# EDGAR Filing Document

**Accession Number:** 0000277751
**File Stem:** 0000277751-26-000138
**Filing Date:** 2026-5
**Character Count:** 381202
**Document Hash:** 5a29f00216219fab419f2f01fa7be66d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000277751-26-000138.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0000277751-26-000138

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JANUS INVESTMENT FUND
- **CENTRAL INDEX KEY:** 0000277751

**ORGANIZATION NAME:**
- **EIN:** 840592523
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-01879
- **FILM NUMBER:** 261042060

**BUSINESS ADDRESS:**
- **STREET 1:** 151 DETROIT STREET
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80206
- **BUSINESS PHONE:** 303-333-3863

**MAIL ADDRESS:**
- **STREET 1:** 151 DETROIT STREET
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80206

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** JANUS FUND /MD/
- **DATE OF NAME CHANGE:** 19870701

## Series and Classes Contracts Data

### Janus Henderson Balanced Fund (Series ID: S000010464)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000028918 | Class T      | JABAX           |
| C000077650 | Class A      | JDBAX           |
| C000077651 | Class C      | JABCX           |
| C000077652 | Class I      | JBALX           |
| C000077653 | Class R      | JDBRX           |
| C000077654 | Class S      | JABRX           |
| C000083512 | Class D      | JANBX           |
| C000114869 | Class N      | JABNX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JANUS INVESTMENT FUND

- **b. Investment Company Act file number:** 811-01879

- **c. CIK number of Registrant:** 0000277751

- **d. LEI of Registrant:** W6UYDZFUOFJ4HQQ32382

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

  - **Street Address 1:** 151 Detroit Street

  - **City:** Denver

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80206

  - **Telephone number:** 303-333-3863

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

- **a. Name of Series:** Janus Henderson Balanced Fund

- **b. EDGAR series identifier (if any):** S000010464

- **c. LEI of Series:** XRAF81JTHJNG7YJEPJ53

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

- **a. Date of fiscal year-end:** 2026-09-30

- **b. Date as of which information is reported:** 2026-03-31

**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:** $26923636286.68

**Total Liabilities:** $612290734.76

**Net Assets:** $26311345551.92

**Delayed Delivery Securities:** $16898647.50

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -18523.290000000000 | **1-Year:** -385451.760000000200 | **5-Year:** -1674589.059999999000 | **10-Year:** -1706036.809999998700 | **30-Year:** -742835.569999999600

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

- **3-Month:** -3790.660000000000 | **1-Year:** -115045.479999999980 | **5-Year:** -289198.840000000100 | **10-Year:** -147160.940000000030 | **30-Year:** -9976.529999999999

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000028918 | 0.56%                | -0.83%               | -4.68%               |
| Class ID C000077650 | 0.54%                | -0.83%               | -4.67%               |
| Class ID C000077651 | 0.51%                | -0.88%               | -4.75%               |
| Class ID C000077652 | 0.58%                | -0.82%               | -4.66%               |
| Class ID C000077653 | 0.50%                | -0.86%               | -4.72%               |
| Class ID C000077654 | 0.54%                | -0.85%               | -4.69%               |
| Class ID C000083512 | 0.58%                | -0.82%               | -4.66%               |
| Class ID C000114869 | 0.58%                | -0.80%               | -4.66%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $42029361.00             | $67935668.00                               |
| Month 2  | $287703609.00            | $-580891519.00                             |
| Month 3  | $112509316.00            | $-1414033333.00                            |

**Designated Index Information**

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

- **Index Identifier:** INTRNL-3182370766

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BX Trust 2025-Roic                                                                               | BX 2025-ROIC A                                                                                 | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  31203221 | PA      | $31038778.05   | 0.12%             | 2030-03-15      | Variable      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2025-Roic                                                                               | BX 2025-ROIC B                                                                                 | CUSIP: 05593VAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6828206 | PA      | $6770000.39    | 0.03%             | 2030-03-15      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| BXP Trust 2017-CC                                                                                | BXP 2017-GM A                                                                                  | CUSIP: 056083AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4190000 | PA      | $4119889.12    | 0.02%             | 2039-06-13      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BXHPP LTD                                                                                        | BXHPP 2021-FILM A                                                                              | CUSIP: 05609JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3193000 | PA      | $3027373.96    | 0.01%             | 2036-08-15      | Variable      | 4.44%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST 2024-VLT4                                                                               | BX 2024-VLT4 A                                                                                 | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  24841746 | PA      | $24687273.62   | 0.09%             | 2041-06-15      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Bx Commercial Mortgage Trust 2018-Bioa                                                           | BX 2025-DIME A                                                                                 | CUSIP: 05613UAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25165000 | PA      | $24971323.17   | 0.09%             | 2035-02-15      | Variable      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| BX COML MTG TR 2024-VLT5                                                                         | BX 2024-VLT5 A                                                                                 | CUSIP: 05614JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20709000 | PA      | $20533367.00   | 0.08%             | 2046-11-13      | Variable      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| BX COML MTG TR 2024-VLT5                                                                         | BX 2024-VLT5 B                                                                                 | CUSIP: 05614JAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4247000 | PA      | $4238941.91    | 0.02%             | 2046-11-13      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST 2025-ARIA                                                                               | BX 2025-ARIA A                                                                                 | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  30916000 | PA      | $31086310.90   | 0.12%             | 2042-12-13      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2024-GPA3 B                                                                                 | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9413421 | PA      | $9413421.53    | 0.04%             | 2039-12-15      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2025-VLT7 A                                                                                 | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  49200000 | PA      | $48945504.15   | 0.19%             | 2044-07-15      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2025-SPOT A                                                                                 | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11478996 | PA      | $11461051.15   | 0.04%             | 2040-04-15      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2025-GW A                                                                                   | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  23236000 | PA      | $23214866.21   | 0.09%             | 2042-07-15      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2026-CSMO                                                           | BX 2026-CSMO A                                                                                 | CUSIP: 12433LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  23395000 | PA      | $23370881.79   | 0.09%             | 2043-02-15      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2026-CSMO                                                           | BX 2026-CSMO B                                                                                 | CUSIP: 12433LAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7926000 | PA      | $7922681.63    | 0.03%             | 2043-02-15      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2026-CSMO                                                           | BX 2026-CSMO C                                                                                 | CUSIP: 12433LAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4699000 | PA      | $4693870.59    | 0.02%             | 2043-02-15      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                              | NRMLT 2024-RTL2 A1                                                                             | CUSIP: 64831WAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9423000 | PA      | $9445591.64    | 0.04%             | 2039-09-25      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| New Residential Advance Recs Trust                                                               | NRZT 2024-NQM2 A1                                                                              | CUSIP: 64832BAC9<br>LEI: 5493008390ERUXVSGM12 | Long             | ABS-O            | CORP              | US        |  11984007 | PA      | $11933159.43   | 0.05%             | 2064-09-25      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| O'Reilly Automotive Inc.                                                                         | O'Reilly Automotive Inc. USD0.01                                                               | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |    300248 | NS      | $27715892.88   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                                                                       | OXY 8.875 07/15/30                                                                             | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  10356000 | PA      | $11787996.61   | 0.04%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO 2024-1 Ltd/ LLC                                                          | BCC 2023-3A A1R                                                                                | CUSIP: 05682CAL1<br>LEI: 254900QJNS3TYDIDQH27 | Long             | ABS-CBDO         | CORP              | KY        |  22259000 | PA      | $22268834.03   | 0.08%             | 2038-10-25      | Variable      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock Clo 2018-1 Ltd/ Llc                                                                    | BALLY 2020-14A A1BR                                                                            | CUSIP: 05874XAN9<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |   5292308 | PA      | $5292673.70    | 0.02%             | 2037-07-20      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BARINGS LN PARTNERS CLO LTD 5                                                                    | BABSN LP-5A A                                                                                  | CUSIP: 06764CAA4<br>LEI: 2549006Y8VRIV10TBW72 | Long             | ABS-CBDO         | CORP              | KY        |  24995203 | PA      | $24986909.59   | 0.09%             | 2035-01-22      | Variable      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| SF ABS ISSUER LLC                                                                                | SFARM 2025-1A A2                                                                               | CUSIP: 784193AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  38578000 | PA      | $37184607.47   | 0.14%             | 2055-11-25      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SEB FUNDING LLC                                                                                  | SEB4P 2026-1A A2                                                                               | CUSIP: 78433DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14536000 | PA      | $14446542.58   | 0.05%             | 2056-01-30      | Fixed         | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Self Commercial Mortgage Trust 2024-STRG                                                         | SELF 2024-STRG A                                                                               | CUSIP: 81631WAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2505447 | PA      | $2503932.79    | 0.01%             | 2034-11-15      | Variable      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| UPG HI ISSUER TRUST 2025-2                                                                       | UPGHI 2025-2 A                                                                                 | CUSIP: 90321EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6086380 | PA      | $6073502.35    | 0.02%             | 2047-09-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                         | AESOP 2023-4A A                                                                                | CUSIP: 05377RGY4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   9035000 | PA      | $9212274.61    | 0.04%             | 2029-06-20      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                         | AESOP 2026-1A A                                                                                | CUSIP: 05377RLL6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   4557000 | PA      | $4516596.60    | 0.02%             | 2030-08-20      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.872 09/15/34                                                                            | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  18294000 | PA      | $19156763.88   | 0.07%             | 2034-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.162 01/24/31                                                                            | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  47490000 | PA      | $48394776.63   | 0.18%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                              | US T-BOND ULTRA                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1391 | NC      | $-5014766.43   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                                          | SORT 2022-1A A1                                                                                | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17257714 | PA      | $17008247.23   | 0.06%             | 2062-08-15      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                                          | SORT 2022-1A A2                                                                                | CUSIP: 12530MAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  48898757 | PA      | $47536642.52   | 0.18%             | 2062-08-15      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                                              | LNG 5.65 04/15/34                                                                              | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |  20937000 | PA      | $21555201.15   | 0.08%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Chevron Corp.                                                                                    | Chevron Corp. COM USD0.75                                                                      | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1276992 | NS      | $264209644.80  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V3.887 01/10/28                                                                              | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  36115000 | PA      | $35940902.59   | 0.14%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V5.827 02/13/35                                                                              | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  50084000 | PA      | $50741991.07   | 0.19%             | 2035-02-13      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V4.503 09/11/31                                                                              | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   9685000 | PA      | $9574920.58    | 0.04%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V5.174 09/11/36                                                                              | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   8338000 | PA      | $8265394.53    | 0.03%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V6.625 PERP                                                                                  | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  13540000 | PA      | $13550158.11   | 0.05%             | 2099-12-31      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                                    | SM 8.75 07/01/31 144A                                                                          | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |  16280000 | PA      | $17017353.76   | 0.06%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| Compass Datacenters Issuer II LLC                                                                | CMPDC 2024-2A A1                                                                               | CUSIP: 20469AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3645000 | PA      | $3633048.40    | 0.01%             | 2049-08-25      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                                                | CMPDC 2025-1A A1                                                                               | CUSIP: 20469CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  62151000 | PA      | $62143341.57   | 0.24%             | 2050-05-25      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | CAS 2024-R01 1M1                                                                               | CUSIP: 20753UAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3745242 | PA      | $3744727.05    | 0.01%             | 2044-01-25      | Variable      | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZM5865                                                                                      | CUSIP: 3131Y0QS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77828 | PA      | $76347.15      | 0.00%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cifc Funding 2019-VII Ltd. / Cifc Funding 2019-VII LLC                                           | CIFC 2019-7A A1R                                                                               | CUSIP: 171935AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  25667000 | PA      | $25667000.00   | 0.10%             | 2038-10-19      | Variable      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZM5945                                                                                      | CUSIP: 3131Y0TA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1479797 | PA      | $1424257.48    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZM7182                                                                                      | CUSIP: 3131Y16T2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    517728 | PA      | $507875.61     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZM6427                                                                                      | CUSIP: 3131Y1D80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3079391 | PA      | $2938964.55    | 0.01%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2018-27 EA                                                                                 | CUSIP: 3136B1N26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5581341 | PA      | $5007599.30    | 0.02%             | 2048-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2019-71 P                                                                                  | CUSIP: 3136B6B77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7722973 | PA      | $6911230.24    | 0.03%             | 2049-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 7.122 11/07/33                                                                               | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  10934000 | PA      | $11485562.79   | 0.04%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                                           | FABSJV 5.875 01/25/34                                                                          | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |  25341000 | PA      | $25657707.00   | 0.10%             | 2034-01-25      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                                           | FABSJV 6.25 01/25/35                                                                           | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   5478000 | PA      | $5737571.20    | 0.02%             | 2035-01-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                                           | FABSJV 5.9 01/25/33                                                                            | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   5478000 | PA      | $5631996.28    | 0.02%             | 2033-01-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                                     | HESM 4.25 02/15/30 144A                                                                        | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15799000 | PA      | $15181848.40   | 0.06%             | 2030-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                                     | HESM 5.125 06/15/28 144A                                                                       | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11121000 | PA      | $11088320.94   | 0.04%             | 2028-06-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Home Depot Inc.                                                                                  | Home Depot Inc. COM USD0.05                                                                    | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |    580460 | NS      | $190907489.40  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc.                                                                                      | HUM 5.875 03/01/33                                                                             | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   5208000 | PA      | $5321446.65    | 0.02%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LHOME MTG TR 2024-RTL3                                                                           | LHOME 2024-RTL3 A1                                                                             | CUSIP: 50205GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8285561 | PA      | $8322440.03    | 0.03%             | 2029-05-25      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST                                                                             | LHOME 2024-RTL4 A1                                                                             | CUSIP: 50205PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  22374900 | PA      | $22441924.01   | 0.09%             | 2039-07-25      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST                                                                             | LHOME 2025-RTL3 A1                                                                             | CUSIP: 50205YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6451000 | PA      | $6469553.72    | 0.02%             | 2040-08-25      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST 2026-RTL1                                                                   | LHOME 2026-RTL1 A1                                                                             | CUSIP: 50206JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4200000 | PA      | $4186696.08    | 0.02%             | 2041-01-25      | Variable      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                                | LPLA 6.75 11/17/28                                                                             | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |  30079000 | PA      | $31513737.32   | 0.12%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                                | LPLA 6 05/20/34                                                                                | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |  19554000 | PA      | $19944136.52   | 0.08%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                                | LPLA 5.2 03/15/30                                                                              | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   8509000 | PA      | $8571353.61    | 0.03%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                                | LPLA 5.65 03/15/35                                                                             | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |  14248000 | PA      | $14125952.06   | 0.05%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                                | LPLA 5.15 06/15/30                                                                             | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |  13703000 | PA      | $13762619.15   | 0.05%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                                | LPLA 5.75 06/15/35                                                                             | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |  16998000 | PA      | $16930733.30   | 0.06%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                                    | LBZZ 2023-1A A2                                                                                | CUSIP: 52608LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1547074 | PA      | $1560107.67    | 0.01%             | 2028-08-15      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | CAS 2025-R05 2M1                                                                               | CUSIP: 20753CAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7616678 | PA      | $7609517.53    | 0.03%             | 2045-07-25      | Variable      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R04                                                     | CAS 2024-R04 1M1                                                                               | CUSIP: 20753GAB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1597298 | PA      | $1597696.07    | 0.01%             | 2044-05-25      | Variable      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST 2023-NQM2                                                                     | ADMT 2024-NQM5 A1                                                                              | CUSIP: 00039KAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7569787 | PA      | $7596335.04    | 0.03%             | 2069-11-25      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Abbott Laboratories                                                                              | Abbott Laboratories COM NPV                                                                    | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |   1888164 | NS      | $193857797.88  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| LEX 2024-BBG MORTGAGE TRUST                                                                      | LEX 2024-BBG A                                                                                 | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6407000 | PA      | $6386808.11    | 0.02%             | 2033-10-13      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST                                                                    | LIFE 2021-BMR C                                                                                | CUSIP: 53218CAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1642688 | PA      | $1624394.03    | 0.01%             | 2038-03-15      | Variable      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST                                                                    | LIFE 2022-BMR2 A1                                                                              | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14828995 | PA      | $14285896.42   | 0.05%             | 2039-05-15      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Lightning Power                                                                                  | Lightning Power Term Loan B 325 2031-07-28                                                     | CUSIP: 53229LAB3<br>LEI: 254900BWCHJ03XRL8K59 | Long             | LON              | CORP              | US        |  27046638 | PA      | $27076118.33   | 0.10%             | 2031-08-18      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                                      | Lockheed Martin Corporation COM USD1.00                                                        | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |    178129 | NS      | $107659386.31  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T EQUIPTMENT 2023-LEAF1 LLC                                                                    | MTLRF 2023-1A A3                                                                               | CUSIP: 551925AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1718867 | PA      | $1725850.31    | 0.01%             | 2030-07-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                      | AbbVie Inc. COM USD0.01                                                                        | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    932553 | NS      | $202820951.97  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| A&D MORTGAGE TRUST 2025-NQM4                                                                     | ADMT 2025-NQM4 A1                                                                              | CUSIP: 002941AA0<br>LEI: 9845006Y6D399D9E8O78 | Long             | ABS-O            | CORP              | US        |   5753259 | PA      | $5740622.25    | 0.02%             | 2070-10-25      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| ALA TRUST 2025-OANA                                                                              | ALA 2025-OANA A                                                                                | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  40760000 | PA      | $40768550.62   | 0.15%             | 2040-06-15      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC) | ACI 6.5 02/15/28 144A                                                                          | CUSIP: 01309QAA6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |  14308000 | PA      | $14487180.51   | 0.06%             | 2028-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R04                                                     | CAS 2022-R04 1M2                                                                               | CUSIP: 20753YCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    887782 | PA      | $903745.29     | 0.00%             | 2042-03-25      | Variable      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R03                                                     | CAS 2025-R02 1M1                                                                               | CUSIP: 20754TAC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4012824 | PA      | $4011023.88    | 0.02%             | 2045-02-27      | Variable      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Maple Parent Holdings Corporation                                                                | KDP 5.7 03/26/36 144A                                                                          | CUSIP: 56530KAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7879000 | PA      | $7828480.32    | 0.03%             | 2036-03-26      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Maple Parent Holdings Corporation                                                                | KDP 6.625 03/26/56 144A                                                                        | CUSIP: 56530KAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4895000 | PA      | $4847159.35    | 0.02%             | 2056-03-26      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Marvell Technology Inc                                                                           | MRVL 1.65 04/15/26                                                                             | CUSIP: 573874AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13225000 | PA      | $13210238.39   | 0.05%             | 2026-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| MasterCard Incorporated                                                                          | MasterCard Incorporated COM USD0.0001 CLASS A                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |    748061 | NS      | $373776159.26  | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Efmt 2025-RTL1                                                                                   | EFMT 2025-RTL1 A1                                                                              | CUSIP: 26846FAA7<br>LEI: 254900NFBGFOBK1G2B84 | Long             | ABS-O            | CORP              | US        |   7333000 | PA      | $7321153.54    | 0.03%             | 2040-11-25      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Copeland (Emerson Electrics climate control business)                                            | Copeland (Emerson Electrics climate control business) Term Loan B 250 2030-05-01               | CUSIP: 26872NAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7988295 | PA      | $7974315.59    | 0.03%             | 2030-05-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | CAS 2023-R08 1M1                                                                               | CUSIP: 20755CAA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3172124 | PA      | $3173463.17    | 0.01%             | 2043-10-26      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | CAS 2025-R01 1M1                                                                               | CUSIP: 20755JAB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2257298 | PA      | $2253823.85    | 0.01%             | 2045-01-25      | Variable      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Alpha Generation LLC                                                                             | Alpha Generation LLC Term Loan B 275 2031-09-08                                                | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |  14818425 | PA      | $14767894.17   | 0.06%             | 2031-09-30      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                                             | ALPGEN 6.25 01/15/34 144A                                                                      | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |  27956000 | PA      | $27462397.68   | 0.10%             | 2034-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| McDonald's Corp.                                                                                 | McDonald's Corp. COM USD0.01                                                                   | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |    129194 | NS      | $40152203.26   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline Industries                                                                               | Medline Industries Term Loan B (Incremental) 200 2030-10-01                                    | CUSIP: 58503UAJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  22992198 | PA      | $23017259.42   | 0.09%             | 2030-10-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                              | Elevance Health Inc                                                                            | CUSIP: 036752BD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13031000 | PA      | $13009601.93   | 0.05%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                      | COF V7.964 11/02/34                                                                            | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  12097000 | PA      | $13873422.43   | 0.05%             | 2034-11-02      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| BAMLL RE-REMIC TRUST 2024-FRR2                                                                   | BAMLL 2024-FRR2 E                                                                              | CUSIP: 05493UAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6911000 | PA      | $6105491.85    | 0.02%             | 2050-07-27      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| Banc Of America Alternative Loan Trust                                                           | BAMLL 2024-FRR3 E                                                                              | CUSIP: 054988AJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9329952 | PA      | $8679923.05    | 0.03%             | 2050-01-27      | Variable      | 0.47%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                              | US T-NOTE 10YR                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     -2477 | NC      | $4720000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZM7926                                                                                      | CUSIP: 3131Y2YX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    103436 | PA      | $104058.06     | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZN2165                                                                                      | CUSIP: 3131Y8MN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1529871 | PA      | $1513724.80    | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                      | CUSIP: 01F022642<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  70738816 | PA      | $59496013.02   | 0.23%             | 2051-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                      | CUSIP: 01F050650<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 138927676 | PA      | $136809028.94  | 0.52%             | 2055-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2-30YR-Multi                                                                                  | CUSIP: 21H050649<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  18848683 | PA      | $18654880.84   | 0.07%             | 2055-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                              | US T-NOTE 2YR                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     16669 | NC      | $-14878484.25  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                              | US T-NOTE ULTRA 10Y                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     -2205 | NC      | $4480500.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RCKT Mortgage Trust 2025-CES10                                                                   | RCKT 2025-CES10 A1A                                                                            | CUSIP: 74939LAA2<br>LEI: 2549008ADDIO9CIJ8W08 | Long             | ABS-O            | CORP              | US        |   6704569 | PA      | $6652876.10    | 0.03%             | 2055-11-25      | Variable      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                            | Uber Technologies Inc COM USD0.00001                                                           | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |   2905362 | NS      | $208982688.66  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                              | US T-NOTE 5YR                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      9153 | NC      | $-12513459.88  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| BAYVIEW MSR OPPORTUNITY MASTER FUND                                                              | BVINV 2021-5 AF                                                                                | CUSIP: 07336JAX6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12407895 | PA      | $11568725.79   | 0.04%             | 2051-11-25      | Variable      | 4.51%                 | Yes           |                  2 | On Loan: No      |
| BAYVIEW MSR OPPORTUNITY MASTER FUND                                                              | BVINV 2022-2 A1                                                                                | CUSIP: 07336NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9727846 | PA      | $8426456.73    | 0.03%             | 2051-12-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Copeland (Emerson Electrics climate control business)                                            | Copeland (Emerson Electrics climate control business) Term Loan B (Incremental) 250 2031-06-11 | CUSIP: 26872NAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  41057899 | PA      | $40955253.82   | 0.16%             | 2031-08-04      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                                                             | Emerson Electric Co. COM USD0.50                                                               | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |    771471 | NS      | $101078130.42  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| United Wholesale Mortgage LLC                                                                    | UWM 2021-INV1 A9                                                                               | CUSIP: 90354XAJ9<br>LEI: 549300HW662MN1WU8550 | Long             | ABS-O            | CORP              | US        |  10979868 | PA      | $10246961.09   | 0.04%             | 2051-08-25      | Variable      | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Union Pacific Corporation                                                                        | Union Pacific Corporation COM USD2.50                                                          | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |    671555 | NS      | $162932674.10  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | CAS 2024-R03 2M1                                                                               | CUSIP: 207941AA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2173244 | PA      | $2171239.67    | 0.01%             | 2044-03-25      | Variable      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM3664                                                                                      | CUSIP: 3140X7CA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2184298 | PA      | $2084689.16    | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM5076                                                                                      | CUSIP: 3140X8UA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1527070 | PA      | $1455587.47    | 0.01%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM7159                                                                                      | CUSIP: 3140XA5V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16125558 | PA      | $13593486.68   | 0.05%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZA7158                                                                                      | CUSIP: 31329Q5T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    383261 | PA      | $375387.62     | 0.00%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZS3695                                                                                      | CUSIP: 3132A4C89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1913200 | PA      | $2012937.34    | 0.01%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp LLC                                                              | EQIX 4.7 03/15/33                                                                              | CUSIP: 29390XAH7<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |  29528000 | PA      | $28719307.51   | 0.11%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                                     | EXC 5.45 03/15/34                                                                              | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |  17447000 | PA      | $17836431.70   | 0.07%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZS7403                                                                                      | CUSIP: 3132A8GL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4938520 | PA      | $4836407.61    | 0.02%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZT0534                                                                                      | CUSIP: 3132ACSX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4523449 | PA      | $4225887.01    | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS0359                                                                                      | CUSIP: 3140XFMH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10709419 | PA      | $9178761.93    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS0662                                                                                      | CUSIP: 3140XFWY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  52663791 | PA      | $45104103.50   | 0.17%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                    | USB V2.491 11/03/36                                                                            | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  20457000 | PA      | $17685899.69   | 0.07%             | 2036-11-03      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                    | USB V5.384 01/23/30                                                                            | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  19681000 | PA      | $20155345.56   | 0.08%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QD8288                                                                                      | CUSIP: 3133B6F54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    893254 | PA      | $764098.31     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BV2965                                                                                      | CUSIP: 3140MGJK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1569087 | PA      | $1342212.81    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Figre Trust 2023-HE1                                                                             | FIGRE 2024-HE4 A                                                                               | CUSIP: 31684UAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9093431 | PA      | $9083910.62    | 0.03%             | 2054-09-25      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| FIGRE TRUST 2024-HE2                                                                             | FIGRE 2024-HE2 A                                                                               | CUSIP: 316927AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6917393 | PA      | $7054304.61    | 0.03%             | 2054-05-25      | Variable      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BV4144                                                                                      | CUSIP: 3140MHTA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9808971 | PA      | $8728376.59    | 0.03%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BV4203                                                                                      | CUSIP: 3140MHU56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1319010 | PA      | $1224340.27    | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS1081                                                                                      | CUSIP: 3140XGFX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  21538976 | PA      | $18424659.81   | 0.07%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS1184                                                                                      | CUSIP: 3140XGJ67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3386973 | PA      | $3145482.74    | 0.01%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZT1257                                                                                      | CUSIP: 3132ADME5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    341365 | PA      | $313318.39     | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZT1320                                                                                      | CUSIP: 3132ADPD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    403642 | PA      | $385235.37     | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS1301                                                                                      | CUSIP: 3140XGNT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3855814 | PA      | $3554969.99    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS2144                                                                                      | CUSIP: 3140XHL21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13227385 | PA      | $12284276.80   | 0.05%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BV5379                                                                                      | CUSIP: 3140MJ6R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8608814 | PA      | $7683205.78    | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BV5380                                                                                      | CUSIP: 3140MJ6S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7419233 | PA      | $6601038.11    | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                                  | Eli Lilly & Co. COM NPV                                                                        | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |    409423 | NS      | $376574992.71  | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corporation PLC                                                                            | Eaton Corporation PLC COM USD0.01                                                              | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |    552096 | NS      | $197468176.32  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BV5393                                                                                      | CUSIP: 3140MJ7F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3734316 | PA      | $3466291.65    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BV5152                                                                                      | CUSIP: 3140MJWN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1534781 | PA      | $1314469.29    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                    | Alphabet Inc. CAP USD0.001 CL C                                                                | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |   3709116 | NS      | $1063997015.76 | 4.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                                                 | Amazon.com, Inc. COM USD0.01                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |   3604246 | NS      | $750656314.42  | 2.85%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp.                                                                                    | USB V5.046 02/12/31                                                                            | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  20690000 | PA      | $20991406.95   | 0.08%             | 2031-02-12      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                    | USB V5.424 02/12/36                                                                            | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  22770000 | PA      | $23267518.12   | 0.09%             | 2036-02-12      | Variable      | 5.42%                 | No            |                  2 | On Loan: —       |
| Elmwood Clo VII Ltd.                                                                             | ELM10 2021-3A AR2                                                                              | CUSIP: 29002VAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  24120000 | PA      | $24131283.34   | 0.09%             | 2038-07-20      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Equinix Asia Financing Corporation Pte Ltd.                                                      | EQIX 4.4 03/15/31                                                                              | CUSIP: 29447KAA3<br>LEI: 2549002E9B0F5FQ3X427 | Long             | DBT              | CORP              | SG        |  14382000 | PA      | $14078472.35   | 0.05%             | 2031-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BV7131                                                                                      | CUSIP: 3140ML4R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    342612 | PA      | $332143.80     | 0.00%             | 2052-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BV7132                                                                                      | CUSIP: 3140ML4S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    429171 | PA      | $416066.10     | 0.00%             | 2052-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.625 11/15/55                                                                               | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 193908400 | PA      | $185273416.56  | 0.70%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.625 02/15/46                                                                               | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 218727900 | PA      | $210867366.09  | 0.80%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BV6879                                                                                      | CUSIP: 3140MLUD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1078114 | PA      | $1045293.72    | 0.00%             | 2052-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BV7632                                                                                      | CUSIP: 3140MMPS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    828334 | PA      | $803117.10     | 0.00%             | 2052-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZT1633                                                                                      | CUSIP: 3132ADY69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    722221 | PA      | $697099.89     | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SB0866                                                                                      | CUSIP: 3132CW6B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18683775 | PA      | $17662484.22   | 0.07%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SB0040                                                                                      | CUSIP: 3132CWBH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5682825 | PA      | $5481645.71    | 0.02%             | 2033-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SB0116                                                                                      | CUSIP: 3132CWDV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1997688 | PA      | $1898233.10    | 0.01%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS2546                                                                                      | CUSIP: 3140XHZL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    375397 | PA      | $358278.11     | 0.00%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS2713                                                                                      | CUSIP: 3140XJAP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9380470 | PA      | $9201959.52    | 0.03%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS3377                                                                                      | CUSIP: 3140XJXF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7827922 | PA      | $7470952.56    | 0.03%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS3713                                                                                      | CUSIP: 3140XKDT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23242212 | PA      | $22097359.02   | 0.08%             | 2036-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                                                                 | American Electric Power Co, Inc. COM USD6.50                                                   | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |    929513 | NS      | $121840564.04  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co, Inc.                                                                 | AEP V5.8 03/15/56 C                                                                            | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |  10674000 | PA      | $10543937.31   | 0.04%             | 2056-03-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD0688                                                                                      | CUSIP: 3132DMXR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  34661328 | PA      | $29639023.49   | 0.11%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD0931                                                                                      | CUSIP: 3132DNA86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  26283032 | PA      | $22442103.33   | 0.09%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.125 02/15/36                                                                               | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 116861500 | PA      | $115035539.06  | 0.44%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.75 02/28/33                                                                                | CUSIP: 91282CQC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 112596900 | PA      | $110028283.22  | 0.42%             | 2033-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BV8484                                                                                      | CUSIP: 3140MNNA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1303933 | PA      | $1210345.63    | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                                 | FN BW0072                                                                                      | CUSIP: 3140MRCJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    361933 | PA      | $350881.66     | 0.00%             | 2052-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                                                                 | AEP V6.05 03/15/56 D                                                                           | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   8539000 | PA      | $8462787.72    | 0.03%             | 2056-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                         | American Express Company COM USD0.20                                                           | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |    928488 | NS      | $280849050.24  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.5 02/28/31                                                                                 | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 287773600 | PA      | $282197986.50  | 1.07%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.5 03/15/29                                                                                 | CUSIP: 91282CQE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4446700 | PA      | $4407444.00    | 0.02%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS5339                                                                                      | CUSIP: 3140XL4Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10878299 | PA      | $9661187.50    | 0.04%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS5491                                                                                      | CUSIP: 3140XMC53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18964816 | PA      | $16842949.41   | 0.06%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD0943                                                                                      | CUSIP: 3132DNBL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2207791 | PA      | $2055860.19    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD1150                                                                                      | CUSIP: 3132DNH30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4389262 | PA      | $4087211.88    | 0.02%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                                 | FN BW0081                                                                                      | CUSIP: 3140MRCT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    609737 | PA      | $591118.66     | 0.00%             | 2052-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                                 | FN BW0343                                                                                      | CUSIP: 3140MRLZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1681998 | PA      | $1630636.90    | 0.01%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                                      | ETN 4.2 03/06/31                                                                               | CUSIP: 278058DX7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   6564000 | PA      | $6469029.09    | 0.02%             | 2031-03-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc.                                                                                      | Ecolab Inc. COM USD1                                                                           | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |    381135 | NS      | $101389532.70  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Finance Of America Structured Securities Tr 2017-HB1                                             | FASST 2025-S1 A1                                                                               | CUSIP: 31741BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9485806 | PA      | $9184267.53    | 0.03%             | 2075-02-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                          | STACR 2023-HQA2 M1A                                                                            | CUSIP: 35564K2F5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    204686 | PA      | $204938.61     | 0.00%             | 2043-06-25      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Amphenol Corporation                                                                             | Amphenol Corporation CL'A'COM USD0.001                                                         | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |   1669820 | NS      | $210981757.00  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corporation                                                                     | AR 5.4 02/01/36                                                                                | CUSIP: 03674XAU0<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |  35247000 | PA      | $34660557.95   | 0.13%             | 2036-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BW1288                                                                                      | CUSIP: 3140MSNE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2579165 | PA      | $2567241.54    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BW7369                                                                                      | CUSIP: 3140N0FK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5659084 | PA      | $5644186.18    | 0.02%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.744 02/12/36                                                                            | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  78359000 | PA      | $79712315.56   | 0.30%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Belron                                                                                           | Belron Term Loan B 200 2031-10-01                                                              | CUSIP: 08078UAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  12623655 | PA      | $12611031.18   | 0.05%             | 2031-10-16      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BX5759                                                                                      | CUSIP: 3140NAMH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    794402 | PA      | $791991.27     | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BX5969                                                                                      | CUSIP: 3140NAT37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    929326 | PA      | $926021.94     | 0.00%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BX8071                                                                                      | CUSIP: 3140NC6H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    478868 | PA      | $476812.18     | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BX7860                                                                                      | CUSIP: 3140NCWW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    304931 | PA      | $310772.19     | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                          | STACR 2023-HQA3 M1                                                                             | CUSIP: 35564K3G2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4179561 | PA      | $4198781.38    | 0.02%             | 2043-11-25      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                          | STACR 2022-DNA6 M2                                                                             | CUSIP: 35564KH77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3830016 | PA      | $4070801.65    | 0.02%             | 2042-09-25      | Variable      | 9.41%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD1137                                                                                      | CUSIP: 3132DNHN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13139071 | PA      | $11301512.83   | 0.04%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD1143                                                                                      | CUSIP: 3132DNHU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13972183 | PA      | $13706292.31   | 0.05%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREMF 2023-K511 MORTGAGE TRUST                                                                   | FREMF 2023-K511 C                                                                              | CUSIP: 30334FAG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5263000 | PA      | $4944743.76    | 0.02%             | 2028-11-25      | Variable      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| FS TRUST 2026-ORL                                                                                | FS 2026-ORL A                                                                                  | CUSIP: 30343YAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10119000 | PA      | $10095562.05   | 0.04%             | 2041-02-15      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD1551                                                                                      | CUSIP: 3132DNWL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4799286 | PA      | $4580429.12    | 0.02%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BH1902                                                                                      | CUSIP: 3140GQDG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    254982 | PA      | $239027.45     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                                 | FN BX9351                                                                                      | CUSIP: 3140NEL94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1062528 | PA      | $1057966.08    | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BY0782                                                                                      | CUSIP: 3140NG2Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180086 | PA      | $184159.74     | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VASA TRUST                                                                                       | VASA 2021-VASA A                                                                               | CUSIP: 92230AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8418000 | PA      | $8252623.96    | 0.03%             | 2039-07-15      | Variable      | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Vantor Holdings (fka Maxar Technologies)                                                         | Vantor Holdings (fka Maxar Technologies) Term Loan B 450 2033-02-16                            | CUSIP: 36355RAB1<br>LEI: 254900XMZ2ZZ33TF4651 | Long             | LON              | CORP              | US        |  16812695 | PA      | $16455425.30   | 0.06%             | 2033-03-03      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| Black Pearl Compute LLC                                                                          | BLKPRL 6.125 02/15/31 144A                                                                     | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  23875000 | PA      | $24299903.38   | 0.09%             | 2031-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| DATA 2024 CNTR2 MORTGAGE TRUST                                                                   | DATA 2024-CTR2 A                                                                               | CUSIP: 238020AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6852820 | PA      | $6747842.76    | 0.03%             | 2046-05-10      | Variable      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                          | STACR 2023-DNA2 M1A                                                                            | CUSIP: 35564KT58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3424057 | PA      | $3455751.85    | 0.01%             | 2043-04-27      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                          | STACR 2022-HQA1 M1A                                                                            | CUSIP: 35564KTA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    782598 | PA      | $783936.90     | 0.00%             | 2042-03-25      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| KRE COMMERCIAL MORTGAGE TRUST 2025-                                                              | KRE 2025-AIP4 A                                                                                | CUSIP: 50077KAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20395538 | PA      | $20286510.46   | 0.08%             | 2042-03-15      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| PNW TRUST 2026-ARTE                                                                              | PNW 2026-ARTE A                                                                                | CUSIP: 73020TAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16941000 | PA      | $16898394.71   | 0.06%             | 2029-04-16      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB3043                                                                                      | CUSIP: 3140QNLZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22357059 | PA      | $19147788.36   | 0.07%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB3240                                                                                      | CUSIP: 3140QNS60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15812644 | PA      | $14060115.42   | 0.05%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                       | Fannie Mae Pool                                                                                | CUSIP: 31374TCT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10663 | PA      | $10793.14      | 0.00%             | 2028-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL5887                                                                                      | CUSIP: 3138ENRH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1873453 | PA      | $1858105.34    | 0.01%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2025-CES8                                                                    | RCKT 2025-CES8 A1A                                                                             | CUSIP: 74939WAA8<br>LEI: 254900FCN7EI8DTYGA19 | Long             | ABS-O            | CORP              | US        |  14996885 | PA      | $14963871.41   | 0.06%             | 2055-08-25      | Variable      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Rckt Mortgage Trust 2025-Ces2                                                                    | RCKT 2025-CES2 A1A                                                                             | CUSIP: 74942BAA9<br>LEI: 2549001985H26N17CK52 | Long             | ABS-O            | CORP              | US        |   7310440 | PA      | $7335672.89    | 0.03%             | 2055-02-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB4329                                                                                      | CUSIP: 3140QPY35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1152089 | PA      | $1069945.41    | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB7112                                                                                      | CUSIP: 3140QS3W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  21320667 | PA      | $21792752.50   | 0.08%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                             | UKT 4.125 03/07/31                                                                             | CUSIP: G4527HU58<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        | 179551600 | PA      | $233948653.77  | 0.89%             | 2031-03-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Rckt Mortgage Trust 2025-CES9                                                                    | RCKT 2025-CES9 A1A                                                                             | CUSIP: 74942JAA2<br>LEI: 254900C7HSSCU34P7S40 | Long             | ABS-O            | CORP              | US        |   5796432 | PA      | $5741914.95    | 0.02%             | 2055-09-25      | Variable      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Rckt Mortgage Trust 2025-CES7                                                                    | RCKT 2025-CES7 A1A                                                                             | CUSIP: 74943AAA0<br>LEI: 254900E35NYYFOUTHD06 | Long             | ABS-O            | CORP              | US        |   7876090 | PA      | $7880181.06    | 0.03%             | 2055-07-25      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| 2023-MIC TRUST/THE                                                                               | THE 2023-MIC A                                                                                 | CUSIP: 87256GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14644028 | PA      | $15595766.88   | 0.06%             | 2038-12-05      | Variable      | 8.44%                 | Yes           |                  2 | On Loan: No      |
| TVC MORTGAGE TRUST 2026-RRTL1                                                                    | TVC 2026-RRTL1 A1                                                                              | CUSIP: 87306XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9701000 | PA      | $9664921.01    | 0.04%             | 2041-02-25      | Variable      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL5942                                                                                      | CUSIP: 3138ENS83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83341 | PA      | $84097.95      | 0.00%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL6542                                                                                      | CUSIP: 3138EPHU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3064162 | PA      | $3039060.20    | 0.01%             | 2045-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BJ4559                                                                                      | CUSIP: 3140H6B57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1752797 | PA      | $1637949.40    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BJ4566                                                                                      | CUSIP: 3140H6CC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6182118 | PA      | $5957847.24    | 0.02%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Commercial Mortgage Trust 2025-Twr                                                         | TEXAS 2025-TWR A                                                                               | CUSIP: 88231WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8177000 | PA      | $8128320.21    | 0.03%             | 2042-04-15      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| 280 Park Avenue Trust                                                                            | PRK 2017-280P A                                                                                | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11417538 | PA      | $11360642.17   | 0.04%             | 2034-09-15      | Variable      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                          | STACR 2022-DNA3 M1B                                                                            | CUSIP: 35564KUX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8680781 | PA      | $8831481.42    | 0.03%             | 2042-04-25      | Variable      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                          | STACR 2022-DNA3 M2                                                                             | CUSIP: 35564KVE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4906251 | PA      | $5051707.27    | 0.02%             | 2042-04-25      | Variable      | 8.01%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL6842                                                                                      | CUSIP: 3138EPS88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    536197 | PA      | $516664.23     | 0.00%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL6997                                                                                      | CUSIP: 3138EPX33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    784805 | PA      | $781118.91     | 0.00%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                          | STACR 2022-DNA4 M2                                                                             | CUSIP: 35564KXA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1549942 | PA      | $1614013.03    | 0.01%             | 2042-05-26      | Variable      | 8.91%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                                    | STACR 2024-DNA2 M1                                                                             | CUSIP: 35564NCX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1950173 | PA      | $1949334.62    | 0.01%             | 2044-05-25      | Variable      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BJ4567                                                                                      | CUSIP: 3140H6CD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2339528 | PA      | $2252255.08    | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BJ5170                                                                                      | CUSIP: 3140H6W88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    307377 | PA      | $288244.03     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                                    | STACR 2025-DNA1 M1                                                                             | CUSIP: 35564NFZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4007598 | PA      | $4002244.37    | 0.02%             | 2045-01-25      | Variable      | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                                    | STACR 2025-DNA2 M1                                                                             | CUSIP: 35564NHZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    754290 | PA      | $753548.76     | 0.00%             | 2045-05-25      | Variable      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BJ9181                                                                                      | CUSIP: 3140HBFX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1900423 | PA      | $1911926.46    | 0.01%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BK1964                                                                                      | CUSIP: 3140HFFE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1839476 | PA      | $1770437.25    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                                  | XEL 5.6 04/15/35                                                                               | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |  12145000 | PA      | $12342392.56   | 0.05%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                                  | XEL V5.75 12/03/56                                                                             | CUSIP: 98389BBF6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |  16382000 | PA      | $15991745.37   | 0.06%             | 2056-12-03      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                                                                      | Zoetis Inc. COM USD0.01 CL 'A'                                                                 | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |   1307723 | NS      | $154585935.83  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| AGL CLO I Ltd.                                                                                   | AGL 2023-26A A1R                                                                               | CUSIP: 00852HAL5<br>LEI: 5493005XHETQNZF9TM25 | Long             | ABS-CBDO         | CORP              | JE        |  39500000 | PA      | $39499324.55   | 0.15%             | 2038-10-21      | Variable      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                                      | HERTZ 2025-5A A                                                                                | CUSIP: 42806MDL0<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |  10791000 | PA      | $10761505.16   | 0.04%             | 2030-05-25      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc                                                                    | Hilton Worldwide Holdings Inc COM USD0.01                                                      | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |    453099 | NS      | $137778343.92  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA5021                                                                                      | CUSIP: 36179TSJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    838976 | PA      | $825449.87     | 0.00%             | 2048-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA5264                                                                                      | CUSIP: 36179TZ57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6710358 | PA      | $6397991.09    | 0.02%             | 2048-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL7381                                                                                      | CUSIP: 3138EQFX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1623389 | PA      | $1611709.95    | 0.01%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AT2957                                                                                      | CUSIP: 3138WQJB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1131625 | PA      | $1033573.35    | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA5930                                                                                      | CUSIP: 36179UST0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  33753171 | PA      | $31500584.46   | 0.12%             | 2049-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA7255                                                                                      | CUSIP: 36179WBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  32815333 | PA      | $28226039.53   | 0.11%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HOMEWARD OPPORTUNITIES FD TR 2024-                                                               | HOF 2024-RRTL2 A1                                                                              | CUSIP: 43789GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11602000 | PA      | $11604504.87   | 0.04%             | 2039-09-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| HOMEWARD OPPORTUNITIES FUND TRUST 2                                                              | HOF 2025-RRTL1 A1                                                                              | CUSIP: 437919AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16625000 | PA      | $16626812.13   | 0.06%             | 2040-03-25      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA7313                                                                                      | CUSIP: 36179WDS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  22274771 | PA      | $19910448.07   | 0.08%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA7473                                                                                      | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17902137 | PA      | $15997782.70   | 0.06%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BF0130                                                                                      | CUSIP: 3140FXEC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8346272 | PA      | $7656873.62    | 0.03%             | 2056-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BF0189                                                                                      | CUSIP: 3140FXF72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158598 | PA      | $137236.75     | 0.00%             | 2057-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust                                                              | HOF 2025-RRTL2 A1                                                                              | CUSIP: 437923AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8497000 | PA      | $8505034.76    | 0.03%             | 2040-09-25      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                                             | Howmet Aerospace Inc COM                                                                       | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |    674126 | NS      | $155359077.96  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson's Bay Simon JV Trust                                                                      | HBCT 2015-HB10 A10                                                                             | CUSIP: 44422PBN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7602661 | PA      | $7306187.46    | 0.03%             | 2034-08-05      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Humana Inc.                                                                                      | HUM 5.95 03/15/34                                                                              | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |  14187000 | PA      | $14467634.89   | 0.05%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                                    | Intercontinental Exchange Inc COM USD0.01                                                      | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |   1168469 | NS      | $183776804.32  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                                                                       | Intuit Inc COM USD0.01                                                                         | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |    291555 | NS      | $126062550.90  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA7535                                                                                      | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  40756960 | PA      | $36418251.05   | 0.14%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 BB9814                                                                                      | CUSIP: 3617B13X9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    151753 | PA      | $144927.81     | 0.00%             | 2047-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BF0167                                                                                      | CUSIP: 3140FXFH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8465639 | PA      | $7340996.93    | 0.03%             | 2057-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BF0598                                                                                      | CUSIP: 3140FXUY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16781070 | PA      | $13982317.22   | 0.05%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 BB9817                                                                                      | CUSIP: 3617B14A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    924092 | PA      | $882528.46     | 0.00%             | 2047-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 BB9835                                                                                      | CUSIP: 3617B14U4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    141542 | PA      | $135175.83     | 0.00%             | 2047-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc.                                                                          | Intuitive Surgical Inc. COM USD0.001                                                           | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |    244144 | NS      | $112547942.56  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                                                         | JPMMT 2025-5MPR A1D                                                                            | CUSIP: 46593VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6228237 | PA      | $6211494.26    | 0.02%             | 2055-11-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                                 | FN FA4270                                                                                      | CUSIP: 3140W4W86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  25558473 | PA      | $25497891.15   | 0.10%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                            | Freeport-McMoRan Inc. COM USD0.10                                                              | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |   2444393 | NS      | $143681420.54  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 785843                                                                                      | CUSIP: 3622ABLY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  24362798 | PA      | $20754191.96   | 0.08%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust 2015-Wolf Mz                                                                    | GWT 2024-WLF2 A                                                                                | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  29946000 | PA      | $29939339.48   | 0.11%             | 2041-05-15      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPMorgan Chase & Co. COM USD1.00                                                               | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |   1284095 | NS      | $377729385.20  | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Jane Street Group LLC / JSG Finance Inc.                                                         | JANEST 7.125 04/30/31 144A                                                                     | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |  14182000 | PA      | $14578471.99   | 0.06%             | 2031-04-30      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 3.625 03/15/32                                                                             | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  10927000 | PA      | $10154414.66   | 0.04%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 5.6 04/01/34                                                                               | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  16318000 | PA      | $16664637.89   | 0.06%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                                                                               | HCA Healthcare Inc COM USD0.01                                                                 | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |    222390 | NS      | $105243843.60  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Care Service Corp A Mutual Legal Reserve Co.                                              | HCSERV 2.2 06/01/30 144A                                                                       | CUSIP: 42218SAF5<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |  13536000 | PA      | $12245674.17   | 0.05%             | 2030-06-01      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| Jane Street Group LLC / JSG Finance Inc.                                                         | JANEST 6.125 11/01/32 144A                                                                     | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |  34751000 | PA      | $34364871.21   | 0.13%             | 2032-11-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Jane Street Group LLC / JSG Finance Inc.                                                         | JANEST 6.75 05/01/33 144A                                                                      | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |  29124000 | PA      | $29548278.43   | 0.11%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Johnson & Johnson                                                                                | Johnson & Johnson COM USD1.00                                                                  | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |   1109076 | NS      | $271102537.44  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Cash Liquidity Fund LLC                                                          | Janus Henderson Cash Liquidity Fund LLC                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | PF                | US        | 635432922 | NS      | $635432922.50  | 2.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Health Care Service Corp A Mutual Legal Reserve Co.                                              | HCSERV 5.2 06/15/29 144A                                                                       | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |  14413000 | PA      | $14619537.57   | 0.06%             | 2029-06-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Health Care Service Corp A Mutual Legal Reserve Co.                                              | HCSERV 5.45 06/15/34 144A                                                                      | CUSIP: 42218SAL2<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |  32502000 | PA      | $32519199.08   | 0.12%             | 2034-06-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Pret 2021-Rn4 LLC                                                                                | PRET 2025-RPL1 A1                                                                              | CUSIP: 69392FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11795795 | PA      | $11650436.60   | 0.04%             | 2069-07-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                                                | CMDC 2025-1A A2                                                                                | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21257000 | PA      | $21239053.73   | 0.08%             | 2050-02-25      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                                                | CMDC 2025-2A A2                                                                                | CUSIP: 20469BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13235000 | PA      | $13121285.32   | 0.05%             | 2050-02-25      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I LLC                                                               | CYRUS 2024-1A A2                                                                               | CUSIP: 23284BAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9636018 | PA      | $9435592.50    | 0.04%             | 2049-03-22      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I LLC                                                               | CYRUS 2024-2A A2                                                                               | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3413000 | PA      | $3319320.77    | 0.01%             | 2049-05-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CME Group Inc.                                                                                   | CME Group Inc. COM USD0.01                                                                     | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |    634333 | NS      | $187350251.55  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co.                                                                                    | SM 8.625 11/01/30 144A                                                                         | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   5452000 | PA      | $5752328.87    | 0.02%             | 2030-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                                                                    | SM 9.625 06/15/33 144A                                                                         | CUSIP: 17888HAD5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |  25310000 | PA      | $27960488.51   | 0.11%             | 2033-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                                             | CPGX 6.036 11/15/33 144A                                                                       | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12631000 | PA      | $13308846.03   | 0.05%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I LLC                                                               | CYRUS 2024-3A A2                                                                               | CUSIP: 23284BAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  33334000 | PA      | $31718388.29   | 0.12%             | 2049-05-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                                                            | DNKN 2017-1A A2II                                                                              | CUSIP: 233046AF8<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   5210880 | PA      | $5164458.62    | 0.02%             | 2047-11-20      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                                                            | DNKN 2021-1A A2II                                                                              | CUSIP: 233046AQ4<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   4662068 | PA      | $4371601.59    | 0.02%             | 2051-11-20      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                                                            | DNKN 2021-1A A23                                                                               | CUSIP: 233046AS0<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   3548495 | PA      | $3114137.01    | 0.01%             | 2051-11-20      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| DT Midstream Inc                                                                                 | DTMINC 4.125 06/15/29 144A                                                                     | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25682000 | PA      | $25141661.51   | 0.10%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| DT Midstream Inc                                                                                 | DTMINC 4.375 06/15/31 144A                                                                     | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  41648000 | PA      | $40145838.27   | 0.15%             | 2031-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | CAS 2023-R07 2M1                                                                               | CUSIP: 20753BAA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1658707 | PA      | $1662782.98    | 0.01%             | 2043-09-25      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | CAS 2022-R05 2M1                                                                               | CUSIP: 20754DAA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    784843 | PA      | $785813.45     | 0.00%             | 2042-04-25      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | CAS 2022-R05 2M2                                                                               | CUSIP: 20754DAB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9001000 | PA      | $9117675.24    | 0.03%             | 2042-04-25      | Variable      | 6.66%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | CAS 2023-R06 1M1                                                                               | CUSIP: 20754EAA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4387968 | PA      | $4397715.84    | 0.02%             | 2043-07-27      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| DT Midstream Inc                                                                                 | DTMINC 4.3 04/15/32 144A                                                                       | CUSIP: 23345MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7191000 | PA      | $6860272.68    | 0.03%             | 2032-04-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Danaher Corporation                                                                              | Danaher Corporation COM USD0.01                                                                | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |   1047612 | NS      | $198627235.20  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Company                                                                                  | Deere & Company COM USD1                                                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |    243327 | NS      | $137066099.10  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                                                                 | Duke Energy Corp COM USD0.001                                                                  | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |   1422075 | NS      | $186206500.50  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                                                                 | DUK 5.45 06/15/34                                                                              | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  35348000 | PA      | $36130623.10   | 0.14%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS5988                                                                                      | CUSIP: 3140XMUN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20169190 | PA      | $17240489.03   | 0.07%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING                                                                   | DNFRA 2021-1A A                                                                                | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17354000 | PA      | $16969530.81   | 0.06%             | 2049-04-15      | Fixed         | 1.76%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB6686                                                                                      | CUSIP: 3140QSNC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2795749 | PA      | $2733833.19    | 0.01%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB7430                                                                                      | CUSIP: 3140QTHG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5956848 | PA      | $6093785.82    | 0.02%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB8134                                                                                      | CUSIP: 3140QUBC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10919392 | PA      | $11156340.57   | 0.04%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS6380                                                                                      | CUSIP: 3140XNCS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14507839 | PA      | $12227533.85   | 0.05%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS6926                                                                                      | CUSIP: 3140XNVU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  55738945 | PA      | $47715297.49   | 0.18%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS8037                                                                                      | CUSIP: 3140XP4X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5893852 | PA      | $6132208.98    | 0.02%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                          | STACR 2022-DNA5 M2                                                                             | CUSIP: 35564KYW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    829508 | PA      | $882831.69     | 0.00%             | 2042-06-25      | Variable      | 10.41%                | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA4068                                                                                      | CUSIP: 36179SQV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  25678122 | PA      | $23298660.15   | 0.09%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA5400                                                                                      | CUSIP: 36179T7M1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2486438 | PA      | $2501055.48    | 0.01%             | 2048-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                                    | STACR 2025-HQA1 M1                                                                             | CUSIP: 35564NGZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8592953 | PA      | $8585421.80    | 0.03%             | 2045-02-27      | Variable      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                                    | STACR 2025-DNA3 M1                                                                             | CUSIP: 35564UAR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    622606 | PA      | $621480.02     | 0.00%             | 2045-09-25      | Variable      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN BD7109                                                                                      | CUSIP: 3617BN3S2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    173105 | PA      | $165113.60     | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN BD7135                                                                                      | CUSIP: 3617BN4U6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    627594 | PA      | $598620.74     | 0.00%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. and GLP Financing II, Inc.                                                      | GLPI 5.3 01/15/29                                                                              | CUSIP: 361841AL3<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |   1226000 | PA      | $1236633.10    | 0.00%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. and GLP Financing II, Inc.                                                      | GLPI 6.75 12/01/33                                                                             | CUSIP: 361841AS8<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |  13964000 | PA      | $14707261.83   | 0.06%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GCAT 2023-INV1 TRUST                                                                             | GCAT 2023-INV1 A1                                                                              | CUSIP: 36830QAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15725022 | PA      | $15873134.71   | 0.06%             | 2053-08-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| LMDV Issuer Co LLC                                                                               | LMDV 2025-1A A2                                                                                | CUSIP: 538908AA2<br>LEI: 254900A6HRP8XHJJGM20 | Long             | ABS-O            | CORP              | US        |   8717000 | PA      | $8706370.03    | 0.03%             | 2055-12-15      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| GLP Capital L.P. and GLP Financing II, Inc.                                                      | GLPI 5.625 09/15/34                                                                            | CUSIP: 361841AT6<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |  14546000 | PA      | $14318942.76   | 0.05%             | 2034-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. and GLP Financing II, Inc.                                                      | GLPI 5.625 03/01/36                                                                            | CUSIP: 361841AX7<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |   9524000 | PA      | $9263025.26    | 0.04%             | 2036-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Pret 2021-Rn4 LLC                                                                                | PRET 2025-RPL2 A1                                                                              | CUSIP: 69392LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12645483 | PA      | $12506009.06   | 0.05%             | 2064-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PRET 2025-RPL5 TRUST                                                                             | PRET 2025-RPL5 A1                                                                              | CUSIP: 69393AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21637475 | PA      | $21005023.75   | 0.08%             | 2070-01-25      | Variable      | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 784059                                                                                      | CUSIP: 3622A2QL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6912533 | PA      | $6672935.02    | 0.03%             | 2045-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 784182                                                                                      | CUSIP: 3622A2UF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8874543 | PA      | $8751789.04    | 0.03%             | 2046-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc.                                                                               | GXO 1.65 07/15/26                                                                              | CUSIP: 36262GAB7<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |  14940000 | PA      | $14806102.94   | 0.06%             | 2026-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-CES2                                                    | GSMBS 2025-CES2 A1                                                                             | CUSIP: 36273BAA7<br>LEI: 254900U0V0TUGIF39T29 | Long             | ABS-O            | CORP              | US        |  10903447 | PA      | $10864075.20   | 0.04%             | 2055-09-25      | Variable      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Qnity Electronics                                                                                | Qnity Electronics Term Loan B 200 2032-08-03                                                   | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |   8013000 | PA      | $7992967.50    | 0.03%             | 2032-11-01      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc.                                                                           | QNTELE 5.75 08/15/32 144A                                                                      | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |   9965000 | PA      | $9976868.32    | 0.04%             | 2032-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SMRT MINI                                                                                        | SMRT 2022-MINI A                                                                               | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10990000 | PA      | $10976301.99   | 0.04%             | 2039-01-15      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| SV RNO Property Owner 1 LLC                                                                      | TRACTC 5.875 03/01/31 144A                                                                     | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  49354000 | PA      | $48786061.81   | 0.19%             | 2031-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION                                                               | GSMS 2025-800D A                                                                               | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10406498 | PA      | $10401258.19   | 0.04%             | 2041-11-25      | Variable      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2026-CES1                                                    | GSMBS 2026-CES1 A1                                                                             | CUSIP: 36277LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3821670 | PA      | $3800436.85    | 0.01%             | 2056-05-25      | Variable      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                                   | Ginnie Mae I Pool                                                                              | CUSIP: 36291EBY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     36941 | PA      | $38435.52      | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc.                                                                                  | GE Vernova Inc. COM                                                                            | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |    128232 | NS      | $111933712.80  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Aerospace                                                                                     | GE Aerospace COM NEW                                                                           | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |    714386 | NS      | $202721315.22  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesee & Wyoming                                                                                | Genesee & Wyoming Term Loan B 200 2031-03-25                                                   | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |  37069495 | PA      | $36864871.44   | 0.14%             | 2031-04-10      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE T                                                              | GRADE 2023-FIG4 A                                                                              | CUSIP: 79581UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9904984 | PA      | $10205722.85   | 0.04%             | 2053-11-25      | Variable      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE T                                                              | GRADE 2024-CES1 A1                                                                             | CUSIP: 79581VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5657646 | PA      | $5721028.32    | 0.02%             | 2054-03-25      | Variable      | 6.31%                 | Yes           |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2025-LOC5                                                | GRADE 2025-LOC5 A1A                                                                            | CUSIP: 79581XAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15560486 | PA      | $15578413.46   | 0.06%             | 2055-10-25      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE T                                                              | GRADE 2023-FIG3 A                                                                              | CUSIP: 79582AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18761810 | PA      | $19301764.09   | 0.07%             | 2053-08-25      | Variable      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | Goldman Sachs Group, Inc. COM USD0.01                                                          | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |    247270 | NS      | $209187947.30  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V5.536 01/28/36                                                                             | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  21952000 | PA      | $22313898.04   | 0.08%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V4.516 01/21/32                                                                             | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  11528000 | PA      | $11353258.00   | 0.04%             | 2032-01-21      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V5.065 01/21/37                                                                             | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  11528000 | PA      | $11270604.78   | 0.04%             | 2037-01-21      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE T                                                              | GRADE 2024-FIG5 A                                                                              | CUSIP: 79582MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8082328 | PA      | $8138183.72    | 0.03%             | 2054-04-25      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2025-RRTL1                                               | GRADE 2025-RRTL1 A1                                                                            | CUSIP: 79582NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9958474.00    | 0.04%             | 2040-10-25      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2026-RTL7                                                | GRADE 2026-RTL7 A1                                                                             | CUSIP: 79584UAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  24074000 | PA      | $23829853.53   | 0.09%             | 2031-03-25      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MTG TR 202                                                              | GRADE 2024-RTL6 A1                                                                             | CUSIP: 79585UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18334250 | PA      | $18439173.25   | 0.07%             | 2030-07-25      | Variable      | 7.44%                 | Yes           |                  2 | On Loan: No      |
| QTS ISSUER ABS I, LLLC                                                                           | QTS 2025-1A A2                                                                                 | CUSIP: 74690DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  32519000 | PA      | $32150978.41   | 0.12%             | 2055-05-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| QTS ISSUER ABS II, LLC                                                                           | QTSII 2025-1A A2                                                                               | CUSIP: 74690FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  23757000 | PA      | $23209998.66   | 0.09%             | 2055-10-05      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE T                                                              | GRADE 2026-HB1 A1A                                                                             | CUSIP: 795939AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10732472 | PA      | $10717986.21   | 0.04%             | 2056-04-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2021-1                                            | SBCLN 2022-B A2                                                                                | CUSIP: 80290CBD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    745468 | PA      | $747126.84     | 0.00%             | 2032-08-16      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2013-5                                                                    | SEMT 2013-5 A1                                                                                 | CUSIP: 81745AAA5<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-O            | CORP              | US        |   1634399 | PA      | $1462532.37    | 0.01%             | 2043-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2004 11                                                                   | SEMT 2020-2 A19                                                                                | CUSIP: 81748KBN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    679140 | PA      | $610618.06     | 0.00%             | 2050-03-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Solventum Corp.                                                                                  | SOLV 5.45 03/13/31                                                                             | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |  30323000 | PA      | $31110479.52   | 0.12%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                                  | SOLV 5.6 03/23/34                                                                              | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |  39969000 | PA      | $40860729.97   | 0.16%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II, LLC                                                                           | QTSII 2026-5A A2                                                                               | CUSIP: 74690FBE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20120000 | PA      | $20021086.82   | 0.08%             | 2056-03-05      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                            | QUIKHO 6.375 03/01/32 144A                                                                     | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |  15902000 | PA      | $16124675.71   | 0.06%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Southern Co.                                                                                     | Southern Co. COM USD5                                                                          | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |    850386 | NS      | $82079256.72   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corporation                                                                              | Stryker Corporation COM USD0.10                                                                | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |    553142 | NS      | $181756929.78  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODWARD CAPITAL MANAGEMENT                                                                      | RCKT 2021-3 A21                                                                                | CUSIP: 74938DAW3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8141052 | PA      | $7574491.32    | 0.03%             | 2051-07-25      | Variable      | 4.46%                 | Yes           |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2026-CES2                                                                    | RCKT 2026-CES2 A1A                                                                             | CUSIP: 74940EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8937572 | PA      | $8838489.78    | 0.03%             | 2056-02-01      | Variable      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2026-CES2                                                                    | RCKT 2026-CES2 A1B                                                                             | CUSIP: 74940EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2966008 | PA      | $2938638.11    | 0.01%             | 2056-02-01      | Variable      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2026-R1                                                 | RPM 2026-R1A A                                                                                 | CUSIP: 76089TAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7504000 | PA      | $7516980.33    | 0.03%             | 2034-07-25      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                                        | SUN 7 05/01/29 144A                                                                            | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |  22419000 | PA      | $22996468.60   | 0.09%             | 2029-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                                        | SUN 7.25 05/01/32 144A                                                                         | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |  12629000 | PA      | $13066834.80   | 0.05%             | 2032-05-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BLP TRUST 2025-IND2                                                                              | BLP 2025-IND2 A                                                                                | CUSIP: 05556WAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15929000 | PA      | $15885727.54   | 0.06%             | 2042-12-15      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| BPR TRUST 2024-PMDW                                                                              | BPR 2024-PMDW A                                                                                | CUSIP: 05592VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  28442928 | PA      | $28787959.61   | 0.11%             | 2041-11-05      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                                        | SUN 5.625 03/15/31 144A                                                                        | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   7982000 | PA      | $7945388.96    | 0.03%             | 2031-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| CROTON PARK CLO LTD                                                                              | CRTPK 2024-1A A2                                                                               | CUSIP: 227800AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  16432000 | PA      | $16395966.27   | 0.06%             | 2036-10-15      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| BPR TRUST 2024-PMDW                                                                              | BPR 2024-PMDW D                                                                                | CUSIP: 05592VAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11000000 | PA      | $10934891.70   | 0.04%             | 2041-11-05      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2019-OC11 B                                                                                 | CUSIP: 05606FAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2965000 | PA      | $2807118.79    | 0.01%             | 2041-12-09      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale S.A.                                                                            | SOCGEN V5.5 04/13/29 144A                                                                      | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  14133000 | PA      | $14344133.73   | 0.05%             | 2029-04-13      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale S.A.                                                                            | SOCGEN V6.1 04/13/33 144A                                                                      | CUSIP: 83368RCF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  34519000 | PA      | $35862616.87   | 0.14%             | 2033-04-13      | Variable      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2019-OC11 C                                                                                 | CUSIP: 05606FAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8218000 | PA      | $7785591.03    | 0.03%             | 2041-12-09      | Fixed         | 3.86%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2021-LBA AV                                                                                 | CUSIP: 05609BAV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14912300 | PA      | $14902963.37   | 0.06%             | 2036-02-15      | Variable      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZK8962                                                                                      | CUSIP: 3131XC5X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1382942 | PA      | $1343814.28    | 0.01%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                      | Freddie Mac Pool                                                                               | CUSIP: 3131XDCW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    364096 | PA      | $353623.64     | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | Meta Platforms Inc COM USD0.000006 CL 'A'                                                      | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    835188 | NS      | $477836110.44  | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington National Bank of Ohio                                                                 | HACLN 2024-2 B1                                                                                | CUSIP: 44644NAG4<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-O            | CORP              | US        |   5082041 | PA      | $5123775.59    | 0.02%             | 2032-10-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Roblox Corporation                                                                               | RBLX 3.875 05/01/30 144A                                                                       | CUSIP: 771049AA1<br>LEI: 529900ANZDBDFU91SO19 | Long             | DBT              | CORP              | US        |  31345000 | PA      | $29457491.87   | 0.11%             | 2030-05-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Rocket Companies Inc                                                                             | RKT 6.125 08/01/30 144A                                                                        | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10068000 | PA      | $10160897.44   | 0.04%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZK9163                                                                                      | CUSIP: 3131XDFC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    922211 | PA      | $895236.53     | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZM1434                                                                                      | CUSIP: 3131XUSX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1407162 | PA      | $1318254.47    | 0.01%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZM6220                                                                                      | CUSIP: 3131Y04D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1723223 | PA      | $1644640.81    | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZM6276                                                                                      | CUSIP: 3131Y06M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1696833 | PA      | $1630607.59    | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rocket Companies Inc                                                                             | RKT 6.375 08/01/33 144A                                                                        | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  42189000 | PA      | $42642278.62   | 0.16%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SCG Commercial Mortgage Trust 2025-DLFN                                                          | SCG 2025-DLFN A                                                                                | CUSIP: 78398EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  29118000 | PA      | $29001074.05   | 0.11%             | 2035-03-15      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2021-LBA AJV                                                                                | CUSIP: 05609BCD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18764000 | PA      | $18737928.96   | 0.07%             | 2036-02-15      | Variable      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| BPR TST                                                                                          | BPR 2023-BRK2 A                                                                                | CUSIP: 05610WAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20831000 | PA      | $21341421.97   | 0.08%             | 2038-10-05      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.14 01/24/31                                                                             | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  21125000 | PA      | $21511616.02   | 0.08%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                                  | Microsoft Corp. COM USD0.00000625                                                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |   2645120 | NS      | $979144070.40  | 3.72%             |  |  |  | No            |                  1 | On Loan: No      |
| BLP Commercial Mortgage Trust 2025-IND                                                           | BLP 2025-IND A                                                                                 | CUSIP: 05625BAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  24325395 | PA      | $24158129.26   | 0.09%             | 2042-03-15      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND VII 2025-EDU1, LLC                                               | BVCLN 2025-EDU1 B                                                                              | CUSIP: 07337GAB9<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |   5584073 | PA      | $5577721.55    | 0.02%             | 2048-07-27      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZT1145                                                                                      | CUSIP: 3132ADHW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    593417 | PA      | $589147.72     | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                      | Freddie Mac Pool                                                                               | CUSIP: N/A<br>LEI: S6XOOCT0IEG5ABCC6L87       | Long             | ABS-MBS          | USGSE             | US        |     16631 | PA      | $16163.84      | 0.00%             | 2045-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                                           | Micron Technology Inc. COM USD0.10                                                             | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |    559748 | NS      | $189105264.32  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                                   | Morgan Stanley COM USD0.01                                                                     | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |   1305811 | NS      | $214897316.27  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V2.943 01/21/33                                                                             | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  16462000 | PA      | $14801611.73   | 0.06%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.424 07/21/34 MTN                                                                         | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  18294000 | PA      | $18562176.87   | 0.07%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING 2025-2 LLC                                                                 | SCFET 2025-2A A2                                                                               | CUSIP: 78439XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6300000 | PA      | $6298222.69    | 0.02%             | 2031-12-22      | Fixed         | 4.26%                 | Yes           |                  2 | On Loan: No      |
| Salesforce Inc.                                                                                  | CRM 4.9 09/15/31                                                                               | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |  33476000 | PA      | $33428587.94   | 0.13%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZM5707                                                                                      | CUSIP: 3131Y0KU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1691200 | PA      | $1577388.79    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD7023                                                                                      | CUSIP: 3132DUYU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15017331 | PA      | $13334653.68   | 0.05%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                              | US T-BOND 30YR                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      4999 | NC      | $-16485442.25  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Private Credit Fund                                                                   | BCRED 7.3 11/27/28                                                                             | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |  14859000 | PA      | $15163075.17   | 0.06%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                                             | Booking Holdings Inc COM USD0.008                                                              | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |     42313 | NS      | $178151270.16  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QD9191                                                                                      | CUSIP: 3133B7F86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    645814 | PA      | $599461.38     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QD9182                                                                                      | CUSIP: 3133B7FX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2627796 | PA      | $2345555.35    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                                  | CRM 5.2 03/15/33                                                                               | CUSIP: 79466LAT1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |  25181000 | PA      | $25137997.40   | 0.10%             | 2033-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                                  | CRM 5.55 03/15/36                                                                              | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |  26533000 | PA      | $26450465.92   | 0.10%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                                          | BAH 5.95 08/04/33                                                                              | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |  22041000 | PA      | $22493061.13   | 0.09%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                                          | BAH 5.95 04/15/35                                                                              | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |  34511000 | PA      | $34792405.80   | 0.13%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QD9513                                                                                      | CUSIP: 3133B7SA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3151269 | PA      | $2687428.84    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QE0318                                                                                      | CUSIP: 3133B9K78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    287222 | PA      | $278478.20     | 0.00%             | 2052-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corporation                                                                    | Boston Scientific Corporation COM USD0.01                                                      | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |   1173635 | NS      | $73645596.25   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                                                     | Broadcom Inc COM USD0.001                                                                      | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |   1997759 | NS      | $618326388.09  | 2.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.32 07/19/35                                                                              | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  24159000 | PA      | $24242788.73   | 0.09%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V4.493 01/16/32                                                                             | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  33176000 | PA      | $32618255.70   | 0.12%             | 2032-01-16      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QE1073                                                                                      | CUSIP: 3133BAFN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    839101 | PA      | $778875.80     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                          | FR QF0488                                                                                      | CUSIP: 3133BMRH0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |   5782041 | PA      | $5896937.32    | 0.02%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                      | CUSIP: 01F030645<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3968000 | PA      | $3488526.72    | 0.01%             | 2051-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2-30YR-Multi                                                                                  | CUSIP: 21H032654<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20258806 | PA      | $18482189.75   | 0.07%             | 2055-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8040                                                                                      | CUSIP: 3132DV4Z5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    422583 | PA      | $413189.18     | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD7548                                                                                      | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11822591 | PA      | $10151157.43   | 0.04%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                      | CUSIP: 01F042640<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  45799760 | PA      | $44162876.58   | 0.17%             | 2055-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                      | CUSIP: 01F060642<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 249653000 | PA      | $254378931.29  | 0.97%             | 2055-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                                  | CRM 6.4 03/15/46                                                                               | CUSIP: 79466LAV6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   4914000 | PA      | $4948019.03    | 0.02%             | 2046-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                                  | CRM 6.55 03/15/56                                                                              | CUSIP: 79466LAW4<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |  16707000 | PA      | $16764958.92   | 0.06%             | 2056-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer Llc                                                                  | SIDC 2026-1A A2                                                                                | CUSIP: 85236KAR3<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |  19259000 | PA      | $18626869.79   | 0.07%             | 2056-03-27      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC 2024-1                                                                     | SWTCH 2026-1A A21                                                                              | CUSIP: 871044BA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19693000 | PA      | $19728755.12   | 0.07%             | 2056-03-27      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                                          | SORT 2020-1 A1                                                                                 | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8424994 | PA      | $7072196.71    | 0.03%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                                          | SORT 2020-1 B1                                                                                 | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    818501 | PA      | $521646.53     | 0.00%             | 2060-07-15      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8212                                                                                      | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12347961 | PA      | $10458514.03   | 0.04%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD4009                                                                                      | CUSIP: 3132E0N24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10047481 | PA      | $10397186.39   | 0.04%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                                           | Motorola Solutions Inc COM USD0.01                                                             | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |    387759 | NS      | $168275773.23  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| The TJX Companies Inc.                                                                           | The TJX Companies Inc. COM USD1                                                                | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |    857219 | NS      | $136897874.30  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeoff Merger Subordinated Inc.                                                                 | SUMIAL 4.85 03/24/31 144A                                                                      | CUSIP: 873923AE6<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |  28459000 | PA      | $28103111.95   | 0.11%             | 2031-03-24      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Takeoff Merger Subordinated Inc.                                                                 | SUMIAL 5.5 03/24/36 144A                                                                       | CUSIP: 873923AG1<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |   8349000 | PA      | $8224673.71    | 0.03%             | 2036-03-24      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD4247                                                                                      | CUSIP: 3132E0WG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12311040 | PA      | $12929550.15   | 0.05%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD4294                                                                                      | CUSIP: 3132E0XX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4357073 | PA      | $4455103.76    | 0.02%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TYSN 2023 CRNR MORTGAGE TRUST                                                                    | TYSN 2023-CRNR A                                                                               | CUSIP: 87332PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  23414873 | PA      | $24352812.03   | 0.09%             | 2033-12-10      | Variable      | 6.58%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding Llc                                                                            | BELL 2021-1A A2II                                                                              | CUSIP: 87342RAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5546212 | PA      | $5129281.93    | 0.02%             | 2051-08-25      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q58477                                                                                      | CUSIP: 3132Y2M37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1243459 | PA      | $1188074.76    | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                          | FR QA2159                                                                                      | CUSIP: 31334YMG9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    753703 | PA      | $663966.41     | 0.00%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2-30YR-Multi                                                                                  | CUSIP: 21H022648<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  32578133 | PA      | $28005629.14   | 0.11%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2-30YR-Multi                                                                                  | CUSIP: 21H040640<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11351459 | PA      | $10623853.18   | 0.04%             | 2055-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QF2145                                                                                      | CUSIP: 3133BPL22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    357363 | PA      | $356277.94     | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QF2386                                                                                      | CUSIP: 3133BPUK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10439764 | PA      | $10382133.13   | 0.04%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QF2437                                                                                      | CUSIP: 3133BPV62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    349168 | PA      | $357247.91     | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QF6841                                                                                      | CUSIP: 3133BUS65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    402655 | PA      | $401433.45     | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QF7813                                                                                      | CUSIP: 3133BVVE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    460761 | PA      | $459547.67     | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QF8398                                                                                      | CUSIP: 3133BWKK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1642107 | PA      | $1635056.89    | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QF9871                                                                                      | CUSIP: 3133BX6G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1580965 | PA      | $1574177.85    | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QG1442                                                                                      | CUSIP: 3133C1S76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1808725 | PA      | $1795691.54    | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QA5622                                                                                      | CUSIP: 3133A0G73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    641218 | PA      | $571530.06     | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FR QA8274                                                                                      | CUSIP: 3133A3FP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    561943 | PA      | $518419.99     | 0.00%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QB1708                                                                                      | CUSIP: 3133A73R8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    795567 | PA      | $687254.00     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2020-Hqa2                                                          | FR QB2976                                                                                      | CUSIP: 3133A9JV8<br>LEI: 5493000ITBJ4KEFYWF83 | Long             | ABS-MBS          | USGSE             | US        |    358074 | PA      | $309213.40     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply                                                                              | Talen Energy Supply Term Loan B (Incremental) 200 2032-10-04                                   | CUSIP: 87422LBA7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |  18878238 | PA      | $18874840.14   | 0.07%             | 2032-11-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                                          | TLN 6.25 02/01/34 144A                                                                         | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |  19547000 | PA      | $19329215.14   | 0.07%             | 2034-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                                          | TLN 6.5 02/01/36 144A                                                                          | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |  32081000 | PA      | $32303344.75   | 0.12%             | 2036-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Company LLC                                                          | TEVA 6.15 02/01/36                                                                             | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |   8271000 | PA      | $8521727.09    | 0.03%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LN MGM 20 LTD/LLC                                                                     | GLM 2023-17A AR                                                                                | CUSIP: 38139FAN0<br>LEI: 549300TS068SCJRDSP12 | Long             | ABS-CBDO         | CORP              | JE        |  27405000 | PA      | $27406194.86   | 0.10%             | 2039-01-20      | Variable      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                                 | TEVA 6 12/01/32                                                                                | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |  14987000 | PA      | $15381757.58   | 0.06%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV B.V.                                                  | TEVA 5.75 12/01/30                                                                             | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |  11755000 | PA      | $11904182.71   | 0.05%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Group                                                                            | Royal Caribbean Group COM USD0.01                                                              | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | US        |    579249 | NS      | $159397739.82  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| TOORAK MORTGAGE CORP                                                                             | TRK 2025-RRTL1 A1                                                                              | CUSIP: 89053JAB3<br>LEI: 25490023B58UP9CM5N96 | Long             | ABS-O            | CORP              | US        |   7590000 | PA      | $7600952.37    | 0.03%             | 2040-02-25      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2025-FIX2                                                              | TPMT 2025-FIX2 A1                                                                              | CUSIP: 89183RAA0<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-O            | CORP              | US        |  17891832 | PA      | $17835317.35   | 0.07%             | 2065-10-25      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                                          | SORT 2021-1A A1                                                                                | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15566333 | PA      | $12568678.79   | 0.05%             | 2061-03-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                                          | SORT 2021-1A B1                                                                                | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5435902 | PA      | $3266608.42    | 0.01%             | 2061-03-15      | Fixed         | 1.98%                 | Yes           |                  2 | On Loan: No      |
| CACI International Inc.                                                                          | CACI 6.375 06/15/33 144A                                                                       | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |   8503000 | PA      | $8655424.78    | 0.03%             | 2033-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                                                     | Cadence Design Systems, Inc. COM USD0.01                                                       | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |    396556 | NS      | $110191015.72  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2020-Hqa2                                                          | FR QB3353                                                                                      | CUSIP: 3133A9WN1<br>LEI: 5493000ITBJ4KEFYWF83 | Long             | ABS-MBS          | USGSE             | US        |   1524778 | PA      | $1316242.04    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QC5848                                                                                      | CUSIP: 3133AQP92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  39572064 | PA      | $33705128.44   | 0.13%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QD4842                                                                                      | CUSIP: 3133B2LX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2133580 | PA      | $1827967.03    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QD6087                                                                                      | CUSIP: 3133B3XQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3441292 | PA      | $2951440.34    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                      | COF V7.624 10/30/31 .                                                                          | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  18133000 | PA      | $20027839.02   | 0.08%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                      | COF V5.884 07/26/35                                                                            | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  23812000 | PA      | $24389403.85   | 0.09%             | 2035-07-26      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SL1226                                                                                      | CUSIP: 31427NLG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7860469 | PA      | $8009007.81    | 0.03%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SL3350                                                                                      | CUSIP: 31427QWL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5809249 | PA      | $5978568.91    | 0.02%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                      | COF V6.183 01/30/36                                                                            | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  17959000 | PA      | $18267075.87   | 0.07%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                                    | CNC 4.25 12/15/27                                                                              | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  29289000 | PA      | $28771015.25   | 0.11%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                      | Freddie Mac Pool                                                                               | CUSIP: 31427RN97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5258468 | PA      | $5330136.42    | 0.02%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SL4179                                                                                      | CUSIP: 31427RUD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9737299 | PA      | $8238544.65    | 0.03%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONE 2024-DWF1                                                                                   | CONE 2024-DFW1 A                                                                               | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17061000 | PA      | $16945082.18   | 0.06%             | 2041-08-15      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| CONE 2024-DWF1                                                                                   | CONE 2024-DFW1 B                                                                               | CUSIP: 20682AAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12544811 | PA      | $12485505.78   | 0.05%             | 2041-08-15      | Variable      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QG2380                                                                                      | CUSIP: 3133C2UD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5204888 | PA      | $5167383.50    | 0.02%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QG2543                                                                                      | CUSIP: 3133C2ZG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500294 | PA      | $508307.30     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RJ1341                                                                                      | CUSIP: 3142GRP38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  23928763 | PA      | $24762016.83   | 0.09%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RJ3021                                                                                      | CUSIP: 3142GTLB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  40416195 | PA      | $40870167.64   | 0.16%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RJ4363                                                                                      | CUSIP: 3142GUZ55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1167337 | PA      | $1191900.06    | 0.00%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RJ5835                                                                                      | CUSIP: 3142GWPV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  65394894 | PA      | $65101703.87   | 0.25%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | SLST 2020-2 M1                                                                                 | CUSIP: 35564CGD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1736646 | PA      | $1728467.78    | 0.01%             | 2060-09-25      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                          | STACR 2021-HQA3 M2                                                                             | CUSIP: 35564KJP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5220531 | PA      | $5238118.83    | 0.02%             | 2041-09-25      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                  | TDG 6.25 01/31/34 144A                                                                         | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   3003000 | PA      | $3036126.09    | 0.01%             | 2034-01-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                  | TDG 6.75 01/31/34 144a                                                                         | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  10283000 | PA      | $10417758.72   | 0.04%             | 2034-01-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                          | STACR 2021-HQA4 M2                                                                             | CUSIP: 35564KNS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17429528 | PA      | $17533600.95   | 0.07%             | 2041-12-25      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                          | STACR 2022-DNA2 M1A                                                                            | CUSIP: 35564KRE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    611568 | PA      | $612047.78     | 0.00%             | 2042-02-25      | Variable      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Vb-S1 Issuer Llc 2016-1                                                                          | VBTEL 2026-1A C2                                                                               | CUSIP: 91825HAA2<br>LEI: 549300DKEDU9WZPGTC09 | Long             | ABS-O            | CORP              | US        |   9070000 | PA      | $8897831.45    | 0.03%             | 2056-03-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties LP                                                                               | VICI 5.625 04/01/35                                                                            | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |  16210000 | PA      | $16134351.17   | 0.06%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                          | STACR 2022-DNA2 M2                                                                             | CUSIP: 35564KRN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7710086 | PA      | $7869150.91    | 0.03%             | 2042-02-25      | Variable      | 7.41%                 | Yes           |                  2 | On Loan: No      |
| OASIS SECURITISATION 21-2A                                                                       | OASIS 2025-1A A                                                                                | CUSIP: 53161AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14654000 | PA      | $14664442.44   | 0.06%             | 2039-08-15      | Fixed         | 6.36%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QD7069                                                                                      | CUSIP: 3133B42A2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5309069 | PA      | $4546972.14    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QD6554                                                                                      | CUSIP: 3133B4H73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2722530 | PA      | $2422922.07    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | CAS 2021-R03 1M2                                                                               | CUSIP: 20754AAB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9700049 | PA      | $9709063.34    | 0.04%             | 2041-12-25      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | CAS 2022-R02 2M2                                                                               | CUSIP: 20754BAB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11937152 | PA      | $12061425.49   | 0.05%             | 2042-01-27      | Variable      | 6.66%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QG3598                                                                                      | CUSIP: 3133C37K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3186103 | PA      | $3163145.16    | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QG3742                                                                                      | CUSIP: 3133C4EP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    322431 | PA      | $321046.46     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                                        | VNOM 4.9 08/01/30                                                                              | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |   6297000 | PA      | $6292843.98    | 0.02%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                                        | VNOM 5.7 08/01/35                                                                              | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |  16748000 | PA      | $16878801.88   | 0.06%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TICP CLO VI 2016-2 Ltd.                                                                          | SIXST 2017-9A AR                                                                               | CUSIP: 83012CAC9<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |  24810000 | PA      | $24816825.23   | 0.09%             | 2037-07-21      | Variable      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Texas Debt Cap Clo 2023-II ltd. / LLC                                                            | TCIFC 2023-2A A1R                                                                              | CUSIP: 88239MAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  25800000 | PA      | $25811264.28   | 0.10%             | 2037-10-21      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| OASIS SECURITISATION 24-1A                                                                       | OASIS 2024-1A A                                                                                | CUSIP: 53161XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4807000 | PA      | $4794242.70    | 0.02%             | 2038-09-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| MSCI Inc.                                                                                        | MSCI 4 11/15/29 144A                                                                           | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   4528000 | PA      | $4398087.33    | 0.02%             | 2029-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BO4725                                                                                      | CUSIP: 3140K0HB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    545639 | PA      | $518280.57     | 0.00%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BO5957                                                                                      | CUSIP: 3140K1TP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    329725 | PA      | $317392.25     | 0.00%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BY0866                                                                                      | CUSIP: 3140NG6C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    169088 | PA      | $172106.34     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BY1920                                                                                      | CUSIP: 3140NJD27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    579095 | PA      | $576609.30     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MVW 2025-2 LLC                                                                                   | MVWOT 2025-2A A                                                                                | CUSIP: 55389RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3655628 | PA      | $3591852.30    | 0.01%             | 2044-10-20      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL                                                                             | OBX 2022-INV1 A1                                                                               | CUSIP: 67115NAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4110566 | PA      | $3561593.48    | 0.01%             | 2051-12-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QD6555                                                                                      | CUSIP: 3133B4H81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1846275 | PA      | $1648182.01    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BK2913                                                                                      | CUSIP: 3140HGGX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1664240 | PA      | $1437145.89    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BY1896                                                                                      | CUSIP: 3140NJDA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    329483 | PA      | $334760.49     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BY2783                                                                                      | CUSIP: 3140NKCV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    637623 | PA      | $634885.45     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BK3211                                                                                      | CUSIP: 3140HGR90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84330 | PA      | $82724.90      | 0.00%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM3282                                                                                      | CUSIP: 3140J7UG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184607 | PA      | $173056.26     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Coopr Residential Mortgage Trust 2025 CES4                                                       | COOPR 2025-CES4 A1A                                                                            | CUSIP: 12636SAA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | CORP              | US        |   4998700 | PA      | $4976731.06    | 0.02%             | 2060-11-25      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS 4.78 03/25/38                                                                              | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  32715000 | PA      | $30148110.76   | 0.11%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL                                                                             | OBX 2022-INV1 A18                                                                              | CUSIP: 67115NAU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10877039 | PA      | $9349032.47    | 0.04%             | 2051-12-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| OAK STREET INVESTMENT                                                                            | OAKIG 2020-1A A1                                                                               | CUSIP: 67181DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10452976 | PA      | $9542106.15    | 0.04%             | 2050-11-20      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS 5.25 02/21/33                                                                              | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2870000 | PA      | $2902792.88    | 0.01%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS 5.7 06/01/34                                                                               | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  14746000 | PA      | $15154371.45   | 0.06%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                            | FN BM3912                                                                                      | CUSIP: 3140J8K28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3704815 | PA      | $3357596.18    | 0.01%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM7069                                                                                      | CUSIP: 3140JB2B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12532364 | PA      | $12019229.02   | 0.05%             | 2050-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BN0012                                                                                      | CUSIP: 3140JGAN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46557 | PA      | $45670.81      | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BN3899                                                                                      | CUSIP: 3140JLKM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    672096 | PA      | $641446.64     | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS 5 09/15/32                                                                                 | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   8260000 | PA      | $8266624.19    | 0.03%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS 5.45 09/15/35                                                                              | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  14687000 | PA      | $14744109.96   | 0.06%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OAKTREE ABF EQUIPMENT ST 2026-1 LLC                                                              | OAKEF 2026-1A A2                                                                               | CUSIP: 67403GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5800000 | PA      | $5797347.49    | 0.02%             | 2033-10-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                                       | OXY 6.625 09/01/30                                                                             | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   5188000 | PA      | $5578818.84    | 0.02%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS 6.2 09/15/55                                                                               | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   8502000 | PA      | $8421294.17    | 0.03%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | COOPR 2025-CES2 A1A                                                                            | CUSIP: 12674UAA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5567772 | PA      | $5581477.50    | 0.02%             | 2060-06-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 5.5 08/03/35                                                                              | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   6388000 | PA      | $6097956.63    | 0.02%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 5.2 09/26/35                                                                              | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  19683000 | PA      | $18462554.80   | 0.07%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BO2983                                                                                      | CUSIP: 3140JXJ58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    544890 | PA      | $491266.63     | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BO3223                                                                                      | CUSIP: 3140JXSM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    540167 | PA      | $520398.66     | 0.00%             | 2034-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Company                                                                              | Walt Disney Company COM DISNEY USD0.01                                                         | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |   2148161 | NS      | $207039757.18  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZK9009                                                                                      | CUSIP: 3131XDAJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    702048 | PA      | $681193.72     | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2025-2                                                             | CMLTI 2025-LTV1 A1                                                                             | CUSIP: 17332XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20951278 | PA      | $20868203.62   | 0.08%             | 2055-12-25      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                                             | CPGX 6.544 11/15/53 144A                                                                       | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13172000 | PA      | $13817897.71   | 0.05%             | 2053-11-15      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Figre Trust 2023-HE1                                                                             | FIGRE 2025-HE2 A                                                                               | CUSIP: 31684KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10414468 | PA      | $10487009.17   | 0.04%             | 2055-03-25      | Variable      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Figre Trust 2023-HE1                                                                             | FIGRE 2025-HE3 A                                                                               | CUSIP: 31684LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11541856 | PA      | $11580573.95   | 0.04%             | 2055-05-25      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 5.95 09/26/55                                                                             | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  12406000 | PA      | $10436804.30   | 0.04%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 6.1 09/26/65                                                                              | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  21986000 | PA      | $18230385.12   | 0.07%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD1840                                                                                      | CUSIP: 3132DPBH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10886084 | PA      | $9668101.00    | 0.04%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD3493                                                                                      | CUSIP: 3132DQ3A2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10831061 | PA      | $9268397.80    | 0.04%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BY3263                                                                                      | CUSIP: 3140NKTV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1148768 | PA      | $1143836.20    | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BY4284                                                                                      | CUSIP: 3140NLXN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    470559 | PA      | $481447.02     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD2897                                                                                      | CUSIP: 3132DQGE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3906115 | PA      | $3969557.28    | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD4668                                                                                      | CUSIP: 3132DSFH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15802260 | PA      | $16241953.09   | 0.06%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Figre Trust 2023-HE1                                                                             | FIGRE 2025-HE5 A                                                                               | CUSIP: 31684MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8116963 | PA      | $8093445.39    | 0.03%             | 2055-08-25      | Variable      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| FIGRE TRUST 2025-HE6                                                                             | FIGRE 2025-HE6 A                                                                               | CUSIP: 31684NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6352425 | PA      | $6297770.27    | 0.02%             | 2055-09-25      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                                             | CPGX 6.497 08/15/43 144A                                                                       | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2548000 | PA      | $2660403.62    | 0.01%             | 2043-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ConocoPhillips                                                                                   | ConocoPhillips COM USD0.01                                                                     | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |   1082241 | NS      | $142855812.00  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Fnma Pass-Thru I                                                                                 | FN BY6374                                                                                      | CUSIP: 3140NPCL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1249051 | PA      | $1269057.33    | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                                 | FN BY6690                                                                                      | CUSIP: 3140NPNG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    683448 | PA      | $681018.35     | 0.00%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COOPR RESIDENTIAL MORTGAGE TRUST 2026-CES1                                                       | COOPR 2026-CES1 A1A                                                                            | CUSIP: 21689GAA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | CORP              | US        |  12231559 | PA      | $12125376.84   | 0.05%             | 2061-01-01      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | COOPR 2025-CES3 A1A                                                                            | CUSIP: 216926AA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13149003 | PA      | $13023730.68   | 0.05%             | 2060-09-25      | Variable      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Figre Trust 2023-HE1                                                                             | FIGRE 2025-HE4 A                                                                               | CUSIP: 31684PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4986997 | PA      | $4989314.69    | 0.02%             | 2055-07-25      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mtg Tr 2017-1                                                                           | FSMT 2021-13IN A2                                                                              | CUSIP: 33853HAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17043991 | PA      | $14773589.33   | 0.06%             | 2051-12-30      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 5.35 05/04/33                                                                             | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  12206000 | PA      | $11882283.09   | 0.05%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 5.7 02/04/36                                                                              | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  12620000 | PA      | $12133982.35   | 0.05%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                                 | FN BY7004                                                                                      | CUSIP: 3140NPYA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    432976 | PA      | $442994.50     | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA0108                                                                                      | CUSIP: 3140Q7DN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    625500 | PA      | $586362.05     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 6.85 02/04/66                                                                             | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   8953000 | PA      | $8230689.87    | 0.03%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding LV Ltd / Madison Park Funding LV LLC                                        | MDPK 2022-55A A1R                                                                              | CUSIP: 55819FAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  37139704 | PA      | $37154169.91   | 0.14%             | 2037-07-20      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BF0619                                                                                      | CUSIP: 3140FXVM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  50116437 | PA      | $41034975.62   | 0.16%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS7607                                                                                      | CUSIP: 3140XPNZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5025414 | PA      | $5200324.82    | 0.02%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS7643                                                                                      | CUSIP: 3140XPP52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12343570 | PA      | $12830281.22   | 0.05%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140Y6DB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5259326 | PA      | $5369994.16    | 0.02%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA3683                                                                                      | CUSIP: 3140QBCV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    260029 | PA      | $254230.11     | 0.00%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA4035                                                                                      | CUSIP: 3140QBPV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    384267 | PA      | $375697.56     | 0.00%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corporation                                                                     | Costco Wholesale Corporation COM USD0.01                                                       | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |    144134 | NS      | $143619441.62  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| CP EF ASSET SECURITIZATION II LLC                                                                | CPEF 2023-1A A                                                                                 | CUSIP: 224092AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    868258 | PA      | $872554.02     | 0.00%             | 2032-03-15      | Fixed         | 7.48%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 995757                                                                                      | CUSIP: 31416CE69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134567 | PA      | $141081.63     | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AB7563                                                                                      | CUSIP: 31417EMM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    513487 | PA      | $473022.19     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Xxxiv Ltd.                                                                  | MDPK 2019-34A A2RR                                                                             | CUSIP: 55819GAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11944000 | PA      | $11920134.69   | 0.05%             | 2037-10-16      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                                      | OCP CLO Ltd 2017-14A A2R                                                                       | CUSIP: 67097QAQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   7550000 | PA      | $7537102.34    | 0.03%             | 2037-07-20      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2025-3                                                                  | FFIN 2025-3A A                                                                                 | CUSIP: 35042TAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11836542 | PA      | $11751791.26   | 0.04%             | 2052-08-15      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| KLA Corp.                                                                                        | KLA Corp. COM USD0.001                                                                         | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |    179151 | NS      | $263783723.91  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSTL COMMERCIAL MORTGAGE TRUST 2026-GATE3                                                        | CSTL 2026-GATE3 A                                                                              | CUSIP: 228920AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5520000 | PA      | $5465984.29    | 0.02%             | 2043-02-10      | Variable      | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Cyprium Corp./Cyprium Holdings Luxembourg S.a r.l.                                               | VGNT 6.125 04/15/31 144A                                                                       | CUSIP: 23292NAA6<br>LEI: 254900V7LN9S9W17X250 | Long             | DBT              | CORP              | N/A       |  12658000 | PA      | $12478477.28   | 0.05%             | 2031-04-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 7 Ltd.                                                                        | OAKC 2020-7A A1R2                                                                              | CUSIP: 67098WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  24903000 | PA      | $24902651.36   | 0.09%             | 2038-07-19      | Variable      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO 2014-6 Ltd.                                                                              | OCP 2025-44A A                                                                                 | CUSIP: 67570UAA0<br>LEI: 2549001TBA76KDJQIQ68 | Long             | ABS-CBDO         | CORP              | KY        |  12300000 | PA      | $12303264.42   | 0.05%             | 2038-10-25      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                          | FN MA1363                                                                                      | CUSIP: 31418AQR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114876 | PA      | $105389.45     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA3521                                                                                      | CUSIP: 31418C4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4511655 | PA      | $4305914.74    | 0.02%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXIV Ltd.                                                            | OCT42 2019-3A A2RR                                                                             | CUSIP: 67576PBA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2354880 | PA      | $2350798.76    | 0.01%             | 2037-07-15      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Oha Credit Partners Xv Limited                                                                   | OAKC 2021-9A A2R                                                                               | CUSIP: 67690AAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  17357000 | PA      | $17282062.89   | 0.07%             | 2037-10-19      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140QC4M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1853300 | PA      | $1562794.31    | 0.01%             | 2050-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA4646                                                                                      | CUSIP: 3140QCEU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2447521 | PA      | $2224610.82    | 0.01%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LEX TRUST 2026-450                                                                               | LEXT 2026-450 A                                                                                | CUSIP: 501970AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8800000 | PA      | $8762226.29    | 0.03%             | 2043-03-15      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST 2024-RTL2                                                                   | LHOME 2024-RTL2 A1                                                                             | CUSIP: 50205JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6506012 | PA      | $6521962.79    | 0.02%             | 2029-03-25      | Variable      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Lam Research Corporation                                                                         | Lam Research Corporation COM NEW                                                               | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |   1326214 | NS      | $283358883.24  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODWARD CAPITAL MANAGEMENT                                                                      | RCKT 2024-CES5 A1A                                                                             | CUSIP: 74938KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14216733 | PA      | $14272061.15   | 0.05%             | 2044-08-25      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| WOODWARD CAPITAL MANAGEMENT                                                                      | RCKT 2024-CES6 A1A                                                                             | CUSIP: 749410AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11472709 | PA      | $11460974.54   | 0.04%             | 2044-09-25      | Variable      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES7                                                                    | RCKT 2024-CES7 A1A                                                                             | CUSIP: 749414AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17530081 | PA      | $17481023.88   | 0.07%             | 2044-10-25      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Cyprium Corp./Cyprium Holdings Luxembourg S.a r.l.                                               | VGNT 6.375 04/15/34 144A                                                                       | CUSIP: 23292NAB4<br>LEI: 254900V7LN9S9W17X250 | Long             | DBT              | CORP              | N/A       |   8196000 | PA      | $7955382.00    | 0.03%             | 2034-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB8543                                                                                      | CUSIP: 3140QUP59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  32986216 | PA      | $34066229.34   | 0.13%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA4378                                                                                      | CUSIP: 31418D2L5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  52597500 | PA      | $42678529.45   | 0.16%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA3774                                                                                      | CUSIP: 31418DFQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8827140 | PA      | $7886865.28    | 0.03%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA3908                                                                                      | CUSIP: 31418DKW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    546360 | PA      | $534214.22     | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA4079                                                                                      | CUSIP: 31418DQ96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7569685 | PA      | $6735133.78    | 0.03%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA5573                                                                                      | CUSIP: 3140QDFP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1730936 | PA      | $1649910.78    | 0.01%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA6635                                                                                      | CUSIP: 3140QELR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  41942545 | PA      | $36154720.97   | 0.14%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB0044                                                                                      | CUSIP: 3140QKBN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1690364 | PA      | $1505670.09    | 0.01%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB0456                                                                                      | CUSIP: 3140QKQJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4549577 | PA      | $3833550.33    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN BB4357                                                                                      | CUSIP: 3617AUZW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1554314 | PA      | $1482558.32    | 0.01%             | 2047-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN BC7161                                                                                      | CUSIP: 3617BA5W9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    223614 | PA      | $213290.95     | 0.00%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                       | Fannie Mae Pool                                                                                | CUSIP: 3140W35Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6075131 | PA      | $6207842.17    | 0.02%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                                 | FN FA3182                                                                                      | CUSIP: 3140W3RC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4193464 | PA      | $4311343.91    | 0.02%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 BH3672                                                                                      | CUSIP: 3617H1CH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    183007 | PA      | $178437.68     | 0.00%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 BH3673                                                                                      | CUSIP: 3617H1CJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1128308 | PA      | $1096712.19    | 0.00%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rckt Mortgage Trust 2024-Ces9                                                                    | RCKT 2024-CES9 A1A                                                                             | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3327176 | PA      | $3336889.28    | 0.01%             | 2044-12-25      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| TRACKSIDE RAIL LLC                                                                               | MWCX 2026-1A A                                                                                 | CUSIP: 89239YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16741000 | PA      | $16352291.47   | 0.06%             | 2056-03-20      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| WOODWARD CAPITAL MANAGEMENT                                                                      | RCKT 2023-CES1 A1A                                                                             | CUSIP: 74935WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000305 | PA      | $2997983.56    | 0.01%             | 2043-06-25      | Variable      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| WOODWARD CAPITAL MANAGEMENT                                                                      | RCKT 2024-CES2 A1A                                                                             | CUSIP: 74938PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12223937 | PA      | $12300978.46   | 0.05%             | 2044-04-25      | Variable      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                                         | AOMT 2019-5 A1                                                                                 | CUSIP: 03464KAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    256659 | PA      | $254425.30     | 0.00%             | 2049-10-25      | Variable      | 2.59%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2019-6                                                                  | AOMT 2019-6 A1                                                                                 | CUSIP: 03464VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    632483 | PA      | $625888.30     | 0.00%             | 2059-11-25      | Variable      | 2.62%                 | Yes           |                  2 | On Loan: No      |
| WOODWARD CAPITAL MANAGEMENT                                                                      | RCKT 2024-CES1 A1A                                                                             | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4584311 | PA      | $4602339.18    | 0.02%             | 2044-02-25      | Variable      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Vantage Data Centers Issuer                                                                      | VDC 2020-2A A2                                                                                 | CUSIP: 92212KAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11511000 | PA      | $10996769.99   | 0.04%             | 2045-09-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                                 | FN FA4600                                                                                      | CUSIP: 3140W5DE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8110706 | PA      | $6869652.50    | 0.03%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                                        | CHASE 2021-CL1 M1                                                                              | CUSIP: 46591HBX7<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | ABS-O            | CORP              | US        |  11944006 | PA      | $11658985.09   | 0.04%             | 2050-02-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2020-3                                                                  | AOMT 2020-3 A2                                                                                 | CUSIP: 03465LAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1431215 | PA      | $1378464.59    | 0.01%             | 2065-04-25      | Variable      | 2.41%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                                         | AOMT 2024-5 A1                                                                                 | CUSIP: 03465YAA5<br>LEI: 25490045FDNHIWZ12934 | Long             | ABS-O            | CORP              | US        |  20982573 | PA      | $20817203.79   | 0.08%             | 2068-07-25      | Variable      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| TransDigm                                                                                        | TransDigm Term Loan M (Incremental) 250 2032-08-01                                             | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |  21031315 | PA      | $21026267.48   | 0.08%             | 2032-08-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                                   | USCLN 2026-RVM1 B1                                                                             | CUSIP: 90355PAJ5<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |   9603000 | PA      | $9555629.94    | 0.04%             | 2046-12-25      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated                                                              | Vertex Pharmaceuticals Incorporated COM USD0.01                                                | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |    352635 | NS      | $157465632.90  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST 2026-CES1                                                       | VSTA 2026-CES1 A1                                                                              | CUSIP: 92790EAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8682885 | PA      | $8587337.70    | 0.03%             | 2056-02-25      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                                         | AOMT 2025-6 A1                                                                                 | CUSIP: 034937AA0<br>LEI: 254900GRN1I3WMM1H095 | Long             | ABS-O            | CORP              | US        |  15722849 | PA      | $15780587.35   | 0.06%             | 2070-04-25      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Ansley Park Capital 2025-A LLC                                                                   | APARK 2025-A A2                                                                                | CUSIP: 03637AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10745330 | PA      | $10759907.82   | 0.04%             | 2035-04-20      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2024-BRBK A                                                                                 | CUSIP: 05613NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  29782657 | PA      | $29940683.99   | 0.11%             | 2041-10-15      | Variable      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2024-AIR2 A                                                                                 | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  26045578 | PA      | $26045414.75   | 0.10%             | 2041-10-15      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Trane Technologies PLC                                                                           | Trane Technologies PLC COM USD1                                                                | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | US        |    388200 | NS      | $161778468.00  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| First Quantum Minerals Ltd.                                                                      | FMCN 6.375 02/15/36 144A                                                                       | CUSIP: 335934AY1<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |  11976000 | PA      | $11521113.20   | 0.04%             | 2036-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Visa Inc                                                                                         | Visa Inc COM STK USD0.0001                                                                     | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    693065 | NS      | $209471965.60  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 4.7 01/31/31 144A                                                                          | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   4237000 | PA      | $4168781.76    | 0.02%             | 2031-01-31      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| CompoSecure/Husky Technologies                                                                   | CompoSecure/Husky Technologies Term Loan B 225 2032-12-31                                      | CUSIP: 20459KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2810000 | PA      | $2797720.30    | 0.01%             | 2033-01-14      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2023-2 LTD/LLC                                                                    | CGMS 2023-2A A1R                                                                               | CUSIP: 14318GAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  33655000 | PA      | $33678884.95   | 0.13%             | 2038-07-20      | Variable      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2024-GPA3 A                                                                                 | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13625522 | PA      | $13620105.61   | 0.05%             | 2039-12-15      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| BX COML MTG TR 2024-AIRC                                                                         | BX 2024-AIRC C                                                                                 | CUSIP: 12433CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10047105 | PA      | $10046782.82   | 0.04%             | 2041-08-15      | Variable      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| Flutter Treasury Designated Activity Co.                                                         | FLTR 5.875 06/04/31 144A                                                                       | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |  10566000 | PA      | $10467630.54   | 0.04%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Aon North America Inc.                                                                           | AON 5.45 03/01/34                                                                              | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  45231000 | PA      | $46191443.65   | 0.18%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Apld Computeco 2 LLC                                                                             | PFORGE 6.75 03/15/31 144A                                                                      | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  24770000 | PA      | $24589652.11   | 0.09%             | 2031-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 5.35 01/31/36 144A                                                                         | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   8338000 | PA      | $8156177.40    | 0.03%             | 2036-01-31      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-VTT                                                   | WFCM 2025-VTT A                                                                                | CUSIP: 94990GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  29711000 | PA      | $29715630.97   | 0.11%             | 2038-03-15      | Variable      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Apple Inc.                                                                                       | Apple Inc. COM USD0.00001                                                                      | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |   3373404 | NS      | $856136201.16  | 3.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Applovin Corp.                                                                                   | APP 5.375 12/01/31                                                                             | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |  18923000 | PA      | $19108668.88   | 0.07%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                                                   | APP 5.5 12/01/34                                                                               | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |  39357000 | PA      | $39031161.43   | 0.15%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                                                   | APP 5.95 12/01/54                                                                              | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |  20293000 | PA      | $18432900.19   | 0.07%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                              | Sell GBP / Buy USD                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2969842.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QG3917                                                                                      | CUSIP: 3133C4K60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1303556 | PA      | $1294162.47    | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QG3912                                                                                      | CUSIP: 3133C4KZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1661715 | PA      | $1688331.27    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Constellation Software Inc.                                                                      | CSUCN 5.158 02/16/29 144A                                                                      | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |   6132000 | PA      | $6154999.17    | 0.02%             | 2029-02-16      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: —       |
| Wells Fargo & Co.                                                                                | WFC V5.244 01/24/31                                                                            | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  17790000 | PA      | $18134791.90   | 0.07%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Wendys Funding Llc                                                                               | WEN 2021-1A A2I                                                                                | CUSIP: 95058XAK4<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |   3567504 | PA      | $3303141.66    | 0.01%             | 2051-06-15      | Fixed         | 2.37%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB2681                                                                                      | CUSIP: 3140QM6T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2013506 | PA      | $1875100.75    | 0.01%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance 2018-Mtg1                                                      | MELLO 2021-INV2 A11                                                                            | CUSIP: 58549XBC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9064886 | PA      | $8474967.47    | 0.03%             | 2051-08-25      | Variable      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Wendys Funding Llc                                                                               | WEN 2021-1A A2II                                                                               | CUSIP: 95058XAL2<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |   9224879 | PA      | $8148403.82    | 0.03%             | 2051-06-15      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| Wendys Funding Llc                                                                               | WEN 2022-1A A2II                                                                               | CUSIP: 95058XAP3<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |   2331539 | PA      | $2220532.52    | 0.01%             | 2052-03-15      | Fixed         | 4.54%                 | Yes           |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                                                     | OCINCC 4.7 02/08/27 *                                                                          | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   2729000 | PA      | $2698150.35    | 0.01%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                                                     | OCINCC 7.95 06/13/28                                                                           | CUSIP: 69120VBB6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   8994000 | PA      | $9213672.60    | 0.04%             | 2028-06-13      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust 2019-A                                                                        | AQFIT 2021-A A                                                                                 | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1601483 | PA      | $1471502.50    | 0.01%             | 2046-07-17      | Fixed         | 1.54%                 | Yes           |                  2 | On Loan: No      |
| Arista Networks Inc                                                                              | Arista Networks Inc COM SHS                                                                    | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |    701284 | NS      | $86103649.52   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| PLYM COMMERCIAL MORTGAGE TRUST 2026-IND                                                          | PLYM 2026-IND A                                                                                | CUSIP: 69292BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12540000 | PA      | $12472942.82   | 0.05%             | 2043-03-15      | Variable      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                | PNC Financial Services Group Inc. COM USD5                                                     | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |    664335 | NS      | $138241470.15  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendys Funding Llc                                                                               | WEN 2025-1A A2I                                                                                | CUSIP: 95058XAR9<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |  13065314 | PA      | $12998705.26   | 0.05%             | 2055-12-15      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Westgate Resorts 2022-1 Llc                                                                      | WESTR 2022-1A A                                                                                | CUSIP: 96034JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    343219 | PA      | $341543.87     | 0.00%             | 2036-08-20      | Fixed         | 1.79%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QG4676                                                                                      | CUSIP: 3133C5FR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    640732 | PA      | $633863.98     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QG4741                                                                                      | CUSIP: 3133C5HS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1241391 | PA      | $1249920.59    | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Asurion LLC / Asurion Co-Issuer Inc.                                                             | ASUCOR 8 12/31/32 144A                                                                         | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |  15976000 | PA      | $16574269.09   | 0.06%             | 2032-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                                                            | ATH 2.646 10/04/31 144A                                                                        | CUSIP: 04685A3E9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  17357000 | PA      | $15049620.82   | 0.06%             | 2031-10-04      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                | PNC V5.222 01/29/31                                                                            | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   6123000 | PA      | $6246042.73    | 0.02%             | 2031-01-29      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                 | Philip Morris International Inc. COM NPV                                                       | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |   1689662 | NS      | $279368715.08  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QG4742                                                                                      | CUSIP: 3133C5HT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2188678 | PA      | $2163802.94    | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QG5055                                                                                      | CUSIP: 3133C5TL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1515347 | PA      | $1498710.53    | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co. LP                                                                   | ATWALD 4.625 11/15/28                                                                          | CUSIP: 049463AF9<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   6110000 | PA      | $6017537.19    | 0.02%             | 2028-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co. LP                                                                   | ATWALD 4.95 11/15/30                                                                           | CUSIP: 049463AG7<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   9657000 | PA      | $9472748.21    | 0.04%             | 2030-11-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QG5161                                                                                      | CUSIP: 3133C5WW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2050633 | PA      | $2027326.82    | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QG6693                                                                                      | CUSIP: 3133C7NJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5244780 | PA      | $5338405.91    | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Voya CLO 2014-4 Ltd                                                                              | VOYA 2024-4A A2                                                                                | CUSIP: 92920KAC3<br>LEI: 549300JHU3YI1LLL3V27 | Long             | ABS-CBDO         | CORP              | KY        |  10074095 | PA      | $10055878.01   | 0.04%             | 2037-07-20      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                                                                                     | Voya CLO Ltd 2025-4A A1                                                                        | CUSIP: 92946DAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   5006000 | PA      | $5006517.62    | 0.02%             | 2038-10-15      | Variable      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co. LP                                                                   | ATWALD 5.25 01/15/33                                                                           | CUSIP: 049463AH5<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   5668000 | PA      | $5489294.08    | 0.02%             | 2033-01-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QG7441                                                                                      | CUSIP: 3133C8HS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3075463 | PA      | $3124723.24    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QN0783                                                                                      | CUSIP: 3133G62Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    802244 | PA      | $771920.74     | 0.00%             | 2034-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XV Ltd/Llc                                                           | BSP 2018-15A A1R                                                                               | CUSIP: 08179MAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  36066000 | PA      | $36079553.60   | 0.14%             | 2037-07-15      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO IV Ltd.                                                              | BSP 2025-43A A                                                                                 | CUSIP: 08179QAA8<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-CBDO         | CORP              | KY        |  31619000 | PA      | $31597388.41   | 0.12%             | 2038-10-20      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| CBAMR 2018-8 LTD/ CBAMR 2018-8 LLC                                                               | CBAMR 2018-5A A1R                                                                              | CUSIP: 12516LAC9<br>LEI: 254900YSCN4KH02DQ033 | Long             | ABS-CBDO         | CORP              | KY        |  16113000 | PA      | $16116847.78   | 0.06%             | 2038-10-18      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                                                             | CCL 5.75 08/01/32 144A                                                                         | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |  20705000 | PA      | $20698266.73   | 0.08%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding Xxxiv Ltd.                                                                  | MDPK 2022-62A A1R2                                                                             | CUSIP: 55817HAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  26531000 | PA      | $26537632.75   | 0.10%             | 2038-07-16      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding Xxxiv Ltd.                                                                  | MDPK 2025-73A A1                                                                               | CUSIP: 55823HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  28500000 | PA      | $28504457.40   | 0.11%             | 2038-10-18      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| MAGNETITE 50 LIMITED                                                                             | MAGNE 2025-50A A1                                                                              | CUSIP: 55956MAA7<br>LEI: 529900LA8YF5OY74OD31 | Long             | ABS-CBDO         | CORP              | KY        |  19768000 | PA      | $19767976.28   | 0.08%             | 2038-07-26      | Variable      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QN0786                                                                                      | CUSIP: 3133G62T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1724290 | PA      | $1660648.64    | 0.01%             | 2034-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QN0951                                                                                      | CUSIP: 3133G7BU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    524249 | PA      | $497896.59     | 0.00%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA1087                                                                                      | CUSIP: 3133KGF45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2513870 | PA      | $2462228.55    | 0.01%             | 2049-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA1088                                                                                      | CUSIP: 3133KGF52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    499085 | PA      | $487954.67     | 0.00%             | 2049-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA1188                                                                                      | CUSIP: 3133KGJ90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2522222 | PA      | $2470409.07    | 0.01%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA1999                                                                                      | CUSIP: 3133KHGG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1780063 | PA      | $1743496.05    | 0.01%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA5285                                                                                      | CUSIP: 3133KL2S5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  34863511 | PA      | $29716283.52   | 0.11%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA5906                                                                                      | CUSIP: 3133KMR31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  32134123 | PA      | $27518362.10   | 0.10%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA9851                                                                                      | CUSIP: 3133KR5L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  33058256 | PA      | $34209214.13   | 0.13%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SE9056                                                                                      | CUSIP: 3133SKBZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5444522 | PA      | $5204216.28    | 0.02%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SI2017                                                                                      | CUSIP: 3133USG21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4990903 | PA      | $4763290.77    | 0.02%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QI2699                                                                                      | CUSIP: 3133W87L1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2794571 | PA      | $2858701.82    | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QA4936                                                                                      | CUSIP: 31346YPV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    792388 | PA      | $706270.66     | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BO7717                                                                                      | CUSIP: 3140K3SF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    255944 | PA      | $246871.28     | 0.00%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BT2256                                                                                      | CUSIP: 3140LQQJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2011507 | PA      | $1720040.53    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BT8021                                                                                      | CUSIP: 3140LW4F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2262297 | PA      | $2256341.73    | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BV2962                                                                                      | CUSIP: 3140MGJG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    673817 | PA      | $576771.22     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB3501                                                                                      | CUSIP: 3140QN3K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6528032 | PA      | $6030718.33    | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB2750                                                                                      | CUSIP: 3140QNBU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  24020122 | PA      | $20414223.18   | 0.08%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB2907                                                                                      | CUSIP: 3140QNGR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5450211 | PA      | $5075150.49    | 0.02%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB3042                                                                                      | CUSIP: 3140QNLY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8076436 | PA      | $6917829.31    | 0.03%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance 2018-Mtg1                                                      | MELLO 2021-INV3 A11                                                                            | CUSIP: 585491BC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11468124 | PA      | $10726411.59   | 0.04%             | 2051-10-25      | Variable      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance 2018-Mtg1                                                      | MELLO 2024-SD1 A1                                                                              | CUSIP: 58550DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7062036 | PA      | $6945555.87    | 0.03%             | 2054-04-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                      | MFF 2025-1A A                                                                                  | CUSIP: 588926AL9<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |   7750000 | PA      | $7747217.60    | 0.03%             | 2039-01-20      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| Monster Beverage Corp                                                                            | Monster Beverage Corp COM USD0.005                                                             | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |   2123299 | NS      | $153854245.54  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-SPL1                                         | MSRM 2025-SPL1 A1                                                                              | CUSIP: 617946AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9877579 | PA      | $9656932.89    | 0.04%             | 2065-02-25      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG 4.734 10/15/30 144A                                                                        | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |  21488000 | PA      | $21279061.43   | 0.08%             | 2030-10-15      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG 5.75 01/15/34 144A                                                                         | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |  11546000 | PA      | $11389256.12   | 0.04%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG 6 01/15/36 144A                                                                            | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |  21628000 | PA      | $21431338.76   | 0.08%             | 2036-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| NRZ Fht Excess LLC                                                                               | NZES 2021-FHT1 A                                                                               | CUSIP: 62955MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3453951 | PA      | $3421770.32    | 0.01%             | 2026-07-25      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mtg LLC / Nrm Fnt1 Excess LLC                                                    | NZES 2024-FNT1 A                                                                               | CUSIP: 62956YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10855705 | PA      | $10926409.41   | 0.04%             | 2031-11-25      | Variable      | 7.40%                 | Yes           |                  2 | On Loan: No      |
| Netflix, Inc.                                                                                    | Netflix, Inc. COM USD0.001                                                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |   2750417 | NS      | $264452594.55  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New Economy Assets Phase 1 Issuer LLC                                                            | USRE 2021-1 B1                                                                                 | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8554000 | PA      | $5292792.63    | 0.02%             | 2061-10-20      | Fixed         | 2.41%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2018-2                                                       | NRZT 2018-2A A1                                                                                | CUSIP: 64828CAA7<br>LEI: 549300U1MV4J7YQZG974 | Long             | ABS-O            | CORP              | US        |    783396 | PA      | $784456.42     | 0.00%             | 2058-02-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Nike, Inc.                                                                                       | Nike, Inc. CLASS'B'COM NPV                                                                     | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |   2368396 | NS      | $125098676.72  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| NRTH COMMERCIAL MORTGAGE TRUST 2025-PARK                                                         | NRTH 2025-PARK A                                                                               | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20952000 | PA      | $20927874.75   | 0.08%             | 2040-10-15      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                                     | NVIDIA Corp. COM USD0.001                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |   8716171 | NS      | $1520100222.40 | 5.78%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                | PNC V6.875 10/20/34                                                                            | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  18085000 | PA      | $19979765.45   | 0.08%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                | PNC V5.401 07/23/35                                                                            | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  21150000 | PA      | $21418500.73   | 0.08%             | 2035-07-23      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RCF3 LLC                                                                               | PRPM 2025-RCF4 A1                                                                              | CUSIP: 69382WAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8034147 | PA      | $7949819.80    | 0.03%             | 2055-08-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PRPM 2024-RCF2 LLC                                                                               | PRPM 2024-RCF2 A1                                                                              | CUSIP: 693987AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4707258 | PA      | $4622433.48    | 0.02%             | 2054-03-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| The Progressive Corporation                                                                      | The Progressive Corporation COM USD1.00                                                        | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |   1289550 | NS      | $255640392.00  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Priority 1 Issuer Logistics DAC                                                                  | PRPM 2025-RPL4 A1                                                                              | CUSIP: 74448NAA2<br>LEI: 635400FLODFXG5M9HI42 | Long             | ABS-O            | CORP              | US        |  15343871 | PA      | $14781910.87   | 0.06%             | 2055-05-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                             | NCLH 5.875 01/15/31 144A                                                                       | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |  38011000 | PA      | $36930188.76   | 0.14%             | 2031-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                             | NCLH 6.25 09/15/33 144A                                                                        | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |  23566000 | PA      | $22866994.73   | 0.09%             | 2033-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| Neuberger Berman Loan Advisers Clo 34 Ltd                                                        | NEUB 2019-32RA A                                                                               | CUSIP: 64135XAA9<br>LEI: 5493009EGZQAPYYVLD80 | Long             | ABS-CBDO         | CORP              | KY        |  24157798 | PA      | $24171048.55   | 0.09%             | 2039-07-20      | Variable      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                              | Royal Bank of Canada                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | CORP              | US        |   2710405 | PA      | $2710405.00    | 0.01%             | 2026-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Janus Henderson Cash Collateral Fund LLC                                                         | Janus Henderson Cash Collateral Fund LLC                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | PF                | US        |  10841620 | NS      | $10841620.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-15

**Name of Applicant:** JANUS INVESTMENT FUND

**Signature:** JESPER NERGAARD

**Name of Signer:** JESPER NERGAARD

**Title:** VP, CFO, TREASURER, AND PRINCIPAL ACCOUNTING OFFICER