# EDGAR Filing Document

**Accession Number:** 0000756913
**File Stem:** 0001145549-23-009613
**Filing Date:** 2023-2
**Character Count:** 297861
**Document Hash:** b7d7f06b654ac5906e7d28ca93e10131
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-009613.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001145549-23-009613

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JOHN HANCOCK VARIABLE INSURANCE TRUST
- **CENTRAL INDEX KEY:** 0000756913
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04146
- **FILM NUMBER:** 23664333

**BUSINESS ADDRESS:**
- **STREET 1:** C/O 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:** JOHN HANCOCK TRUST
- **DATE OF NAME CHANGE:** 20050124

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MANUFACTURERS INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 19971022

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NASL SERIES FUND INC
- **DATE OF NAME CHANGE:** 19881030

## Series and Classes Contracts Data

### Select Bond Trust (Series ID: S000026132)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000078285 | NAV          |  |
| C000078286 | Series I     |  |
| C000078287 | Series II    |  |

## 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 Variable Insurance Trust

- **b. Investment Company Act file number:** 811-04146

- **c. CIK number of Registrant:** 0000756913

- **d. LEI of Registrant:** Z5DUWKEPW78QKD87GA06

- **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:** Select Bond Trust

- **b. EDGAR series identifier (if any):** S000026132

- **c. LEI of Series:** 549300VA17RPTF33B015

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $6371404956.88

**Total Liabilities:** $426822998.83

**Net Assets:** $5944581958.05

**Delayed Delivery Securities:** $426417589.95

**Cash Not Reported:** $5666521.19

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -10439.457205000000 | **1-Year:** -278790.377537000000 | **5-Year:** -924194.978777000000 | **10-Year:** -1062655.020151000000 | **30-Year:** -330552.922833000000

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

- **3-Month:** -210.181595000000 | **1-Year:** -6432.102980000000 | **5-Year:** -19730.269789000000 | **10-Year:** -24833.629918000000 | **30-Year:** -19898.742148000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000078285 | -1.78%               | 3.88%                | -0.52%               |
| Class ID C000078286 | -1.66%               | 3.78%                | -0.52%               |
| Class ID C000078287 | -1.71%               | 3.78%                | -0.52%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-50722021.30            | $-63785828.10                              |
| Month 2  | $-103254506.30           | $302475474.40                              |
| Month 3  | $-10834285.80            | $-30462231.30                              |

### 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 10/48 FIXED 4                              | CUSIP: 3140Q9WT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7663825 | PA      | $7350145.92   | 0.12%             | 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        |   4455394 | PA      | $4265029.70   | 0.07%             | 2049-07-01      | Fixed         | 4.00%                 | 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        |  10540156 | PA      | $9329884.46   | 0.16%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/50 FIXED 2.5                            | CUSIP: 3140QF5Y1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  56537502 | PA      | $48442445.50  | 0.81%             | 2050-12-01      | Fixed         | 2.50%                 | 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        |  78723851 | PA      | $67070831.59  | 1.13%             | 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        |  23430703 | PA      | $22607024.92  | 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        |  12641776 | PA      | $12304034.30  | 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        |  23664076 | PA      | $22987489.65  | 0.39%             | 2052-07-01      | Fixed         | 4.50%                 | 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        |  48026336 | PA      | $45445290.48  | 0.76%             | 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        |  14325378 | PA      | $13821786.07  | 0.23%             | 2052-08-01      | Fixed         | 4.50%                 | 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        |  54295910 | PA      | $53670323.42  | 0.90%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS NEUB 2019 34A BR 144A                            | NEUBERGER BERMAN LOAN ADVISERS NEUB 2019 34A BR 144A          | CUSIP: 64132YAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7187000 | PA      | $6901827.03   | 0.12%             | 2035-01-20      | Floating      | 5.71%                 | 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        |  12983000 | PA      | $10970241.62  | 0.18%             | 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        |   3933000 | PA      | $3231017.71   | 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        |   9117000 | PA      | $7540219.41   | 0.13%             | 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        |    790000 | PA      | $634541.27    | 0.01%             | 2042-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2020-1                                      | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 1A A1B 144A           | CUSIP: 64830TAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2752119 | PA      | $2534903.15   | 0.04%             | 2059-10-25      | Variable      | 3.50%                 | 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        |   5384000 | PA      | $4116937.03   | 0.07%             | 2050-05-15      | Fixed         | 3.75%                 | 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        |   3071000 | PA      | $2525433.93   | 0.04%             | 2030-06-01      | Fixed         | 2.25%                 | 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        |   5325000 | PA      | $5202867.88   | 0.09%             | 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        |  13599000 | PA      | $10913166.49  | 0.18%             | 2051-01-21      | Variable      | 2.75%                 | 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        |   4380000 | PA      | $3991075.53   | 0.07%             | 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        |   2973000 | PA      | $2660400.35   | 0.04%             | 2037-11-17      | Fixed         | 1.35%                 | 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        |   1681000 | PA      | $1449820.14   | 0.02%             | 2038-12-17      | Fixed         | 2.12%                 | 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        |   6300720 | PA      | $4795966.26   | 0.08%             | 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        |   4404000 | PA      | $4293318.67   | 0.07%             | 2034-10-20      | Floating      | 5.39%                 | 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        |   7478363 | PA      | $5620923.48   | 0.09%             | 2061-07-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| OAKTREE CLO 2021-1 LTD OAKCL 2021 1A A1 144A                                    | OAKTREE CLO 2021-1 LTD OAKCL 2021 1A A1 144A                  | CUSIP: 67402JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11169000 | PA      | $10883665.56  | 0.18%             | 2034-07-15      | Floating      | 5.24%                 | 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        |   5277000 | PA      | $4239747.60   | 0.07%             | 2031-04-01      | Fixed         | 3.38%                 | 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        |   6016000 | PA      | $5540435.20   | 0.09%             | 2024-12-15      | Fixed         | 1.75%                 | 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        |   6826000 | PA      | $6258137.07   | 0.11%             | 2024-11-26      | Fixed         | 1.54%                 | 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        |   4512000 | PA      | $4184864.39   | 0.07%             | 2029-11-01      | Variable      | 3.75%                 | 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        |   4117000 | PA      | $3484601.63   | 0.06%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING 2021-1 L SCFET 2021 1A B 144A                             | SCF EQUIPMENT LEASING 2021-1 L SCFET 2021 1A B 144A           | CUSIP: 783897AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6799000 | PA      | $6105429.93   | 0.10%             | 2029-08-20      | Fixed         | 1.37%                 | 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        |   5697569 | PA      | $5023231.29   | 0.08%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-1 CLASS PASS THRU CE 07/29 3.575                         | AMERICAN AIRLINES 2016-1 CLASS PASS THRU CE 07/29 3.575       | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6518712 | PA      | $5785724.85   | 0.10%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                | DOMINO'S PIZZA MASTER ISSUER L DPABS 2019 1A A2 144A          | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3501000 | PA      | $3024303.85   | 0.05%             | 2049-10-25      | Fixed         | 3.67%                 | 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        |   7564800 | PA      | $6291508.00   | 0.11%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                                       | DRIVEN BRANDS FUNDING LLC HONK 2018 1A A2 144A                | CUSIP: 26208LAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3609900 | PA      | $3352644.09   | 0.06%             | 2048-04-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CLO 2020-2 LTD                                                      | EATON VANCE CLO 2020-2 LTD EATON 2020 2A BR 144A              | CUSIP: 27829PAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6040000 | PA      | $5740820.68   | 0.10%             | 2035-01-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER 201 EHGVT 2019 A A 144A                              | ELARA HGV TIMESHARE ISSUER 201 EHGVT 2019 A A 144A            | CUSIP: 28416TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3569981 | PA      | $3310221.30   | 0.06%             | 2034-01-25      | Fixed         | 2.61%                 | 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        |   7297000 | PA      | $7177993.23   | 0.12%             | 2033-04-15      | Floating      | 5.32%                 | 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        |   5400000 | PA      | $4469483.77   | 0.08%             | 2045-03-15      | Fixed         | 5.15%                 | 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        |  17785000 | PA      | $17197311.57  | 0.29%             | 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        |   7447000 | PA      | $7394119.52   | 0.12%             | 2027-06-01      | Fixed         | 5.50%                 | 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        |  12660000 | PA      | $10182798.81  | 0.17%             | 2077-08-16      | Variable      | 5.25%                 | 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        |   3645000 | PA      | $3553947.90   | 0.06%             | 2036-01-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES EART 2021 1A C                                    | EXETER AUTOMOBILE RECEIVABLES EART 2021 1A C                  | CUSIP: 30166RAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3833932 | PA      | $3750304.90   | 0.06%             | 2026-01-15      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc.                                                              | EXPEDIA GROUP INC COMPANY GUAR 02/28 3.8                      | CUSIP: 30212PAP0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |  16524000 | PA      | $15168999.78  | 0.26%             | 2028-02-15      | Fixed         | 3.80%                 | 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        |   6373000 | PA      | $5124728.97   | 0.09%             | 2031-03-15      | Fixed         | 2.95%                 | 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        |   8713000 | PA      | $8358841.38   | 0.14%             | 2027-08-01      | Fixed         | 4.62%                 | 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        |  21334711 | PA      | $20002951.52  | 0.34%             | 2044-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/37 FIXED 4.5                                             | FREDDIE MAC POOL FR 12/37 FIXED 4.5                           | CUSIP: 3132D6DC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4145539 | PA      | $4121842.15   | 0.07%             | 2037-12-01      | Fixed         | 4.50%                 | 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        |  13781598 | PA      | $12319718.15  | 0.21%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/44 FIXED 4                              | CUSIP: 3138WBXV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9465777 | PA      | $9202582.60   | 0.15%             | 2044-05-01      | Fixed         | 4.00%                 | 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        |  12473066 | PA      | $11660269.98  | 0.20%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/45 FIXED 3.5                            | CUSIP: 3138WF2V7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6851700 | PA      | $6400932.77   | 0.11%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                                                       | FLEX LTD SR UNSECURED 01/28 6                                 | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | US        |   9336000 | PA      | $9315726.78   | 0.16%             | 2028-01-15      | Fixed         | 6.00%                 | 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        |   5122000 | PA      | $4459560.98   | 0.08%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Foothill/Eastern Transportation Corridor Agency                                 | FOOTHILL-EASTERN TRANSPORTATIO FOOTRN 01/49 FIXED 4.094       | CUSIP: 345105JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8396000 | PA      | $6340180.63   | 0.11%             | 2049-01-15      | Fixed         | 4.09%                 | 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        |   8030459 | PA      | $7824264.90   | 0.13%             | 2042-01-25      | Floating      | 4.93%                 | 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        |   5294122 | PA      | $5206456.23   | 0.09%             | 2042-02-25      | Floating      | 5.23%                 | 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        |   7663000 | PA      | $7452403.90   | 0.13%             | 2042-02-25      | Floating      | 6.33%                 | 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        |   7193189 | PA      | $7157224.51   | 0.12%             | 2042-04-25      | Floating      | 5.93%                 | 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        |   4603000 | PA      | $4548375.74   | 0.08%             | 2042-04-25      | Floating      | 6.83%                 | 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        |   5549625 | PA      | $5532431.99   | 0.09%             | 2042-05-25      | Floating      | 6.13%                 | 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        |   6945000 | PA      | $6981868.23   | 0.12%             | 2042-05-25      | Floating      | 7.28%                 | 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        |  10181000 | PA      | $10644719.10  | 0.18%             | 2042-06-25      | Floating      | 8.43%                 | 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        |   9268000 | PA      | $8360106.72   | 0.14%             | 2043-03-15      | Fixed         | 5.45%                 | 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        |   7941000 | PA      | $7209716.33   | 0.12%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care US Finance III Inc.                                      | FRESENIUS MEDICAL CARE US FINA COMPANY GUAR 144A 06/29 3.75   | CUSIP: 35805BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12965000 | PA      | $10977856.78  | 0.18%             | 2029-06-15      | Fixed         | 3.75%                 | 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        |  13464000 | PA      | $9874295.10   | 0.17%             | 2031-02-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC SR SECURED 06/29 4.125                                | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  13127000 | PA      | $11983521.73  | 0.20%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KLA Corporation                                                                 | KLA CORP SR UNSECURED 03/29 4.1                               | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   7616000 | PA      | $7348283.89   | 0.12%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KNDL 2019-KNSQ MORTGAGE TRUST KNDL 2019 KNSQ C 144A                             | KNDL 2019-KNSQ MORTGAGE TRUST KNDL 2019 KNSQ C 144A           | CUSIP: 482598AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8981000 | PA      | $8774022.98   | 0.15%             | 2036-05-15      | Floating      | 5.37%                 | 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        |   4555000 | PA      | $5043483.98   | 0.08%             | 2032-03-15      | Fixed         | 7.75%                 | 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        |   3892000 | PA      | $3520417.49   | 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        |  13845000 | PA      | $11250488.12  | 0.19%             | 2046-06-01      | Fixed         | 4.38%                 | 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        |   3446000 | PA      | $3293329.79   | 0.06%             | 2050-06-01      | Fixed         | 5.50%                 | 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        |    617139 | PA      | $599599.59    | 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        |   7100000 | PA      | $6555807.86   | 0.11%             | 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        |   6456000 | PA      | $5455226.00   | 0.09%             | 2027-03-01      | Fixed         | 3.40%                 | 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        |   7339838 | PA      | $7107268.74   | 0.12%             | 2038-03-15      | Floating      | 5.02%                 | 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        |   5951884 | PA      | $5638218.77   | 0.09%             | 2038-03-15      | Floating      | 5.72%                 | 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        |  16812000 | PA      | $16390810.65  | 0.28%             | 2039-05-15      | Floating      | 5.63%                 | 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        |   8003000 | PA      | $6563447.17   | 0.11%             | 2031-07-15      | Fixed         | 3.10%                 | 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        |   2730278 | PA      | $2355622.39   | 0.04%             | 2065-04-25      | Variable      | 1.15%                 | 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        |   6523000 | PA      | $5272561.84   | 0.09%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXIII LTD MDPK 2017 23A BR 144A                            | MADISON PARK FUNDING XXIII LTD MDPK 2017 23A BR 144A          | CUSIP: 55820TAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10046000 | PA      | $9775380.85   | 0.16%             | 2031-07-27      | Floating      | 5.91%                 | 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        |   3145000 | PA      | $2406183.52   | 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        |  11218000 | PA      | $8155109.30   | 0.14%             | 2052-03-15      | Fixed         | 5.14%                 | 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        |   7444352 | PA      | $6039297.90   | 0.10%             | 2028-01-15      | Fixed         | 4.10%                 | 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        |   4323103 | PA      | $3350245.05   | 0.06%             | 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        |   6824668 | PA      | $5646378.89   | 0.09%             | 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        |   4956481 | PA      | $3801468.46   | 0.06%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | 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        |   4555541 | PA      | $3300669.54   | 0.06%             | 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        |   4290000 | PA      | $3434231.66   | 0.06%             | 2034-07-11      | Fixed         | 2.88%                 | 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        |   4327000 | PA      | $4001010.79   | 0.07%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc.                                                                   | AUTODESK INC SR UNSECURED 01/30 2.85                          | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |   4681000 | PA      | $4023895.87   | 0.07%             | 2030-01-15      | Fixed         | 2.85%                 | 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        |   4925000 | PA      | $4394059.69   | 0.07%             | 2030-06-01      | Fixed         | 4.75%                 | 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        |   2997000 | PA      | $3124516.39   | 0.05%             | 2027-11-17      | Variable      | 9.25%                 | 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        |  16839800 | PA      | $15158769.95  | 0.26%             | 2047-10-01      | Fixed         | 3.00%                 | 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        |   7739240 | PA      | $6976345.93   | 0.12%             | 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        |   9527208 | PA      | $8858740.32   | 0.15%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/48 FIXED VAR                            | CUSIP: 3140J8BK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11713109 | PA      | $11255655.70  | 0.19%             | 2048-04-01      | Fixed         | 4.00%                 | 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        |   5159456 | PA      | $4797446.96   | 0.08%             | 2049-03-01      | Fixed         | 3.50%                 | 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        |   2375516 | PA      | $2136153.27   | 0.04%             | 2048-11-01      | Fixed         | 3.00%                 | 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        |   5936619 | PA      | $5353272.72   | 0.09%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/37 FIXED 4.5                            | CUSIP: 3140MM2L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176000 | PA      | $175158.57    | 0.00%             | 2037-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/37 FIXED 4.5                            | CUSIP: 3140MWTB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    341734 | PA      | $339780.58    | 0.01%             | 2037-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/37 FIXED 4.5                            | CUSIP: 3140MXVG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    449905 | PA      | $447790.12    | 0.01%             | 2037-07-01      | Fixed         | 4.50%                 | 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        |  19327193 | PA      | $17983197.18  | 0.30%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                               | SONIC CAPITAL LLC SONIC 2020 1A A2II 144A                     | CUSIP: 83546DAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7448060 | PA      | $6308074.84   | 0.11%             | 2050-01-20      | Fixed         | 4.34%                 | 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        |   6999400 | PA      | $5573111.27   | 0.09%             | 2051-08-20      | Fixed         | 2.19%                 | 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        |   5954000 | PA      | $5833870.31   | 0.10%             | 2039-05-15      | Floating      | 6.11%                 | 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        |  29092314 | PA      | $28260527.10  | 0.48%             | 2052-06-01      | Fixed         | 4.50%                 | 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        |  30586549 | PA      | $29162598.32  | 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        |    887028 | PA      | $842752.30    | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | 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        |   3190882 | PA      | $3091972.86   | 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: 3140XJFD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  24964277 | PA      | $23622638.89  | 0.40%             | 2052-09-01      | Fixed         | 4.00%                 | 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        |  19592859 | PA      | $19124515.14  | 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        |   1468220 | PA      | $1433124.26   | 0.02%             | 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        |   4761187 | PA      | $4734598.80   | 0.08%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/37 FIXED VAR                            | CUSIP: 3140XJUA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6922117 | PA      | $6882548.52   | 0.12%             | 2037-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/37 FIXED VAR                            | CUSIP: 3140XJVC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  21603081 | PA      | $21472842.91  | 0.36%             | 2037-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140XJWV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22613087 | PA      | $22952950.02  | 0.39%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140XJY72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20576606 | PA      | $20873001.72  | 0.35%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140XJY80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15154000 | PA      | $15329665.17  | 0.26%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140XJYB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8660000 | PA      | $8849692.97   | 0.15%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140XJYD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8061000 | PA      | $8154443.11   | 0.14%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                                   | JH COLLATERAL                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |  19524270 | NS      | $195160697.27 | 3.28%             |  |  |  | No            |                  1 | 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        |  24766000 | PA      | $21656422.65  | 0.36%             | 2026-10-29      | Fixed         | 2.45%                 | 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        |   4932000 | PA      | $4461167.56   | 0.08%             | 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        |   4391000 | PA      | $4062797.12   | 0.07%             | 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        |   4481000 | PA      | $3649762.36   | 0.06%             | 2028-09-01      | Fixed         | 2.10%                 | 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        |   3298264 | PA      | $2662495.19   | 0.04%             | 2056-06-25      | Variable      | 1.07%                 | 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        |   9705000 | PA      | $9641185.74   | 0.16%             | 2039-08-15      | Floating      | 6.82%                 | 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        |   6620000 | PA      | $6543801.81   | 0.11%             | 2048-05-15      | Variable      | 3.17%                 | 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        |   3366000 | PA      | $3188856.37   | 0.05%             | 2028-02-01      | Fixed         | 5.12%                 | 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        |   6679000 | PA      | $4896496.93   | 0.08%             | 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 08/24 2.875       | CUSIP: 00774MAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   9926000 | PA      | $9397778.18   | 0.16%             | 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        |   9702000 | PA      | $8535641.37   | 0.14%             | 2026-01-30      | Fixed         | 1.75%                 | 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        |   3938000 | PA      | $3632412.34   | 0.06%             | 2024-10-29      | Fixed         | 1.65%                 | 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        |   5032263 | PA      | $4696122.00   | 0.08%             | 2046-12-01      | Fixed         | 3.50%                 | 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        |   3716288 | PA      | $3363568.74   | 0.06%             | 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        |  11771792 | PA      | $10632439.28  | 0.18%             | 2046-05-01      | 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        |  11546841 | PA      | $10739460.31  | 0.18%             | 2046-10-01      | 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        |  26378292 | PA      | $23751035.25  | 0.40%             | 2046-12-01      | 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        |  12856746 | PA      | $12333940.16  | 0.21%             | 2048-08-01      | Fixed         | 4.00%                 | 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        |  13327977 | PA      | $11876729.31  | 0.20%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 04/52 FIXED 3.5                           | CUSIP: 3133KN7G2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  36630911 | PA      | $33622882.92  | 0.57%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STWD 2021-SIF2 LTD STWD 2021 SIF2A A1 144A                                      | STARWOOD PROPERTY MORTGAGE TRU STWD 2021 SIF2A A1 144A        | CUSIP: 85237MAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10802000 | PA      | $10602325.03  | 0.18%             | 2033-01-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2021 2 A1 144A                               | STARWOOD MORTGAGE RESIDENTIAL STAR 2021 2 A1 144A             | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3633878 | PA      | $3354198.69   | 0.06%             | 2065-05-25      | Variable      | 0.94%                 | 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        |   7390316 | PA      | $6186630.11   | 0.10%             | 2066-12-25      | Variable      | 2.45%                 | 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        |   3802191 | PA      | $3029819.59   | 0.05%             | 2045-02-15      | Fixed         | 3.67%                 | 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        |   5894646 | PA      | $4888698.91   | 0.08%             | 2046-02-20      | Fixed         | 1.65%                 | 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        |  13891000 | PA      | $12582672.69  | 0.21%             | 2030-04-15      | Fixed         | 3.88%                 | 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        |   4169000 | PA      | $4012075.80   | 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        |   7449000 | PA      | $6267514.11   | 0.11%             | 2032-01-15      | 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        |   9104000 | PA      | $7202220.01   | 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        |   9222000 | PA      | $7540506.17   | 0.13%             | 2047-05-15      | Fixed         | 4.27%                 | 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        |  10891000 | PA      | $8745402.10   | 0.15%             | 2047-03-08      | Fixed         | 5.21%                 | 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        |   2759000 | PA      | $2660457.62   | 0.04%             | 2053-10-25      | Variable      | 3.64%                 | 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        |  26356884 | PA      | $26662413.12  | 0.45%             | 2052-10-01      | Fixed         | 5.50%                 | 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        |   7483519 | PA      | $6755186.77   | 0.11%             | 2045-12-01      | Fixed         | 3.00%                 | 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        |  10063452 | PA      | $8907918.30   | 0.15%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/49 FIXED VAR                            | CUSIP: 3140X4UW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16809517 | PA      | $15510586.75  | 0.26%             | 2049-09-01      | Fixed         | 3.50%                 | 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        |  15121254 | PA      | $13540896.58  | 0.23%             | 2049-10-01      | Fixed         | 3.00%                 | 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        |   1120259 | PA      | $1001427.37   | 0.02%             | 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        |   7838642 | PA      | $6985113.75   | 0.12%             | 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        |   9239941 | PA      | $8850923.70   | 0.15%             | 2049-08-01      | Fixed         | 4.00%                 | 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        |   8136000 | PA      | $6891659.01   | 0.12%             | 2047-10-01      | Fixed         | 5.40%                 | 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        |   6211000 | PA      | $5889220.76   | 0.10%             | 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        |   4847000 | PA      | $4263870.66   | 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        |  10984000 | PA      | $9626343.99   | 0.16%             | 2031-01-15      | Fixed         | 4.00%                 | 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        |   5006149 | PA      | $5007183.24   | 0.08%             | 2025-08-15      | Fixed         | 8.00%                 | No            |                  2 | 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        |  14682000 | PA      | $12539834.54  | 0.21%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                        | CUSIP: 01F042418<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  26908000 | PA      | $26746118.78  | 0.45%             | N/A             | Fixed         | 4.50%                 | 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        |   5254000 | PA      | $5228958.91   | 0.09%             | N/A             | Fixed         | 4.50%                 | 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                  | Short            | ABS-MBS          | USGSE             | US        |   6000000 | PA      | $-5971403.40  | -0.10%            | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 EA A2A 144A                           | NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 EA A2A 144A         | CUSIP: 63941MAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3291279 | PA      | $3098151.28   | 0.05%             | 2068-05-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 GA A 144A                             | NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 GA A 144A           | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5927352 | PA      | $5257214.13   | 0.09%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 A A 144A                              | NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 A A 144A            | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7435026 | PA      | $6428380.25   | 0.11%             | 2069-05-15      | Fixed         | 0.84%                 | 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        |   6373146 | PA      | $5340333.16   | 0.09%             | 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        |  13393045 | PA      | $10716565.49  | 0.18%             | 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        |   5506390 | PA      | $4364562.94   | 0.07%             | 2052-01-30      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO XX LTD NEUB 2015 20A BRR 144A                              | NEUBERGER BERMAN CLO XX LTD NEUB 2015 20A BRR 144A            | CUSIP: 64130TBC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2978000 | PA      | $2866596.00   | 0.05%             | 2034-07-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 04/30 2.95                           | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  18106000 | PA      | $15437217.24  | 0.26%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                   | OWENS CORNING SR UNSECURED 08/29 3.95                         | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   8341000 | PA      | $7580767.90   | 0.13%             | 2029-08-15      | Fixed         | 3.95%                 | 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        |   1177000 | PA      | $1235384.26   | 0.02%             | 2031-11-01      | Fixed         | 7.20%                 | 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        |  12256000 | PA      | $10639131.12  | 0.18%             | 2030-04-30      | Fixed         | 3.25%                 | 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        |   6049966 | PA      | $4773012.03   | 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        |   9973004 | PA      | $8452229.62   | 0.14%             | 2065-01-25      | Variable      | 1.39%                 | 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        |   8227947 | PA      | $6360645.18   | 0.11%             | 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        |   6664073 | PA      | $5316715.27   | 0.09%             | 2066-10-25      | Variable      | 1.11%                 | 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        |  11690000 | PA      | $9141028.58   | 0.15%             | 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        |   9922000 | PA      | $7933054.53   | 0.13%             | 2031-05-24      | Fixed         | 2.75%                 | 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        |   2600447 | PA      | $2518508.22   | 0.04%             | 2036-01-21      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NMLT 2021-INV1 TRUST NLT 2021 INV1 A1 144A                                      | NMLT 2021-INV1 TRUST NLT 2021 INV1 A1 144A                    | CUSIP: 62923JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10145182 | PA      | $8090089.43   | 0.14%             | 2056-05-25      | Variable      | 1.19%                 | 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        |   5451000 | PA      | $4820582.53   | 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        |   7276000 | PA      | $6028564.94   | 0.10%             | 2027-12-02      | Fixed         | 2.45%                 | 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        |  12831000 | PA      | $12188720.94  | 0.21%             | 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        |   1981723 | PA      | $1729552.04   | 0.03%             | 2026-07-25      | Fixed         | 3.10%                 | 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        |   3357177 | PA      | $2997021.70   | 0.05%             | 2061-07-25      | Fixed         | 2.04%                 | 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        |  12231000 | PA      | $10620118.96  | 0.18%             | 2026-09-29      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 HA A 144A                             | NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 HA A 144A           | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7309234 | PA      | $6559860.86   | 0.11%             | 2069-01-15      | Fixed         | 1.31%                 | 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        |   3480395 | PA      | $3220024.37   | 0.05%             | 2068-08-15      | Fixed         | 2.60%                 | 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        |   1753154 | PA      | $1696282.79   | 0.03%             | 2045-12-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 BA A2 144A                            | NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 BA A2 144A          | CUSIP: 63941GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6927723 | PA      | $6288929.57   | 0.11%             | 2069-01-15      | Fixed         | 2.12%                 | 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        |   3137000 | PA      | $2666873.40   | 0.04%             | 2029-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                   | NISOURCE INC SR UNSECURED 05/30 3.6                           | CUSIP: 65473PAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4887000 | PA      | $4351482.74   | 0.07%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO X                                                              | OCEAN TRAILS CLO X OCTR 2020 10A AR 144A                      | CUSIP: 67516CAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5975000 | PA      | $5780238.90   | 0.10%             | 2034-10-15      | Floating      | 5.30%                 | 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        |  14986024 | PA      | $12849686.80  | 0.22%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/52 FIXED 5                                               | FREDDIE MAC POOL FR 10/52 FIXED 5                             | CUSIP: 3132DN3C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13225326 | PA      | $13147338.87  | 0.22%             | 2052-10-01      | Fixed         | 5.00%                 | 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        |   6737501 | PA      | $6544866.78   | 0.11%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4                                               | FREDDIE MAC POOL FR 08/52 FIXED 4                             | CUSIP: 3132DNPH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  58056237 | PA      | $54863591.23  | 0.92%             | 2052-08-01      | Fixed         | 4.00%                 | 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        |  20284012 | PA      | $19735759.66  | 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        |  16673954 | PA      | $16223277.00  | 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        |   4120711 | PA      | $3992979.10   | 0.07%             | 2052-08-01      | 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: 3132DNVJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11429786 | PA      | $11142283.69  | 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        |  10117944 | PA      | $9785815.07   | 0.16%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/52 FIXED 5                                               | FREDDIE MAC POOL FR 12/52 FIXED 5                             | CUSIP: 3132DPER5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6557715 | PA      | $6521095.10   | 0.11%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/52 FIXED 5                                               | FREDDIE MAC POOL FR 12/52 FIXED 5                             | CUSIP: 3132DPHH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12978000 | PA      | $12929860.70  | 0.22%             | 2052-12-01      | Fixed         | 5.00%                 | 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        |  20113478 | PA      | $17277622.27  | 0.29%             | 2051-08-01      | Fixed         | 2.50%                 | 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        |    831622 | PA      | $788851.80    | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | 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        |   7781440 | PA      | $7214185.02   | 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        |   4838204 | PA      | $4632617.35   | 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        |   7026137 | PA      | $6006958.46   | 0.10%             | 2051-10-01      | Fixed         | 2.50%                 | 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        |   3250938 | PA      | $3077241.05   | 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        |  16212255 | PA      | $15523359.10  | 0.26%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED VAR                            | CUSIP: 3140XHLM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4382453 | PA      | $4166102.92   | 0.07%             | 2052-06-01      | Fixed         | 4.00%                 | 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        |   4128000 | PA      | $3880200.21   | 0.07%             | 2028-03-15      | Fixed         | 4.20%                 | 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        |  13283000 | PA      | $12312234.39  | 0.21%             | 2030-05-15      | Fixed         | 4.50%                 | 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        |   3574000 | PA      | $3408414.51   | 0.06%             | 2027-07-13      | Fixed         | 4.40%                 | 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        |  16909000 | PA      | $15692670.19  | 0.26%             | 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        |  15455000 | PA      | $14726918.97  | 0.25%             | 2025-06-02      | Fixed         | 3.45%                 | 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        |   7238000 | PA      | $6210077.91   | 0.10%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| SERVPRO MASTER ISSUER LLC SPRO 2021 1A A2 144A                                  | SERVPRO MASTER ISSUER LLC SPRO 2021 1A A2 144A                | CUSIP: 817743AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7130415 | PA      | $5577453.40   | 0.09%             | 2051-04-25      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2021-1 Receivables Funding LLC                                 | SIERRA TIMESHARE 2021-1 RECEIV SRFC 2021 1A A 144A            | CUSIP: 82652QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4516246 | PA      | $4178889.76   | 0.07%             | 2037-11-20      | Fixed         | 0.99%                 | 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        |   2059000 | PA      | $2008722.93   | 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        |   6536678 | PA      | $6144302.01   | 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        |   7068639 | PA      | $6607726.77   | 0.11%             | 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        |   4310000 | PA      | $4031076.37   | 0.07%             | 2033-06-15      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM SOFI 2019 B A2FX 144A                            | SOFI PROFESSIONAL LOAN PROGRAM SOFI 2019 B A2FX 144A          | CUSIP: 83404WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1354801 | PA      | $1273949.76   | 0.02%             | 2048-08-17      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXVII LTD SNDPT 2020 2A B1R 144A                                | SOUND POINT CLO XXVII LTD SNDPT 2020 2A B1R 144A              | CUSIP: 83611VAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3676000 | PA      | $3388632.38   | 0.06%             | 2034-10-25      | Floating      | 6.01%                 | 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        |   3182907 | PA      | $2448846.90   | 0.04%             | 2066-07-25      | Variable      | 0.94%                 | 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        |   6275778 | PA      | $5010027.16   | 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        |   5802160 | PA      | $4633655.72   | 0.08%             | 2066-06-25      | Variable      | 1.05%                 | 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        |   4089000 | PA      | $3720990.00   | 0.06%             | 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        |   2123000 | PA      | $1857975.30   | 0.03%             | 2030-08-15      | Fixed         | 4.12%                 | 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        |   1733000 | PA      | $1604671.35   | 0.03%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VISIO 2020-1R TRUST VISIO 2020 1R A1 144A                                       | VISIO 2020-1R TRUST VISIO 2020 1R A1 144A                     | CUSIP: 92837MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4948024 | PA      | $4451675.65   | 0.07%             | 2055-11-25      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                   | VISTRA OPERATIONS CO LLC SR SECURED 144A 07/24 3.55           | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |  12479000 | PA      | $11968117.35  | 0.20%             | 2024-07-15      | Fixed         | 3.55%                 | 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        |  11729000 | PA      | $10566008.66  | 0.18%             | 2029-07-15      | Fixed         | 4.30%                 | 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        |  13509000 | PA      | $12317799.08  | 0.21%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VMware Inc.                                                                     | VMWARE INC SR UNSECURED 05/30 4.7                             | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |  12282000 | PA      | $11424901.49  | 0.19%             | 2030-05-15      | Fixed         | 4.70%                 | 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        |   9181000 | PA      | $8756654.18   | 0.15%             | 2033-04-01      | Fixed         | 5.75%                 | 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        |   3410017 | PA      | $3214025.56   | 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        |  12306000 | PA      | $12258498.84  | 0.21%             | 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        |   2567272 | PA      | $2267856.64   | 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        |   8483805 | PA      | $7354983.84   | 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        |  12793000 | PA      | $10468343.80  | 0.18%             | 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        |  12141000 | PA      | $10003646.88  | 0.17%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL M JPMCC 2022 OPO A 144A                            | J.P. MORGAN CHASE COMMERCIAL M JPMCC 2022 OPO A 144A          | CUSIP: 46655AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6678000 | PA      | $5704541.93   | 0.10%             | 2039-01-05      | Fixed         | 3.02%                 | 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        |   6820526 | PA      | $5595087.14   | 0.09%             | 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        |   9375000 | PA      | $8261718.75   | 0.14%             | 2025-02-01      | Variable      | 4.60%                 | 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        |   3061090 | PA      | $2847487.14   | 0.05%             | 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        |   2520185 | PA      | $2068534.02   | 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        |   6950097 | PA      | $5669080.93   | 0.10%             | 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        |   4433000 | PA      | $4284456.60   | 0.07%             | 2027-04-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corporation                                                        | ARES CAPITAL CORP SR UNSECURED 06/24 4.2                      | CUSIP: 04010LAX1<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   6463000 | PA      | $6239126.46   | 0.10%             | 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        |   8615000 | PA      | $7895224.59   | 0.13%             | 2026-01-15      | Fixed         | 3.88%                 | 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        |  11802000 | PA      | $9992423.65   | 0.17%             | 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        |   6780000 | PA      | $5436400.89   | 0.09%             | 2028-06-15      | Fixed         | 2.88%                 | 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        |   3383501 | PA      | $2629643.23   | 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        |   5522765 | PA      | $4392290.68   | 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        |   3415805 | PA      | $2867401.81   | 0.05%             | 2066-01-25      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 11/41 FIXED 4                                              | GINNIE MAE GN 11/41 FIXED 4                                   | CUSIP: 36176RS52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1176519 | PA      | $1128625.29   | 0.02%             | 2041-11-15      | Fixed         | 4.00%                 | 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        |   5262000 | PA      | $5162375.13   | 0.09%             | 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        |   3326000 | PA      | $2912957.63   | 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        |   3361000 | PA      | $2686732.31   | 0.05%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Halseypoint Clo II Ltd.                                                         | HALSEYPOINT CLO 2 LTD HLSY 2020 2A B 144A                     | CUSIP: 40638TAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7083000 | PA      | $6887169.22   | 0.12%             | 2031-07-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                             | HOTWIRE FUNDING LLC HWIRE 2021 1 A2 144A                      | CUSIP: 44148JAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4624000 | PA      | $4011499.87   | 0.07%             | 2051-11-20      | Fixed         | 2.31%                 | 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        |   3746000 | PA      | $3219400.21   | 0.05%             | 2026-11-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 10/39 FIXED 4                                              | GINNIE MAE GN 10/39 FIXED 4                                   | CUSIP: 3620AE7C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1412716 | PA      | $1358622.15   | 0.02%             | 2039-10-15      | Fixed         | 4.00%                 | 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        |   6505000 | PA      | $6249445.87   | 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        |   5820000 | PA      | $5315232.56   | 0.09%             | 2037-02-10      | Fixed         | 2.75%                 | 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        |   1159814 | PA      | $1010682.92   | 0.02%             | 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        |   2388303 | PA      | $1958810.77   | 0.03%             | 2061-07-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP TR GSMS 2021 STAR A 144A                            | GS MORTGAGE SECURITIES CORP TR GSMS 2021 STAR A 144A          | CUSIP: 36264LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13304000 | PA      | $12767524.18  | 0.21%             | 2036-12-15      | Floating      | 5.27%                 | 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        |   8209000 | PA      | $7833829.98   | 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        |  20346000 | PA      | $17122430.22  | 0.29%             | 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        |  17219000 | PA      | $14278098.11  | 0.24%             | 2028-10-15      | Fixed         | 2.40%                 | 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        |   4975000 | PA      | $3879612.96   | 0.07%             | 2050-06-01      | Fixed         | 4.21%                 | 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        |   7493000 | PA      | $6857892.95   | 0.12%             | 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        |   1690000 | PA      | $1422914.88   | 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        |   5893000 | PA      | $5444477.70   | 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        |   8340000 | PA      | $6880713.59   | 0.12%             | 2029-01-15      | Fixed         | 4.00%                 | 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        |   4360000 | PA      | $3823240.23   | 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        |  12923000 | PA      | $12780556.88  | 0.21%             | 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        |  17787000 | PA      | $17353695.70  | 0.29%             | 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        |   9246000 | PA      | $8929587.46   | 0.15%             | 2030-04-13      | Fixed         | 4.62%                 | 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        |   7579000 | PA      | $5871196.65   | 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        |   3134037 | PA      | $2597727.08   | 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        |   2009818 | PA      | $1961576.54   | 0.03%             | 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        |   3096413 | PA      | $3050815.04   | 0.05%             | 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        |   1412167 | PA      | $1208749.80   | 0.02%             | 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        |   2389474 | PA      | $2176722.69   | 0.04%             | 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        |  25279000 | PA      | $24078754.34  | 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        |  11115000 | PA      | $8910981.42   | 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        |   4669000 | PA      | $4073073.40   | 0.07%             | 2037-05-15      | Fixed         | 4.93%                 | 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        |   5770164 | PA      | $5630687.86   | 0.09%             | 2037-10-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 CIP A 144A                               | BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 CIP A 144A             | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14619000 | PA      | $14105735.68  | 0.24%             | 2038-12-15      | Floating      | 5.24%                 | 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        |   1944000 | PA      | $1875631.85   | 0.03%             | 2037-12-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| CARS-DB4 L.P.                                                                   | CARS-DB4 LP CAUTO 2020 1A A1 144A                             | CUSIP: 12510HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8675117 | PA      | $8085887.18   | 0.14%             | 2050-02-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CANTOR COMMERCIAL REAL ESTATE CF 2019 CF1 A2                                    | CANTOR COMMERCIAL REAL ESTATE CF 2019 CF1 A2                  | CUSIP: 12529MAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11754000 | PA      | $11406743.35  | 0.19%             | 2052-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| eBay Inc.                                                                       | EBAY INC SR UNSECURED 03/30 2.7                               | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |  12556000 | PA      | $10665945.32  | 0.18%             | 2030-03-11      | Fixed         | 2.70%                 | 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        |   6192000 | PA      | $5800047.39   | 0.10%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 03/78 VAR                           | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   8767000 | PA      | $7976030.65   | 0.13%             | 2078-03-01      | Variable      | 6.25%                 | 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        |  23362000 | PA      | $18630980.77  | 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        |   9012000 | PA      | $7115599.34   | 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        |   7732000 | PA      | $7059161.36   | 0.12%             | 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        |   7518000 | PA      | $6798137.22   | 0.11%             | 2029-04-20      | Fixed         | 2.77%                 | 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        |  13908806 | PA      | $214078.78    | 0.00%             | 2053-01-16      | Variable      | 0.61%                 | 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        |  40909584 | PA      | $1692474.51   | 0.03%             | 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        |  19473482 | PA      | $659292.26    | 0.01%             | 2059-02-16      | Variable      | 0.49%                 | 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        |  13094551 | PA      | $270543.89    | 0.00%             | 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        |  10673999 | PA      | $440641.88    | 0.01%             | 2056-11-16      | Variable      | 0.88%                 | 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        |  13208185 | PA      | $516420.24    | 0.01%             | 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        |   9868187 | PA      | $285180.74    | 0.00%             | 2058-07-16      | Variable      | 0.60%                 | 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        |  21898405 | PA      | $838544.69    | 0.01%             | 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        |  13968170 | PA      | $428306.01    | 0.01%             | 2059-01-16      | Variable      | 0.62%                 | 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        |  25603366 | PA      | $678665.86    | 0.01%             | 2058-12-16      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| MHP 2022-MHIL MHP 2022 MHIL A 144A                                              | MERIT 2020 MHP 2022 MHIL A 144A                               | CUSIP: 55293DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7636264 | PA      | $7310942.78   | 0.12%             | 2027-01-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSECURED 03/27 4.125                              | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2551000 | PA      | $2409449.70   | 0.04%             | 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        |   6705000 | PA      | $6236386.48   | 0.10%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING 2022-2 L SCFET 2022 2A A3 144A                            | SCF EQUIPMENT LEASING 2022-2 L SCFET 2022 2A A3 144A          | CUSIP: 78397WAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12961000 | PA      | $13079753.87  | 0.22%             | 2030-10-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING 2019-2 L SCFET 2019 2A C 144A                             | SCF EQUIPMENT LEASING 2019-2 L SCFET 2019 2A C 144A           | CUSIP: 784034AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12112000 | PA      | $11437957.51  | 0.19%             | 2027-06-21      | Fixed         | 3.11%                 | 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        |   3894000 | PA      | $3193045.46   | 0.05%             | 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        |   4344404 | PA      | $3725154.21   | 0.06%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST 2021-OVA SLG 2021 OVA C 144A                                   | SLG OFFICE TRUST 2021-OVA SLG 2021 OVA C 144A                 | CUSIP: 78449RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13974000 | PA      | $10641446.94  | 0.18%             | 2041-07-15      | Fixed         | 2.85%                 | 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        |   5718575 | PA      | $5080001.36   | 0.09%             | 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        |  16836000 | PA      | $16245320.73  | 0.27%             | 2039-01-15      | Floating      | 5.34%                 | 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        |   7297000 | PA      | $7154883.26   | 0.12%             | 2027-03-15      | Fixed         | 5.00%                 | 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        |  38080695 | PA      | $32747291.48  | 0.55%             | 2051-11-01      | Fixed         | 2.50%                 | 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        |   7548239 | PA      | $7196832.14   | 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        |  16532683 | PA      | $14098364.36  | 0.24%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/52 FIXED VAR                            | CUSIP: 3140XFPA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18968182 | PA      | $16775346.66  | 0.28%             | 2052-01-01      | Fixed         | 3.00%                 | 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        |    687846 | PA      | $607627.79    | 0.01%             | 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        |   1525558 | PA      | $1451198.95   | 0.02%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/52 FIXED VAR                            | CUSIP: 3140XFY54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6844863 | PA      | $5624426.00   | 0.09%             | 2052-02-01      | Fixed         | 2.00%                 | 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        |  33342776 | PA      | $29519409.89  | 0.50%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/52 FIXED VAR                            | CUSIP: 3140XFYP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15185380 | PA      | $13404944.03  | 0.23%             | 2052-02-01      | Fixed         | 3.00%                 | 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        |  32993601 | PA      | $31359642.21  | 0.53%             | 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        |  10374312 | PA      | $9499708.33   | 0.16%             | 2052-04-01      | Fixed         | 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        |   4478641 | PA      | $3515960.92   | 0.06%             | 2048-10-25      | Variable      | 1.18%                 | 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        |   2302000 | PA      | $2063359.88   | 0.03%             | 2029-11-01      | Fixed         | 4.25%                 | 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        |  14028000 | PA      | $11518317.43  | 0.19%             | 2031-01-15      | Fixed         | 3.50%                 | 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        |  10031000 | PA      | $9335938.97   | 0.16%             | 2026-03-20      | Fixed         | 2.36%                 | 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        |   6502000 | PA      | $6016628.30   | 0.10%             | 2026-08-20      | Fixed         | 2.33%                 | 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        |   4700000 | PA      | $4431513.44   | 0.07%             | 2053-02-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust 2015-200P                            | BAMLL COMMERCIAL MORTGAGE SECU BAMLL 2015 200P A 144A         | CUSIP: 05526QAA4<br>LEI: 549300UQK6PJ8BF5JQ90 | Long             | ABS-MBS          | CORP              | US        |   5706000 | PA      | $5285630.99   | 0.09%             | 2033-04-14      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| BPCE                                                                            | BPCE SA SUBORDINATED 144A 03/25 4.5                           | CUSIP: 05578QAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   7805000 | PA      | $7496832.14   | 0.13%             | 2025-03-15      | Fixed         | 4.50%                 | 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        |   2694808 | PA      | $2530911.73   | 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        |  16875000 | PA      | $16469951.06  | 0.28%             | 2037-04-15      | Floating      | 6.23%                 | 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        |   9055410 | PA      | $8266691.22   | 0.14%             | 2043-03-01      | Fixed         | 3.00%                 | 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        |   6812957 | PA      | $6147166.11   | 0.10%             | 2046-12-01      | Fixed         | 3.00%                 | 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        |   6594529 | PA      | $6147850.19   | 0.10%             | 2046-11-01      | Fixed         | 3.50%                 | 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        |   5517951 | PA      | $5156265.01   | 0.09%             | 2047-01-01      | Fixed         | 3.50%                 | 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        |   6519750 | PA      | $6094435.69   | 0.10%             | 2047-04-01      | Fixed         | 3.50%                 | 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        |    305389 | PA      | $291992.74    | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/49 FIXED 3                                               | FREDDIE MAC POOL FR 12/49 FIXED 3                             | CUSIP: 3133KG6M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10587676 | PA      | $9464590.78   | 0.16%             | 2049-12-01      | Fixed         | 3.00%                 | 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        |  62437798 | PA      | $51188086.17  | 0.86%             | 2052-03-01      | Fixed         | 2.00%                 | 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        |  19183000 | PA      | $16930700.37  | 0.28%             | 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        |   6720000 | PA      | $5660913.08   | 0.10%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2019 C51 A2                                 | WELLS FARGO COMMERCIAL MORTGAG WFCM 2019 C51 A2               | CUSIP: 95001VAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12160245 | PA      | $11777498.46  | 0.20%             | 2052-06-15      | Fixed         | 3.04%                 | 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        |   8033660 | PA      | $6485766.53   | 0.11%             | 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        |   8529000 | PA      | $8031929.88   | 0.14%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Westgate Resorts 2022-1 LLC                                                     | WESTGATE RESORTS 2022-1 LLC WESTR 2022 1A A 144A              | CUSIP: 96034JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7166858 | PA      | $6753518.77   | 0.11%             | 2036-08-20      | Fixed         | 1.79%                 | 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        |   5495000 | PA      | $5115316.33   | 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        |   9700000 | PA      | $9130149.64   | 0.15%             | 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        |   3137276 | PA      | $2412675.74   | 0.04%             | 2045-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                                            | WINGSTOP FUNDING LLC WSTOP 2020 1A A2 144A                    | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15674670 | PA      | $13246350.12  | 0.22%             | 2050-12-05      | Fixed         | 2.84%                 | 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        |   6203475 | PA      | $4993040.55   | 0.08%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| US LONG BONDCBT 0323                                                            | US LONG BONDCBT 0323                                          | CUSIP: ADI26YSS7<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       358 | NC      | $-221622.76   | -0.00%            |  |  |  | No            |                  1 | 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        |   2231000 | PA      | $2148890.95   | 0.04%             | 2039-05-15      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| BX 2021-MFM1 BX 2021 MFM1 D 144A                                                | BX 2021-MFM1 BX 2021 MFM1 D 144A                              | CUSIP: 05608VAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2927000 | PA      | $2751593.96   | 0.05%             | 2034-01-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| BXHPP TRUST 2021-FILM BXHPP 2021 FILM C 144A                                    | BXHPP TRUST 2021-FILM BXHPP 2021 FILM C 144A                  | CUSIP: 05609JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17743000 | PA      | $15959519.77  | 0.27%             | 2036-08-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 07/80 VAR                           | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   8820000 | PA      | $7975201.61   | 0.13%             | 2080-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140XJYF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17451000 | PA      | $17636931.68  | 0.30%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140XJYP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12832000 | PA      | $12760342.26  | 0.21%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/40 FIXED 4.5                            | CUSIP: 31416XFP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8121590 | PA      | $8047006.00   | 0.14%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/38 FIXED 4.5                            | CUSIP: 31418EMM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    236645 | PA      | $235292.29    | 0.00%             | 2038-01-01      | Fixed         | 4.50%                 | 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        |   7354227 | PA      | $7118519.90   | 0.12%             | 2040-09-01      | 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        |  43306232 | PA      | $5001924.38   | 0.08%             | 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        |  20585903 | PA      | $3098650.03   | 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        |   4774687 | PA      | $3672451.41   | 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        |   2045110 | PA      | $1667837.78   | 0.03%             | 2066-02-25      | Variable      | 0.80%                 | 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        |   7318713 | PA      | $6484880.54   | 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        |   2493638 | PA      | $2228406.98   | 0.04%             | 2037-08-17      | Fixed         | 1.34%                 | 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        |   5590697 | PA      | $4848212.41   | 0.08%             | 2038-08-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 C 144A                             | FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 C 144A           | CUSIP: 33767WAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12224000 | PA      | $10359027.10  | 0.17%             | 2038-08-17      | Fixed         | 1.89%                 | 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        |   6676488 | PA      | $6249599.57   | 0.11%             | 2047-07-25      | Fixed         | 4.60%                 | 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        |   9627761 | PA      | $7740190.09   | 0.13%             | 2051-02-01      | Variable      | 2.50%                 | 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        |  70247706 | PA      | $4240910.19   | 0.07%             | 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        |  28963510 | PA      | $1729153.39   | 0.03%             | 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        |  28711083 | PA      | $1469639.93   | 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        |  45589642 | PA      | $3253354.37   | 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        |  20306801 | PA      | $1320937.08   | 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        |  58739975 | PA      | $3778924.70   | 0.06%             | 2062-11-16      | Variable      | 0.83%                 | 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        |  77347377 | PA      | $5080794.48   | 0.09%             | 2062-09-16      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE 05/63 1                          | CUSIP: 38380RQU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  42837724 | PA      | $3160588.73   | 0.05%             | 2063-05-16      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 11 IO                 | CUSIP: 38380RRL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  66129971 | PA      | $4766826.88   | 0.08%             | 2062-12-16      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 203 IO                | CUSIP: 38381EEL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  55619777 | PA      | $3787567.78   | 0.06%             | 2063-07-16      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| MARATHON CLO X LTD MCLO 2017 10A A1AR 144A                                      | MARATHON CLO X LTD MCLO 2017 10A A1AR 144A                    | CUSIP: 56578JAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8834321 | PA      | $8702539.81   | 0.15%             | 2029-11-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc.                                                     | MARRIOTT INTERNATIONAL INC/MD SR UNSECURED 12/28 4.65         | CUSIP: 571903BB8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |  13237000 | PA      | $12709624.55  | 0.21%             | 2028-12-01      | Fixed         | 4.65%                 | 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        |   5210000 | PA      | $4861523.47   | 0.08%             | 2030-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Maryland Health and Higher Educational Facilities Authority                     | MARYLAND HEALTH and HIGHER EDUCA MDSMED 07/50 FIXED 3.197     | CUSIP: 57421CAW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  14500000 | PA      | $9491676.80   | 0.16%             | 2050-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES MBART 2022 1 A3                                  | MERCEDES-BENZ AUTO RECEIVABLES MBART 2022 1 A3                | CUSIP: 58768PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6736000 | PA      | $6794049.50   | 0.11%             | 2027-08-16      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                    | METLIFE INC JR SUBORDINA 12/66 6.4                            | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   7277000 | PA      | $7037586.70   | 0.12%             | 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        |  19168000 | PA      | $18399731.03  | 0.31%             | 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        |  14953000 | PA      | $14157462.27  | 0.24%             | 2027-02-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Mississippi Hospital Equipment and Facilities Authority Rev.                    | MISSISSIPPI HOSPITAL EQUIPMENT MSSMED 09/26 FIXED 3.72        | CUSIP: 605360SE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7677000 | PA      | $7220338.26   | 0.12%             | 2026-09-01      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| MONROE CAPITAL ABS FUNDING 202 MCAF 2021 1A A2 144A                             | MONROE CAPITAL ABS FUNDING 202 MCAF 2021 1A A2 144A           | CUSIP: 610331AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  13424000 | PA      | $12325170.43  | 0.21%             | 2031-04-22      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 07/32 VAR                         | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4486000 | PA      | $3441632.24   | 0.06%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SUBORDINATED 09/36 VAR                         | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  14062000 | PA      | $10196795.50  | 0.17%             | 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        |   3233000 | PA      | $3076935.46   | 0.05%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TIF FUNDING II LLC TIF 2020 1A A 144A                                           | TIF FUNDING II LLC TIF 2020 1A A 144A                         | CUSIP: 872480AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13593335 | PA      | $11664529.14  | 0.20%             | 2045-08-20      | Fixed         | 2.09%                 | 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        |  14207490 | PA      | $12005655.82  | 0.20%             | 2051-08-25      | Fixed         | 1.95%                 | 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        |    333407 | PA      | $329099.90    | 0.01%             | 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        |   4980242 | PA      | $4541099.38   | 0.08%             | 2058-06-25      | 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        |    400226 | PA      | $388432.59    | 0.01%             | 2058-03-25      | Variable      | 3.75%                 | 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        |   4305888 | PA      | $3998190.54   | 0.07%             | 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        |   5696640 | PA      | $5032108.27   | 0.08%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2022-D TAOT 2022 D A3                                   | TOYOTA AUTO RECEIVABLES 2022-D TAOT 2022 D A3                 | CUSIP: 89239HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9651000 | PA      | $9761408.41   | 0.16%             | 2027-09-15      | Fixed         | 5.30%                 | 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        |   6220000 | PA      | $5887900.52   | 0.10%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES 2020-SFR TAH 2020 SFR2 A 144A                             | TRICON AMERICAN HOMES 2020-SFR TAH 2020 SFR2 A 144A           | CUSIP: 89613JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9633578 | PA      | $7972185.62   | 0.13%             | 2039-11-17      | Fixed         | 1.48%                 | 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        |  13709930 | PA      | $11729649.89  | 0.20%             | 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        |   8110710 | PA      | $6762417.20   | 0.11%             | 2046-03-20      | Fixed         | 1.86%                 | 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        |   1237619 | PA      | $1219499.10   | 0.02%             | 2023-04-22      | Fixed         | 6.25%                 | 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        |   6017651 | PA      | $5771566.24   | 0.10%             | 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        |   3244692 | PA      | $2963894.09   | 0.05%             | 2025-06-03      | Fixed         | 4.62%                 | 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        |   6262550 | PA      | $5233253.61   | 0.09%             | 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        |  14871062 | PA      | $14649483.58  | 0.25%             | 2027-10-15      | Fixed         | 5.88%                 | 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        |   8312128 | PA      | $6858664.57   | 0.12%             | 2028-07-07      | Fixed         | 3.45%                 | 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        |  22240000 | PA      | $21461600.00  | 0.36%             | 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        |  14423000 | PA      | $12250963.41  | 0.21%             | 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        |   9762000 | PA      | $6963142.06   | 0.12%             | 2041-04-30      | Variable      | 3.07%                 | 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        |  12476000 | PA      | $9056940.47   | 0.15%             | 2050-03-01      | Fixed         | 4.80%                 | 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        |   9367000 | PA      | $8157202.40   | 0.14%             | 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        |   4600000 | PA      | $3899207.94   | 0.07%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2020 GC46 A2                                | CITIGROUP COMMERCIAL MORTGAGE CGCMT 2020 GC46 A2              | CUSIP: 17328RAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13170000 | PA      | $12363856.40  | 0.21%             | 2053-02-15      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A A 144A                             | DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A A 144A           | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10459000 | PA      | $8566828.84   | 0.14%             | 2049-04-15      | Fixed         | 1.76%                 | 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        |   5548000 | PA      | $4594083.15   | 0.08%             | 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        |   4203000 | PA      | $3955001.02   | 0.07%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Discover Financial Services                                                     | DISCOVER FINANCIAL SERVICES SR UNSECURED 11/32 6.7            | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |   7827000 | PA      | $7955961.88   | 0.13%             | 2032-11-29      | Fixed         | 6.70%                 | 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        |  14391000 | PA      | $13764408.38  | 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        |   6792000 | PA      | $5985221.31   | 0.10%             | 2030-04-01      | Fixed         | 3.38%                 | 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        |  11698605 | PA      | $10720894.09  | 0.18%             | 2047-07-25      | Fixed         | 4.12%                 | 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        |   7462088 | PA      | $6169818.11   | 0.10%             | 2051-01-20      | Fixed         | 3.24%                 | 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        |   9292140 | PA      | $7369131.63   | 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        |   2886000 | PA      | $2993128.32   | 0.05%             | 2030-02-01      | Fixed         | 7.00%                 | 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        |   4899000 | PA      | $4623226.03   | 0.08%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Equinix Inc.                                                                    | EQUINIX INC SR UNSECURED 07/27 1.8                            | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   4533000 | PA      | $3880003.81   | 0.07%             | 2027-07-15      | Fixed         | 1.80%                 | 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        |   8638000 | PA      | $8523959.57   | 0.14%             | 2026-02-15      | Fixed         | 5.00%                 | 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        |  13092271 | PA      | $11205441.77  | 0.19%             | 2051-08-01      | Fixed         | 2.50%                 | 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        |  13660704 | PA      | $11691953.44  | 0.20%             | 2051-08-01      | Fixed         | 2.50%                 | 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        |  16338679 | PA      | $15166760.85  | 0.26%             | 2049-06-01      | Fixed         | 3.50%                 | 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        |  10464546 | PA      | $9340571.13   | 0.16%             | 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        |   9823659 | PA      | $8494324.26   | 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        |   8030000 | PA      | $7101477.13   | 0.12%             | 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        |  11853121 | PA      | $10261702.32  | 0.17%             | 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        |   9558667 | PA      | $8150426.06   | 0.14%             | 2046-02-18      | Fixed         | 1.64%                 | 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        |   6261669 | PA      | $5317090.88   | 0.09%             | 2047-01-18      | Fixed         | 2.72%                 | 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        |   4015000 | PA      | $3161320.74   | 0.05%             | 2030-08-15      | Fixed         | 2.05%                 | 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        |  10165000 | PA      | $9684240.53   | 0.16%             | 2029-05-30      | Fixed         | 5.25%                 | 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        |   2185285 | PA      | $1951970.82   | 0.03%             | 2037-08-15      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CSMC 2019 ICE4 B 144A                            | CREDIT SUISSE MORTGAGE CAPITAL CSMC 2019 ICE4 B 144A          | CUSIP: 12653VAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3979000 | PA      | $3908698.63   | 0.07%             | 2036-05-15      | Floating      | 5.55%                 | 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        |   5837000 | PA      | $5715630.09   | 0.10%             | 2036-05-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| COMM 2020-CX MORTGAGE TRUST COMM 2020 CX D 144A                                 | COMM 2020-CX MORTGAGE TRUST COMM 2020 CX D 144A               | CUSIP: 12656KAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4291000 | PA      | $2960457.02   | 0.05%             | 2046-11-10      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL2TRUST CSMC 2021 RPL2 A1A 144A                                     | CSMC 2021-RPL2TRUST CSMC 2021 RPL2 A1A 144A                   | CUSIP: 12656TAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11596291 | PA      | $9240063.55   | 0.16%             | 2060-01-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-AFC1 TRUST CSMC 2021 AFC1 A1 144A                                     | CSMC 2021-AFC1 TRUST CSMC 2021 AFC1 A1 144A                   | CUSIP: 12657LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10847866 | PA      | $8382568.35   | 0.14%             | 2056-03-25      | Variable      | 0.83%                 | 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        |   4026175 | PA      | $3165514.03   | 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        |   4375702 | PA      | $3623502.38   | 0.06%             | 2066-02-25      | Variable      | 1.18%                 | 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        |   6782206 | PA      | $5270174.61   | 0.09%             | 2066-07-25      | Variable      | 1.17%                 | 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        |   4269000 | PA      | $4129159.04   | 0.07%             | 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        |   7278000 | PA      | $6532331.71   | 0.11%             | 2048-03-25      | Fixed         | 5.05%                 | 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        |   4566000 | PA      | $4457452.48   | 0.07%             | 2032-07-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2022-4 CARMX 2022 4 A3                                  | CARMAX AUTO OWNER TRUST 2022-4 CARMX 2022 4 A3                | CUSIP: 14318UAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8039000 | PA      | $8116434.86   | 0.14%             | 2027-08-16      | Fixed         | 5.34%                 | 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        |  13673000 | PA      | $12329956.86  | 0.21%             | 2045-10-23      | Fixed         | 6.48%                 | 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        |  13245000 | PA      | $12173659.50  | 0.20%             | 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        |  16696000 | PA      | $13668850.58  | 0.23%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SUBORDINATED 03/26 4.6                          | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  17394000 | PA      | $17084726.50  | 0.29%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SR UNSECURED 05/32 VAR                          | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5665000 | PA      | $4472316.79   | 0.08%             | 2032-05-01      | Variable      | 2.56%                 | 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        |   4947347 | PA      | $4204971.11   | 0.07%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 03/52 FIXED 3.5                           | CUSIP: 3133KNWD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16720703 | PA      | $15232691.06  | 0.26%             | 2052-03-01      | Fixed         | 3.50%                 | 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        |   8330985 | PA      | $7654677.85   | 0.13%             | 2052-03-01      | Fixed         | 3.50%                 | 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        |  29293577 | PA      | $29715536.21  | 0.50%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/52 FIXED 5                                               | FREDDIE MAC POOL FR 11/52 FIXED 5                             | CUSIP: 3133KQEV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24692819 | PA      | $24408313.15  | 0.41%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/37 FIXED 4.5                                             | FREDDIE MAC POOL FR 12/37 FIXED 4.5                           | CUSIP: 3133WKGK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    658166 | PA      | $654403.79    | 0.01%             | 2037-12-01      | Fixed         | 4.50%                 | 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        |  49755615 | PA      | $476837.91    | 0.01%             | 2024-03-25      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K048 X1                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K048 X1                   | CUSIP: 3137BLAD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 152909336 | PA      | $716808.39    | 0.01%             | 2025-06-25      | Variable      | 0.22%                 | 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        |   8798789 | PA      | $8509267.93   | 0.14%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/42 FIXED 4                              | CUSIP: 3138EBP58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3362225 | PA      | $3251444.72   | 0.05%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/42 FIXED 4                              | CUSIP: 3138EDWJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1322128 | PA      | $1278577.05   | 0.02%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/41 FIXED VAR                            | CUSIP: 3138EGFA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9518749 | PA      | $9431530.69   | 0.16%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/41 FIXED VAR                            | CUSIP: 3138EGS62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5293030 | PA      | $5244512.80   | 0.09%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/41 FIXED VAR                            | CUSIP: 3138EHB76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4329290 | PA      | $4187939.27   | 0.07%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/41 FIXED VAR                            | CUSIP: 3138EJ4A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1793938 | PA      | $1777468.10   | 0.03%             | 2041-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/42 FIXED VAR                            | CUSIP: 3138EJMN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10851068 | PA      | $10496247.24  | 0.18%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/43 FIXED VAR                            | CUSIP: 3138EKLD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8724962 | PA      | $8158577.13   | 0.14%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/42 FIXED VAR                            | CUSIP: 3138EKRC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7111128 | PA      | $6657800.84   | 0.11%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/43 FIXED VAR                            | CUSIP: 3138ELTT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10323688 | PA      | $9985287.44   | 0.17%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/42 FIXED VAR                            | CUSIP: 3138ENGY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7623654 | PA      | $7553729.44   | 0.13%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/42 FIXED 3.5                            | CUSIP: 3138LWRT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4705970 | PA      | $4400188.02   | 0.07%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/42 FIXED 4                              | CUSIP: 3138M1D54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9736180 | PA      | $9411465.39   | 0.16%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/43 FIXED 3                              | CUSIP: 3138MPDV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    664929 | PA      | $604993.88    | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/43 FIXED 3.5                            | CUSIP: 3138W7J54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7948718 | PA      | $7445651.07   | 0.13%             | 2043-04-01      | Fixed         | 3.50%                 | 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        |   2351985 | PA      | $2148884.18   | 0.04%             | 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        |   9238781 | PA      | $8381454.07   | 0.14%             | 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        |   3438906 | PA      | $3236647.78   | 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        |   7789844 | PA      | $6963066.30   | 0.12%             | 2026-01-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Host Hotels and Resorts L.P.                                                    | HOST HOTELS and RESORTS LP SR UNSECURED 06/25 4               | CUSIP: 44107TAV8<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |  13557000 | PA      | $13026991.53  | 0.22%             | 2025-06-15      | Fixed         | 4.00%                 | 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        |   4859000 | PA      | $4655890.98   | 0.08%             | 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        |  10874000 | PA      | $9090409.44   | 0.15%             | 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        |   4750000 | PA      | $3920022.67   | 0.07%             | 2030-09-15      | Fixed         | 3.50%                 | 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        |   5206000 | PA      | $4725107.83   | 0.08%             | 2030-05-01      | Fixed         | 4.20%                 | 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        |   4018000 | PA      | $3613861.60   | 0.06%             | 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        |   4018000 | PA      | $3437532.32   | 0.06%             | 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        |   8719000 | PA      | $8055545.92   | 0.14%             | 2024-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2022 C A3                                   | HYUNDAI AUTO RECEIVABLES TRUST HART 2022 C A3                 | CUSIP: 44933DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11052000 | PA      | $11165558.19  | 0.19%             | 2027-06-15      | Fixed         | 5.39%                 | 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        |   8568297 | PA      | $7596137.73   | 0.13%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BALBOA BAY LOAN FUNDING 2021-1 BOBA 2021 1A A 144A                              | BALBOA BAY LOAN FUNDING LTD 07/34 1                           | CUSIP: 05765XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3723000 | PA      | $3629519.19   | 0.06%             | 2034-07-20      | Floating      | 5.44%                 | 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        |   7600000 | PA      | $7131075.59   | 0.12%             | 2028-04-12      | Fixed         | 4.38%                 | 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        |   9341000 | PA      | $8624728.20   | 0.15%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 07/29 VAR                   | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  17187000 | PA      | $16026882.31  | 0.27%             | 2029-07-23      | Variable      | 4.27%                 | 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        |  12322000 | PA      | $10035479.41  | 0.17%             | 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        |  19364000 | PA      | $15498637.52  | 0.26%             | 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        |  12755000 | PA      | $10733256.99  | 0.18%             | 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        |   9199000 | PA      | $7617329.00   | 0.13%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO LTD 2013-I BABSN 2013 IA AR 144A                                    | BARINGS CLO LTD 2013-I BABSN 2013 IA AR 144A                  | CUSIP: 06760EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8248219 | PA      | $8187248.38   | 0.14%             | 2028-01-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| BEACON CONTAINER FINANCE II LL BEACN 2021 1A A 144A                             | BEACON CONTAINER FINANCE II LL BEACN 2021 1A A 144A           | CUSIP: 07359BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11090250 | PA      | $9396335.30   | 0.16%             | 2046-10-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/27 3.875                    | CUSIP: 91282CFZ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   8805000 | PA      | $8756847.66   | 0.15%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REGENTS OF THE UNIVERSITY OF C UNVHGR 05/50 FIXED 3.006                         | REGENTS OF THE UNIVERSITY OF C UNVHGR 05/50 FIXED 3.006       | CUSIP: 913366KB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  14500000 | PA      | $9575630.35   | 0.16%             | 2050-05-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc.                                                  | UNIVERSAL HEALTH SERVICES INC SR SECURED 10/30 2.65           | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   7813000 | PA      | $6218156.45   | 0.10%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc.                                                  | UNIVERSAL HEALTH SERVICES INC SR SECURED 09/26 1.65           | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   7142000 | PA      | $6120407.53   | 0.10%             | 2026-09-01      | Fixed         | 1.65%                 | 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        |   2657139 | PA      | $2542593.39   | 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        |   8833536 | PA      | $7346594.62   | 0.12%             | 2050-11-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Issuer LLC                                                 | VANTAGE DATA CENTERS ISSUER LL VDC 2019 1A A2 144A            | CUSIP: 92212KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9723700 | PA      | $9241984.70   | 0.16%             | 2044-07-15      | Fixed         | 3.19%                 | 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        |   8834000 | PA      | $7790915.73   | 0.13%             | 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        |   6853000 | PA      | $5629912.88   | 0.09%             | 2045-09-15      | Fixed         | 1.99%                 | 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        |   5570000 | PA      | $5752238.31   | 0.10%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VCP RRL ABS I LTD VCRRL 2021 1A A 144A                                          | VCP RRL ABS I LTD VCRRL 2021 1A A 144A                        | CUSIP: 92243RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3178184 | PA      | $2879479.73   | 0.05%             | 2031-10-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc.                                                                   | VERISIGN INC SR UNSECURED 06/31 2.7                           | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |   4203000 | PA      | $3422992.38   | 0.06%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                     | VERIZON COMMUNICATIONS INC SR UNSECURED 09/28 4.329           | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  17379000 | PA      | $16709626.61  | 0.28%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 1 A1 144A                             | VERUS SECURITIZATION TRUST 202 VERUS 2021 1 A1 144A           | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4620653 | PA      | $3850687.34   | 0.06%             | 2066-01-25      | Variable      | 0.81%                 | 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        |   2519925 | PA      | $2249493.17   | 0.04%             | 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        |   1671570 | PA      | $1516440.36   | 0.03%             | 2065-05-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 R2 A1 144A                            | VERUS SECURITIZATION TRUST 202 VERUS 2021 R2 A1 144A          | CUSIP: 92538DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2970659 | PA      | $2692802.78   | 0.05%             | 2064-02-25      | Variable      | 0.92%                 | 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        |   4139000 | PA      | $3536568.43   | 0.06%             | 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        |   5951000 | PA      | $4652695.62   | 0.08%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                     | VIATRIS INC COMPANY GUAR 06/50 4                              | CUSIP: 92556VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6862000 | PA      | $4227937.93   | 0.07%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                            | VICI PROPERTIES LP SR UNSECURED 05/25 4.375                   | CUSIP: 925650AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2868000 | PA      | $2781466.56   | 0.05%             | 2025-05-15      | Fixed         | 4.38%                 | 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        |   9473000 | PA      | $8626852.69   | 0.15%             | 2030-12-20      | Fixed         | 3.20%                 | 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        |   5952000 | PA      | $5170502.40   | 0.09%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMSR 2020-SFR2 TRUST AMSR 2020 SFR2 A 144A                                      | AMSR 2020-SFR2 TRUST AMSR 2020 SFR2 A 144A                    | CUSIP: 00178UAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9605000 | PA      | $8693509.51   | 0.15%             | 2037-07-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR1 TRUST AMSR 2021 SFR1 B 144A                                      | AMSR TRUST AMSR 2021 SFR1 B 144A                              | CUSIP: 00179DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7744000 | PA      | $6236739.59   | 0.10%             | 2038-06-17      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 06/41 3.5                             | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  12200000 | PA      | $9097956.63   | 0.15%             | 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        |  13400000 | PA      | $9437783.75   | 0.16%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 11/29 3.2                             | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  21219000 | PA      | $19128376.81  | 0.32%             | 2029-11-21      | Fixed         | 3.20%                 | 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        |   2509647 | PA      | $2268093.48   | 0.04%             | 2043-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/42 FIXED 3.5                            | CUSIP: 3138M0GE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6472485 | PA      | $6062635.53   | 0.10%             | 2042-08-01      | Fixed         | 3.50%                 | 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        |   7116699 | PA      | $6412948.10   | 0.11%             | 2046-08-01      | Fixed         | 3.00%                 | 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        |   6974314 | PA      | $6286822.51   | 0.11%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/43 FIXED 3                              | CUSIP: 3138WPG24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23279524 | PA      | $21130246.49  | 0.36%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/43 FIXED 4                              | CUSIP: 3138X3XR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23925017 | PA      | $23252310.02  | 0.39%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/43 FIXED 4                              | CUSIP: 3138XBXV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5399695 | PA      | $5230995.96   | 0.09%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/44 FIXED 4                              | CUSIP: 3138XJ3L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5980822 | PA      | $5814526.15   | 0.10%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/44 FIXED 4                              | CUSIP: 3138XQ4T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2719682 | PA      | $2643212.35   | 0.04%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/44 FIXED 4                              | CUSIP: 3138XSPR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2736285 | PA      | $2659348.43   | 0.04%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/44 FIXED 4                              | CUSIP: 3138XUYS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2143065 | PA      | $2083477.36   | 0.04%             | 2044-05-01      | Fixed         | 4.00%                 | 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        |  23333503 | PA      | $21791120.88  | 0.37%             | 2047-07-01      | Fixed         | 3.50%                 | 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        |   2482767 | PA      | $2268478.20   | 0.04%             | 2025-05-15      | Fixed         | 4.12%                 | 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        |   3443915 | PA      | $3069090.89   | 0.05%             | 2026-01-15      | Fixed         | 3.70%                 | 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        |  12035000 | PA      | $10917829.82  | 0.18%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2020 1 C                                   | AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2020 1 C                 | CUSIP: 03067DAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7850000 | PA      | $7595947.31   | 0.13%             | 2025-10-20      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corporation                                                   | AMERISOURCEBERGEN CORP SR UNSECURED 05/30 2.8                 | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   9144000 | PA      | $7755830.80   | 0.13%             | 2030-05-15      | Fixed         | 2.80%                 | 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        |   5566751 | PA      | $4377673.25   | 0.07%             | 2065-01-20      | Variable      | 1.03%                 | 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        |  19044875 | PA      | $1245152.02   | 0.02%             | 2063-10-16      | Variable      | 0.78%                 | 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        |  20695942 | PA      | $1551295.38   | 0.03%             | 2064-07-16      | Variable      | 0.71%                 | 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        |   6373000 | PA      | $5708647.25   | 0.10%             | 2062-02-01      | Fixed         | 3.94%                 | 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        |   1529138 | PA      | $1477871.49   | 0.02%             | 2032-02-25      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| NRZ EXCESS SPREAD-COLLATERALIZ NZES 2020 PLS1 A 144A                            | NRZ EXCESS SPREAD-COLLATERALIZ NZES 2020 PLS1 A 144A          | CUSIP: 433674AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1865500 | PA      | $1700097.20   | 0.03%             | 2025-12-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA 2019- HPA 2019 1 A 144A                                | HOME PARTNERS OF AMERICA 2019- HPA 2019 1 A 144A              | CUSIP: 43731QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11624340 | PA      | $10430070.64  | 0.18%             | 2039-09-17      | Fixed         | 2.91%                 | 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        |   3220269 | PA      | $2781435.18   | 0.05%             | 2026-12-17      | Fixed         | 1.90%                 | 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        |   7908000 | PA      | $6219004.22   | 0.10%             | 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        |   7899000 | PA      | $7444941.78   | 0.13%             | 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        |   2536000 | PA      | $2539972.64   | 0.04%             | 2028-01-15      | Fixed         | 6.60%                 | 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        |  15001624 | PA      | $570037.71    | 0.01%             | 2057-11-16      | Variable      | 0.70%                 | 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        |  27460827 | PA      | $914821.74    | 0.02%             | 2059-06-16      | Variable      | 0.43%                 | 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        |  22880814 | PA      | $1067614.21   | 0.02%             | 2060-04-16      | Variable      | 0.61%                 | 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        |  20992181 | PA      | $1066707.20   | 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        |  27196484 | PA      | $1516843.10   | 0.03%             | 2061-07-16      | Variable      | 0.80%                 | 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        |  50252453 | PA      | $3169487.54   | 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        |  89694514 | PA      | $5172494.24   | 0.09%             | 2062-09-16      | Variable      | 0.79%                 | 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        |  69086608 | PA      | $4266015.12   | 0.07%             | 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        |  66473876 | PA      | $4394594.62   | 0.07%             | 2062-02-16      | Variable      | 0.88%                 | 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        |  16078858 | PA      | $952468.14    | 0.02%             | 2062-05-16      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSECURED 12/27 4.25                               | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   4887000 | PA      | $4617831.57   | 0.08%             | 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        |   3979000 | PA      | $3731053.71   | 0.06%             | 2032-09-01      | Fixed         | 4.95%                 | 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        |  10110375 | PA      | $9333180.36   | 0.16%             | 2049-07-25      | Fixed         | 5.22%                 | 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        |   5198000 | PA      | $5000523.82   | 0.08%             | 2038-11-15      | Floating      | 5.17%                 | 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        |   7399000 | PA      | $6947654.34   | 0.12%             | 2036-09-15      | Floating      | 5.42%                 | 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        |   5805000 | PA      | $5681888.14   | 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        |  12523000 | PA      | $11984480.94  | 0.20%             | 2039-01-17      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2017-1 BCC 2017 1A BR 144A                              | BAIN CAPITAL CREDIT CLO 2017-1 BCC 2017 1A BR 144A            | CUSIP: 05682QAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8160000 | PA      | $7810082.88   | 0.13%             | 2030-07-20      | Floating      | 5.74%                 | 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        |   3282000 | PA      | $2983584.87   | 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        |   5964000 | PA      | $5182427.76   | 0.09%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| APEX CREDIT CLO LLC 10/31 1                                                     | APEX CREDIT CLO LLC 10/31 1                                   | CUSIP: 03756AAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14099000 | PA      | $13778092.66  | 0.23%             | 2031-10-20      | Floating      | 5.19%                 | 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        |   2219015 | PA      | $1755819.39   | 0.03%             | 2060-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike And Infrastructure Commission                                     | OHIO TURNPIKE and INFRASTRUCTURE OHSTRN 02/48 FIXED 3.216     | CUSIP: 67760HNB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6950000 | PA      | $4954203.25   | 0.08%             | 2048-02-15      | Fixed         | 3.22%                 | 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        |  10925640 | PA      | $10735402.76  | 0.18%             | 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        |   3248584 | PA      | $2970216.12   | 0.05%             | 2046-07-17      | Fixed         | 1.54%                 | 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        |   4299684 | PA      | $4252162.71   | 0.07%             | 2028-02-15      | Fixed         | 3.10%                 | 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        |  11183000 | PA      | $11155041.38  | 0.19%             | 2023-02-01      | Variable      | 8.12%                 | 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        |   4314000 | PA      | $4065945.00   | 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        |  12274000 | PA      | $9727145.00   | 0.16%             | 2026-09-15      | Variable      | 3.40%                 | 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        |  10411352 | PA      | $8799321.15   | 0.15%             | 2050-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                            | ASHTEAD CAPITAL INC COMPANY GUAR 144A 08/26 1.5               | CUSIP: 045054AN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4620000 | PA      | $3942666.10   | 0.07%             | 2026-08-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 202 PSTAT 2021 3A A2 144A                            | PALMER SQUARE LOAN FUNDING 202 07/29 1                        | CUSIP: 69702BAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6333000 | PA      | $6145359.54   | 0.10%             | 2029-07-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR2 PROG 2021 SFR2 A 144A                            | PROGRESS RESIDENTIAL TRUST PROG 2021 SFR2 A 144A              | CUSIP: 74333DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19357702 | PA      | $16911030.02  | 0.28%             | 2038-04-19      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                            | ASHTEAD CAPITAL INC COMPANY GUAR 144A 08/32 5.5               | CUSIP: 04505AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6391000 | PA      | $6112794.72   | 0.10%             | 2032-08-11      | Fixed         | 5.50%                 | 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        |   5531000 | PA      | $5096927.67   | 0.09%             | 2037-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR5 PROG 2021 SFR5 A 144A                            | PROGRESS RESIDENTIAL 2021-SFR5 PROG 2021 SFR5 A 144A          | CUSIP: 74333FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13650386 | PA      | $11744029.21  | 0.20%             | 2038-07-17      | Fixed         | 1.43%                 | 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        |   4514000 | PA      | $3729377.42   | 0.06%             | 2038-10-17      | Fixed         | 1.68%                 | 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        |   6608430 | PA      | $6562476.76   | 0.11%             | 2042-03-25      | Floating      | 6.03%                 | 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        |   2855350 | PA      | $2845228.92   | 0.05%             | 2042-03-25      | Floating      | 5.93%                 | 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        |   8403187 | PA      | $7175728.37   | 0.12%             | 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        |   4543000 | PA      | $4134130.00   | 0.07%             | 2052-03-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R06 1M1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2022 R06 1M1 144A           | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3653619 | PA      | $3699124.65   | 0.06%             | 2042-05-25      | Floating      | 6.68%                 | 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        |   4181000 | PA      | $3099578.79   | 0.05%             | 2044-06-01      | Fixed         | 4.90%                 | 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        |   8410000 | PA      | $8464213.30   | 0.14%             | 2048-04-23      | Fixed         | 5.10%                 | 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        |  83239000 | PA      | $62666611.00  | 1.05%             | 2045-02-15      | Fixed         | 2.50%                 | 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        |  10366000 | PA      | $8465805.22   | 0.14%             | 2030-07-15      | Fixed         | 2.80%                 | 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        |  12902000 | PA      | $10544906.53  | 0.18%             | 2030-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/47 3                        | CUSIP: 912810RV2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  37979000 | PA      | $31087888.57  | 0.52%             | 2047-02-15      | Fixed         | 3.00%                 | 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        | 494822000 | PA      | $407686938.44 | 6.86%             | 2052-08-15      | Fixed         | 3.00%                 | 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        |   5816000 | PA      | $3592389.60   | 0.06%             | 2041-01-11      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INTERNATIONAL COR SR UNSECURED 09/27 3.65        | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |  11831000 | PA      | $10989074.57  | 0.18%             | 2027-09-01      | Fixed         | 3.65%                 | 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        |  16285000 | PA      | $14554718.75  | 0.24%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/52 4                        | CUSIP: 912810TL2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  34553000 | PA      | $34601590.16  | 0.58%             | 2052-11-15      | Fixed         | 4.00%                 | 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        | 157661000 | PA      | $154359972.81 | 2.60%             | 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        | 113564000 | PA      | $115888513.13 | 1.95%             | 2032-11-15      | Fixed         | 4.12%                 | 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        |   4658000 | PA      | $4328988.55   | 0.07%             | 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        |   4084901 | PA      | $3150860.01   | 0.05%             | 2066-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| DLLAA 2021-1 LLC DLLAA 2021 1A A3 144A                                          | DLLAA 2021-1 LLC DLLAA 2021 1A A3 144A                        | CUSIP: 23291YAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    883000 | PA      | $831584.94    | 0.01%             | 2026-04-17      | Fixed         | 0.67%                 | 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        |   4103370 | PA      | $3729909.99   | 0.06%             | 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        |  16136010 | PA      | $13773214.06  | 0.23%             | 2051-11-20      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| DBJPM 20-C9 MORTGAGE TRUST DBJPM 2020 C9 A2                                     | DBJPM 20-C9 MORTGAGE TRUST DBJPM 2020 C9 A2                   | CUSIP: 233063AF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8970000 | PA      | $8183782.19   | 0.14%             | 2053-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| DAE Funding LLC                                                                 | DAE FUNDING LLC COMPANY GUAR 144A 03/28 3.375                 | CUSIP: 23371DAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |  11546000 | PA      | $10218210.00  | 0.17%             | 2028-03-20      | Fixed         | 3.38%                 | 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        |  15959000 | PA      | $13822881.47  | 0.23%             | 2051-02-27      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER COLO 2021 2A A2 144A                                            | DATABANK ISSUER COLO 2021 2A A2 144A                          | CUSIP: 23802WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6935000 | PA      | $6005682.26   | 0.10%             | 2051-10-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE DRMT 2021 2 A1 144A                              | DEEPHAVEN RESIDENTIAL MORTGAGE DRMT 2021 2 A1 144A            | CUSIP: 24381WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6198001 | PA      | $5209103.54   | 0.09%             | 2066-04-25      | Variable      | 0.90%                 | 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        |  12456000 | PA      | $12260429.71  | 0.21%             | 2026-10-01      | Fixed         | 4.90%                 | 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        |   6177000 | PA      | $6041118.66   | 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        |   9405000 | PA      | $8382056.62   | 0.14%             | 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        |   9350000 | PA      | $8857986.73   | 0.15%             | 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        |   7009000 | PA      | $5942807.88   | 0.10%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK AG/NEW YORK NY SR UNSECURED 01/28 VAR           | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |  11487000 | PA      | $9764461.98   | 0.16%             | 2028-01-07      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** John Hancock Variable Insurance Trust

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer