-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                     | VIATRIS INC COMPANY GUAR 06/27 2.3                            | CUSIP: 92556VAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8657000 | PA      | $7445490.51    | 0.04%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                     | VIATRIS INC COMPANY GUAR 06/30 2.7                            | CUSIP: 92556VAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19825000 | PA      | $15813378.34   | 0.08%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/46 4.9                           | ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/46 4.9         | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11018000 | PA      | $10307154.56   | 0.05%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                             | ANHEUSER-BUSCH INBEV WORLDWIDE COMPANY GUAR 04/48 4.6         | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   19890000 | PA      | $18070335.50   | 0.09%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                     | VIATRIS INC COMPANY GUAR 06/50 4                              | CUSIP: 92556VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22979000 | PA      | $14945302.62   | 0.07%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 12/29 4.625  | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24513000 | PA      | $22242441.21   | 0.11%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 08/30 4.125  | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12630000 | PA      | $10943364.41   | 0.05%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 02/29 3.875  | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13041000 | PA      | $11446452.54   | 0.06%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                            | VICI PROPERTIES LP SR UNSECURED 05/32 5.125                   | CUSIP: 925650AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5669000 | PA      | $5317578.69    | 0.03%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                   | VISTRA OPERATIONS CO LLC SR SECURED 144A 07/29 4.3            | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   38331000 | PA      | $34646947.03   | 0.17%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corporation                                                    | ANTERO RESOURCES CORP COMPANY GUAR 144A 03/30 5.375           | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    5836000 | PA      | $5468011.02    | 0.03%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 06/29 5.375                    | ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 06/29 5.375  | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16047000 | PA      | $14803357.50   | 0.07%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                   | VISTRA OPERATIONS CO LLC SR SECURED 144A 01/27 3.7            | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   43768000 | PA      | $40012923.13   | 0.20%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Vodafone Group Public Limited Company                                           | VODAFONE GROUP PLC JR SUBORDINA 04/79 VAR                     | CUSIP: 92857WBQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   20093000 | PA      | $20016847.53   | 0.10%             | 2079-04-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| APPLEBEE'S FUNDING LLC / IHOP DIN 2019 1A A2I 144A                              | APPLEBEE'S FUNDING LLC / IHOP DIN 2019 1A A2I 144A            | CUSIP: 03789XAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   31476060 | PA      | $29789320.90   | 0.15%             | 2049-06-05      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| AQUA FINANCE TRUST 2021-A AQFIT 2021 A A 144A                                   | AQUA FINANCE TRUST 2017-A AQFIT 2021 A A 144A                 | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11080213 | PA      | $10119475.45   | 0.05%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Volcan Compania Minera S.A.A.                                                   | VOLCAN CIA MINERA SAA SR UNSECURED 144A 02/26 4.375           | CUSIP: 92863UAB2<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |    4899000 | PA      | $4188645.20    | 0.02%             | 2026-02-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WFRBS COMMERCIAL MORTGAGE TRUS WFRBS 2012 C10 XA 144A                           | WFRBS COMMERCIAL MORTGAGE TRUS WFRBS 2012 C10 XA 144A         | CUSIP: 92890NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2444128 | PA      | $74.30         | 0.00%             | 2045-12-15      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                           | WMG ACQUISITION CORP SR SECURED 144A 07/30 3.875              | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |   18861000 | PA      | $16346255.51   | 0.08%             | 2030-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                           | WMG ACQUISITION CORP SR SECURED 144A 02/31 3                  | CUSIP: 92933BAR5<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |   14793000 | PA      | $12260512.37   | 0.06%             | 2031-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2013-C16                                        | WFRBS COMMERCIAL MORTGAGE TRUS WFRBS 2013 C16 XA              | CUSIP: 92938EAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7699737 | PA      | $19322.49      | 0.00%             | 2046-09-15      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO PREFERRED STOCK 7.5                        | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |       2139 | NS      | $2545709.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Capital Corporation                                                        | ARES CAPITAL CORP SR UNSECURED 06/24 4.2                      | CUSIP: 04010LAX1<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   19386000 | PA      | $18793054.76   | 0.09%             | 2024-06-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corporation                                                        | ARES CAPITAL CORP SR UNSECURED 01/26 3.875                    | CUSIP: 04010LAZ6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   20967000 | PA      | $19280302.77   | 0.10%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO JR SUBORDINA 12/49 VAR                     | CUSIP: 949746RN3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   66007000 | PA      | $64614252.30   | 0.32%             | 2025-06-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 10/30 VAR                     | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   44011000 | PA      | $37848185.00   | 0.19%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO + COMPANY 04/41 1                                 | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   25324000 | PA      | $18799152.63   | 0.09%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 06/28 VAR                     | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   56184000 | PA      | $49682537.53   | 0.25%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO + COMPANY 03/33 1                                 | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   21978000 | PA      | $18800525.60   | 0.09%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Wendy's Funding LLC                                                             | WENDY'S FUNDING LLC WEN 2021 1A A2I 144A                      | CUSIP: 95058XAK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25539712 | PA      | $20519345.67   | 0.10%             | 2051-06-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Western Digital Corporation                                                     | WESTERN DIGITAL CORP COMPANY GUAR 02/26 4.75                  | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   27865000 | PA      | $26262762.50   | 0.13%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| The Williams Companies Inc.                                                     | WILLIAMS COS INC/THE SR UNSECURED 08/32 4.65                  | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   19032000 | PA      | $18027874.34   | 0.09%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| The Williams Companies Inc.                                                     | WILLIAMS COS INC/THE SR UNSECURED 06/27 3.75                  | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   22304000 | PA      | $21097573.52   | 0.11%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Willis Engine Structured Trust V                                                | WILLIS ENGINE STRUCTURED TRUST WESTF 2020 A A 144A            | CUSIP: 97064FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7193320 | PA      | $5710382.82    | 0.03%             | 2045-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corporation                                                        | ARES CAPITAL CORP SR UNSECURED 07/26 2.15                     | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   27532000 | PA      | $23476567.51   | 0.12%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corporation                                                        | ARES CAPITAL CORP SR UNSECURED 06/28 2.875                    | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   20575000 | PA      | $16901992.77   | 0.08%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                            | WYNDHAM DESTINATIONS INC SR SECURED 10/25 6.35                | CUSIP: 98310WAM0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    9936000 | PA      | $9762120.00    | 0.05%             | 2025-10-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                            | WYNDHAM DESTINATIONS INC SR SECURED 144A 03/30 4.625          | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    9653000 | PA      | $7821391.03    | 0.04%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Infor Inc.                                                                      | INFOR INC SR UNSECURED 144A 07/25 1.75                        | CUSIP: 45674CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7620000 | PA      | $6917012.33    | 0.03%             | 2025-07-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                  | ING GROEP NV JR SUBORDINA 12/49 VAR                           | CUSIP: 456837AF0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    7245000 | PA      | $6816531.06    | 0.03%             | 2025-04-16      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Inkia Energy Ltd.                                                               | INKIA ENERGY LTD SR UNSECURED 144A 11/27 5.875                | CUSIP: 45721RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    2609000 | PA      | $2458982.50    | 0.01%             | 2027-11-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Instituto Costarricense de Electricidad                                         | INSTITUTO COSTARRICENSE DE ELE SR UNSECURED 144A 05/43 6.375  | CUSIP: 45777VAD9<br>LEI: 5493009VA6AFUB2Q0289 | Long             | DBT              | CORP              | CR        |    7220000 | PA      | $5559400.00    | 0.03%             | 2043-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A                                                           | INTESA SANPAOLO SPA SUBORDINATED 144A 06/32 4.198             | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   12859000 | PA      | $9484357.34    | 0.05%             | 2032-06-01      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| INTOWN 2022 STAY TOWN 2022 STAY A                                               | INTOWN 2022 STAY TOWN 2022 STAY A                             | CUSIP: 46117NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   32450000 | PA      | $32124711.47   | 0.16%             | 2039-08-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| INVERSIONES LATIN AMERICA POWE SR SECURED 144A 06/33 5.125                      | INVERSIONES LATIN AMERICA POWE SR SECURED 144A 06/33 5.125    | CUSIP: 46137NAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |   12487013 | PA      | $6003755.67    | 0.03%             | 2033-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                                      | IRON MOUNTAIN INC COMPANY GUAR 144A 09/29 4.875               | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    9816000 | PA      | $8630936.90    | 0.04%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels and Resorts Inc.                                                 | WYNDHAM HOTELS and RESORTS INC COMPANY GUAR 144A 08/28 4.375  | CUSIP: 98311AAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9122000 | PA      | $8157452.95    | 0.04%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                          | XHR LP SR SECURED 144A 06/29 4.875                            | CUSIP: 98372MAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7368000 | PA      | $6297650.64    | 0.03%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                                      | IRON MOUNTAIN INC COMPANY GUAR 144A 07/30 5.25                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   11787000 | PA      | $10608300.00   | 0.05%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain information Management Services Inc.                              | IRON MOUNTAIN INFORMATION MANA COMPANY GUAR 144A 07/32 5      | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4858000 | PA      | $4104961.42    | 0.02%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| YUM! Brands Inc.                                                                | YUM! BRANDS INC SR UNSECURED 144A 01/30 4.75                  | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   12209000 | PA      | $11171235.00   | 0.06%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| YUM! Brands Inc.                                                                | YUM! BRANDS INC SR UNSECURED 03/31 3.625                      | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   17351000 | PA      | $14466396.25   | 0.07%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ZAXBY'S FUNDING LLC ZAXBY 2021 1A A2 144A                                       | ZAXBY'S FUNDING LLC ZAXBY 2021 1A A2 144A                     | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20958700 | PA      | $17009410.24   | 0.08%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| IRVINE CORE OFFICE TRUST 2013- ICOT 2013 IRV A2 144A                            | IRVINE CORE OFFICE TRUST 2013- ICOT 2013 IRV A2 144A          | CUSIP: 46361TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20104000 | PA      | $19787892.75   | 0.10%             | 2048-05-15      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| IRVINE CORE OFFICE TRUST 2013- ICOT 2013 IRV XA 144A                            | IRVINE CORE OFFICE TRUST 2013- ICOT 2013 IRV XA 144A          | CUSIP: 46361TAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1581263 | PA      | $2688.46       | 0.00%             | 2048-05-15      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 12/31 3.75                      | JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 12/31 3.75    | CUSIP: 46590XAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5619000 | PA      | $4649833.42    | 0.02%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 02/28 5.125                     | JBS USA LUX SA / JBS USA FOOD SR UNSECURED 144A 02/28 5.125   | CUSIP: 46590XAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11250000 | PA      | $10727806.50   | 0.05%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 04/33 5.75                      | JBS USA LUX SA / JBS USA FOOD SR UNSECURED 144A 04/33 5.75    | CUSIP: 46590XAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   30306000 | PA      | $29358331.38   | 0.15%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 01/32 3.625                     | JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 01/32 3.625   | CUSIP: 46590XAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17668000 | PA      | $14576100.00   | 0.07%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA - CACLN CACLN 2021 3 B 144A                              | JPMORGAN CHASE BANK NA - CACLN CACLN 2021 3 B 144A            | CUSIP: 46591HCD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11264164 | PA      | $10577041.40   | 0.05%             | 2029-02-26      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO JR SUBORDINA 01/49 VAR                  | CUSIP: 46625HJQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   37415000 | PA      | $37098315.32   | 0.19%             | 2024-02-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Funding LLC                                                     | JACK IN THE BOX FUNDING LLC JACK 2019 1A A23 144A             | CUSIP: 466365AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8583120 | PA      | $7593898.25    | 0.04%             | 2049-08-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Funding LLC                                                     | JACK IN THE BOX FUNDING LLC JACK 2022 1A A2I 144A             | CUSIP: 466365AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   27769120 | PA      | $24161383.70   | 0.12%             | 2052-02-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE + CO 04/31 1                                   | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   37470000 | PA      | $30989550.01   | 0.15%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SUBORDINATED 05/31 VAR                  | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   33681000 | PA      | $28086171.62   | 0.14%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JW Aluminum Continuous Cast Company                                             | JW ALUMINUM CONTINUOUS CAST CO SR SECURED 144A 06/26 10.25    | CUSIP: 46648XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7310000 | PA      | $7474475.00    | 0.04%             | 2026-06-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 NNN AFX 144A                          | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 NNN AFX 144A        | CUSIP: 46652BAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15435000 | PA      | $13986064.07   | 0.07%             | 2037-01-16      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Jacobs Entertainment Inc.                                                       | JACOBS ENTERTAINMENT INC SR UNSECURED 144A 02/29 6.75         | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    7277000 | PA      | $6549300.00    | 0.03%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA PASS T PASS THRU CE 11/33 2.75                          | JETBLUE 2019-1 CLASS AA PASS T PASS THRU CE 11/33 2.75        | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16159026 | PA      | $13447845.14   | 0.07%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE + CO 12/99 1                                   | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   28722000 | PA      | $25490775.00   | 0.13%             | 2025-02-01      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| KLA Corporation                                                                 | KLA CORP SR UNSECURED 03/29 4.1                               | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   15557000 | PA      | $15147855.88   | 0.08%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KNDL 2019-KNSQ MORTGAGE TRUST KNDL 2019 KNSQ D 144A                             | KNDL 2019-KNSQ MORTGAGE TRUST KNDL 2019 KNSQ D 144A           | CUSIP: 482598AL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11580000 | PA      | $11229344.86   | 0.06%             | 2036-05-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                           | NISSAN MOTOR CO LTD SR UNSECURED 144A 09/25 3.522             | CUSIP: 654744AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   21797000 | PA      | $20194234.11   | 0.10%             | 2025-09-17      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                            | CREDIT AGRICOLE SA JR SUBORDINA 144A 01/49 VAR                | CUSIP: 225313AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   18505000 | PA      | $18366212.50   | 0.09%             | 2024-01-23      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Company LLC                                             | NISSAN MOTOR ACCEPTANCE CO LLC SR UNSECURED 144A 09/24 1.125  | CUSIP: 65480CAB1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   13599000 | PA      | $12313083.46   | 0.06%             | 2024-09-16      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| AMSR 2020-SFR4 TRUST AMSR 2020 SFR4 A 144A                                      | AMSR 2020-SFR4 TRUST AMSR 2020 SFR4 A 144A                    | CUSIP: 66981FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9927000 | PA      | $8768990.63    | 0.04%             | 2037-11-17      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                            | CREDIT AGRICOLE SA SUBORDINATED 144A 01/30 3.25               | CUSIP: 225313AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   34209000 | PA      | $28078884.72   | 0.14%             | 2030-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                            | CREDIT AGRICOLE SA SUBORDINATED 144A 01/41 2.811              | CUSIP: 225313AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   16269000 | PA      | $10074262.14   | 0.05%             | 2041-01-11      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR4 TRUST AMSR 2021 SFR4 A 144A                                      | AMSR 2021-SFR4 TRUST AMSR 2021 SFR4 A 144A                    | CUSIP: 66982FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5614000 | PA      | $4796593.18    | 0.02%             | 2038-12-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                             | NOVELIS CORP COMPANY GUAR 144A 01/30 4.75                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   28979000 | PA      | $25765178.77   | 0.13%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM2 TRUST OBX 2021 NQM2 A1 144A                                       | ONSLOW BAY MORTGAGE LOAN TRUST OBX 2021 NQM2 A1 144A          | CUSIP: 670857AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18847943 | PA      | $14518413.85   | 0.07%             | 2061-05-25      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2020-19 LTD OCP 2020 19A AR 144A                                        | OCP CLO 2020-19 LTD OCP 2020 19A AR 144A                      | CUSIP: 670881AM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   14541000 | PA      | $14066628.96   | 0.07%             | 2034-10-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INTERNATIONAL COR SR UNSECURED 02/28 3.8         | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   13032000 | PA      | $12157386.77   | 0.06%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM5 TRUST CSMC 2021 NQM5 A1 144A                                     | CREDIT SUISSE MORTGAGE CAPITAL CSMC 2021 NQM5 A1 144A         | CUSIP: 22946DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12626830 | PA      | $9545832.84    | 0.05%             | 2066-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| US Airways 2010-1 Class A Pass Through Trust                                    | US AIRWAYS 2010-1 CLASS A PASS PASS THRU CE 10/24 6.25        | CUSIP: 90345KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3952910 | PA      | $3938256.51    | 0.02%             | 2023-04-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DB MASTER FINANCE LLC DNKN 2017 1A A2II 144A                  | CUSIP: 233046AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11796712 | PA      | $10674526.63   | 0.05%             | 2047-11-20      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DB MASTER FINANCE LLC DNKN 2021 1A A2I 144A                   | CUSIP: 233046AN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   51755220 | PA      | $44367058.83   | 0.22%             | 2051-11-20      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM3 TRUST OBX 2021 NQM3 A1 144A                                       | OBX 2021-NQM3 TRUST OBX 2021 NQM3 A1 144A                     | CUSIP: 67114JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23092224 | PA      | $17327573.50   | 0.09%             | 2061-07-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP2 TRUST OBX 2020 EXP2 A3 144A                                       | ONSLOW BAY MORTGAGE LOAN TRUST 05/60 1                        | CUSIP: 67448VAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6104598 | PA      | $4882169.75    | 0.02%             | 2060-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                      | DCP MIDSTREAM LLC JR SUBORDINA 144A 05/43 VAR                 | CUSIP: 23311RAH9<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   14289000 | PA      | $13978960.56   | 0.07%             | 2043-05-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| DPL Inc.                                                                        | DPL INC                                                       | CUSIP: 233293AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14640000 | PA      | $13793124.31   | 0.07%             | 2025-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US Airways 2012-1 Class A Pass Through Trust                                    | US AIRWAYS 2012-1 CLASS A PASS PASS THRU CE 04/26 5.9         | CUSIP: 90345WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4300527 | PA      | $4131179.88    | 0.02%             | 2024-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| US Airways 2012-2 Class A Pass Through Trust                                    | US AIRWAYS 2012-2 CLASS A PASS PASS THRU CE 12/26 4.625       | CUSIP: 90345WAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10707594 | PA      | $9729324.49    | 0.05%             | 2025-06-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 04/30 2.95                           | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   54716000 | PA      | $46956700.51   | 0.23%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 11/52 6.9                            | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   22251000 | PA      | $24644633.52   | 0.12%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-1 CLASS A PASS THRU CE 08/31 4.55                          | UNITED AIRLINES 2019-1 CLASS A PASS THRU CE 08/31 4.55        | CUSIP: 90931EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17744924 | PA      | $14556372.31   | 0.07%             | 2031-08-25      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2020-1 CLASS A PASS THRU CE 04/29 5.875                         | UNITED AIRLINES 2020-1 CLASS A PASS THRU CE 04/29 5.875       | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   45064496 | PA      | $43876632.04   | 0.22%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Atento Luxco 1 S.A.                                                             | ATENTO LUXCO 1 SA SR SECURED 144A 02/26 8                     | CUSIP: 04684LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    6652000 | PA      | $3591325.33    | 0.02%             | 2026-02-10      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                      | AVIS BUDGET RENTAL CAR FUNDING AESOP 2019 3A A 144A           | CUSIP: 05377RDQ4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   30746000 | PA      | $28540512.56   | 0.14%             | 2026-03-20      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| United Airlines 2016-1 Class A Pass Through Trust                               | UNITED AIRLINES 2016-1 CLASS A PASS THRU CE 01/30 3.45        | CUSIP: 90931MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24172237 | PA      | $19101537.77   | 0.10%             | 2028-07-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2018-1 CLASS B PASS THRU CE 09/27 4.6                           | UNITED AIRLINES 2018-1 CLASS B PASS THRU CE 09/27 4.6         | CUSIP: 90932NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4881776 | PA      | $4417744.18    | 0.02%             | 2026-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2014-2 CLASS A PASS THRU CE 03/28 3.75                          | UNITED AIRLINES 2014-2 CLASS A PASS THRU CE 03/28 3.75        | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   27960731 | PA      | $25444265.55   | 0.13%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2020-1 CLASS B PASS THRU CE 07/27 4.875                         | UNITED AIRLINES 2020-1 CLASS B PASS THRU CE 07/27 4.875       | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9654540 | PA      | $9048982.15    | 0.05%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Airlines 2016-1 Class B Pass Through Trust                               | UNITED AIRLINES 2016-1 CLASS B PASS THRU CE 07/27 3.65        | CUSIP: 90933HAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21044562 | PA      | $18623566.43   | 0.09%             | 2026-01-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                                             | UNITED RENTALS NORTH AMERICA I COMPANY GUAR 01/28 4.875       | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   26278000 | PA      | $25202178.68   | 0.13%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                      | AVIS BUDGET RENTAL CAR FUNDING AESOP 2020 1A A 144A           | CUSIP: 05377RDU5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   23406000 | PA      | $21444537.41   | 0.11%             | 2026-08-20      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST 2015-MSQ BBCMS 2015 MSQ D 144A                                      | BBCMS TRUST 2015-MSQ BBCMS 2015 MSQ D 144A                    | CUSIP: 05490VAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7340000 | PA      | $7318327.18    | 0.04%             | 2032-09-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE T BBCMS 2019 C5 A2                                 | BARCLAYS COMMERCIAL MORTGAGE T BBCMS 2019 C5 A2               | CUSIP: 05492JAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15513000 | PA      | $14762356.96   | 0.07%             | 2052-11-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECU BAMLL 2019 BPR ENM 144A                          | BAMLL COMMERCIAL MORTGAGE SECU 11/32 1                        | CUSIP: 05492PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11565000 | PA      | $8572906.67    | 0.04%             | 2032-11-05      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                                             | UNITED RENTALS NORTH AMERICA I SECURED 11/27 3.875            | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   13783000 | PA      | $12632532.99   | 0.06%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/45 2.5                      | CUSIP: 912810RK6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   46172000 | PA      | $35597529.73   | 0.18%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2020-C6 BBCMS 2020 C6 A2                                   | BARCLAYS COMMERCIAL MORTGAGE 02/53 2.69                       | CUSIP: 05492TAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10908000 | PA      | $10255181.29   | 0.05%             | 2053-02-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST 2015-SRCH BBCMS 2015 SRCH D 144A                                    | BBCMS TRUST 2015-SRCH BBCMS 2015 SRCH D 144A                  | CUSIP: 05547HAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15436000 | PA      | $13259999.43   | 0.07%             | 2035-08-10      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                                       | DRIVEN BRANDS FUNDING LLC HONK 2021 1A A2 144A                | CUSIP: 26209XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   30611790 | PA      | $24260425.20   | 0.12%             | 2051-10-20      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                 | EQT CORP SR UNSECURED 02/30 7.5                               | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   20624000 | PA      | $21697656.36   | 0.11%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQM MIDSTREAM PARTNERS LP SR UNSECURED 144A 06/27 7.5         | CUSIP: 26885BAM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2859000 | PA      | $2889333.99    | 0.01%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQM MIDSTREAM PARTNERS LP SR UNSECURED 144A 06/30 7.5         | CUSIP: 26885BAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1610000 | PA      | $1624063.35    | 0.01%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                     | BNP PARIBAS SA JR SUBORDINA 144A 12/99 VAR                    | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   10002000 | PA      | $10377075.00   | 0.05%             | 2027-11-17      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| BPCE                                                                            | BPCE SA SUBORDINATED 144A 03/25 4.5                           | CUSIP: 05578QAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   20953000 | PA      | $20073447.75   | 0.10%             | 2025-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/52 3                        | CUSIP: 912810TJ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        | 1954501000 | PA      | $1673541481.25 | 8.35%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/42 3.375                    | CUSIP: 912810TK4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  483509000 | PA      | $442335186.72  | 2.21%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| eBay Inc.                                                                       | EBAY INC SR UNSECURED 03/30 2.7                               | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   33499000 | PA      | $28538485.83   | 0.14%             | 2030-03-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Company                                                  | EDGEWELL PERSONAL CARE CO COMPANY GUAR 144A 06/28 5.5         | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |   12267000 | PA      | $11558937.97   | 0.06%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Company                                                  | EDGEWELL PERSONAL CARE CO SR UNSECURED 144A 04/29 4.125       | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    7575000 | PA      | $6579115.43    | 0.03%             | 2029-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO IV LTD ELMW4 2020 1A A 144A                                         | ELMWOOD CLO IV LTD ELMW4 2020 1A A 144A                       | CUSIP: 29002GAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   24174000 | PA      | $23641664.35   | 0.12%             | 2033-04-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BRE GRAND ISLANDER TIMESHARE I HGVGI 2019 A A 144A                              | BRE GRAND ISLANDER TIMESHARE I HGVGI 2019 A A 144A            | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8433771 | PA      | $7928729.35    | 0.04%             | 2033-09-26      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 04/24 1                                                               | BPR TRUST 04/24 1                                             | CUSIP: 05592DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   55353000 | PA      | $53861491.27   | 0.27%             | 2037-04-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                             | EMERA US FINANCE LP COMPANY GUAR 06/26 3.55                   | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11499000 | PA      | $10785946.78   | 0.05%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 07/77 VAR                           | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   22814000 | PA      | $20005706.56   | 0.10%             | 2077-07-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/42 4                        | CUSIP: 912810TM0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  477346000 | PA      | $479583559.38  | 2.39%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/32 4.125                    | CUSIP: 91282CFV8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  491598000 | PA      | $510801046.88  | 2.55%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc.                                                  | UNIVERSAL HEALTH SERVICES INC SR SECURED 144A 10/30 2.65      | CUSIP: 913903AV2<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   23046000 | PA      | $18425048.61   | 0.09%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc.                                                  | UNIVERSAL HEALTH SERVICES INC SR SECURED 144A 09/26 1.65      | CUSIP: 913903AX8<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   22040000 | PA      | $18917017.52   | 0.09%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 03/78 VAR                           | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   22368000 | PA      | $20283809.04   | 0.10%             | 2078-03-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 07/80 VAR                           | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   24061000 | PA      | $21395531.80   | 0.11%             | 2080-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corporation                                                    | ENCOMPASS HEALTH CORP COMPANY GUAR 02/28 4.5                  | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    9496000 | PA      | $8539329.56    | 0.04%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corporation                                                    | ENCOMPASS HEALTH CORP COMPANY GUAR 04/31 4.625                | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    6644000 | PA      | $5733938.10    | 0.03%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                   | UNIVISION COMMUNICATIONS INC SR SECURED 144A 05/29 4.5        | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    7219000 | PA      | $6145173.75    | 0.03%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                   | UNIVISION COMMUNICATIONS INC SR SECURED 144A 06/30 7.375      | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    2196000 | PA      | $2191651.92    | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VSE 2017-A VOI Mortgage LLC                                                     | VSE 2017-A VOI MORTGAGE LLC VSTNA 2017 A A 144A               | CUSIP: 918288AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8945872 | PA      | $8534161.00    | 0.04%             | 2035-03-20      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| VR FUNDING LLC VINE 2020 1A A 144A                                              | VR FUNDING LLC VINE 2020 1A A 144A                            | CUSIP: 91835CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   28478633 | PA      | $25092213.31   | 0.13%             | 2050-11-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER OPERATING LP COMPANY GUAR 03/45 5.15          | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   24013000 | PA      | $20511330.93   | 0.10%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER OPERATING LP COMPANY GUAR 04/27 4.2           | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   15075000 | PA      | $14262548.25   | 0.07%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR                     | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   30618000 | PA      | $26352300.24   | 0.13%             | 2026-11-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER OPERATING LP COMPANY GUAR 04/29 5.25          | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   48302000 | PA      | $46989649.63   | 0.23%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER OPERATING LP COMPANY GUAR 06/27 5.5           | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   23511000 | PA      | $23469321.11   | 0.12%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enova International Inc.                                                        | ENOVA INTERNATIONAL INC COMPANY GUAR 144A 09/24 8.5           | CUSIP: 29357KAD5<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |    3762000 | PA      | $3596251.13    | 0.02%             | 2024-09-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BOCA COMMERCIAL MORTGAGE TRUST BOCA 2022 BOCA A 144A                            | BOCA COMMERCIAL MORTGAGE TRUST BOCA 2022 BOCA A 144A          | CUSIP: 05592LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19350000 | PA      | $18732520.22   | 0.09%             | 2039-05-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| BOCA COMMERCIAL MORTGAGE 05/39 1                                                | BOCA COMMERCIAL MORTGAGE 05/39 1                              | CUSIP: 05592LAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7240000 | PA      | $6913942.98    | 0.03%             | 2039-05-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Enova International Inc.                                                        | ENOVA INTERNATIONAL INC COMPANY GUAR 144A 09/25 8.5           | CUSIP: 29357KAF0<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |   17273000 | PA      | $15891160.00   | 0.08%             | 2025-09-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 08/77 VAR          | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   41098000 | PA      | $33368133.63   | 0.17%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 PRM A 144A                             | CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 PRM A 144A           | CUSIP: 29429JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19515000 | PA      | $19142845.05   | 0.10%             | 2036-05-10      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 SMRT A 144A                            | CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 SMRT A 144A          | CUSIP: 29429MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10996000 | PA      | $10693391.18   | 0.05%             | 2036-01-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Valvoline Inc.                                                                  | VALVOLINE INC SR UNSECURED 144A 06/31 3.625                   | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |   21112000 | PA      | $17206280.00   | 0.09%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Issuer LLC                                                 | VANTAGE DATA CENTERS LLC VDC 2020 1A A2 144A                  | CUSIP: 92212KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   26045000 | PA      | $22715008.71   | 0.11%             | 2045-09-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                        | VANTAGE DATA CENTERS LLC VDC 2020 2A A2 144A                  | CUSIP: 92212KAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20898000 | PA      | $16965011.03   | 0.08%             | 2045-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Varex Imaging Corporation                                                       | VAREX IMAGING CORP 10/27 7.875                                | CUSIP: 92214XAC0<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |    9865000 | PA      | $9710723.63    | 0.05%             | 2027-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Equinix Inc.                                                                    | EQUINIX INC SR UNSECURED 07/27 1.8                            | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   13065000 | PA      | $11233048.43   | 0.06%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Equinix Inc.                                                                    | EQUINIX INC SR UNSECURED 03/28 1.55                           | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   23248000 | PA      | $19328406.50   | 0.10%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc.                                                              | EXPEDIA GROUP INC COMPANY GUAR 02/26 5                        | CUSIP: 30212PAM7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   28541000 | PA      | $28451550.22   | 0.14%             | 2026-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc.                                                              | EXPEDIA GROUP INC COMPANY GUAR 08/27 4.625                    | CUSIP: 30212PBK0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   26562000 | PA      | $25653781.74   | 0.13%             | 2027-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 11/39 FIXED 5.5                                        | FREDDIE MAC FG 11/39 FIXED 5.5                                | CUSIP: 3128M7ZW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2196366 | PA      | $2285820.75    | 0.01%             | 2039-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 01/41 FIXED 4                                          | FREDDIE MAC FG 01/41 FIXED 4                                  | CUSIP: 3128M9T51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5724707 | PA      | $5540774.78    | 0.03%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 11/43 FIXED 4                                          | FREDDIE MAC FG 11/43 FIXED 4                                  | CUSIP: 3128M9YE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2380031 | PA      | $2321060.86    | 0.01%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 04/44 FIXED 3.5                                        | FREDDIE MAC FG 04/44 FIXED 3.5                                | CUSIP: 3128MABR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3694026 | PA      | $3495080.54    | 0.02%             | 2044-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/49 FIXED 3                                               | FREDDIE MAC POOL FR 10/49 FIXED 3                             | CUSIP: 3132DMDD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15888790 | PA      | $14305747.17   | 0.07%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/51 FIXED 2.5                                             | FREDDIE MAC POOL FR 11/51 FIXED 2.5                           | CUSIP: 3132DMZF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   48956872 | PA      | $42191717.72   | 0.21%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST 2022-1 BMWLT 2022 1 A3                                  | BMW VEHICLE LEASE TRUST 2022-1 BMWLT 2022 1 A3                | CUSIP: 05601XAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11956000 | PA      | $11509456.55   | 0.06%             | 2025-03-25      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| MTN (Mauritius) Investments Limited                                             | MTN MAURITIUS INVESTMENTS LTD COMPANY GUAR 144A 11/24 4.755   | CUSIP: 55377XAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MU        |   12421000 | PA      | $12131886.82   | 0.06%             | 2024-11-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Limited                                                          | MACQUARIE BANK LTD SUBORDINATED 144A 06/30 3.624              | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   17809000 | PA      | $14418992.74   | 0.07%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Limited                                                          | MACQUARIE BANK LTD SUBORDINATED 144A 06/25 4.875              | CUSIP: 55608XAB3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   18897000 | PA      | $18346560.81   | 0.09%             | 2025-06-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 10/52 FIXED 4.5                           | CUSIP: 3132DN2M4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   43293304 | PA      | $42569734.49   | 0.21%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 07/52 FIXED 4.5                           | CUSIP: 3132DNEX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22618908 | PA      | $22143682.55   | 0.11%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 08/52 FIXED 4.5                           | CUSIP: 3132DNT86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   68270160 | PA      | $66942469.44   | 0.33%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 08/52 FIXED 4.5                           | CUSIP: 3132DNTB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   55938213 | PA      | $54850349.20   | 0.27%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 08/52 FIXED 4.5                           | CUSIP: 3132DNTK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13895660 | PA      | $13599368.11   | 0.07%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 5                                               | FREDDIE MAC POOL FR 08/52 FIXED 5                             | CUSIP: 3132DNUU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   43904595 | PA      | $44238743.68   | 0.22%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 09/52 FIXED 4.5                           | CUSIP: 3132DNVJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   38246440 | PA      | $37550446.28   | 0.19%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 09/52 FIXED 4.5                           | CUSIP: 3132DNYB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   34131022 | PA      | $33342998.31   | 0.17%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                      | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 04/29 5.875      | CUSIP: 55617LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4584000 | PA      | $4263807.60    | 0.02%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                      | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/30 5.875      | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1337000 | PA      | $1206642.50    | 0.01%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/52 FIXED 5.5                                             | FREDDIE MAC POOL FR 11/52 FIXED 5.5                           | CUSIP: 3132DPB49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   48361833 | PA      | $49134239.18   | 0.25%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/50 FIXED 2.5                                             | FREDDIE MAC POOL FR 10/50 FIXED 2.5                           | CUSIP: 3132DVLF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  133236027 | PA      | $115470042.04  | 0.58%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/51 FIXED 2.5                                             | FREDDIE MAC POOL FR 08/51 FIXED 2.5                           | CUSIP: 3132DVLY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   65715900 | PA      | $56747834.98   | 0.28%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 10/52 FIXED 4.5                           | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $974224.30     | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                      | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/32 6.125      | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2507000 | PA      | $2225564.18    | 0.01%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc.                                                                 | MAGALLANES INC COMPANY GUAR 144A 03/42 5.05                   | CUSIP: 55903VAN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10477000 | PA      | $8387343.70    | 0.04%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc.                                                                 | MAGALLANES INC COMPANY GUAR 144A 03/52 5.141                  | CUSIP: 55903VAQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   34016000 | PA      | $26357672.46   | 0.13%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| MARB Bondco PLC                                                                 | MARB BONDCO PLC COMPANY GUAR 144A 01/31 3.95                  | CUSIP: 566007AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   26902000 | PA      | $20840979.40   | 0.10%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc.                                                     | MARRIOTT INTERNATIONAL INC/MD SR UNSECURED 06/30 4.625        | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   23846000 | PA      | $22393152.17   | 0.11%             | 2030-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc.                                                         | MARVELL TECHNOLOGY INC COMPANY GUAR 04/28 2.45                | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   31863000 | PA      | $27035907.49   | 0.13%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MasTec Inc.                                                                     | MASTEC INC COMPANY GUAR 144A 08/28 4.5                        | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   11194000 | PA      | $10106405.18   | 0.05%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                     | MATCH GROUP INC SR UNSECURED 144A 08/30 4.125                 | CUSIP: 57665RAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14047000 | PA      | $11729245.00   | 0.06%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 03/42 FIXED 4                                          | FREDDIE MAC FG 03/42 FIXED 4                                  | CUSIP: 3132GRZB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2954994 | PA      | $2858198.68    | 0.01%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 06/42 FIXED 3.5                                        | FREDDIE MAC FG 06/42 FIXED 3.5                                | CUSIP: 3132GUKJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2486489 | PA      | $2338342.38    | 0.01%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 03/43 FIXED 3                                          | FREDDIE MAC FG 03/43 FIXED 3                                  | CUSIP: 3132J7YK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3437699 | PA      | $3157738.89    | 0.02%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 09/46 FIXED 3.5                                        | FREDDIE MAC FG 09/46 FIXED 3.5                                | CUSIP: 3132L74A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7393757 | PA      | $6949347.71    | 0.03%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/46 FIXED 3                                          | FREDDIE MAC FG 12/46 FIXED 3                                  | CUSIP: 3132L8EV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8686663 | PA      | $7895083.75    | 0.04%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/45 FIXED 3.5                            | CUSIP: 3138WEHE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6124903 | PA      | $5768675.90    | 0.03%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/45 FIXED 3.5                            | CUSIP: 3138WEKG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1583552 | PA      | $1491451.71    | 0.01%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/45 FIXED 3.5                            | CUSIP: 3138WEKH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7271173 | PA      | $6848278.86    | 0.03%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                     | MATCH GROUP HOLDINGS II LLC SR UNSECURED 144A 10/31 3.625     | CUSIP: 57667JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5958000 | PA      | $4552935.94    | 0.02%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES MBART 2021 1 A3                                  | MERCEDES-BENZ AUTO RECEIVABLES MBART 2021 1 A3                | CUSIP: 58772WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19123000 | PA      | $18078643.25   | 0.09%             | 2026-06-15      | Fixed         | 0.46%                 | No            |                  2 | On Loan: No      |
| Methanex Corporation                                                            | METHANEX CORP SR UNSECURED 12/24 4.25                         | CUSIP: 59151KAK4<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    7147000 | PA      | $6914293.68    | 0.03%             | 2024-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                    | METLIFE INC JR SUBORDINA 12/66 6.4                            | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   24309000 | PA      | $22894818.09   | 0.11%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC SR UNSECURED 02/29 5.327                | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   59802000 | PA      | $58129580.86   | 0.29%             | 2029-02-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC SR UNSECURED 02/27 4.185                | CUSIP: 595112BP7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   68119000 | PA      | $65125310.96   | 0.33%             | 2027-02-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Midas OpCo Holdings LLC                                                         | MIDAS OPCO HOLDINGS LLC 08/29 5.625                           | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   27784000 | PA      | $23824780.00   | 0.12%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Midwest Connector Capital Company LLC                                           | MIDWEST CONNECTOR CAPITAL CO L COMPANY GUAR 144A 04/24 3.9    | CUSIP: 59833CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23310000 | PA      | $22528918.96   | 0.11%             | 2024-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MIDWEST GAMING BORROWER LLC / SR SECURED 144A 05/29 4.875                       | MIDWEST GAMING BORROWER LLC SR SECURED 144A 05/29 4.875       | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16228000 | PA      | $14013040.28   | 0.07%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO LLC / RADIATE F SR UNSECURED 144A 09/28 6.5                      | RADIATE HOLDCO LLC / RADIATE F SR UNSECURED 144A 09/28 6.5    | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13791000 | PA      | $7443002.70    | 0.04%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust 2005-2                                       | RENAISSANCE HOME EQUITY LOAN T RAMC 2005 2 AF4                | CUSIP: 75970NAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2369497 | PA      | $2277792.19    | 0.01%             | 2035-08-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Renesas Electronics Corporation                                                 | RENESAS ELECTRONICS CORP SR UNSECURED 144A 11/24 1.543        | CUSIP: 75972BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   18559000 | PA      | $16989707.01   | 0.08%             | 2024-11-26      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/29 4.625                     | RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/29 4.625   | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19445000 | PA      | $13214401.02   | 0.07%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/31 4.625                     | RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/31 4.625   | CUSIP: 76120HAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8500000 | PA      | $5757226.55    | 0.03%             | 2031-04-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP ISSUER SR SECURED 144A 10/27 4                           | REYNOLDS GROUP ISSUER INC / RE SR SECURED 144A 10/27 4        | CUSIP: 76174LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24222000 | PA      | $21288110.25   | 0.11%             | 2027-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Natwest Group plc                                                               | ROYAL BK SCOTLND GRP PLC 11/29 1                              | CUSIP: 780097BM2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   12650000 | PA      | $11693505.16   | 0.06%             | 2029-11-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc.                                                              | LITHIA MOTORS INC COMPANY GUAR 144A 01/31 4.375               | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    7350000 | PA      | $6216519.75    | 0.03%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc.                                                              | LITHIA MOTORS INC SR UNSECURED 144A 06/29 3.875               | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    7350000 | PA      | $6166650.00    | 0.03%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc.                                                  | LIVE NATION ENTERTAINMENT INC COMPANY GUAR 144A 10/27 4.75    | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    7935000 | PA      | $7161258.15    | 0.04%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                        | LLOYDS BANKING GROUP PLC JR SUBORDINA 04/49 VAR               | CUSIP: 539439AG4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   22139000 | PA      | $21642865.01   | 0.11%             | 2024-06-27      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                        | LLOYDS BANKING GROUP PLC SR UNSECURED 05/25 4.45              | CUSIP: 53944YAF0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   64560000 | PA      | $63122866.64   | 0.32%             | 2025-05-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2018 - A                                           | HILTON GRAND VACATIONS TRUST 2 HGVT 2018 AA A 144A            | CUSIP: 43284BAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4405436 | PA      | $4255804.10    | 0.02%             | 2032-02-25      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Natwest Group plc                                                               | ROYAL BANK OF SCOTLAND GROUP P JR SUBORDINA 12/99 VAR         | CUSIP: 780097BQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   28042000 | PA      | $25658430.00   | 0.13%             | 2025-12-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                              | ROYALTY PHARMA PLC COMPANY GUAR 09/27 1.75                    | CUSIP: 78081BAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12150000 | PA      | $10297264.48   | 0.05%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING 2021-1 L SCFET 2021 1A E 144A                             | SCF EQUIPMENT LEASING 2021-1 L SCFET 2021 1A E 144A           | CUSIP: 783897AG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3300000 | PA      | $2997924.27    | 0.01%             | 2032-08-20      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWE SR UNSECURED 144A 06/29 5                        | HILTON GRAND VACATIONS BORROWE SR UNSECURED 144A 06/29 5      | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16411000 | PA      | $14210777.23   | 0.07%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWE COMPANY GUAR 144A 07/31 4.875                    | HILTON GRAND VACATIONS BORROWE COMPANY GUAR 144A 07/31 4.875  | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13024000 | PA      | $10750009.60   | 0.05%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA 2021- HPA 2021 2 A 144A                                | HOME PARTNERS OF AMERICA 2021- HPA 2021 2 A 144A              | CUSIP: 43732VAT3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10741687 | PA      | $9258344.01    | 0.05%             | 2026-12-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Host Hotels and Resorts L.P.                                                    | HOST HOTELS and RESORTS LP SR UNSECURED 02/26 4.5             | CUSIP: 44107TAW6<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   11994000 | PA      | $11437461.37   | 0.06%             | 2026-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Host Hotels and Resorts L.P.                                                    | HOST HOTELS + RESORTS LP SR UNSECURED 12/29 3.375             | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   27488000 | PA      | $23249423.24   | 0.12%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Host Hotels and Resorts L.P.                                                    | HOST HOTELS and RESORTS LP SR UNSECURED 09/30 3.5             | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   15915000 | PA      | $13283889.23   | 0.07%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                             | HOTWIRE FUNDING LLC HWIRE 2021 1 C 144A                       | CUSIP: 44148JAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4950000 | PA      | $4094148.47    | 0.02%             | 2051-11-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Hudbay Minerals Inc.                                                            | HUDBAY MINERALS INC COMPANY GUAR 144A 04/26 4.5               | CUSIP: 443628AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    4708000 | PA      | $4263778.07    | 0.02%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc.                                              | HUNTINGTON INGALLS INDUSTRIES COMPANY GUAR 05/30 4.2          | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   17017000 | PA      | $15626201.61   | 0.08%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corporation                                                        | HYATT HOTELS CORP SR UNSECURED 04/30 5.75                     | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   12540000 | PA      | $12444900.90   | 0.06%             | 2030-04-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 10/25 1.8           | CUSIP: 44891ABN6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   11797000 | PA      | $10536067.86   | 0.05%             | 2025-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 10/27 2.375         | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   10962000 | PA      | $9295304.96    | 0.05%             | 2027-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/24 1             | CUSIP: 44891ABY2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   26726000 | PA      | $24544875.64   | 0.12%             | 2024-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZAT HALST 2022 A A3 144A                             | HYUNDAI AUTO LEASE SECURITIZAT HALST 2022 A A3 144A           | CUSIP: 44891WAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14391000 | PA      | $13797368.37   | 0.07%             | 2025-01-15      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| IMT TRUST 2017-APTS IMTT 2017 APTS AFX 144A                                     | IMT TRUST 2017-APTS IMTT 2017 APTS AFX 144A                   | CUSIP: 44974AAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7744000 | PA      | $7360688.26    | 0.04%             | 2034-06-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| IMT TRUST 2017-APTS IMTT 2017 APTS CFX 144A                                     | IMT TRUST 2017-APTS IMTT 2017 APTS CFX 144A                   | CUSIP: 44974ABA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6867000 | PA      | $6439869.85    | 0.03%             | 2034-06-15      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2021 NQM1 A1 144A                          | IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2021 NQM1 A1 144A        | CUSIP: 452764AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10151421 | PA      | $8425272.05    | 0.04%             | 2056-06-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                  | VAR ENERGI ASA SR UNSECURED 144A 11/32 8                      | CUSIP: 92212WAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |   18688000 | PA      | $19545056.91   | 0.10%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc.                                                                   | VERISIGN INC SR UNSECURED 04/25 5.25                          | CUSIP: 92343EAH5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |   10167000 | PA      | $10212708.39   | 0.05%             | 2025-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | LUNDIN ENERGY FINANCE BV COMPANY GUAR 144A 07/31 3.1          | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   23855000 | PA      | $19657617.81   | 0.10%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MandT Bank Corporation                                                          | MandT BANK CORP JR SUBORDINA 12/49 VAR                        | CUSIP: 55261FAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10483000 | PA      | $9133313.75    | 0.05%             | 2026-11-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| M.D.C. Holdings Inc.                                                            | MDC HOLDINGS INC COMPANY GUAR 01/31 2.5                       | CUSIP: 552676AU2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10454000 | PA      | $7423867.43    | 0.04%             | 2031-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MFA 2021-NQM1 TRUST MFRA 2021 NQM1 A1 144A                                      | MFA 2021-NQM1 TRUST MFRA 2021 NQM1 A1 144A                    | CUSIP: 55283FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8338696 | PA      | $7200248.03    | 0.04%             | 2065-04-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading S.a r.l.                                           | MC BRAZIL DOWNSTREAM TRADING S SR SECURED 144A 06/31 7.25     | CUSIP: 55292WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   18736000 | PA      | $15518167.32   | 0.08%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                       | MGM RESORTS INTERNATIONAL COMPANY GUAR 10/28 4.75             | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   29156000 | PA      | $25796645.68   | 0.13%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSECURED 03/27 4.125                              | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    5490000 | PA      | $5239980.73    | 0.03%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSECURED 03/28 4                                  | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   19213000 | PA      | $17985712.95   | 0.09%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP JR SUBORDINA VAR                                      | CUSIP: 55336VAU4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   54521000 | PA      | $53876561.78   | 0.27%             | 2023-02-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSECURED 12/27 4.25                               | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   15703000 | PA      | $14979619.79   | 0.07%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSECURED 09/32 4.95                               | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   13328000 | PA      | $12615367.57   | 0.06%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                       | MSCI INC COMPANY GUAR 144A 11/31 3.625                        | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   15116000 | PA      | $12730090.56   | 0.06%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                       | MSCI INC COMPANY GUAR 144A 08/33 3.25                         | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   13634000 | PA      | $10711295.24   | 0.05%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIES INC COMPANY GUAR 144A 08/29 4.5             | CUSIP: 90353TAK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   28116000 | PA      | $24475680.90   | 0.12%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc.                                                            | UNITED AIRLINES INC SR SECURED 144A 04/26 4.375               | CUSIP: 90932LAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1856000 | PA      | $1727982.77    | 0.01%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc.                                                            | UNITED AIRLINES INC SR SECURED 144A 04/29 4.625               | CUSIP: 90932LAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4647000 | PA      | $4136838.58    | 0.02%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sesac Finance LLC                                                               | SESAC FINANCE LLC SESAC 2019 1 A2 144A                        | CUSIP: 78396YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   30284685 | PA      | $27917361.46   | 0.14%             | 2049-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| SBL Holdings LLC                                                                | SBL HOLDINGS INC SR UNSECURED 144A 02/31 5                    | CUSIP: 78397DAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22901000 | PA      | $17917112.39   | 0.09%             | 2031-02-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST ASSET BACKED 144A 01/25 2.836                 | CUSIP: 78403DAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22542000 | PA      | $21227832.96   | 0.11%             | 2025-01-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST ASSET BACKED 144A 01/28 6.599                 | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8442000 | PA      | $8479492.61    | 0.04%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance Designated Activity Company                       | SMBC AVIATION CAPITAL FINANCE COMPANY GUAR 144A 06/28 2.3     | CUSIP: 78448TAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    8237000 | PA      | $6717584.45    | 0.03%             | 2028-06-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A APT2 144A                             | SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A APT2 144A           | CUSIP: 78448YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13167500 | PA      | $11055303.63   | 0.06%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST 2021-OVA SLG 2021 OVA D 144A                                   | SLG OFFICE TRUST 2021-OVA SLG 2021 OVA D 144A                 | CUSIP: 78449RAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22906000 | PA      | $17060691.16   | 0.09%             | 2041-07-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BWAY 2015-1740 MORTGAGE TRUST BWAY 2015 1740 XA 144A                            | BWAY 2015-1740 MORTGAGE TRUST BWAY 2015 1740 XA 144A          | CUSIP: 05604LAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  123773000 | PA      | $14592.84      | 0.00%             | 2035-01-10      | Variable      | 0.20%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 ACNT A 144A                              | BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 ACNT A 144A            | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17129000 | PA      | $16425147.12   | 0.08%             | 2038-11-15      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT C 144A                              | BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT C 144A            | CUSIP: 05609VAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23449000 | PA      | $21729848.29   | 0.11%             | 2036-09-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-CLS BX 2022 CLS A 144A                                            | BX TRUST 2022-CLS BX 2022 CLS A 144A                          | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19433000 | PA      | $19226184.30   | 0.10%             | 2027-10-13      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2022 AHP A 144A                               | BX COMMERCIAL MORTGAGE TRUST 2 BX 2022 AHP A 144A             | CUSIP: 05610FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   41470000 | PA      | $39628483.18   | 0.20%             | 2039-01-17      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2A 144A                            | SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2A 144A          | CUSIP: 78449VAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18995501 | PA      | $16732776.31   | 0.08%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| SMRT 2022-MINI SMRT 2022 MINI A 144A                                            | SMRT 2022-MINI SMRT 2022 MINI A 144A                          | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   55385000 | PA      | $53128609.56   | 0.27%             | 2039-01-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER SA SR UNSECURED 04/28 4.379                   | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   19106000 | PA      | $17736112.22   | 0.09%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP JR SUBORDINA 12/49 VAR                   | CUSIP: 060505EU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   45620000 | PA      | $45209420.00   | 0.23%             | 2026-03-10      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQUEFACTION LLC SR SECURED 03/27 5               | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   12815000 | PA      | $12649538.36   | 0.06%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQUEFACTION LLC SR SECURED 03/28 4.2             | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   13493000 | PA      | $12738907.67   | 0.06%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SUBORDINATED 04/25 3.95                  | CUSIP: 06051GFP9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   32386000 | PA      | $31651377.03   | 0.16%             | 2025-04-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 10/27 3.248                 | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   27044000 | PA      | $24930301.27   | 0.12%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corporation                                                   | AMERISOURCEBERGEN CORP SR UNSECURED 05/30 2.8                 | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   22531000 | PA      | $19190691.60   | 0.10%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 05/25 5.5                           | AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 05/25 5.5         | CUSIP: 030981AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20313000 | PA      | $19703610.00   | 0.10%             | 2025-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 4 A1 144A                              | ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 4 A1 144A            | CUSIP: 03464EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17765514 | PA      | $13866539.38   | 0.07%             | 2065-01-20      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 R1 A1 144A                             | ANGEL OAK MORTGAGE TRUST 12/24 1                              | CUSIP: 034651AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9003870 | PA      | $8372584.02    | 0.04%             | 2053-04-25      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 2 A1 144A                              | ANGEL OAK MORTGAGE TRUST 04/66 1                              | CUSIP: 03465DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7980952 | PA      | $6586004.44    | 0.03%             | 2066-04-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 5 A1 144A                              | ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 5 A1 144A            | CUSIP: 03465HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23391351 | PA      | $18305100.36   | 0.09%             | 2066-07-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                      | ANGLO AMERICAN CAPITAL PLC COMPANY GUAR 144A 04/27 4.75       | CUSIP: 034863AR1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   14781000 | PA      | $14207403.49   | 0.07%             | 2027-04-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQUEFACTION LLC SR SECURED 06/26 5.875           | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   15844000 | PA      | $16071589.08   | 0.08%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQUEFACTION LLC SR SECURED 05/30 4.5             | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   28938000 | PA      | $27342865.38   | 0.14%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arbys Funding LLC                                                               | ARBYS FUNDING LLC ARBYS 2020 1A A2 144A                       | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   34005270 | PA      | $29103716.38   | 0.15%             | 2050-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Arconic Corporation                                                             | ARCONIC ROLLED PRODUCTS CORP SECURED 144A 02/28 6.125         | CUSIP: 03966VAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10635000 | PA      | $9985733.25    | 0.05%             | 2028-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 04/31 VAR                   | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   32646000 | PA      | $26941097.79   | 0.13%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 04/32 VAR                   | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   61839000 | PA      | $50098212.83   | 0.25%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 06/29 VAR                   | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   34490000 | PA      | $29112671.69   | 0.15%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP 03/37 1                                  | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   30104000 | PA      | $25498711.75   | 0.13%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Lions Gate Capital Holdings LLC                                                 | LIONS GATE CAPITAL HOLDINGS LL COMPANY GUAR 144A 04/29 5.5    | CUSIP: 53627NAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19619000 | PA      | $12752350.00   | 0.06%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC SR UNSECURED 12/24 VAR                           | CUSIP: 06738EBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   11618000 | PA      | $10986429.49   | 0.05%             | 2024-12-10      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC JR SUBORDINA 12/99 VAR                           | CUSIP: 06738EBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   25632000 | PA      | $18836762.25   | 0.09%             | 2028-03-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| AES Panama Generation Holdings S.R.L.                                           | AES PANAMA GENERATION HOLDINGS SR SECURED 144A 05/30 4.375    | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |   16304000 | PA      | $13635168.08   | 0.07%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AP Core Holdings II LLC                                                         | AP CORE HOLDINGS II LLC HIGH YIELD TERM LOAN B2               | CUSIP: 00187GAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6493000 | PA      | $5740915.81    | 0.03%             | 2027-09-01      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                 | SABRE GLBL INC SR SECURED 144A 09/25 7.375                    | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   14309000 | PA      | $13629322.50   | 0.07%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc.                                                     | SANTANDER HOLDINGS USA INC SR UNSECURED 07/27 4.4             | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   11424000 | PA      | $10965596.46   | 0.05%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 06/41 3.5                             | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   36461000 | PA      | $27859167.55   | 0.14%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 06/51 3.65                            | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   44604000 | PA      | $32666983.85   | 0.16%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc.                                                     | SANTANDER HOLDINGS USA INC SR UNSECURED 10/26 3.244           | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   53984000 | PA      | $49606920.60   | 0.25%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc.                                                     | SANTANDER HOLDINGS USA INC SR UNSECURED 06/25 3.45            | CUSIP: 80282KBB1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   46840000 | PA      | $44556062.40   | 0.22%             | 2025-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| APX Group Inc.                                                                  | APX GROUP INC COMPANY GUAR 144A 07/29 5.75                    | CUSIP: 00213MAW4<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |   17139000 | PA      | $14590602.09   | 0.07%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 11/29 3.2                             | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   70119000 | PA      | $64017114.20   | 0.32%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                            | ASHTEAD CAPITAL INC SECURED 144A 08/27 4.375                  | CUSIP: 045054AF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15640000 | PA      | $14503284.80   | 0.07%             | 2027-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                            | ASHTEAD CAPITAL INC SECURED 144A 11/29 4.25                   | CUSIP: 045054AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7666000 | PA      | $6939713.88    | 0.03%             | 2029-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Atlantica Transmision Sur S.A.                                                  | ABY TRANSMISION SUR SA SR SECURED 144A 04/43 6.875            | CUSIP: 00289LAA3<br>LEI: 549300PQCSQSSZTVDH16 | Long             | DBT              | CORP              | PE        |   12508713 | PA      | $11289113.48   | 0.06%             | 2043-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Adani Ports and Special Economic Zone Limited                                   | ADANI PORTS and SPECIAL ECONOMIC SR UNSECURED 144A 02/31 3.1  | CUSIP: 00652MAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |   18907000 | PA      | $14099648.32   | 0.07%             | 2031-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 10/24 1.65        | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   12564000 | PA      | $11560961.98   | 0.06%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 10/26 2.45        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   76496000 | PA      | $67262580.92   | 0.34%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                | ARGENTINE REPUBLIC GOVERNMENT SR UNSECURED 07/41 VAR          | CUSIP: 040114HV5<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |   43522000 | PA      | $11797774.89   | 0.06%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST 2021-1R ARRW 2021 1R A1 144A                              | ARROYO MORTGAGE TRUST 2021-1R ARRW 2021 1R A1 144A            | CUSIP: 042853AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14008122 | PA      | $11054522.44   | 0.06%             | 2048-10-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc.                                                    | ASBURY AUTOMOTIVE GROUP INC COMPANY GUAR 03/30 4.75           | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   14462000 | PA      | $12363835.40   | 0.06%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc.                                                    | ASBURY AUTOMOTIVE GROUP INC COMPANY GUAR 144A 11/29 4.625     | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    3401000 | PA      | $2967372.50    | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc.                                                     | SANTANDER HOLDINGS USA INC SR UNSECURED 01/28 VAR             | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   23584000 | PA      | $20466344.72   | 0.10%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Sotheby's                                                                       | SOTHEBY'S SR SECURED 144A 10/27 7.375                         | CUSIP: 835898AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8763000 | PA      | $8535118.19    | 0.04%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sprint LLC                                                                      | SPRINT CORP COMPANY GUAR 09/23 7.875                          | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   18175000 | PA      | $18568307.00   | 0.09%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Block Inc.                                                                      | BLOCK INC SR UNSECURED 06/31 3.5                              | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    8050000 | PA      | $6532655.50    | 0.03%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875                    | ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875  | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20673000 | PA      | $18631334.52   | 0.09%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                            | ASHTEAD CAPITAL INC COMPANY GUAR 144A 08/31 2.45              | CUSIP: 045054AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14429000 | PA      | $11178737.60   | 0.06%             | 2031-08-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC JR SUBORDINA 12/99 8                             | CUSIP: 06738EBX2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   12203000 | PA      | $11501327.50   | 0.06%             | 2029-03-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Beacon Roofing Supply Inc.                                                      | BEACON ROOFING SUPPLY INC SR UNSECURED 144A 05/29 4.125       | CUSIP: 073685AH2<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |   13448000 | PA      | $11309095.60   | 0.06%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Commercial Mortgage Securities Trust 2005-PWR8                     | BEAR STEARNS COMMERCIAL MORTGA BSCMS 2005 PWR8 X1 144A        | CUSIP: 07383F6S2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8284 | PA      | $8.89          | 0.00%             | 2041-06-11      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B13 MORTGAGE TR BMARK 2019 B13 A2                                | BENCHMARK 2019-B13 MORTGAGE TR BMARK 2019 B13 A2              | CUSIP: 08162DAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20055000 | PA      | $19082597.23   | 0.10%             | 2057-08-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B12 MORTGAGE TR BMARK 2019 B12 A2                                | BENCHMARK 2019-B12 MORTGAGE TR BMARK 2019 B12 A2              | CUSIP: 08162FAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20384902 | PA      | $19385499.16   | 0.10%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular S.A.                                            | MILLICOM INTERNATIONAL CELLULA SR UNSECURED 144A 01/28 5.125  | CUSIP: 600814AN7<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    3690000 | PA      | $3336830.10    | 0.02%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular S.A.                                            | MILLICOM INTERNATIONAL CELLULA SR UNSECURED 144A 03/29 6.25   | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |   14440500 | PA      | $13668838.81   | 0.07%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Mohegan Gaming and Entertainment                                                | MOHEGAN GAMING and ENTERTAINMENT SECURED 144A 02/26 8         | CUSIP: 608328BH2<br>LEI: 549300UB083Z2NRDHC48 | Long             | DBT              | CORP              | US        |   20373000 | PA      | $19129228.35   | 0.10%             | 2026-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 01/26 3.875                       | CUSIP: 61746BDZ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   19255000 | PA      | $18656706.14   | 0.09%             | 2026-01-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 07/32 VAR                         | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   14763000 | PA      | $11513055.46   | 0.06%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive Inc.                                                         | GROUP 1 AUTOMOTIVE INC COMPANY GUAR 144A 08/28 4              | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    4335000 | PA      | $3677161.63    | 0.02%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-3                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 3 ES 144A           | CUSIP: 41164UAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17808585 | PA      | $208271.40     | 0.00%             | 2047-05-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SUBORDINATED 09/36 VAR                         | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   44057000 | PA      | $32753586.29   | 0.16%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc.                                                         | MOTOROLA SOLUTIONS INC SR UNSECURED 05/29 4.6                 | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   10368000 | PA      | $9864947.23    | 0.05%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                         | KB HOME COMPANY GUAR 06/31 4                                  | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |   15888000 | PA      | $12676876.32   | 0.06%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                         | KB HOME COMPANY GUAR 07/30 7.25                               | CUSIP: 48666KBA6<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    4121000 | PA      | $3933685.34    | 0.02%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ken Garff Automotive LLC                                                        | KEN GARFF AUTOMOTIVE LLC SR UNSECURED 144A 09/28 4.875        | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9464000 | PA      | $8008472.20    | 0.04%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kenbourne Invest S.A.                                                           | KENBOURNE INVEST SA COMPANY GUAR 144A 11/24 6.875             | CUSIP: 48855KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    5127000 | PA      | $4742475.00    | 0.02%             | 2024-11-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-4                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 4 ES                | CUSIP: 41164YAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18478553 | PA      | $213168.59     | 0.00%             | 2047-07-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-6                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 6 ES 144A           | CUSIP: 41165BAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19021619 | PA      | $191148.25     | 0.00%             | 2037-08-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc.                                                         | MOTOROLA SOLUTIONS INC SR UNSECURED 11/30 2.3                 | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   34267000 | PA      | $27021146.22   | 0.13%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc.                                                         | MOTOROLA SOLUTIONS INC SR UNSECURED 05/31 2.75                | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   28486000 | PA      | $22986378.04   | 0.11%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | HESS MIDSTREAM OPERATIONS LP COMPANY GUAR 144A 02/30 4.25     | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5230000 | PA      | $4471650.00    | 0.02%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | HESS MIDSTREAM OPERATIONS LP COMPANY GUAR 144A 10/30 5.5      | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2295000 | PA      | $2103691.19    | 0.01%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HI-FI MUSIC IP ISSUER LP HIFI 2022 1A A2 144A                                   | HI-FI MUSIC IP ISSUER LP HIFI 2022 1A A2 144A                 | CUSIP: 428357AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   21357000 | PA      | $19157316.56   | 0.10%             | 2062-02-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                                          | HILTON DOMESTIC OPERATING CO I COMPANY GUAR 144A 02/32 3.625  | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   13389000 | PA      | $11023297.59   | 0.06%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2017 - A                                           | HILTON GRAND VACATIONS TRUST 2 HGVT 2017 AA A 144A            | CUSIP: 43283AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5207845 | PA      | $5110505.00    | 0.03%             | 2028-12-26      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2 HGVT 2022 1D B 144A                              | HILTON GRAND VACATIONS TRUST 2 HGVT 2022 1D B 144A            | CUSIP: 43283BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2670824 | PA      | $2539145.41    | 0.01%             | 2034-06-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ONE MARKET PLAZA TRUST 2017-1M OMPT 2017 1MKT D 144A                            | ONE MARKET PLAZA TRUST 2017-1M OMPT 2017 1MKT D 144A          | CUSIP: 68245HAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5035000 | PA      | $4637311.53    | 0.02%             | 2032-02-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance Inc.                 | 1011778 BC ULC / NEW RED FINAN SECURED 144A 10/30 4           | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   36442000 | PA      | $30689994.72   | 0.15%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kenbourne Invest S.A.                                                           | KENBOURNE INVEST SA COMPANY GUAR 144A 01/28 4.7               | CUSIP: 48855KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    2933000 | PA      | $2126529.59    | 0.01%             | 2028-01-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners L.P.                                              | KINDER MORGAN ENERGY PARTNERS COMPANY GUAR 03/32 7.75         | CUSIP: 494550AL0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   15840000 | PA      | $17764640.31   | 0.09%             | 2032-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Oriflame Investment Holding PLC                                                 | ORIFLAME INVESTMENT HOLDING PL SR SECURED 144A 05/26 5.125    | CUSIP: 68621CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |   17182000 | PA      | $10377928.00   | 0.05%             | 2026-05-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN SR UNSECURED 144A 04/31 5.125                  | ORGANON FINANCE 1 LLC SR UNSECURED 144A 04/31 5.125           | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20418000 | PA      | $18119137.38   | 0.09%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc.                                             | OWENS-BROCKWAY GLASS CONTAINER COMPANY GUAR 144A 05/27 6.625  | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    9013000 | PA      | $8670753.86    | 0.04%             | 2027-05-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OXFORD FINANCE FUNDING 2020-1 OXFIN 2020 1A A2 144A                             | OXFORD FINANCE FUNDING 2020-1 OXFIN 2020 1A A2 144A           | CUSIP: 69144AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1991135 | PA      | $1967225.59    | 0.01%             | 2028-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| OXFORD FINANCE FUNDING 2019-1 OXFIN 2019 1A A2 144A                             | OXFORD FINANCE FUNDING 2019-1 OXFIN 2019 1A A2 144A           | CUSIP: 69145AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5108302 | PA      | $5059105.67    | 0.03%             | 2027-02-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I JR SUBORDINA 07/49 VAR         | CUSIP: 693475AK1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   29301000 | PA      | $29300145.88   | 0.15%             | 2023-02-01      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| MVW OWNER TRUST 2018-1 MVWOT 2018 1A A 144A                                     | MVW OWNER TRUST 2018-1 MVWOT 2018 1A A 144A                   | CUSIP: 62848BAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8427165 | PA      | $8145905.81    | 0.04%             | 2036-01-21      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NBM US Holdings Inc.                                                            | NBM US HOLDINGS INC COMPANY GUAR 144A 08/29 6.625             | CUSIP: 62877VAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23063000 | PA      | $22109552.98   | 0.11%             | 2029-08-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC SR SECURED 144A 06/29 4.45                     | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   16431000 | PA      | $15123682.44   | 0.08%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC SR SECURED 144A 12/27 2.45                     | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   22398000 | PA      | $19166780.08   | 0.10%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC SR UNSECURED 144A 02/29 3.375                  | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    5134000 | PA      | $4265605.87    | 0.02%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC SR UNSECURED 144A 02/31 3.625                  | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   12916000 | PA      | $10328279.40   | 0.05%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 06/42 5                     | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   12796000 | PA      | $11987865.42   | 0.06%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 06/46 4.375                 | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   46450000 | PA      | $39150943.62   | 0.20%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC COMPANY GUAR 144A 02/32 3.875                  | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   25570000 | PA      | $20555595.15   | 0.10%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Netflix Inc.                                                                    | NETFLIX INC SR UNSECURED 04/28 4.875                          | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   40575000 | PA      | $39417395.25   | 0.20%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 06/50 5.5                   | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   11572000 | PA      | $11414975.83   | 0.06%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                                 | LCM INVESTMENTS HOLDINGS II LL SR UNSECURED 144A 05/29 4.875  | CUSIP: 50190EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4403000 | PA      | $3681347.77    | 0.02%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Lcpr Senior Secured Financing Designated Activity Company                       | LCPR SENIOR SECURED FINANCING SR SECURED 144A 07/29 5.125     | CUSIP: 50201DAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    8324000 | PA      | $6880108.14    | 0.03%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LLPL Capital Pte Ltd                                                            | LLPL CAPITAL PTE LTD SR SECURED 144A 02/39 6.875              | CUSIP: 50201PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    3103942 | PA      | $2653508.21    | 0.01%             | 2039-02-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LSC Communications Inc.                                                         | ESC GCB144A LSC COMMUN 20231015 00008.7500000000              | CUSIP: N/A<br>LEI: 5493000O7BCKOMYMHF87       | Long             | DBT              | CORP              | US        |   19591000 | PA      | $12342.33      | 0.00%             | 2023-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LAUREL ROAD PRIME STUDENT LOAN LRK 2019 A A2FX 144A                             | LAUREL ROAD PRIME STUDENT LOAN LRK 2019 A A2FX 144A           | CUSIP: 51889RAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1924483 | PA      | $1866446.71    | 0.01%             | 2048-10-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                | LAZARD GROUP LLC SR UNSECURED 03/29 4.375                     | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |   13937000 | PA      | $12986616.74   | 0.06%             | 2029-03-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                                          | LEVEL 3 FINANCING INC SR SECURED 144A 03/27 3.4               | CUSIP: 527298BP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25465000 | PA      | $21726434.46   | 0.11%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Netflix Inc.                                                                    | NETFLIX INC SR UNSECURED 11/28 5.875                          | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   32460000 | PA      | $32791416.60   | 0.16%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Netflix Inc.                                                                    | NETFLIX INC SR UNSECURED 144A 11/29 5.375                     | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    6259000 | PA      | $6143264.83    | 0.03%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Netflix Inc.                                                                    | NETFLIX INC SR UNSECURED 144A 06/30 4.875                     | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   18644000 | PA      | $17610097.54   | 0.09%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                   | OWENS CORNING SR UNSECURED 08/29 3.95                         | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   20949000 | PA      | $19242155.92   | 0.10%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc.                                                       | LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 12/51 VAR          | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   18110000 | PA      | $14290369.37   | 0.07%             | 2051-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc.                                                       | LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 06/52 5.5          | CUSIP: 53079EBN3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    4433000 | PA      | $3990975.60    | 0.02%             | 2052-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I JR SUBORDINA 05/49 VAR         | CUSIP: 693475AM7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   14899000 | PA      | $14070929.22   | 0.07%             | 2023-06-01      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES JR SUBORDINA 12/99 VAR                 | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   37637000 | PA      | $28961796.08   | 0.14%             | 2026-09-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                             | PFS FINANCING CORP PFSFC 2020 E A 144A                        | CUSIP: 69335PDT9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20469000 | PA      | $19596381.97   | 0.10%             | 2025-10-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER REVOLVING AUTO LOAN SREV 2019 A A 144A                                | SANTANDER REVOLVING AUTO LOAN SREV 2019 A A 144A              | CUSIP: 80286JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   43933000 | PA      | $41253293.49   | 0.21%             | 2032-01-26      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR MORTGAGE TRUST LIFE 2021 BMR A 144A                               | LIFE 2021-BMR MORTGAGE TRUST LIFE 2021 BMR A 144A             | CUSIP: 53218CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23224636 | PA      | $22321689.77   | 0.11%             | 2038-03-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR MORTGAGE TRUST LIFE 2021 BMR D 144A                               | LIFE 2021-BMR MORTGAGE TRUST LIFE 2021 BMR D 144A             | CUSIP: 53218CAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19530634 | PA      | $18355003.04   | 0.09%             | 2038-03-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| LIFE MORTGAGE TRUST US LIFE 2022 BMR2 A1 144A                                   | LIFE MORTGAGE TRUST US LIFE 2022 BMR2 A1 144A                 | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   54728000 | PA      | $53081913.11   | 0.26%             | 2039-05-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| New York Life Insurance Company                                                 | NEW YORK LIFE INSURANCE CO SUBORDINATED 144A 05/50 3.75       | CUSIP: 64952GAT5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13513000 | PA      | $10366619.16   | 0.05%             | 2050-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Newmont Corporation                                                             | NEWMONT GOLDCORP CORP SR UNSECURED 10/29 2.8                  | CUSIP: 651639AX4<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |   10460000 | PA      | $8979175.08    | 0.04%             | 2029-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| News Corporation                                                                | NEWS CORP SR UNSECURED 144A 05/29 3.875                       | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |   15978000 | PA      | $14200447.50   | 0.07%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| News Corporation                                                                | NEWS CORP COMPANY GUAR 144A 02/32 5.125                       | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    7797000 | PA      | $7147509.90    | 0.04%             | 2032-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc.                                            | NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 06/30 2.25        | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   10230000 | PA      | $8486352.56    | 0.04%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TR SRT 2022 A A3 144A                               | SANTANDER RETAIL AUTO LEASE TR SRT 2022 A A3 144A             | CUSIP: 80287CAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11616000 | PA      | $10947285.47   | 0.05%             | 2025-07-21      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                         | SASOL FINANCING USA LLC COMPANY GUAR 03/31 5.5                | CUSIP: 80386WAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24943000 | PA      | $20698062.33   | 0.10%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Service Corporation International                                               | SERVICE CORP INTERNATIONAL/US SR UNSECURED 05/31 4            | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   18037000 | PA      | $15453921.23   | 0.08%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2021-1 Receivables Funding LLC                                 | SIERRA TIMESHARE 2021-1 RECEIV SRFC 2021 1A D 144A            | CUSIP: 82652QAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2286115 | PA      | $2072232.53    | 0.01%             | 2037-11-20      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2019-1 Receivables Funding LLC                                 | SIERRA TIMESHARE 2019-1 RECEIV SRFC 2019 1A A 144A            | CUSIP: 82653EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2378585 | PA      | $2281495.38    | 0.01%             | 2036-01-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2018-3 RECEIV SRFC 2018 3A D 144A                              | SIERRA TIMESHARE 2018-3 RECEIV SRFC 2018 3A D 144A            | CUSIP: 82653GAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1377935 | PA      | $1338889.83    | 0.01%             | 2035-09-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Simpar Europe                                                                   | SIMPAR EUROPE SA COMPANY GUAR 144A 01/31 5.2                  | CUSIP: 82883PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    6695000 | PA      | $5071462.50    | 0.03%             | 2031-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc.                                                            | SIRIUS XM RADIO INC COMPANY GUAR 144A 08/27 5                 | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   26970000 | PA      | $25169482.80   | 0.13%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                               | SONIC CAPITAL LLC SONIC 2020 1A A2I 144A                      | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   27073818 | PA      | $23950202.88   | 0.12%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                               | SONIC CAPITAL LLC SONIC 2021 1A A2I 144A                      | CUSIP: 83546DAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22769223 | PA      | $18119907.32   | 0.09%             | 2051-08-20      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP ISSUER SR SECURED 144A 10/28 4.375                       | PACTIV EVERGREEN GROUP ISSUER SR SECURED 144A 10/28 4.375     | CUSIP: 69527AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11571000 | PA      | $10124625.00   | 0.05%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc.                                                                    | OVINTIV INC COMPANY GUAR 11/31 7.2                            | CUSIP: 698900AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3846000 | PA      | $4109488.54    | 0.02%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Parkland Corporation                                                            | PARKLAND CORP/CANADA SR UNSECURED 144A 10/29 4.5              | CUSIP: 70137WAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   12267000 | PA      | $10334947.50   | 0.05%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Parkland Corporation                                                            | PARKLAND CORP COMPANY GUAR 144A 05/30 4.625                   | CUSIP: 70137WAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   11791000 | PA      | $9886753.50    | 0.05%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICANOS COMPANY GUAR 06/29 8.75                   | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   10862000 | PA      | $10079936.00   | 0.05%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| J.B. Poindexter and Co. Inc.                                                    | JB POINDEXTER and CO INC SR UNSECURED 144A 04/26 7.125        | CUSIP: 730481AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7764000 | PA      | $7502430.84    | 0.04%             | 2026-04-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                              | POST HOLDINGS INC COMPANY GUAR 144A 12/29 5.5                 | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   17011000 | PA      | $15624008.12   | 0.08%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SUB LLC COMPANY GUAR 144A 09/29 5.625                     | PREMIER ENTERTAINMENT SUB LLC COMPANY GUAR 144A 09/29 5.625   | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10140000 | PA      | $8112000.00    | 0.04%             | 2029-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrrower LLC / Prime Finance Inc.                      | PRIME SECURITY SERVICES BORROW SECURED 144A 01/28 6.25        | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13157000 | PA      | $12236010.00   | 0.06%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrrower LLC / Prime Finance Inc.                      | PRIME SECURITY SERVICES BORROW SR SECURED 144A 08/27 3.375    | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3713000 | PA      | $3266957.31    | 0.02%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                            | NEXTERA ENERGY OPERATING PARTN COMPANY GUAR 144A 09/27 4.5    | CUSIP: 65342QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6602000 | PA      | $6214132.50    | 0.03%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                            | NEXTERA ENERGY OPERATING PARTN COMPANY GUAR 144A 10/26 3.875  | CUSIP: 65342QAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16950000 | PA      | $15901218.75   | 0.08%             | 2026-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Company                                                   | NIPPON LIFE INSURANCE CO SUBORDINATED 144A 10/44 VAR          | CUSIP: 654579AD3<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   21465000 | PA      | $20815902.26   | 0.10%             | 2044-10-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Company                                                   | NIPPON LIFE INSURANCE CO SUBORDINATED 144A 01/51 VAR          | CUSIP: 654579AH4<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   35062000 | PA      | $26972692.76   | 0.13%             | 2051-01-21      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                   | NISOURCE INC PREFERRED STOCK 03/24 7.75                       | CUSIP: 65473P121<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     111900 | NS      | $11840139.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc.                                                                   | NISOURCE INC SR UNSECURED 05/30 3.6                           | CUSIP: 65473PAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15381000 | PA      | $13827695.88   | 0.07%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | VENTURE GLOBAL CALCASIEU PASS SR SECURED 144A 08/29 3.875     | CUSIP: 92328MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6386000 | PA      | $5515907.50    | 0.03%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | VENTURE GLOBAL CALCASIEU PASS SR SECURED 144A 08/31 4.125     | CUSIP: 92328MAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10687000 | PA      | $9217537.50    | 0.05%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2020-SFR1 PROG 2020 SFR1 A 144A                            | PROGRESS RESIDENTIAL TRUST PROG 2020 SFR1 A 144A              | CUSIP: 74331CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15512955 | PA      | $14140402.59   | 0.07%             | 2037-04-17      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR8 PROG 2021 SFR8 B 144A                            | PROGRESS RESIDENTIAL 2021-SFR8 PROG 2021 SFR8 B 144A          | CUSIP: 74333TAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13890000 | PA      | $11505171.73   | 0.06%             | 2038-10-17      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc.                                                                   | VERISIGN INC SR UNSECURED 06/31 2.7                           | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |   13953000 | PA      | $11436283.72   | 0.06%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VERIZON MASTER TRUST VZMT 2022 2 A                            | CUSIP: 92348KAH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20071000 | PA      | $18685069.35   | 0.09%             | 2028-07-20      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| TK Elevator U.S. Newco Inc.                                                     | VERTICAL US NEWCO INC SR SECURED 144A 07/27 5.25              | CUSIP: 92537RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6702000 | PA      | $6082199.04    | 0.03%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 R1 A1 144A                            | VERUS SECURITIZATION TRUST 10/63 1                            | CUSIP: 92538BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7485738 | PA      | $6506178.02    | 0.03%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2020 5 A1 144A                             | VERUS SECURITIZATION TRUST 05/65 1                            | CUSIP: 92538CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4795025 | PA      | $4356152.05    | 0.02%             | 2065-05-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 4 A1 144A                             | VERUS SECURITIZATION TRUST 202 VERUS 2021 4 A1 144A           | CUSIP: 92538HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9969678 | PA      | $7649755.22    | 0.04%             | 2066-07-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FUNDING MORTGAGE TRU PFMT 2020 F1 A2 144A                             | PROVIDENT FUNDING MORTGAGE TR 01/36 1                         | CUSIP: 74387TAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23717533 | PA      | $20269087.07   | 0.10%             | 2036-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc.                                                       | PRUDENTIAL FINANCIAL INC 03/52 1                              | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   14800000 | PA      | $12652601.40   | 0.06%             | 2052-03-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 04/48 5.103                    | QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 04/48 5.103  | CUSIP: 74727PAY7<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |   17804000 | PA      | $17896236.83   | 0.09%             | 2048-04-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc.                                                                      | QORVO INC COMPANY GUAR 144A 04/31 3.375                       | CUSIP: 74736KAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16254000 | PA      | $13031807.04   | 0.07%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 5 A1 144A                             | VERUS SECURITIZATION TRUST 202 VERUS 2021 5 A1 144A           | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20888763 | PA      | $16667116.80   | 0.08%             | 2066-09-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 3 A1 144A                             | VERUS SECURITIZATION TRUST 202 VERUS 2021 3 A1 144A           | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17611969 | PA      | $14194141.00   | 0.07%             | 2066-06-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc.                                                                      | QORVO INC COMPANY GUAR 144A 12/24 1.75                        | CUSIP: 74739DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14301000 | PA      | $13106222.96   | 0.07%             | 2024-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP / RHP COMPANY GUAR 144A 02/29 4.5                       | RHP HOTEL PROPERTIES LP / RHP COMPANY GUAR 144A 02/29 4.5     | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15671000 | PA      | $13705503.38   | 0.07%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Radian Group Inc.                                                               | RADIAN GROUP INC SR UNSECURED 10/24 4.5                       | CUSIP: 750236AU5<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |   12023000 | PA      | $11424463.56   | 0.06%             | 2024-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Advantage Sales and Marketing Inc.                                              | ADVANTAGE SALES and MARKETING IN SR SECURED 144A 11/28 6.5    | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |   21591000 | PA      | $16901866.62   | 0.08%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Affinity Gaming                                                                 | AFFINITY GAMING SR SECURED 144A 12/27 6.875                   | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10775000 | PA      | $9243226.00    | 0.05%             | 2027-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2013-1 CLASS A PASS PASS THRU CE 144A 11/26 4.125                    | AIR CANADA 2013-1 CLASS A PASS PASS THRU CE 144A 11/26 4.125  | CUSIP: 009089AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    8564119 | PA      | $7797037.32    | 0.04%             | 2025-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                           | AIR LEASE CORP SR UNSECURED 12/27 3.625                       | CUSIP: 00912XAY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10118000 | PA      | $9063794.25    | 0.05%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                           | AIR LEASE CORP SR UNSECURED 01/26 2.875                       | CUSIP: 00914AAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12330000 | PA      | $11357915.25   | 0.06%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                           | AIR LEASE CORP SR UNSECURED 09/28 2.1                         | CUSIP: 00914AAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14336000 | PA      | $11625217.52   | 0.06%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Cantor Fitzgerald L.P.                                                          | CANTOR FITZGERALD LP SR UNSECURED 144A 05/24 4.875            | CUSIP: 138616AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   29166000 | PA      | $28606028.84   | 0.14%             | 2024-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2019-2 LTD CGMS 2019 2A A1R 144A                                 | CARLYLE US CLO 2019-2 LTD CGMS 2019 2A A1R 144A               | CUSIP: 14316EAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   15033000 | PA      | $14633467.96   | 0.07%             | 2032-07-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/47 FIXED VAR                            | CUSIP: 3138ER6T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21238973 | PA      | $19957245.68   | 0.10%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/46 FIXED VAR                            | CUSIP: 3138ETSE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11099798 | PA      | $10447292.09   | 0.05%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2001 50 BA                                                | FANNIE MAE REMICS FNR 2001 50 BA                              | CUSIP: 31392AJW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         91 | PA      | $93.75         | 0.00%             | 2041-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS-TH FSPC T 41 3A                                     | FREDDIE MAC STRUCTURED PASS-TH FSPC T 41 3A                   | CUSIP: 31392MEN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        807 | PA      | $778.98        | 0.00%             | 2032-07-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/33 FLOATING VAR                         | CUSIP: 31402DSC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        287 | PA      | $290.22        | 0.00%             | 2033-07-01      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/46 FIXED 3.5                            | CUSIP: 3140EVUV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18788348 | PA      | $17660381.85   | 0.09%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/46 FIXED 3                              | CUSIP: 3140F0HF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13792000 | PA      | $12523461.95   | 0.06%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/46 FIXED 3                              | CUSIP: 3140FECE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2361524 | PA      | $2144319.83    | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/46 FIXED 3                              | CUSIP: 3140FEEM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1793140 | PA      | $1628213.73    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/47 FIXED 4                              | CUSIP: 3140FEZH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7837856 | PA      | $7595035.78    | 0.04%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/47 FIXED 4                              | CUSIP: 3140FNJU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7012775 | PA      | $6811733.77    | 0.03%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 11/24 2.35        | CUSIP: 09261HAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24290000 | PA      | $22386918.34   | 0.11%             | 2024-11-22      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 03/27 3.25        | CUSIP: 09261HAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5483000 | PA      | $4725072.63    | 0.02%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 01/25 2.7         | CUSIP: 09261HAP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18807000 | PA      | $17492253.60   | 0.09%             | 2025-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 01/29 4           | CUSIP: 09261HAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   27133000 | PA      | $23054507.45   | 0.12%             | 2029-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BlueLinx Holdings Inc.                                                          | BLUELINX HOLDINGS INC SR SECURED 144A 11/29 6                 | CUSIP: 09624HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18852000 | PA      | $15270120.00   | 0.08%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 03/29 3.2                          | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   13975000 | PA      | $12287218.85   | 0.06%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 05/27 5.04                         | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   41295000 | PA      | $40894339.80   | 0.20%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 05/30 5.15                         | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   57564000 | PA      | $56161221.73   | 0.28%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc.                                                           | BOOKING HOLDINGS INC SR UNSECURED 04/30 4.625                 | CUSIP: 09857LAR9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |   29538000 | PA      | $28776346.72   | 0.14%             | 2030-04-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Braskem Idesa S.A.P.I.                                                          | BRASKEM IDESA SAPI SR SECURED 144A 02/32 6.99                 | CUSIP: 10554NAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   13611000 | PA      | $9646796.25    | 0.05%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                          | CVS HEALTH CORP SR UNSECURED 03/28 4.3                        | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   11813000 | PA      | $11483606.43   | 0.06%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                          | CVS HEALTH CORP SR UNSECURED 03/48 5.05                       | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   23954000 | PA      | $22245019.84   | 0.11%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                          | CVS HEALTH CORP SR UNSECURED 04/30 3.75                       | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   19631000 | PA      | $18138339.25   | 0.09%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc.                                                            | SIRIUS XM RADIO INC COMPANY GUAR 144A 07/28 4                 | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   15524000 | PA      | $13720421.68   | 0.07%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/25 4.5                        | DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/25 4.5      | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5725000 | PA      | $5577311.83    | 0.03%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75                       | DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75     | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20881627 | PA      | $19793718.87   | 0.10%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2019 B A2A 144A                              | SMB PRIVATE EDUCATION LOAN TRU SMB 2019 B A2A 144A            | CUSIP: 83192CAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19846363 | PA      | $18548420.49   | 0.09%             | 2037-06-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE SA SUBORDINATED 144A 06/33 VAR               | CUSIP: 83368RBL5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   14339000 | PA      | $13335285.63   | 0.07%             | 2033-06-15      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE SA JR SUBORDINA 144A 12/99 VAR               | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   22339000 | PA      | $17538348.90   | 0.09%             | 2030-11-18      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Company                                                     | SOUTHWESTERN ENERGY CO COMPANY GUAR 02/32 4.75                | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    9065000 | PA      | $7925342.58    | 0.04%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                     | SPRINGLEAF FINANCE CORP COMPANY GUAR 03/25 6.875              | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    5750000 | PA      | $5584946.25    | 0.03%             | 2025-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc.                                                        | STANDARD INDUSTRIES INC/NJ SR UNSECURED 144A 02/27 5          | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    4561000 | PA      | $4197312.43    | 0.02%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc.                                                        | STANDARD INDUSTRIES INC/NJ SR UNSECURED 144A 07/30 4.375      | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   10985000 | PA      | $9007700.00    | 0.04%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING VIII LLC CLIF 2022 1A A 144A                                        | CLI FUNDING VIII LLC CLIF 2022 1A A1 144A                     | CUSIP: 12565KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20601770 | PA      | $17310962.41   | 0.09%             | 2047-01-18      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE15 MORTGAGE TRUS COMM 2014 CR15 XA                                | COMM 2014-CCRE15 MORTGAGE TRUS COMM 2014 CR15 XA              | CUSIP: 12591RBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   49429540 | PA      | $274240.03     | 0.00%             | 2047-02-10      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| COMM 2017-PANW MORTGAGE TRUST COMM 2017 PANW A 144A                             | COMM 2017-PANW MORTGAGE TRUST COMM 2017 PANW A 144A           | CUSIP: 12595HAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7264000 | PA      | $6772127.68    | 0.03%             | 2029-10-10      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| COMM 2018-COR3 MORTGAGE TRUST COMM 2018 COR3 XA                                 | COMM 2018-COR3 MORTGAGE TRUST COMM 2018 COR3 XA               | CUSIP: 12595VAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  222912690 | PA      | $4384269.07    | 0.02%             | 2051-05-10      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc.                                                        | CNO FINANCIAL GROUP INC SR UNSECURED 05/25 5.25               | CUSIP: 12621EAK9<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   11065000 | PA      | $11004028.86   | 0.05%             | 2025-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc.                                                        | CNO FINANCIAL GROUP INC SR UNSECURED 05/29 5.25               | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   30469000 | PA      | $29045523.97   | 0.14%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMM 2012-CCRE3 MORTGAGE TRUST COMM 2012 CR3 XA                                 | COMMERCIAL MORTGAGE PASS THROU COMM 2012 CR3 XA               | CUSIP: 12624PAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24673663 | PA      | $957.34        | 0.00%             | 2045-10-15      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| COMM 2013-300P MORTGAGE TRUST COMM 2013 300P D 144A                             | COMM 2013-300P MORTGAGE TRUST COMM 2013 300P D 144A           | CUSIP: 12625XAL1<br>LEI: 549300NMFC2YLCA2NF13 | Long             | ABS-MBS          | CORP              | US        |   18413000 | PA      | $16781453.53   | 0.08%             | 2030-08-10      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-NET CSMC 2020 NET A 144A                                              | CREDIT SUISSE MORTGAGE CAPITAL CSMC 2020 NET A 144A           | CUSIP: 126438AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7038652 | PA      | $6288447.77    | 0.03%             | 2037-08-15      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5                        | CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5      | CUSIP: 12652HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19702000 | PA      | $18047869.73   | 0.09%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5                        | CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5      | CUSIP: 12652HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5179000 | PA      | $4744184.21    | 0.02%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSI COMPRESSCO LP / CSI COMPRE SECURED 144A 04/26 10                            | CSI COMPRESSCO LP / CSI COMPRE SECURED 144A 04/26 10          | CUSIP: 12652HAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16839837 | PA      | $14819056.56   | 0.07%             | 2026-04-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CNX Resources Corporation                                                       | CNX RESOURCES CORP COMPANY GUAR 144A 01/31 7.375              | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    4087000 | PA      | $4089206.98    | 0.02%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CSMC 2019 ICE4 D 144A                            | CREDIT SUISSE MORTGAGE CAPITAL CSMC 2019 ICE4 D 144A          | CUSIP: 12653VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23820000 | PA      | $23038980.31   | 0.11%             | 2036-05-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM6 CSMC 2021 NQM6 A1 144A                                           | CSMC 2021-NQM6 CSMC 2021 NQM6 A1 144A                         | CUSIP: 12662KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21730486 | PA      | $17303708.11   | 0.09%             | 2066-07-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 03/47 FIXED 4                                          | FREDDIE MAC FG 03/47 FIXED 4                                  | CUSIP: 3132L8J24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17212677 | PA      | $16694756.53   | 0.08%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 05/45 FIXED 3.5                                        | FREDDIE MAC FG 05/45 FIXED 3.5                                | CUSIP: 3132QQAG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5787234 | PA      | $5455663.02    | 0.03%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 11/46 FIXED 3.5                                        | FREDDIE MAC FG 11/46 FIXED 3.5                                | CUSIP: 3132WH3H6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4399523 | PA      | $4135085.00    | 0.02%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 11/46 FIXED 3.5                                        | FREDDIE MAC FG 11/46 FIXED 3.5                                | CUSIP: 3132WH5R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4750169 | PA      | $4469108.66    | 0.02%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/46 FIXED 3                                          | FREDDIE MAC FG 10/46 FIXED 3                                  | CUSIP: 3132WHBN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3647175 | PA      | $3314823.27    | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/46 FIXED 3.5                                        | FREDDIE MAC FG 10/46 FIXED 3.5                                | CUSIP: 3132WHBR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1500666 | PA      | $1416094.94    | 0.01%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/46 FIXED 3                                          | FREDDIE MAC FG 10/46 FIXED 3                                  | CUSIP: 3132WHMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4797255 | PA      | $4360101.24    | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 01/47 FIXED 3.5                                        | FREDDIE MAC FG 01/47 FIXED 3.5                                | CUSIP: 3132WKLX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4279111 | PA      | $4032608.48    | 0.02%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 02/47 FIXED 3.5                                        | FREDDIE MAC FG 02/47 FIXED 3.5                                | CUSIP: 3132WKML9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6030526 | PA      | $5686900.16    | 0.03%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 04/47 FIXED 4                                          | FREDDIE MAC FG 04/47 FIXED 4                                  | CUSIP: 3132WMPF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6998350 | PA      | $6791710.00    | 0.03%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 05/47 FIXED 4                                          | FREDDIE MAC FG 05/47 FIXED 4                                  | CUSIP: 3132WNF23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5891462 | PA      | $5717505.07    | 0.03%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 08/46 FIXED 3.5                                        | FREDDIE MAC FG 08/46 FIXED 3.5                                | CUSIP: 3132XCRV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   35597614 | PA      | $33580350.18   | 0.17%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/46 FIXED 3                                          | FREDDIE MAC FG 10/46 FIXED 3                                  | CUSIP: 3132XCRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   48793089 | PA      | $44407770.65   | 0.22%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 01/47 FIXED 4                                          | FREDDIE MAC FG 01/47 FIXED 4                                  | CUSIP: 3132XCRX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5968604 | PA      | $5830046.09    | 0.03%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 04/47 FIXED 3.5                                        | FREDDIE MAC FG 04/47 FIXED 3.5                                | CUSIP: 3132XCRY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7841844 | PA      | $7392557.63    | 0.04%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/47 FIXED 4                                          | FREDDIE MAC FG 10/47 FIXED 4                                  | CUSIP: 3132XTHV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8657980 | PA      | $8380690.48    | 0.04%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 03/48 FIXED 4                                          | FREDDIE MAC FG 03/48 FIXED 4                                  | CUSIP: 3132XXQK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2336617 | PA      | $2253348.54    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 07/48 FIXED 4                                          | FREDDIE MAC FG 07/48 FIXED 4                                  | CUSIP: 3132Y4BK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17940895 | PA      | $17412275.83   | 0.09%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/46 FIXED 3.5                                        | FREDDIE MAC FG 12/46 FIXED 3.5                                | CUSIP: 31335A2V9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6232487 | PA      | $5867615.61    | 0.03%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/47 FIXED VAR                            | CUSIP: 3140J7PF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5444477 | PA      | $5280908.90    | 0.03%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/47 FIXED VAR                            | CUSIP: 3140J7TQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9905698 | PA      | $8994607.88    | 0.04%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/48 FIXED VAR                            | CUSIP: 3140J7V28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17928882 | PA      | $16790883.79   | 0.08%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/48 FIXED VAR                            | CUSIP: 3140J8A60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4572798 | PA      | $4299697.35    | 0.02%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/47 FIXED VAR                            | CUSIP: 3140J9C90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14858777 | PA      | $14008515.04   | 0.07%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/52 FIXED 4                                               | FREDDIE MAC POOL FR 05/52 FIXED 4                             | CUSIP: 3133BAUW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2820812 | PA      | $2696840.08    | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/50 FIXED 3                                               | FREDDIE MAC POOL FR 02/50 FIXED 3                             | CUSIP: 3133KHK54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8287336 | PA      | $7456467.15    | 0.04%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/52 FIXED 5                                               | FREDDIE MAC POOL FR 10/52 FIXED 5                             | CUSIP: 3133KP6V5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   54798534 | PA      | $55061473.71   | 0.27%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/47 FIXED VAR                            | CUSIP: 3140J9CU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19077343 | PA      | $17955873.33   | 0.09%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/49 FIXED VAR                            | CUSIP: 3140JAJ41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2892261 | PA      | $2708680.89    | 0.01%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/50 FIXED 2                                               | FREDDIE MAC POOL FR 09/50 FIXED 2                             | CUSIP: 3133KKAQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  128229872 | PA      | $106605840.36  | 0.53%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/42 FIXED 3.5                            | CUSIP: 3138LVDR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1022125 | PA      | $958878.98     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/42 FIXED 3                              | CUSIP: 3138MDS52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1885685 | PA      | $1707367.95    | 0.01%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/43 FIXED 4                              | CUSIP: 3138W92M1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4109506 | PA      | $4028423.80    | 0.02%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                     | FIRST QUANTUM MINERALS LTD COMPANY GUAR 144A 04/25 7.5        | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   11526000 | PA      | $11356509.36   | 0.06%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                     | FIRST QUANTUM MINERALS LTD COMPANY GUAR 144A 03/24 6.5        | CUSIP: 335934AP0<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    8050000 | PA      | $7929359.16    | 0.04%             | 2024-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                     | FIRST QUANTUM MINERALS LTD COMPANY GUAR 144A 03/26 6.875      | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    9625000 | PA      | $9280713.75    | 0.05%             | 2026-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                     | FIRST QUANTUM MINERALS LTD COMPANY GUAR 144A 10/27 6.875      | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   15023000 | PA      | $14309723.13   | 0.07%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020 SFR2 A 144A                             | FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020 SFR2 A 144A           | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25665186 | PA      | $22625000.61   | 0.11%             | 2037-10-19      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2020-SFR1 TRUST FKH 2020 SFR1 A 144A                             | FIRSTKEY HOMES 2020-SFR1 TRUST FKH 2020 SFR1 A 144A           | CUSIP: 33767MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   39155014 | PA      | $34936100.48   | 0.17%             | 2037-08-17      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/48 FIXED VAR                            | CUSIP: 3140JAPG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   37533858 | PA      | $34081628.77   | 0.17%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/49 FIXED VAR                            | CUSIP: 3140JAT57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18123963 | PA      | $16929687.96   | 0.08%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 A 144A                             | FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 A 144A           | CUSIP: 33767WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18603980 | PA      | $15928840.94   | 0.08%             | 2038-08-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 D 144A                             | FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 D 144A           | CUSIP: 33767WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   23526000 | PA      | $19486334.07   | 0.10%             | 2038-08-17      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST 2021-1 FSMT 2021 1 A2 144A                              | FLAGSTAR MORTGAGE TRUST 2021-2 FSMT 2021 1 A2 144A            | CUSIP: 33852DAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27493639 | PA      | $22308503.46   | 0.11%             | 2051-02-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corporation                               | STATE BOARD OF ADMINISTRATION FLSGEN 07/27 FIXED 1.705        | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |   13918000 | PA      | $12018879.16   | 0.06%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2 FORDO 2022 A A3                                  | FORD CREDIT AUTO OWNER TRUST 2 FORDO 2022 A A3                | CUSIP: 345286AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8921000 | PA      | $8495909.00    | 0.04%             | 2026-06-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                      | FORD CREDIT FLOORPLAN MASTER O FORDF 2019 2 A                 | CUSIP: 34528QGW8<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   44953000 | PA      | $43403434.13   | 0.22%             | 2026-04-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/52 FIXED 5.5                                             | FREDDIE MAC POOL FR 09/52 FIXED 5.5                           | CUSIP: 3133KPZF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   46567083 | PA      | $47686271.47   | 0.24%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/29 FIXED 7.5                            | CUSIP: 31371HVJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         29 | PA      | $30.01         | 0.00%             | 2029-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                      | FORD CREDIT FLOORPLAN MASTER O FORDF 2020 2 A                 | CUSIP: 34528QHQ0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   20465000 | PA      | $18305451.34   | 0.09%             | 2027-09-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2 FORDR 2020 1 A 144A                              | FORD CREDIT AUTO OWNER TRUST 2 FORDR 2020 1 A 144A            | CUSIP: 34531NAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20485000 | PA      | $19019597.33   | 0.09%             | 2031-08-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                              | FORD MOTOR CO SR UNSECURED 02/32 3.25                         | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   12651000 | PA      | $9998399.17    | 0.05%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/27 4.125             | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   27831000 | PA      | $25392169.47   | 0.13%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/30 4                 | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   13199000 | PA      | $11164374.15   | 0.06%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 02/28 2.9               | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    4515000 | PA      | $3771723.09    | 0.02%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/25 4.134             | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   66909000 | PA      | $63312641.25   | 0.32%             | 2025-08-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 05/29 5.113             | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   38435000 | PA      | $35832566.15   | 0.18%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K038 X1                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K038 X1                   | CUSIP: 3137BBBE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  168491101 | PA      | $1732324.40    | 0.01%             | 2024-03-25      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS KS03 X                                      | FREDDIE MAC MULTIFAMILY STRUCT FHMS KS03 X                    | CUSIP: 3137BLME5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17443450 | PA      | $88590.05      | 0.00%             | 2025-08-25      | Variable      | 0.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/29 FIXED VAR                            | CUSIP: 31384VL75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         34 | PA      | $35.60         | 0.00%             | 2029-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/31 FIXED VAR                            | CUSIP: 31384WB66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         14 | PA      | $14.85         | 0.00%             | 2031-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/31 FIXED VAR                            | CUSIP: 31385HNT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        100 | PA      | $105.89        | 0.00%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/43 FIXED 4                              | CUSIP: 3138W9MK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4240999 | PA      | $4161298.17    | 0.02%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/43 FIXED 4                              | CUSIP: 3138W9VF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1468401 | PA      | $1436675.35    | 0.01%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/44 FIXED 4                              | CUSIP: 3138WASP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3053005 | PA      | $2992767.56    | 0.01%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA1 M1A 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA1 M1A 144A        | CUSIP: 35564KPU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26467478 | PA      | $25585828.09   | 0.13%             | 2042-01-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA2 M1A 144A                          | FREDDIE MAC STRUCTURED AGENCY STACR 2022 DNA2 M1A 144A        | CUSIP: 35564KRE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17584777 | PA      | $17255935.02   | 0.09%             | 2042-02-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/45 FIXED 4                              | CUSIP: 3138WF6X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7698659 | PA      | $7501050.98    | 0.04%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/46 FIXED 3.5                            | CUSIP: 3138WGFR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17419708 | PA      | $16444676.12   | 0.08%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA2 M1B 144A                          | FREDDIE MAC STRUCTURED AGENCY STACR 2022 DNA2 M1B 144A        | CUSIP: 35564KRF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24949000 | PA      | $23436591.62   | 0.12%             | 2042-02-25      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1A 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1A 144A        | CUSIP: 35564KUW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23950708 | PA      | $23640927.53   | 0.12%             | 2042-04-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1B 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1B 144A        | CUSIP: 35564KUX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15070000 | PA      | $14411097.40   | 0.07%             | 2042-04-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1A 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1A 144A        | CUSIP: 35564KWS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18352664 | PA      | $18226844.07   | 0.09%             | 2042-05-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/46 FIXED 3.5                            | CUSIP: 3138WHL34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7342053 | PA      | $6887503.29    | 0.03%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/46 FIXED 3.5                            | CUSIP: 3138WHNL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3941398 | PA      | $3703543.37    | 0.02%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/48 FIXED VAR                            | CUSIP: 3140JATG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12875296 | PA      | $11723260.50   | 0.06%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/48 FIXED 4                              | CUSIP: 3140JHYR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7506302 | PA      | $7245605.54    | 0.04%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/46 FIXED 3                              | CUSIP: 3138WHST0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18682693 | PA      | $16987679.53   | 0.08%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/46 FIXED 3                              | CUSIP: 3138WHVP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24329003 | PA      | $22091308.47   | 0.11%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1B 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1B 144A        | CUSIP: 35564KWT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22588000 | PA      | $22136240.00   | 0.11%             | 2042-05-25      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA5 M1B 144A                          | FREDDIE MAC STRUCTURED AGENCY STACR 2022 DNA5 M1B 144A        | CUSIP: 35564KYP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24401000 | PA      | $25024299.14   | 0.12%             | 2042-06-25      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corporation                                                    | FREEDOM MORTGAGE CORP SR UNSECURED 144A 11/24 8.125           | CUSIP: 35640YAA5<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |   12459000 | PA      | $11462280.00   | 0.06%             | 2024-11-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMPANY GUAR 03/43 5.45                  | CUSIP: 35671DBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   30200000 | PA      | $27076112.00   | 0.14%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/47 FIXED 3                              | CUSIP: 3138WJTD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17085228 | PA      | $15497772.81   | 0.08%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/45 FIXED 3.5                            | CUSIP: 3138YH3S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1911013 | PA      | $1806436.98    | 0.01%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                                                         | GCI LLC SR UNSECURED 144A 10/28 4.75                          | CUSIP: 36166TAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12612000 | PA      | $10805078.76   | 0.05%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM2 TRUST GCAT 2021 NQM2 A1 144A                                     | GCAT 2021-NQM2 TRUST GCAT 2021 NQM2 A1 144A                   | CUSIP: 36166XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10448545 | PA      | $8103158.14    | 0.04%             | 2066-05-25      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM3 TRUST GCAT 2021 NQM3 A1 144A                                     | GCAT GCAT 2021 NQM3 A1 144A                                   | CUSIP: 36167HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16675020 | PA      | $13389944.73   | 0.07%             | 2066-05-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM1 TRUST GCAT 2021 NQM1 A1 144A                                     | GCAT 2021-NQM1 TRUST GCAT 2021 NQM1 A1 144A                   | CUSIP: 36167TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9619468 | PA      | $8097411.20    | 0.04%             | 2066-01-25      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                          | GFL ENVIRONMENTAL INC COMPANY GUAR 144A 08/29 4.375           | CUSIP: 36168QAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    8233000 | PA      | $7064737.30    | 0.04%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. / GLP Financing II Inc.                                        | GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 04/26 5.375       | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17313000 | PA      | $16783049.07   | 0.08%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. / GLP Financing II Inc.                                        | GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 01/30 4           | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10777000 | PA      | $9349370.81    | 0.05%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. / GLP Financing II Inc.                                        | GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 01/32 3.25        | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10853000 | PA      | $8569998.84    | 0.04%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                                   | JH COLLATERAL                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   61061707 | NS      | $610232379.15  | 3.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/49 FIXED 3                              | CUSIP: 3140JVS52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7745696 | PA      | $6949765.70    | 0.03%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/49 FIXED 3.5                            | CUSIP: 3140JWNV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5329649 | PA      | $4950138.78    | 0.02%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/50 FIXED 2.5                            | CUSIP: 3140QEVB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  124301060 | PA      | $107726483.07  | 0.54%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/52 FIXED 2.5                            | CUSIP: 3140QNE81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  136532980 | PA      | $117367367.79  | 0.59%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                             | GMF FLOORPLAN OWNER REVOLVING GFORT 2019 2 A 144A             | CUSIP: 361886CD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   31317000 | PA      | $30347053.01   | 0.15%             | 2026-04-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                             | GMF FLOORPLAN OWNER REVOLVING GFORT 2020 1 A 144A             | CUSIP: 361886CH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15128000 | PA      | $14636131.23   | 0.07%             | 2025-08-15      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2011-GC5                                           | GS MORTGAGE SECURITIES TRUST 2 GSMS 2011 GC5 XA 144A          | CUSIP: 36191YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3394652 | PA      | $33.95         | 0.00%             | 2044-08-10      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 03/33 FIXED 6                                              | GINNIE MAE GN 03/33 FIXED 6                                   | CUSIP: 36200MEN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1528 | PA      | $1583.30       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/50 FIXED 3                              | CUSIP: 3140K3KS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17574222 | PA      | $15773827.55   | 0.08%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/50 FIXED 2.5                            | CUSIP: 3140KMU57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12601258 | PA      | $10936729.93   | 0.05%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 10/26 FIXED 8                                              | GINNIE MAE GN 10/26 FIXED 8                                   | CUSIP: 36207JJE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        184 | PA      | $190.06        | 0.00%             | 2026-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 09/28 FIXED 6.5                                            | GINNIE MAE GN 09/28 FIXED 6.5                                 | CUSIP: 36207KC81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         69 | PA      | $70.24         | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/47 FIXED 3.5                            | CUSIP: 3140Q7WR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23201922 | PA      | $21765481.49   | 0.11%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/47 FIXED 3.5                            | CUSIP: 3140Q8AT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11173860 | PA      | $10464622.64   | 0.05%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 04/29 FIXED 7                                              | GINNIE MAE GN 04/29 FIXED 7                                   | CUSIP: 36209BFB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        409 | PA      | $423.24        | 0.00%             | 2029-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 08/31 FIXED 6.5                                            | GINNIE MAE GN 08/31 FIXED 6.5                                 | CUSIP: 36213UMA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         99 | PA      | $102.96        | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/52 FIXED 2.5                            | CUSIP: 3140QNQL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1126839 | PA      | $967956.75     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED 4.5                            | CUSIP: 3140QP3D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   78719200 | PA      | $76745504.92   | 0.38%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED 4.5                            | CUSIP: 3140QPJK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   42797722 | PA      | $41965408.64   | 0.21%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED 4.5                            | CUSIP: 3140QPPN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   79626087 | PA      | $77953134.76   | 0.39%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 09/29 FIXED 6.5                                            | GINNIE MAE GN 09/29 FIXED 6.5                                 | CUSIP: 36225BKX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         77 | PA      | $79.27         | 0.00%             | 2029-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 06/33 FIXED 6                                              | GINNIE MAE GN 06/33 FIXED 6                                   | CUSIP: 36225BZS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        466 | PA      | $481.46        | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2 GSMS 2015 590M C 144A                            | GS MORTGAGE SECURITIES TRUST 2 GSMS 2015 590M C 144A          | CUSIP: 36250WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6950000 | PA      | $6013254.68    | 0.03%             | 2035-10-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP TR GSMS 2017 485L C 144A                            | GS MORTGAGE SECURITIES CORP TR GSMS 2017 485L C 144A          | CUSIP: 36252CAJ1<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |    6670000 | PA      | $5687797.81    | 0.03%             | 2037-02-10      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Gartner Inc.                                                                    | GARTNER INC COMPANY GUAR 144A 06/29 3.625                     | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    7938000 | PA      | $6952784.66    | 0.03%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                          | GENERAL MOTORS CO SR UNSECURED 04/48 5.4                      | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   11218000 | PA      | $9663274.72    | 0.05%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corporation                                 | GOLDEN STATE TOBACCO SECURITIZ GLDGEN 06/50 FIXED 4.214       | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   16097000 | PA      | $12300176.46   | 0.06%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 01/27 3.85           | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   54969000 | PA      | $52819689.56   | 0.26%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 04/32 VAR            | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   76569000 | PA      | $61852062.25   | 0.31%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 10/32 VAR            | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   29672000 | PA      | $23829840.46   | 0.12%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2020 1A A2 144A                            | GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2020 1A A2 144A          | CUSIP: 38177UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   22181000 | PA      | $20384760.44   | 0.10%             | 2029-01-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2021 1A A2 144A                            | GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2021 1A A2 144A          | CUSIP: 38178HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   24582000 | PA      | $22184522.46   | 0.11%             | 2029-04-20      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2008 90 IO                 | CUSIP: 38373M4J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2043866 | PA      | $261684.81     | 0.00%             | 2050-12-16      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 114 IO                | CUSIP: 38378BE47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8900031 | PA      | $137727.08     | 0.00%             | 2053-01-16      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 120 IO                | CUSIP: 38378BM71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4097653 | PA      | $65768.56      | 0.00%             | 2053-02-16      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 70 IO                 | CUSIP: 38378BUS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     327292 | PA      | $193.10        | 0.00%             | 2052-08-16      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED 4                              | CUSIP: 3140QPRJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   39104616 | PA      | $37230194.65   | 0.19%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED 4.5                            | CUSIP: 3140QPYA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   48271179 | PA      | $47060895.17   | 0.23%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/48 FIXED 4                              | CUSIP: 3140Q9WT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9346475 | PA      | $9048155.24    | 0.05%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/49 FIXED 4                              | CUSIP: 3140QBHE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11163702 | PA      | $10762027.28   | 0.05%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/49 FIXED 3                              | CUSIP: 3140QBSZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17227914 | PA      | $15473764.53   | 0.08%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/49 FIXED 3                              | CUSIP: 3140QBTF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31443004 | PA      | $28015474.15   | 0.14%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED 5                              | CUSIP: 3140QQLU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   45246966 | PA      | $45110582.72   | 0.23%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED 5.5                            | CUSIP: 3140QQN27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   49449880 | PA      | $50545634.63   | 0.25%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/47 FIXED 4                              | CUSIP: 3140GPG69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8430129 | PA      | $8184239.44    | 0.04%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/45 FIXED VAR                            | CUSIP: 3140X43Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16231049 | PA      | $14793970.12   | 0.07%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/48 FIXED 3.5                            | CUSIP: 3140H1WJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9949791 | PA      | $9277828.16    | 0.05%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/47 FIXED 4                              | CUSIP: 3140H2ZP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2308841 | PA      | $2225587.63    | 0.01%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/49 FIXED 3.5                            | CUSIP: 3140QCKX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24527289 | PA      | $22765437.72   | 0.11%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/49 FIXED 4                              | CUSIP: 3140HDKU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6420126 | PA      | $6165051.91    | 0.03%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/49 FIXED 4                              | CUSIP: 3140HDKZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6143014 | PA      | $5897030.11    | 0.03%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/49 FIXED 3                              | CUSIP: 3140HDQ56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19815504 | PA      | $17797885.81   | 0.09%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/47 FIXED VAR                            | CUSIP: 3140J5DT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24327089 | PA      | $22904613.37   | 0.11%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/47 FIXED VAR                            | CUSIP: 3140J5XB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27924453 | PA      | $26291629.21   | 0.13%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/47 FIXED VAR                            | CUSIP: 3140J6GP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2922871 | PA      | $2819531.78    | 0.01%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/47 FIXED VAR                            | CUSIP: 3140J7LP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20617347 | PA      | $18721037.96   | 0.09%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/47 FIXED VAR                            | CUSIP: 3140J7M36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21646358 | PA      | $19655404.34   | 0.10%             | 2047-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                                       | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 03/30 5            | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    2354000 | PA      | $2088124.79    | 0.01%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                                       | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 02/32 4.25         | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   19875000 | PA      | $16111875.25   | 0.08%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                                       | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 06/32 6.375        | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   12079000 | PA      | $11159394.32   | 0.06%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2020 VKNG A 144A                              | BX COMMERCIAL MORTGAGE TRUST 2 BX 2020 VKNG A 144A            | CUSIP: 12433YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19900396 | PA      | $19253584.89   | 0.10%             | 2037-10-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE D 144A                            | CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE D 144A          | CUSIP: 12482HAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6315000 | PA      | $6061642.83    | 0.03%             | 2037-12-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE F 144A                            | CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE F 144A          | CUSIP: 12482HAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12809000 | PA      | $12028418.26   | 0.06%             | 2037-12-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 06/33 4.5    | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14410000 | PA      | $11435920.10   | 0.06%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARS-DB4 L.P.                                                                   | CARS-DB4 LP CAUTO 2020 1A B1 144A                             | CUSIP: 12510HAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21876000 | PA      | $19938541.12   | 0.10%             | 2050-02-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP COMPANY GUAR 02/29 3.25                              | CDW LLC / CDW FINANCE CORP COMPANY GUAR 02/29 3.25            | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8552000 | PA      | $7251924.96    | 0.04%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP COMPANY GUAR 12/31 3.569                             | CDW LLC / CDW FINANCE CORP COMPANY GUAR 12/31 3.569           | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   26703000 | PA      | $22031844.21   | 0.11%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMPANY GUAR 03/30 4.25                  | CUSIP: 35671DCF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25953000 | PA      | $23114178.59   | 0.12%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMPANY GUAR 08/30 4.625                 | CUSIP: 35671DCH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18992000 | PA      | $17347850.97   | 0.09%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care US Finance III Inc.                                      | FRESENIUS MEDICAL CARE US FINA COMPANY GUAR 144A 02/31 2.375  | CUSIP: 35805BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   37988000 | PA      | $28364684.96   | 0.14%             | 2031-02-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Full House Resorts Inc.                                                         | FULL HOUSE RESORTS INC SR SECURED 144A 02/28 8.25             | CUSIP: 359678AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9403000 | PA      | $8370550.60    | 0.04%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GEMS MENASA CAYMAN LTD / GEMS SR SECURED 144A 07/26 7.125                       | GEMS MENASA CAYMAN LTD / GEMS SR SECURED 144A 07/26 7.125     | CUSIP: 36166LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |   14169000 | PA      | $13525682.91   | 0.07%             | 2026-07-31      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2021 4 A3                                  | GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2021 4 A3                | CUSIP: 362554AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7465000 | PA      | $7007633.63    | 0.03%             | 2026-09-16      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2 GSMS 2019 GC40 A2                                | GS MORTGAGE SECURITIES TRUST 2 GSMS 2019 GC40 A2              | CUSIP: 36257HBM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22410000 | PA      | $21439884.55   | 0.11%             | 2052-07-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP TR GSMS 2020 UPTN A 144A                            | GS MORTGAGE SECURITIES CORP TR GSMS 2020 UPTN A 144A          | CUSIP: 36258PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13326000 | PA      | $12195340.87   | 0.06%             | 2037-02-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AdaptHealth LLC                                                                 | ADAPTHEALTH LLC COMPANY GUAR 144A 03/30 5.125                 | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11714000 | PA      | $9955894.00    | 0.05%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 08/24 2.875       | CUSIP: 00774MAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   26769000 | PA      | $25336441.97   | 0.13%             | 2024-08-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 01/26 1.75        | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   25521000 | PA      | $22516223.81   | 0.11%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2022-1                                                  | CARMAX AUTO OWNER TRUST 2022-1 CARMX 2022 1 A3                | CUSIP: 14317CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16354000 | PA      | $15432084.14   | 0.08%             | 2026-12-15      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES GSMBS 2020 NQM1 A1 144A                           | GS MORTGAGE BACKED SECURITIES 09/60 1                         | CUSIP: 36259WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3287287 | PA      | $2983591.46    | 0.01%             | 2060-09-27      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES GSMBS 2021 NQM1 A1 144A                           | GS MORTGAGE-BACKED SECURITIES GSMBS 2021 NQM1 A1 144A         | CUSIP: 36262EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7056027 | PA      | $5823107.34    | 0.03%             | 2061-07-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 03/35 FIXED 5.5                                            | GINNIE MAE GN 03/35 FIXED 5.5                                 | CUSIP: 36291AJH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        892 | PA      | $917.79        | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 04/35 FIXED 5                                              | GINNIE MAE GN 04/35 FIXED 5                                   | CUSIP: 36291R2Z4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1711 | PA      | $1715.95       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 04/35 FIXED 5                                              | GINNIE MAE GN 04/35 FIXED 5                                   | CUSIP: 36291XMY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        864 | PA      | $864.83        | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                                | GARDA WORLD SECURITY CORP SR UNSECURED 144A 06/29 6           | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    6535000 | PA      | $5293350.00    | 0.03%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gartner Inc.                                                                    | GARTNER INC COMPANY GUAR 144A 07/28 4.5                       | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   25252000 | PA      | $23772737.84   | 0.12%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                          | GENERAL MOTORS CO SR UNSECURED 10/29 5.4                      | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   27779000 | PA      | $26806290.54   | 0.13%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 06/30 3.6         | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   59790000 | PA      | $51278739.84   | 0.26%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 10/28 2.4         | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   54508000 | PA      | $45425418.08   | 0.23%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CCM Merger Inc.                                                                 | CCM MERGER INC SR UNSECURED 144A 05/26 6.375                  | CUSIP: 14985VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8345000 | PA      | $7725216.85    | 0.04%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B de C.V                                                              | CEMEX SAB DE CV SR SECURED 144A 09/30 5.2                     | CUSIP: 151290BX0<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   17916000 | PA      | $16188897.60   | 0.08%             | 2030-09-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Globo Comunicacao e Participacoes S/A                                           | GLOBO COMUNICACAO E PARTICIPAC SR UNSECURED 144A 01/30 4.875  | CUSIP: 37959DAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   25650000 | PA      | $21054674.25   | 0.11%             | 2030-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Global Infrastructure Solutions Inc.                                            | GLOBAL INFRASTRUCTURE SOLUTION COMPANY GUAR 144A 06/29 5.625  | CUSIP: 37960XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17739000 | PA      | $13747725.00   | 0.07%             | 2029-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2022 1 A3                                  | GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2022 1 A3                | CUSIP: 380146AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7727000 | PA      | $7340784.45    | 0.04%             | 2026-11-16      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2013 63 IO                 | CUSIP: 38378KPD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6145904 | PA      | $132576.36     | 0.00%             | 2051-09-16      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B de C.V                                                              | CEMEX SAB DE CV SR SECURED 144A 07/31 3.875                   | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   20594000 | PA      | $16736710.85   | 0.08%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 12/27 4.25                          | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    6580000 | PA      | $6175198.40    | 0.03%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 02/30 3.375                         | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   12115000 | PA      | $10319715.22   | 0.05%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 10/30 3                             | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   20848000 | PA      | $17201684.80   | 0.09%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Century Communities Inc.                                                        | CENTURY COMMUNITIES INC COMPANY GUAR 144A 08/29 3.875         | CUSIP: 156504AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19645000 | PA      | $15853515.00   | 0.08%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 10/45 6.484         | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   38482000 | PA      | $36252636.15   | 0.18%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 135 IO                | CUSIP: 38379R4C4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   51422123 | PA      | $2159034.96    | 0.01%             | 2058-10-16      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A 02/59 1                        | CUSIP: 38379R4P5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   23108863 | PA      | $795104.34     | 0.00%             | 2059-02-16      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 03/28 4.2           | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   40895000 | PA      | $38040263.18   | 0.19%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/48 5.75          | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   46920000 | PA      | $40364936.77   | 0.20%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/49 FIXED VAR                            | CUSIP: 3140X47C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21822631 | PA      | $19430156.61   | 0.10%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 03/50 4.8           | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   41047000 | PA      | $30797498.42   | 0.15%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 06/52 3.9           | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16253000 | PA      | $10795241.46   | 0.05%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/49 FIXED VAR                            | CUSIP: 3140X4XS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   32980461 | PA      | $29735754.62   | 0.15%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/48 FIXED VAR                            | CUSIP: 3140X53F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2596122 | PA      | $2510013.63    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L.P.                                                   | CHENIERE ENERGY PARTNERS LP COMPANY GUAR 10/29 4.5            | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   31736000 | PA      | $29133648.00   | 0.15%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L.P.                                                   | CHENIERE ENERGY PARTNERS LP COMPANY GUAR 03/31 4              | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   31837000 | PA      | $27817578.75   | 0.14%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International Inc.                                                | CHOICE HOTELS INTERNATIONAL IN SR UNSECURED 12/29 3.7         | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |   15994000 | PA      | $13993029.85   | 0.07%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International Inc.                                                | CHOICE HOTELS INTERNATIONAL IN SR UNSECURED 01/31 3.7         | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |   14687000 | PA      | $12587704.99   | 0.06%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 109 IO                | CUSIP: 38379RG98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   48226085 | PA      | $1016065.74    | 0.01%             | 2057-04-16      | Variable      | 0.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 174 IO                | CUSIP: 38379RJU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   28249280 | PA      | $1185486.70    | 0.01%             | 2056-11-16      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 22 IO                 | CUSIP: 38379RNC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11109417 | PA      | $442289.23     | 0.00%             | 2057-12-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 41 IO                 | CUSIP: 38379RPH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   32759560 | PA      | $964352.99     | 0.00%             | 2058-07-16      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Cimpress Public Limited Company                                                 | CIMPRESS NV COMPANY GUAR 144A 06/26 7                         | CUSIP: 17186HAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   32163000 | PA      | $22444306.29   | 0.11%             | 2026-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SUBORDINATED 03/26 4.6                          | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   51712000 | PA      | $50982827.70   | 0.25%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/51 FIXED VAR                            | CUSIP: 3140XHPY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  102150708 | PA      | $98156063.65   | 0.49%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED VAR                            | CUSIP: 3140XHTL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2965448 | PA      | $2835582.81    | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/49 FIXED VAR                            | CUSIP: 3140X5B93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21804228 | PA      | $19631813.48   | 0.10%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/49 FIXED VAR                            | CUSIP: 3140X5CA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17003806 | PA      | $15272474.67   | 0.08%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED VAR                            | CUSIP: 3140XHVH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10713157 | PA      | $10484724.37   | 0.05%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED VAR                            | CUSIP: 3140XJGE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   65882502 | PA      | $64781394.14   | 0.32%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED VAR                            | CUSIP: 3140XJJP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16816682 | PA      | $16535621.42   | 0.08%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED VAR                            | CUSIP: 3140XJL35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   46136334 | PA      | $46256786.83   | 0.23%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC JR SUBORDINA 12/49 VAR                          | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   27864000 | PA      | $26963992.80   | 0.13%             | 2026-08-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SR UNSECURED 10/26 3.2                          | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   39653000 | PA      | $37028725.20   | 0.18%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 61 IO                 | CUSIP: 38379RSQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19699637 | PA      | $766725.63     | 0.00%             | 2059-05-16      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 124 IO                | CUSIP: 38379RW58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   39854658 | PA      | $1238459.60    | 0.01%             | 2059-01-16      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 74 IO                 | CUSIP: 38379RZB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   43544064 | PA      | $1082666.54    | 0.01%             | 2058-09-16      | Variable      | 0.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 89 IO                 | CUSIP: 38379RZH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   37121141 | PA      | $1243870.04    | 0.01%             | 2059-07-16      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 20 IO                 | CUSIP: 38379U6A9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   80248493 | PA      | $2170609.39    | 0.01%             | 2058-12-16      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 46 IO                 | CUSIP: 38379U7Q3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   55173103 | PA      | $2129781.10    | 0.01%             | 2057-11-16      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140XJUU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   41403186 | PA      | $42398266.03   | 0.21%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/37 FIXED VAR                            | CUSIP: 3140XJVB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   39704006 | PA      | $39623081.29   | 0.20%             | 2037-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC 12/99 1                                         | CUSIP: 172967MK4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   36879000 | PA      | $31084202.73   | 0.16%             | 2025-01-30      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SR UNSECURED 05/32 VAR                          | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   17287000 | PA      | $13825423.12   | 0.07%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc.                                                   | CITIZENS FINANCIAL GROUP INC SR UNSECURED 04/30 3.25          | CUSIP: 174610AT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   38053000 | PA      | $33477379.04   | 0.17%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                            | CLYDESDALE ACQU HLDNG INC TERM LOAN                           | CUSIP: 18972FAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4145610 | PA      | $3996450.95    | 0.02%             | 2029-04-13      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| COLT 2021-2 MORTGAGE LOAN TRUS COLT 2021 2 A1 144A                              | COLT FUNDING LLC COLT 2021 2 A1 144A                          | CUSIP: 19685WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18845402 | PA      | $15291668.38   | 0.08%             | 2066-08-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| COLT 2020-RPL1 TRUST COLT 2020 RPL1 A1 144A                                     | COLT 2020 RPL1 TR 01/65 1                                     | CUSIP: 19687YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30634421 | PA      | $26444103.70   | 0.13%             | 2065-01-25      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/40 FIXED 4                              | CUSIP: 31416WU34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3734988 | PA      | $3612270.89    | 0.02%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/40 FIXED 4                              | CUSIP: 31416XAJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1266454 | PA      | $1224804.76    | 0.01%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/49 FIXED VAR                            | CUSIP: 3140X5FK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18607848 | PA      | $16695748.57   | 0.08%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/49 FIXED VAR                            | CUSIP: 3140X5Q48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31471993 | PA      | $30349453.31   | 0.15%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLT 2021-3 MORTGAGE LOAN TRUS COLT 2021 3 A1 144A                              | COLT 2021-3 MORTGAGE LOAN TRUS COLT 2021 3 A1 144A            | CUSIP: 19688FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   26081509 | PA      | $20754310.95   | 0.10%             | 2066-09-27      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| COLT 2021-HX1 MORTGAGE LOAN TR COLT 2021 HX1 A1 144A                            | COLT 2021-HX1 MORTGAGE LOAN TR COLT 2021 HX1 A1 144A          | CUSIP: 19688KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20970329 | PA      | $16891876.71   | 0.08%             | 2066-10-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| COMM 2020-CBM MORTGAGE TRUST COMM 2020 CBM A2 144A                              | COMM 2020-CBM MORTGAGE TRUST COMM 2020 CBM A2 144A            | CUSIP: 20049AAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14666000 | PA      | $13492011.63   | 0.07%             | 2037-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL / CONNECT U SR SECURED 144A 10/26 6.75                       | CONNECT FINCO SARL / CONNECT U 10/26 6.75                     | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   22977000 | PA      | $21713265.00   | 0.11%             | 2026-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1M1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1M1 144A           | CUSIP: 20753XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22286565 | PA      | $22022023.25   | 0.11%             | 2042-03-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R04 1M1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2022 R04 1M1 144A           | CUSIP: 20753YCH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9578232 | PA      | $9458751.29    | 0.05%             | 2042-03-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MTG 01/60 0.448                           | CUSIP: 38380J2B3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20954746 | PA      | $859846.58     | 0.00%             | 2060-01-16      | Variable      | 0.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 99 IO                 | CUSIP: 38380J7L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   50589021 | PA      | $1922655.99    | 0.01%             | 2060-06-16      | Variable      | 0.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/41 FIXED 4                              | CUSIP: 31417ACZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1053076 | PA      | $1017524.53    | 0.01%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/42 FIXED 4                              | CUSIP: 31417BZ91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2092648 | PA      | $2021325.98    | 0.01%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Consensus Cloud Solutions Inc.                                                  | CONSENSUS CLOUD SOLUTIONS INC COMPANY GUAR 144A 10/28 6.5     | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18197000 | PA      | $16513787.87   | 0.08%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ContiMortgage Home Equity Loan Trust 1995-2                                     | CONTIMORTGAGE HOME EQUITY LOAN CONHE 1995 2 A5                | CUSIP: 21075WBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      71664 | PA      | $53813.14      | 0.00%             | 2025-08-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc.                                                      | CONTINENTAL RESOURCES INC/OK COMPANY GUAR 06/44 4.9           | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   13606000 | PA      | $10246950.72   | 0.05%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CoreLogic Inc.                                                                  | CORELOGIC INC TERM LOAN                                       | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |   32616540 | PA      | $26827104.15   | 0.13%             | 2028-06-02      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/42 FIXED 3                              | CUSIP: 31417CH57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2009796 | PA      | $1826026.99    | 0.01%             | 2042-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/42 FIXED 3.5                            | CUSIP: 31417CNF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2235289 | PA      | $2098164.40    | 0.01%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 159 IO                | CUSIP: 38380JAH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   34505009 | PA      | $1168688.09    | 0.01%             | 2059-06-16      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 169 IO                | CUSIP: 38380JFE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   86768269 | PA      | $3032229.97    | 0.02%             | 2060-01-16      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/50 FIXED VAR                            | CUSIP: 3140X5ZD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26523305 | PA      | $24601497.66   | 0.12%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/50 FIXED VAR                            | CUSIP: 3140X7QX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27519361 | PA      | $23832669.21   | 0.12%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 68 IO                 | CUSIP: 38380JJ90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13021455 | PA      | $450772.82     | 0.00%             | 2060-01-16      | Variable      | 0.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 9 IO                  | CUSIP: 38380JMW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   57977794 | PA      | $1857875.20    | 0.01%             | 2060-01-16      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/50 FIXED VAR                            | CUSIP: 3140X7S59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30918094 | PA      | $26795407.26   | 0.13%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/50 FIXED VAR                            | CUSIP: 3140X7S67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   66960169 | PA      | $57989702.66   | 0.29%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 69 IO                 | CUSIP: 38380JQ50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   33525874 | PA      | $1589267.23    | 0.01%             | 2060-04-16      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 35 IO                 | CUSIP: 38380JUL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   75394905 | PA      | $2893309.65    | 0.01%             | 2060-03-16      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| Coruripe Netherlands B.V.                                                       | CORURIPE NETHERLANDS BV SR SECURED 144A 02/27 10              | CUSIP: 22088DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   19985000 | PA      | $16605536.50   | 0.08%             | 2027-02-10      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CoStar Group Inc.                                                               | COSTAR GROUP INC COMPANY GUAR 144A 07/30 2.8                  | CUSIP: 22160NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   29716000 | PA      | $24436274.78   | 0.12%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DAE Funding LLC                                                                 | DAE FUNDING LLC COMPANY GUAR 144A 03/25 2.625                 | CUSIP: 23371DAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |   24111000 | PA      | $22368498.03   | 0.11%             | 2025-03-20      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                         | DAIMLER FINANCE NORTH AMERICA COMPANY GUAR 144A 08/25 3.5     | CUSIP: 233851CB8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   10505000 | PA      | $10081166.64   | 0.05%             | 2025-08-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 43 IO                 | CUSIP: 38380JWY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   94787764 | PA      | $3279817.79    | 0.02%             | 2060-05-16      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 114 IO                | CUSIP: 38380MFV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   38475034 | PA      | $1603858.71    | 0.01%             | 2060-04-16      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                        | CUSIP: 01F0424C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  141632000 | PA      | $141217018.24  | 0.70%             | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc.                                                        | STANDARD INDUSTRIES INC/NJ SR UNSECURED 144A 01/31 3.375      | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    8626000 | PA      | $6613033.19    | 0.03%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2022 1 A1 144A                               | STARWOOD MORTGAGE RESIDENTIAL STAR 2022 1 A1 144A             | CUSIP: 85573TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24213278 | PA      | $20185508.51   | 0.10%             | 2066-12-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| TTF Holdings LLC                                                                | TTF HOLDINGS LLC                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    4270510 | PA      | $4206452.17    | 0.02%             | 2028-03-31      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/50 FIXED VAR                            | CUSIP: 3140X7TK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20364637 | PA      | $16930448.09   | 0.08%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/51 FIXED VAR                            | CUSIP: 3140XCB72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5642317 | PA      | $4863509.96    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER COLO 2021 1A A2 144A                                            | DATABANK ISSUER COLO 2021 1A A2 144A                          | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16189140 | PA      | $13962492.16   | 0.07%             | 2051-02-27      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER COLO 2021 1A C 144A                                             | DATABANK ISSUER COLO 2021 1A C 144A                           | CUSIP: 23802WAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3400000 | PA      | $2838761.32    | 0.01%             | 2051-02-27      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 158 IO                | CUSIP: 38380MUV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   80264868 | PA      | $4149958.56    | 0.02%             | 2061-05-16      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 131 IO                | CUSIP: 38380NPW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   64504033 | PA      | $3645245.47    | 0.02%             | 2061-07-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| DaVita Inc.                                                                     | DAVITA INC SR UNSECURED 144A 06/30 4.625                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   25304000 | PA      | $20483081.92   | 0.10%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DaVita Inc.                                                                     | DAVITA INC COMPANY GUAR 144A 02/31 3.75                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   25782000 | PA      | $18949770.00   | 0.09%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/52 FIXED VAR                            | CUSIP: 3140XFY39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   36217751 | PA      | $33259629.60   | 0.17%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/52 FIXED VAR                            | CUSIP: 3140XFYM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   41792228 | PA      | $37269205.46   | 0.19%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/51 FIXED VAR                            | CUSIP: 3140XCL97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   44805081 | PA      | $38620648.70   | 0.19%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/51 FIXED VAR                            | CUSIP: 3140XD2N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   46798823 | PA      | $40171010.01   | 0.20%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8                        | DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8      | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7968000 | PA      | $6869770.56    | 0.03%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 144A 12/51 3.45                     | DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 144A 12/51 3.45   | CUSIP: 24703DBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24720000 | PA      | $15935067.46   | 0.08%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C SR UNSECURED 07/25 5.85                          | DELL INTERNATIONAL LLC / EMC C SR SECURED 07/25 5.85          | CUSIP: 24703TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12962000 | PA      | $13165690.57   | 0.07%             | 2025-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C SR UNSECURED 10/26 4.9                           | DELL INTERNATIONAL LLC / EMC C SR SECURED 10/26 4.9           | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   41282000 | PA      | $40827718.01   | 0.20%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SUNBIRD ENGINE FINANCE LLC SUNBD 2020 1A A 144A                                 | SUNBIRD ENGINE FINANCE LLC SUNBD 2020 1A A 144A               | CUSIP: 86709LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    8713389 | PA      | $6928135.89    | 0.03%             | 2045-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | SUNOCO LOGISTICS PARTNERS OPER COMPANY GUAR 10/47 5.4         | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   17042000 | PA      | $14696636.84   | 0.07%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sunoco LP and Sunoco Finance Corp.                                              | SUNOCO LP / SUNOCO FINANCE COR COMPANY GUAR 05/29 4.5         | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7321000 | PA      | $6339160.19    | 0.03%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sunoco LP and Sunoco Finance Corp.                                              | SUNOCO LP / SUNOCO FINANCE COR COMPANY GUAR 04/30 4.5         | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17216000 | PA      | $14936773.76   | 0.07%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C SR UNSECURED 10/29 5.3                           | DELL INTERNATIONAL LLC / EMC C SR SECURED 10/29 5.3           | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20296000 | PA      | $20076349.79   | 0.10%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                                            | DELTA AIR LINES INC SR UNSECURED 04/28 4.375                  | CUSIP: 247361ZN1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   26290000 | PA      | $24024985.05   | 0.12%             | 2028-04-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                                            | DELTA AIR LINES INC SR UNSECURED 10/24 2.9                    | CUSIP: 247361ZU5<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   38340000 | PA      | $36346320.00   | 0.18%             | 2024-10-28      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK AG/NEW YORK NY SR UNSECURED 11/27 VAR           | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   22438000 | PA      | $18742516.82   | 0.09%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Switch Ltd.                                                                     | SWITCH LTD COMPANY GUAR 144A 09/28 3.75                       | CUSIP: 87105NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5023000 | PA      | $5063700.01    | 0.03%             | 2028-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TIF FUNDING II LLC TIF 2021 1A A 144A                                           | TIF FUNDING II LLC TIF 2021 1A A 144A                         | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18779796 | PA      | $15174375.61   | 0.08%             | 2046-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/51 FIXED VAR                            | CUSIP: 3140XGHK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  113124186 | PA      | $108285038.51  | 0.54%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED VAR                            | CUSIP: 3140XGKT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   34429635 | PA      | $31725152.77   | 0.16%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK NY 01/33 1                                      | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   29929000 | PA      | $21365443.96   | 0.11%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A C 144A                             | DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A C 144A           | CUSIP: 25265LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6825000 | PA      | $5292897.38    | 0.03%             | 2049-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc.                                                         | DIAMONDBACK ENERGY INC COMPANY GUAR 03/31 3.125               | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   17121000 | PA      | $14407984.08   | 0.07%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Discover Financial Services                                                     | DISCOVER FINANCIAL SERVICES SR UNSECURED 02/27 4.1            | CUSIP: 254709AM0<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    8970000 | PA      | $8428061.57    | 0.04%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc.                                                                | DOLLAR TREE INC SR UNSECURED 05/28 4.2                        | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |   47942000 | PA      | $45788593.02   | 0.23%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC SR UNSECURED 04/30 3.375                  | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   14886000 | PA      | $13186857.48   | 0.07%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC SR SECURED 04/30 3.875                       | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   39657000 | PA      | $36422383.54   | 0.18%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 02/31 2.875                     | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3484000 | PA      | $2910880.26    | 0.01%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 118 IO                | CUSIP: 38380P2F0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  152667556 | PA      | $9800264.77    | 0.05%             | 2062-06-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 137 IO                | CUSIP: 38380P4X9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  258986454 | PA      | $15127968.58   | 0.08%             | 2062-09-16      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                | DOMINO'S PIZZA MASTER ISSUER L DPABS 2017 1A A23 144A         | CUSIP: 25755TAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   35311080 | PA      | $32379236.34   | 0.16%             | 2047-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                | DOMINO'S PIZZA MASTER ISSUER L DPABS 2021 1A A2I 144A         | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24332455 | PA      | $20352687.33   | 0.10%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED VAR                            | CUSIP: 3140XGKU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23071189 | PA      | $21258923.77   | 0.11%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/52 FIXED VAR                            | CUSIP: 3140XGNB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26189562 | PA      | $24422884.47   | 0.12%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/49 FIXED VAR                            | CUSIP: 3140XGX87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16183262 | PA      | $15600982.10   | 0.08%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/51 FIXED VAR                            | CUSIP: 3140XGYW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22895157 | PA      | $19727790.19   | 0.10%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                                       | DRIVEN BRANDS FUNDING LLC HONK 2020 2A A2 144A                | CUSIP: 26209XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21270142 | PA      | $17576901.31   | 0.09%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                 | EQT CORP SR UNSECURED 10/25 5.678                             | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    5369000 | PA      | $5354288.94    | 0.03%             | 2025-10-01      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED VAR                            | CUSIP: 3140XGZB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10607838 | PA      | $10105997.24   | 0.05%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/51 FIXED VAR                            | CUSIP: 3140XHFS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   55558436 | PA      | $53559421.02   | 0.27%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc.                                                              | EXPEDIA GROUP INC COMPANY GUAR 03/31 2.95                     | CUSIP: 30212PBH7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   19051000 | PA      | $15487792.60   | 0.08%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/31 FIXED 7                              | CUSIP: 31386XBH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        103 | PA      | $109.76        | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED VAR                            | CUSIP: 3140XHMR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   97812370 | PA      | $95757322.12   | 0.48%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/31 FIXED 7.5                            | CUSIP: 31387QYP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         34 | PA      | $34.78         | 0.00%             | 2031-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/31 FIXED 7                              | CUSIP: 31387XQ24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         84 | PA      | $89.40         | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/31 FIXED 7                              | CUSIP: 31387XXY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1280 | PA      | $1359.54       | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/32 FIXED 7                              | CUSIP: 31389GSH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         50 | PA      | $53.28         | 0.00%             | 2032-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/41 FIXED 4                              | CUSIP: 3138A4GE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2487815 | PA      | $2405477.24    | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/41 FIXED 4                              | CUSIP: 3138ALM38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1448491 | PA      | $1400245.24    | 0.01%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/41 FIXED 4                              | CUSIP: 3138ARZ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3251417 | PA      | $3141657.68    | 0.02%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/42 FIXED 4                              | CUSIP: 3138E2LN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1563136 | PA      | $1510770.60    | 0.01%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/43 FIXED VAR                            | CUSIP: 3138ELB44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9436217 | PA      | $8905095.73    | 0.04%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/43 FIXED VAR                            | CUSIP: 3138ELJT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2942291 | PA      | $2776683.13    | 0.01%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/49 FIXED VAR                            | CUSIP: 3140XDXC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   54614250 | PA      | $51062390.75   | 0.25%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/51 FIXED VAR                            | CUSIP: 3140XDYY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   49084146 | PA      | $42447124.82   | 0.21%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T MOBILE USA INC 04/29 3.375                                  | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   29308000 | PA      | $25895695.94   | 0.13%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                           | TACO BELL FUNDING LLC BELL 2021 1A A2I 144A                   | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   44848980 | PA      | $37843972.96   | 0.19%             | 2051-08-25      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/50 FIXED VAR                            | CUSIP: 3140XECP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24873961 | PA      | $23854615.82   | 0.12%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/52 FIXED VAR                            | CUSIP: 3140XFGC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   54404433 | PA      | $46767492.60   | 0.23%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATL MTG ASSN 09/62 1                              | CUSIP: 38380PT20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  183459724 | PA      | $11565557.81   | 0.06%             | 2062-09-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 92 IO                 | CUSIP: 38380PTT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   31544973 | PA      | $2100816.34    | 0.01%             | 2062-02-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc.                                              | TAKE-TWO INTERACTIVE SOFTWARE SR UNSECURED 04/25 3.55         | CUSIP: 874054AF6<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   13692000 | PA      | $13203195.05   | 0.07%             | 2025-04-14      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | TARGA RESOURCES PARTNERS LP / COMPANY GUAR 01/32 4            | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24529000 | PA      | $21035787.34   | 0.10%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/52 FIXED VAR                            | CUSIP: 3140XFWE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17819279 | PA      | $15854565.99   | 0.08%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/52 FIXED VAR                            | CUSIP: 3140XFWF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   38893011 | PA      | $34556140.50   | 0.17%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/49 FIXED VAR                            | CUSIP: 3140XFX97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5055950 | PA      | $4840854.90    | 0.02%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                           | TARGA RESOURCES CORP COMPANY GUAR 04/52 4.95                  | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   29927000 | PA      | $24325517.02   | 0.12%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance and Annuity Association of America                           | TEACHERS INSURANCE and ANNUITY A SUBORDINATED 144A 05/47 4.27 | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |   27751000 | PA      | $23380281.05   | 0.12%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Telephone and Data Systems Inc.                                                 | TELEPHONE AND DATA SYSTEMS INC PREFERRED STOCK 6.625          | CUSIP: 879433787<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     468200 | NS      | $8802160.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Inc.                                                                  | TRANSDIGM INC COMPANY GUAR 11/27 5.5                          | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   28478000 | PA      | $26840515.00   | 0.13%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 120 IO                | CUSIP: 38380PV76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   42902932 | PA      | $2574613.53    | 0.01%             | 2062-05-16      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 108 IO                | CUSIP: 38380PWY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  190915217 | PA      | $11676183.74   | 0.06%             | 2062-06-16      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A 05/62 0.89522                  | CUSIP: 38380PXL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   76500481 | PA      | $4626703.21    | 0.02%             | 2062-05-16      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 119 IO                | CUSIP: 38380PY57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   77059102 | PA      | $3996400.61    | 0.02%             | 2062-08-16      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE 12/62 1                          | CUSIP: 38380RBL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  125690190 | PA      | $9030965.84    | 0.05%             | 2062-12-16      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 40 IO                 | CUSIP: 38380RE71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   57829212 | PA      | $3811905.06    | 0.02%             | 2063-02-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 170 IO                | CUSIP: 38380RGN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  169065230 | PA      | $11018217.75   | 0.05%             | 2062-11-16      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATL MTG ASSN 10/63 0.79718                        | CUSIP: 38381ERF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   62127110 | PA      | $4114361.67    | 0.02%             | 2063-10-16      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 17 IO                 | CUSIP: 38381EVR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  141445904 | PA      | $9668930.80    | 0.05%             | 2064-06-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 57 IO                 | CUSIP: 38381EW61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  171250914 | PA      | $10905446.55   | 0.05%             | 2063-09-16      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 150 IO                | CUSIP: 38381HPE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   22500290 | PA      | $1549498.21    | 0.01%             | 2064-06-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 181 IO                | CUSIP: 38383Y3A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   69517462 | PA      | $5270577.59    | 0.03%             | 2064-07-16      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC SR SECURED 04/25 5.25                                 | CUSIP: 404119BQ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   21962000 | PA      | $21916906.08   | 0.11%             | 2025-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC SR SECURED 06/26 5.25                                 | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   17933000 | PA      | $17790713.30   | 0.09%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC SR SECURED 06/29 4.125                                | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   20511000 | PA      | $18744170.97   | 0.09%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                               | HSBC HOLDINGS PLC JR SUBORDINA 12/49 VAR                      | CUSIP: 404280AT6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    7004000 | PA      | $6671310.00    | 0.03%             | 2025-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Hillenbrand Inc.                                                                | HILLENBRAND INC COMPANY GUAR 03/31 3.75                       | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    7543000 | PA      | $6128687.50    | 0.03%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc.                                                              | LITHIA MOTORS INC SR UNSECURED 144A 12/27 4.625               | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    3675000 | PA      | $3399375.00    | 0.02%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ABPCI DIRECT LENDING FUND ABS ABDLF 2020 1A A 144A                              | ABPCI DIRECT LENDING FUND ABS ABDLF 2020 1A A 144A            | CUSIP: 00090TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9084000 | PA      | $8228441.63    | 0.04%             | 2030-12-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA SR UNSECURED 144A 01/25 3                         | CUSIP: 00973RAE3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   13687000 | PA      | $12950201.83   | 0.06%             | 2025-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA SR UNSECURED 144A 01/30 3.75                      | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   15636000 | PA      | $13857184.38   | 0.07%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA 01/31 4                                           | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   35151000 | PA      | $31218983.13   | 0.16%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                                | BRASKEM NETHERLANDS FINANCE BV COMPANY GUAR 144A 01/50 5.875  | CUSIP: 10554TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   24630000 | PA      | $19271127.75   | 0.10%             | 2050-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 A1 144A                          | BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 A1 144A        | CUSIP: 10569TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10363076 | PA      | $8604383.66    | 0.04%             | 2049-02-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2013-1 CLASS A PASS THRU CE 144A 12/25 4.625                    | BRITISH AIRWAYS 2013-1 CLASS A PASS THRU CE 144A 12/25 4.625  | CUSIP: 11042AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    7848960 | PA      | $7614206.71    | 0.04%             | 2024-06-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2020-1 CLASS B PASS THRU CE 144A 11/28 8.375                    | BRITISH AIRWAYS 2020-1 CLASS B SECURED 144A 11/28 8.375       | CUSIP: 11042WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    5046545 | PA      | $4933531.08    | 0.02%             | 2028-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2018-1 CLASS A PASS THRU CE 144A 03/33 4.125                    | BRITISH AIRWAYS 2018-1 CLASS A PASS THRU CE 144A 03/33 4.125  | CUSIP: 11043HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    7071263 | PA      | $5913056.66    | 0.03%             | 2031-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2020-1 CLASS A PASS THRU CE 144A 05/34 4.25                     | BRITISH AIRWAYS 2020-1 CLASS A SR SECURED 144A 05/34 4.25     | CUSIP: 11044MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    6922920 | PA      | $6197553.15    | 0.03%             | 2032-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC COMPANY GUAR 04/29 4.75                          | CUSIP: 11135FBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   85684000 | PA      | $82061986.52   | 0.41%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 144A 04/33 3.419                    | CUSIP: 11135FBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   35997000 | PA      | $29248648.53   | 0.15%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 144A 05/37 4.926                    | CUSIP: 11135FBV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15585000 | PA      | $13675724.51   | 0.07%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL PROPERT SR UNSECURED 144A 06/29 5                        | BROOKFIELD RESIDENTIAL PROPERT SR UNSECURED 144A 06/29 5      | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    9654000 | PA      | $7586499.36    | 0.04%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT 2020 1 A1 144A                                     | CF HIPPOLYTA LLC SORT 2020 1 A1 144A                          | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   33214636 | PA      | $29398944.88   | 0.15%             | 2060-07-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT 2021 1A A1 144A                                    | CF HIPPOLYTA LLC SORT 2021 1A A1 144A                         | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   31945875 | PA      | $27553345.94   | 0.14%             | 2061-03-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| CGI Inc.                                                                        | CGI INC SR UNSECURED 09/26 1.45                               | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |   24919000 | PA      | $21955266.96   | 0.11%             | 2026-09-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CLI Funding VI LLC                                                              | CLI FUNDING VI LLC CLIF 2020 1A A 144A                        | CUSIP: 12563LAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   38052734 | PA      | $32585743.67   | 0.16%             | 2045-09-18      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING VIII LLC CLIF 2021 1A A 144A                                        | CLI FUNDING VIII LLC CLIF 2021 1A A 144A                      | CUSIP: 12565KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   28910422 | PA      | $24363540.99   | 0.12%             | 2046-02-18      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corporation                                                       | CNA FINANCIAL CORP SR UNSECURED 08/30 2.05                    | CUSIP: 126117AW0<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   10645000 | PA      | $8371447.50    | 0.04%             | 2030-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TriNet Group Inc.                                                               | TRINET GROUP INC COMPANY GUAR 144A 03/29 3.5                  | CUSIP: 896288AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7774000 | PA      | $6462137.50    | 0.03%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM3 CSMC 2021 NQM3 A1 144A                                           | CSMC 2021-NQM3 CSMC 2021 NQM3 A1 144A                         | CUSIP: 12660LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11976077 | PA      | $9738654.94    | 0.05%             | 2066-04-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM2 CSMC 2021 NQM2 A1 144A                                           | CSMC 2021-NQM2 CSMC 2021 NQM2 A1 144A                         | CUSIP: 12662EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13397872 | PA      | $11219048.83   | 0.06%             | 2066-02-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| CandW Senior Financing Designated Activity Company                              | CandW SENIOR FINANCING DAC SR UNSECURED 144A 09/27 6.875      | CUSIP: 12674TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   18344000 | PA      | $16338725.64   | 0.08%             | 2027-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EXTENET LLC 2019-1 EXTNT 2019 1A C 144A                                         | EXTENET LLC 2019-1 EXTNT 2019 1A C 144A                       | CUSIP: 30227XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7100000 | PA      | $6611410.66    | 0.03%             | 2049-07-26      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| FS Luxembourg S.a r.l.                                                          | FS LUXEMBOURG SARL SR SECURED 144A 12/25 10                   | CUSIP: 30315XAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   18744000 | PA      | $18907635.12   | 0.09%             | 2025-12-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/37 FIXED 4.5                                             | FREDDIE MAC POOL FR 11/37 FIXED 4.5                           | CUSIP: 3132CW2K9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21000099 | PA      | $20944171.54   | 0.10%             | 2037-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/45 FIXED 3                                          | FREDDIE MAC FG 12/45 FIXED 3                                  | CUSIP: 31335AMG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11877822 | PA      | $10836276.10   | 0.05%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 05/46 FIXED 3                                          | FREDDIE MAC FG 05/46 FIXED 3                                  | CUSIP: 31335AUC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2030088 | PA      | $1847632.60    | 0.01%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/46 FIXED 3                                          | FREDDIE MAC FG 10/46 FIXED 3                                  | CUSIP: 31335AYT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6510761 | PA      | $5917462.96    | 0.03%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/46 FIXED 3.5                                        | FREDDIE MAC FG 10/46 FIXED 3.5                                | CUSIP: 31335AZ84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13760328 | PA      | $12894548.98   | 0.06%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 09/47 FIXED 3.5                                        | FREDDIE MAC FG 09/47 FIXED 3.5                                | CUSIP: 31335B2H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20523554 | PA      | $19283552.00   | 0.10%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/46 FIXED 3                                          | FREDDIE MAC FG 12/46 FIXED 3                                  | CUSIP: 31335BC20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   36606798 | PA      | $33270974.27   | 0.17%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 04/47 FIXED 3                                          | FREDDIE MAC FG 04/47 FIXED 3                                  | CUSIP: 31335BD45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   24317090 | PA      | $22078378.61   | 0.11%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 08/48 FIXED 4                                          | FREDDIE MAC FG 08/48 FIXED 4                                  | CUSIP: 31335BXJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8460758 | PA      | $8179737.71    | 0.04%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/50 FIXED 3                                               | FREDDIE MAC POOL FR 01/50 FIXED 3                             | CUSIP: 3133A1CC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13121725 | PA      | $11806171.09   | 0.06%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/50 FIXED 2.5                                             | FREDDIE MAC POOL FR 09/50 FIXED 2.5                           | CUSIP: 3133AAU34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   28686641 | PA      | $24816678.08   | 0.12%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/49 FIXED 3                                               | FREDDIE MAC POOL FR 09/49 FIXED 3                             | CUSIP: 3133KGP44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12795910 | PA      | $11493027.69   | 0.06%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/49 FIXED 3                                               | FREDDIE MAC POOL FR 12/49 FIXED 3                             | CUSIP: 3133KHB54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14799285 | PA      | $13278544.48   | 0.07%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/51 FIXED 3                                               | FREDDIE MAC POOL FR 06/51 FIXED 3                             | CUSIP: 3133KL2B2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   80618933 | PA      | $72221350.22   | 0.36%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/51 FIXED 2.5                                             | FREDDIE MAC POOL FR 12/51 FIXED 2.5                           | CUSIP: 3133KNED1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16136388 | PA      | $13830925.96   | 0.07%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/52 FIXED 2                                               | FREDDIE MAC POOL FR 03/52 FIXED 2                             | CUSIP: 3133KNW41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   67513411 | PA      | $55832922.81   | 0.28%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 03/52 FIXED 3.5                           | CUSIP: 3133KNWL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   27799099 | PA      | $25658887.85   | 0.13%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 3 IO                  | CUSIP: 38380RQC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  216444102 | PA      | $14410805.05   | 0.07%             | 2062-09-16      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 163 IO                | CUSIP: 38381D2H2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  121929968 | PA      | $7918802.71    | 0.04%             | 2064-03-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 183 IO                | CUSIP: 38381D8R4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   92020951 | PA      | $6112040.78    | 0.03%             | 2063-01-16      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 110 IO                | CUSIP: 38381DND8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   99700248 | PA      | $7036444.73    | 0.04%             | 2063-11-16      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 53 IO                 | CUSIP: 38381E3Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  235263304 | PA      | $13418360.16   | 0.07%             | 2064-06-16      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-30

**Name of Applicant:** John Hancock Sovereign Bond Fund

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer