# EDGAR Filing Document

**Accession Number:** 0000315554
**File Stem:** 0001145549-25-049335
**Filing Date:** 2025-7
**Character Count:** 399907
**Document Hash:** 58689f3bfa1f406c95cec7ea77cf6e4b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-049335.hdr.sgml**: 20250729

**ACCESSION NUMBER**: 0001145549-25-049335

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250729

**DATE AS OF CHANGE**: 20250729

**PERIOD START**: 20250531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JOHN HANCOCK BOND TRUST
- **CENTRAL INDEX KEY:** 0000315554

**ORGANIZATION NAME:**
- **EIN:** 746122273
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03006
- **FILM NUMBER:** 251158716

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HANCOCK JOHN BOND TRUST/
- **DATE OF NAME CHANGE:** 19970505

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CRITERION BOND FUND /TX/ OLD
- **DATE OF NAME CHANGE:** 19890801

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** INVESTMENT QUALITY INTEREST INC
- **DATE OF NAME CHANGE:** 19850220

## Series and Classes Contracts Data

### John Hancock Investment Grade Bond Fund (Series ID: S000000615)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000001738 | Class A      | TAUSX           |
| C000001740 | Class C      | TCUSX           |
| C000001741 | Class I      | TIUSX           |
| C000153916 | Class R2     | JIGBX           |
| C000153917 | Class R4     | JIGMX           |
| C000153918 | Class R6     | JIGEX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** John Hancock Bond Trust

- **b. Investment Company Act file number:** 811-03006

- **c. CIK number of Registrant:** 0000315554

- **d. LEI of Registrant:** 5493008M2ED2L3NBQL64

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

  - **Telephone number:** 617-543-9634

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

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

- **b. EDGAR series identifier (if any):** S000000615

- **c. LEI of Series:** 549300NEAUL6NCG3W472

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

- **a. Date of fiscal year-end:** 2025-05-31

- **b. Date as of which information is reported:** 2025-05-31

**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:** $3412087855.05

**Total Liabilities:** $12643339.79

**Net Assets:** $3399444515.26

**Cash Not Reported:** $48.99

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -6176.283442000010 | **1-Year:** -136048.600171000000 | **5-Year:** -570275.153045001000 | **10-Year:** -641909.848101000000 | **30-Year:** -160861.961885000000

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

- **3-Month:** -75.791170000000 | **1-Year:** -2462.610786000000 | **5-Year:** -16150.160726000000 | **10-Year:** -7932.391895000000 | **30-Year:** -863.244527000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000001738 | -0.22%               | 0.21%                | -0.67%               |
| Class ID C000001740 | -0.29%               | 0.15%                | -0.73%               |
| Class ID C000001741 | -0.09%               | 0.12%                | -0.53%               |
| Class ID C000153916 | -0.12%               | 0.09%                | -0.57%               |
| Class ID C000153917 | -0.11%               | 0.11%                | -0.55%               |
| Class ID C000153918 | -0.08%               | 0.13%                | -0.53%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1948195.30              | $-19567368.58                              |
| Month 2  | $-864170.14              | $-6354023.22                               |
| Month 3  | $-7406506.73             | $-25478223.10                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NMI Holdings Inc.                                                               | NMI HOLDINGS INC SR UNSECURED 08/29 6                         | CUSIP: 629209AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3328000 | PA      | $3377671.20   | 0.10%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NMLT 2021-INV1 TRUST NLT 2021 INV1 A1 144A                                      | NMLT 2021-INV1 TRUST NLT 2021 INV1 A1 144A                    | CUSIP: 62923JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2482351 | PA      | $2145161.49   | 0.06%             | 2056-05-25      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC SR SECURED 144A 06/29 4.45                     | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   2668000 | PA      | $2596511.95   | 0.08%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC SR SECURED 144A 03/33 7                        | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   3702000 | PA      | $3992940.18   | 0.12%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NRZ EXCESS SPREAD-COLLATERALIZ NZES 2021 FHT1 A 144A                            | NRZ EXCESS SPREAD-COLLATERALIZ NZES 2021 FHT1 A 144A          | CUSIP: 62955MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    278129 | PA      | $269732.98    | 0.01%             | 2026-07-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2022-CP1 NYMT 2022 CP1 A1 144A                                  | NYMT LOAN TRUST 2022-CP1 NYMT 2022 CP1 A1 144A                | CUSIP: 62955VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    797788 | PA      | $740856.75    | 0.02%             | 2061-07-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                               | NATWEST GROUP PLC JR SUBORDINA 12/99 VAR                      | CUSIP: 639057AQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   5287000 | PA      | $5605638.55   | 0.16%             | 2033-11-10      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc.                                            | NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 06/30 2.25        | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   7445000 | PA      | $6620890.69   | 0.19%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc.                                            | NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 09/54 VAR         | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1632000 | PA      | $1654426.94   | 0.05%             | 2054-09-01      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc.                                            | NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 08/55 VAR         | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1852299.55   | 0.05%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc.                                            | NEXTERA ENERGY CAPITAL HOLDING JR SUBORDINA 08/55 VAR         | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    666000 | PA      | $670743.92    | 0.02%             | 2055-08-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                   | NISOURCE INC SR UNSECURED 05/30 3.6                           | CUSIP: 65473PAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2654000 | PA      | $2525463.52   | 0.07%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                 | NORDEA BANK ABP JR SUBORDINA 144A 12/99 VAR                   | CUSIP: 65558RAK5<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |   5163000 | PA      | $4990542.89   | 0.15%             | 2031-09-25      | Variable      | 6.30%                 | No            |                  2 | On Loan: —       |
| OBX 2021-NQM2 TRUST OBX 2021 NQM2 A1 144A                                       | OBX 2021-NQM2 TRUST OBX 2021 NQM2 A1 144A                     | CUSIP: 670857AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1418561 | PA      | $1147613.58   | 0.03%             | 2061-05-25      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM3 TRUST OBX 2021 NQM3 A1 144A                                       | OBX 2021-NQM3 TRUST OBX 2021 NQM3 A1 144A                     | CUSIP: 67114JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1975379 | PA      | $1597388.33   | 0.05%             | 2061-07-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| NXPT COMMERCIAL MORTGAGE TRUST NXPT 2024 STOR A 144A                            | NXPT COMMERCIAL MORTGAGE TRUST NXPT 2024 STOR A 144A          | CUSIP: 67119YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1753000 | PA      | $1710416.83   | 0.05%             | 2041-11-05      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP2 Trust                                                             | OBX 2020-EXP2 TRUST OBX 2020 EXP2 A3 144A                     | CUSIP: 67448VAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    656957 | PA      | $550495.43    | 0.02%             | 2060-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 09/36 6.45             | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   5253000 | PA      | $5162184.56   | 0.15%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 09/30 6.625            | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1905787.62   | 0.06%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 01/32 5.375            | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1399000 | PA      | $1350443.93   | 0.04%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 10/54 6.05             | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   3634000 | PA      | $3158688.79   | 0.09%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike And Infrastructure Commission                                     | OHIO TURNPIKE and INFRASTRUCTURE OHSTRN 02/48 FIXED 3.216     | CUSIP: 67760HNB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1420000 | PA      | $1003329.83   | 0.03%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                                      | ONEOK INC COMPANY GUAR 09/33 6.05                             | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   3502000 | PA      | $3593128.73   | 0.11%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                                      | ONEOK INC COMPANY GUAR 09/53 6.625                            | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   3510000 | PA      | $3540237.39   | 0.10%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 02/53 5.55                           | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5247000 | PA      | $4811571.09   | 0.14%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 02/32 5.25                           | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2375480.13   | 0.07%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc.                                                                    | OVINTIV INC COMPANY GUAR 07/33 6.25                           | CUSIP: 69047QAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1961000 | PA      | $1963640.29   | 0.06%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RIN XII LLC RIN 2025 1A A1 144A                                                 | RIN XII LLC RIN 2025 1A A1 144A                               | CUSIP: 74983UAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1791000 | PA      | $1788743.34   | 0.05%             | 2038-04-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Radian Group Inc.                                                               | RADIAN GROUP INC SR UNSECURED 05/29 6.2                       | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |   5021000 | PA      | $5168929.00   | 0.15%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Regency Centers L.P.                                                            | REGENCY CENTERS LP COMPANY GUAR 07/32 5                       | CUSIP: 75884RBD4<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |   3317000 | PA      | $3310981.47   | 0.10%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT 2024 3 A1 144A                                    | ANGEL OAK MORTGAGE TRUST AOMT 2024 3 A1 144A                  | CUSIP: 03466HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2412632 | PA      | $2377531.30   | 0.07%             | 2068-11-26      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corporation                                                    | ANTERO RESOURCES CORP COMPANY GUAR 144A 03/30 5.375           | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   3606000 | PA      | $3540168.50   | 0.10%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                       | APOLLO DEBT SOLUTIONS BDC SR UNSECURED 04/29 6.9              | CUSIP: 03770DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1538000 | PA      | $1593989.78   | 0.05%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| AQUA FINANCE TRUST 2021-A AQFIT 2021 A A 144A                                   | AQUA FINANCE TRUST 2021-A AQFIT 2021 A A 144A                 | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510322 | PA      | $467603.33    | 0.01%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-NET CSMC 2020 NET A 144A                                              | CSMC 2020-NET CSMC 2020 NET A 144A                            | CUSIP: 126438AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    288121 | PA      | $284835.68    | 0.01%             | 2037-08-15      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| COMM 2020-CX MORTGAGE TRUST COMM 2020 CX D 144A                                 | COMM 2020-CX MORTGAGE TRUST COMM 2020 CX D 144A               | CUSIP: 12656KAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1509000 | PA      | $1214724.02   | 0.04%             | 2046-11-10      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL2TRUST CSMC 2021 RPL2 A1A 144A                                     | CSMC 2021-RPL2TRUST CSMC 2021 RPL2 A1A 144A                   | CUSIP: 12656TAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3626987 | PA      | $3036445.50   | 0.09%             | 2060-01-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-AFC1 TRUST CSMC 2021 AFC1 A1 144A                                     | CSMC 2021-AFC1 TRUST CSMC 2021 AFC1 A1 144A                   | CUSIP: 12657LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2945206 | PA      | $2363688.35   | 0.07%             | 2056-03-25      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-Nqm3 Trust                                                            | CSMC 2021-NQM3 CSMC 2021 NQM3 A1 144A                         | CUSIP: 12660LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    999009 | PA      | $854820.91    | 0.03%             | 2066-04-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM2 CSMC 2021 NQM2 A1 144A                                           | CSMC 2021-NQM2 CSMC 2021 NQM2 A1 144A                         | CUSIP: 12662EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1072745 | PA      | $958707.27    | 0.03%             | 2066-02-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Csmc 2021-Nqm6 Trust                                                            | CSMC 2021-NQM6 TRUST CSMC 2021 NQM6 A1 144A                   | CUSIP: 12662KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2718415 | PA      | $2258182.68   | 0.07%             | 2066-07-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| Cantor Fitzgerald L.P.                                                          | CANTOR FITZGERALD LP SR UNSECURED 144A 12/28 7.2              | CUSIP: 138616AM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5792000 | PA      | $6092707.14   | 0.18%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Capital Power (US Holdings) Inc.                                                | CAPITAL POWER US HOLDINGS INC COMPANY GUAR 144A 06/28 5.257   | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1363000 | PA      | $1371445.54   | 0.04%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Capital Power (US Holdings) Inc.                                                | CAPITAL POWER US HOLDINGS INC COMPANY GUAR 144A 06/35 6.189   | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2304000 | PA      | $2320809.20   | 0.07%             | 2035-06-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                              | CNO GLOBAL FUNDING SECURED 144A 09/29 4.95                    | CUSIP: 18977W2F6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2345000 | PA      | $2342749.62   | 0.07%             | 2029-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B de C.V                                                              | CEMEX SAB DE CV COMPANY GUAR 144A 07/31 3.875                 | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   3320000 | PA      | $3035923.20   | 0.09%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 12/29 4.625                         | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   7915000 | PA      | $7622152.92   | 0.22%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG SR UNSECURED 144A 09/34 VAR                      | CUSIP: 225401BG2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2280000 | PA      | $2410962.38   | 0.07%             | 2034-09-22      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                      | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2280000 | PA      | $2257273.19   | 0.07%             | 2030-02-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 08/31 2.625                         | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   4615000 | PA      | $3908980.22   | 0.11%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc.                                                         | CENTERPOINT ENERGY INC JR SUBORDINA 02/55 VAR                 | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   3249000 | PA      | $3335485.13   | 0.10%             | 2055-02-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc.                                                         | CENTERPOINT ENERGY INC JR SUBORDINA 02/55 VAR                 | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   3237000 | PA      | $3292624.61   | 0.10%             | 2055-02-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 10/35 6.384         | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4715000 | PA      | $4840554.65   | 0.14%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/31 2.8           | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5913000 | PA      | $5191920.12   | 0.15%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc.                                                            | CHENIERE ENERGY INC SR UNSECURED 04/34 5.65                   | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1541789.69   | 0.05%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FandG Annuities and Life Inc.                                                   | FandG ANNUITIES and LIFE INC COMPANY GUAR 06/29 6.5           | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1752983.43   | 0.05%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EXTENET ISSUER LLC EXTNT 2024 1A A2 144A                                        | EXTENET ISSUER LLC EXTNT 2024 1A A2 144A                      | CUSIP: 30227XAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3776000 | PA      | $3772648.42   | 0.11%             | 2054-07-25      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                             | CITADEL FINANCE LLC COMPANY GUAR 144A 02/30 5.9               | CUSIP: 17287HAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1932000 | PA      | $1922790.77   | 0.06%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2023 SMRT A 144A                            | CITIGROUP COMMERCIAL MORTGAGE CGCMT 2023 SMRT A 144A          | CUSIP: 17291NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2512000 | PA      | $2576612.41   | 0.08%             | 2040-10-12      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 11/43 FIXED 4                                          | FREDDIE MAC GOLD POOL FG 11/43 FIXED 4                        | CUSIP: 3128M9YE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    609912 | PA      | $574865.94    | 0.02%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 04/44 FIXED 3.5                                        | FREDDIE MAC GOLD POOL FG 04/44 FIXED 3.5                      | CUSIP: 3128MABR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    292864 | PA      | $271247.03    | 0.01%             | 2044-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 03/43 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 03/43 FIXED 3                        | CUSIP: 31292MFD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1737856 | PA      | $1568286.44   | 0.05%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 01/41 FIXED 4                                          | FREDDIE MAC GOLD POOL FG 01/41 FIXED 4                        | CUSIP: 3129447K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    277476 | PA      | $265207.58    | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SR UNSECURED 05/32 VAR                          | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3383000 | PA      | $2954938.66   | 0.09%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC.                                              | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2018 RP1 A1 144A          | CUSIP: 17326QAA1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    209697 | PA      | $205370.55    | 0.01%             | 2064-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2020 GC46 A2                                | CITIGROUP COMMERCIAL MORTGAGE CGCMT 2020 GC46 A2              | CUSIP: 17328RAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1243596 | PA      | $1217340.90   | 0.04%             | 2053-02-15      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc.                                                   | CITIZENS FINANCIAL GROUP INC SR UNSECURED 04/30 3.25          | CUSIP: 174610AT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    628000 | PA      | $579909.34    | 0.02%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 01/30 VAR                         | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5781000 | PA      | $5869826.91   | 0.17%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 07/35 VAR                         | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4334000 | PA      | $4305744.31   | 0.13%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc.                                                         | MOTOROLA SOLUTIONS INC SR UNSECURED 11/30 2.3                 | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   4836000 | PA      | $4250217.30   | 0.13%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc.                                                         | MOTOROLA SOLUTIONS INC SR UNSECURED 05/31 2.75                | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   4718000 | PA      | $4179865.77   | 0.12%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Arby's Funding Llc                                                              | ARBYS FUNDING LLC ARBYS 2020 1A A2 144A                       | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4533900 | PA      | $4310199.64   | 0.13%             | 2050-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corporation                                                        | ARES CAPITAL CORP SR UNSECURED 06/28 2.875                    | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   3739000 | PA      | $3491080.93   | 0.10%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/43 FIXED 4                              | CUSIP: 3138WAEP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1145186 | PA      | $1085684.96   | 0.03%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/43 FIXED 4                              | CUSIP: 3138WAN94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1089555 | PA      | $1031142.19   | 0.03%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/44 FIXED 4                              | CUSIP: 3138WASP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151440 | PA      | $143531.47    | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/49 FIXED 3.5                            | CUSIP: 3140JVSJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2311351 | PA      | $2075428.45   | 0.06%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/49 FIXED 3                              | CUSIP: 3140JWQJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    974572 | PA      | $843634.95    | 0.02%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/36 FIXED 2                              | CUSIP: 3140KA3R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10078653 | PA      | $9113991.46   | 0.27%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/50 FIXED 2.5                            | CUSIP: 3140KMU73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    787476 | PA      | $653968.42    | 0.02%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/50 FIXED 2                              | CUSIP: 3140KQLP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    931438 | PA      | $740489.19    | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/51 FIXED 2.5                            | CUSIP: 3140L0PD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13736985 | PA      | $11309307.69  | 0.33%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED 5                              | CUSIP: 3140N3AR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8475567 | PA      | $8269302.46   | 0.24%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/47 FIXED 3.5                            | CUSIP: 3140Q75R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    798084 | PA      | $720613.12    | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM3 TRUST GCAT 2021 NQM3 A1 144A                                     | GCAT 2021-NQM3 TRUST GCAT 2021 NQM3 A1 144A                   | CUSIP: 36167HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1332575 | PA      | $1143542.21   | 0.03%             | 2066-05-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/47 FIXED 3.5                            | CUSIP: 3140Q7WR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1310557 | PA      | $1188664.09   | 0.03%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/48 FIXED 4.5                            | CUSIP: 3140Q8WW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    765937 | PA      | $735018.82    | 0.02%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM1 TRUST GCAT 2021 NQM1 A1 144A                                     | GCAT 2021-NQM1 TRUST GCAT 2021 NQM1 A1 144A                   | CUSIP: 36167TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    783952 | PA      | $678670.32    | 0.02%             | 2066-01-25      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. / GLP Financing II Inc.                                        | GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 01/30 4           | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1163000 | PA      | $1098193.69   | 0.03%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/48 FIXED 4.5                            | CUSIP: 3140Q9JB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    697776 | PA      | $668083.20    | 0.02%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. / GLP Financing II Inc.                                        | GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 01/32 3.25        | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1239000 | PA      | $1071874.76   | 0.03%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                             | ALLY FINANCIAL INC COMPANY GUAR 11/31 8                       | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2891000 | PA      | $3234886.39   | 0.10%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                             | GMF FLOORPLAN OWNER REVOLVING GFORT 2024 2A A 144A            | CUSIP: 361886DF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4196000 | PA      | $4280476.39   | 0.13%             | 2031-03-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2020-NQM1                                   | GS MORTGAGE-BACKED SECURITIES GSMBS 2020 NQM1 A1 144A         | CUSIP: 36259WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    211801 | PA      | $199317.14    | 0.01%             | 2060-09-27      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES GSMBS 2021 NQM1 A1 144A                           | GS MORTGAGE-BACKED SECURITIES GSMBS 2021 NQM1 A1 144A         | CUSIP: 36262EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    595573 | PA      | $531343.13    | 0.02%             | 2061-07-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVA GMREV 2024 1 A 144A                              | GM FINANCIAL REVOLVING RECEIVA GMREV 2024 1 A 144A            | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1831000 | PA      | $1863636.11   | 0.05%             | 2036-12-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER COLO 2021 2A A2 144A                                            | DATABANK ISSUER COLO 2021 2A A2 144A                          | CUSIP: 23802WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4037000 | PA      | $3866639.00   | 0.11%             | 2051-10-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust 2021-2                                     | DEEPHAVEN RESIDENTIAL MORTGAGE DRMT 2021 2 A1 144A            | CUSIP: 24381WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1425162 | PA      | $1252636.61   | 0.04%             | 2066-04-25      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 04/34 5.4                           | DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 04/34 5.4         | CUSIP: 24703DBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8393000 | PA      | $8402898.70   | 0.25%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK AG/NEW YORK NY 11/29 VAR                        | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   2382000 | PA      | $2520414.97   | 0.07%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK AG/NEW YORK NY 05/31 VAR                        | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   2317000 | PA      | $2320203.30   | 0.07%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A A 144A                             | DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A A 144A           | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3870000 | PA      | $3662902.37   | 0.11%             | 2049-04-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                               | CAPITAL ONE FINANCIAL CORP SR UNSECURED 11/32 6.7             | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   4001000 | PA      | $4305115.69   | 0.13%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC SR UNSECURED 04/30 3.375                  | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2721375.95   | 0.08%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                                       | DRIVEN BRANDS FUNDING LLC HONK 2024 1A A2 144A                | CUSIP: 26209XAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4090092 | PA      | $4199935.21   | 0.12%             | 2054-10-20      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Enact Holdings Inc.                                                             | ENACT HOLDINGS INC SR UNSECURED 05/29 6.25                    | CUSIP: 29249EAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3578000 | PA      | $3673626.99   | 0.11%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 03/78 VAR                           | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   5021000 | PA      | $4939087.91   | 0.15%             | 2078-03-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 07/80 VAR                           | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   4203000 | PA      | $4060460.17   | 0.12%             | 2080-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I SR UNSECURED 08/34 VAR         | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2256000 | PA      | $2337213.61   | 0.07%             | 2034-08-18      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance and Annuity Association of America                           | TEACHERS INSURANCE and ANNUITY A SUBORDINATED 144A 05/47 4.27 | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |   4724000 | PA      | $3731392.55   | 0.11%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG SR UNSECURED 144A 02/30 VAR                      | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2320000 | PA      | $2366365.32   | 0.07%             | 2030-02-08      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP SR UNSECURED 02/34 VAR                             | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   3757000 | PA      | $3643758.91   | 0.11%             | 2034-02-01      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| COLT 2020-RPL1 TRUST COLT 2020 RPL1 A1 144A                                     | COLT 2020-RPL1 TRUST COLT 2020 RPL1 A1 144A                   | CUSIP: 19687YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4083664 | PA      | $3478537.06   | 0.10%             | 2065-01-25      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| COLT 2021-3 MORTGAGE LOAN TRUS COLT 2021 3 A1 144A                              | COLT 2021-3 MORTGAGE LOAN TRUS COLT 2021 3 A1 144A            | CUSIP: 19688FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1796264 | PA      | $1485704.27   | 0.04%             | 2066-09-27      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| COLT 2021-HX1 MORTGAGE LOAN TR COLT 2021 HX1 A1 144A                            | COLT 2021-HX1 MORTGAGE LOAN TR COLT 2021 HX1 A1 144A          | CUSIP: 19688KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1448911 | PA      | $1235526.99   | 0.04%             | 2066-10-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Company LLC                                          | COLUMBIA PIPELINES HOLDING CO SR UNSECURED 144A 01/34 5.681   | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2473000 | PA      | $2445448.26   | 0.07%             | 2034-01-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 04/31 VAR                  | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2238000 | PA      | $2019657.34   | 0.06%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SUBORDINATED 05/31 VAR                  | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6410000 | PA      | $5836361.66   | 0.17%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 01/30 VAR                  | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3729000 | PA      | $3773216.95   | 0.11%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 04/30 VAR                  | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1833000 | PA      | $1892122.54   | 0.06%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I SR UNSECURED 10/32 VAR         | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3511000 | PA      | $3467208.56   | 0.10%             | 2032-10-21      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I SR UNSECURED 01/36 VAR         | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2352000 | PA      | $2367651.69   | 0.07%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 07/50 4.95           | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1752000 | PA      | $1390025.80   | 0.04%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 05/34 5.8            | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2689000 | PA      | $2657619.83   | 0.08%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2024-2 LTD PLMRS 2024 2A A1 144A                              | PALMER SQUARE CLO 2024-2 LTD PLMRS 2024 2A A1 144A            | CUSIP: 69703LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1695000 | PA      | $1696288.20   | 0.05%             | 2037-07-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc.                                                                    | OVINTIV INC COMPANY GUAR 11/31 7.2                            | CUSIP: 698900AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    434000 | PA      | $460797.19    | 0.01%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                         | PFIZER INVESTMENT ENTERPRISES COMPANY GUAR 05/33 4.75         | CUSIP: 716973AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   3483000 | PA      | $3424868.00   | 0.10%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc.                                                                      | QORVO INC COMPANY GUAR 10/29 4.375                            | CUSIP: 74736KAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1914000 | PA      | $1836687.42   | 0.05%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc.                                                                      | QORVO INC COMPANY GUAR 144A 04/31 3.375                       | CUSIP: 74736KAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2531000 | PA      | $2227065.88   | 0.07%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 6 M2 144A                              | TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 6 M2 144A            | CUSIP: 89172RAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1775000 | PA      | $1743738.52   | 0.05%             | 2055-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 4 A1 144A                              | TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 4 A1 144A            | CUSIP: 89175TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1090751 | PA      | $1026616.43   | 0.03%             | 2058-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2019-1                                                | TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 1 A1 144A            | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    913297 | PA      | $884210.65    | 0.03%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                      | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2880000 | PA      | $3288064.32   | 0.10%             | 2033-11-13      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corporation                                                        | ARES CAPITAL CORP SR UNSECURED 03/29 5.875                    | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1483000 | PA      | $1502779.22   | 0.04%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 08/29 6.35            | CUSIP: 04020EAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1113000 | PA      | $1128190.27   | 0.03%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 02/30 5.6             | CUSIP: 04020EAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2727000 | PA      | $2679783.60   | 0.08%             | 2030-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 03/28 5.7             | CUSIP: 04020EAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    684000 | PA      | $685132.70    | 0.02%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 03/32 6.2             | CUSIP: 04020EAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2377000 | PA      | $2355886.06   | 0.07%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust 2021-1R                                                   | ARROYO MORTGAGE TRUST 2021-1R ARRW 2021 1R A1 144A            | CUSIP: 042853AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    961119 | PA      | $861362.87    | 0.03%             | 2048-10-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FUNDING SECURED 144A 11/31 5.322                | CUSIP: 04685A4D0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2416000 | PA      | $2402469.99   | 0.07%             | 2031-11-13      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                             | ATHENE HOLDING LTD SR UNSECURED 01/31 3.5                     | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   7206000 | PA      | $6684600.79   | 0.20%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 11/46 FIXED 3.5                                        | FREDDIE MAC GOLD POOL FG 11/46 FIXED 3.5                      | CUSIP: 3132WH3H6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    656086 | PA      | $595643.72    | 0.02%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/46 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 10/46 FIXED 3                        | CUSIP: 3132WHBN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    632300 | PA      | $558548.46    | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 01/47 FIXED 3.5                                        | FREDDIE MAC GOLD POOL FG 01/47 FIXED 3.5                      | CUSIP: 3132WKLX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2564622 | PA      | $2338774.52   | 0.07%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 02/47 FIXED 3.5                                        | FREDDIE MAC GOLD POOL FG 02/47 FIXED 3.5                      | CUSIP: 3132WKML9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    588859 | PA      | $536450.11    | 0.02%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 02/47 FIXED 3.5                                        | FREDDIE MAC GOLD POOL FG 02/47 FIXED 3.5                      | CUSIP: 3132WKVH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    368229 | PA      | $335456.35    | 0.01%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 06/47 FIXED 4                                          | FREDDIE MAC GOLD POOL FG 06/47 FIXED 4                        | CUSIP: 3132WNMM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    325624 | PA      | $305815.46    | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 04/47 FIXED 3.5                                        | FREDDIE MAC GOLD POOL FG 04/47 FIXED 3.5                      | CUSIP: 3132XCRY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    439983 | PA      | $401236.66    | 0.01%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 03/48 FIXED 4                                          | FREDDIE MAC GOLD POOL FG 03/48 FIXED 4                        | CUSIP: 3132XXQK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    347549 | PA      | $325863.20    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/49 FIXED 3.5                                             | FREDDIE MAC POOL FR 06/49 FIXED 3.5                           | CUSIP: 31334WD81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    359448 | PA      | $322758.78    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/46 FIXED 3.5                                        | FREDDIE MAC GOLD POOL FG 12/46 FIXED 3.5                      | CUSIP: 31335A2V9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    344844 | PA      | $314045.14    | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/42 FIXED VAR                            | CUSIP: 3138ENGY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    322552 | PA      | $317022.10    | 0.01%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I JR SUBORDINA 12/99 VAR         | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2132000 | PA      | $2140323.33   | 0.06%             | 2030-03-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corporation                                                   | REGIONS FINANCIAL CORP SR UNSECURED 06/30 VAR                 | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |   1462000 | PA      | $1495198.67   | 0.04%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corporation                                                   | REGIONS FINANCIAL CORP SR UNSECURED 09/35 VAR                 | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |   5574000 | PA      | $5474488.05   | 0.16%             | 2035-09-06      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Incorporated                                       | REINSURANCE GROUP OF AMERICA I SUBORDINATED 09/55 VAR         | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |   1433000 | PA      | $1406731.53   | 0.04%             | 2055-09-15      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                                        | RETAINED VANTAGE DATA CENTERS VDCR 2023 1A A2A 144A           | CUSIP: 76134KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3774000 | PA      | $3730739.77   | 0.11%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIN II Ltd.                                                                     | RIN II LTD RIN 2019 1A AR 144A                                | CUSIP: 76676CAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1762000 | PA      | $1765222.70   | 0.05%             | 2038-01-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                              | ROYALTY PHARMA PLC COMPANY GUAR 09/29 5.15                    | CUSIP: 78081BAQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1724000 | PA      | $1743347.59   | 0.05%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SBL Holdings LLC                                                                | SBL HOLDINGS INC SR UNSECURED 144A 02/31 5                    | CUSIP: 78397DAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1496000 | PA      | $1337399.91   | 0.04%             | 2031-02-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEB FUNDING LLC SEB4P 2024 1A A2 144A                                           | SEB FUNDING LLC SEB4P 2024 1A A2 144A                         | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3932000 | PA      | $4002267.20   | 0.12%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/48 3.375                    | CUSIP: 912810SE9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6119000 | PA      | $4731946.98   | 0.14%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/42 3.375                    | CUSIP: 912810TK4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  17251000 | PA      | $14200403.20  | 0.42%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/42 4                        | CUSIP: 912810TM0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  49133000 | PA      | $43995146.96  | 1.29%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC JR SUBORDINA 02/55 VAR                    | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2536000 | PA      | $2627096.95   | 0.08%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC JR SUBORDINA 06/54 VAR                    | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1157000 | PA      | $1215804.53   | 0.04%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                | DOMINO'S PIZZA MASTER ISSUER L DPABS 2019 1A A2 144A          | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1273920 | PA      | $1203508.65   | 0.04%             | 2049-10-25      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                | DOMINO'S PIZZA MASTER ISSUER L DPABS 2021 1A A2I 144A         | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3132422 | PA      | $2906274.44   | 0.09%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                                       | DRIVEN BRANDS FUNDING LLC HONK 2020 2A A2 144A                | CUSIP: 26209XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3264349 | PA      | $3104898.40   | 0.09%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                                       | DRIVEN BRANDS FUNDING LLC HONK 2021 1A A2 144A                | CUSIP: 26209XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3502723 | PA      | $3244868.87   | 0.10%             | 2051-10-20      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                         | DUKE ENERGY CORP SR UNSECURED 09/33 5.75                      | CUSIP: 26441CBZ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   3799000 | PA      | $3941822.27   | 0.12%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAROLINAS LLC 1ST MORTGAGE 01/33 4.95             | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   3218000 | PA      | $3220030.33   | 0.09%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Electricite de France                                                           | ELECTRICITE DE FRANCE SA SR UNSECURED 144A 04/29 5.65         | CUSIP: 268317AY0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   4699000 | PA      | $4852106.86   | 0.14%             | 2029-04-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance B.V.                                                | EMBRAER NETHERLANDS FINANCE BV COMPANY GUAR 144A 07/30 7      | CUSIP: 29082HAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   4049000 | PA      | $4315331.07   | 0.13%             | 2030-07-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/42 FIXED 4                              | CUSIP: 3138E2LN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    382910 | PA      | $364943.11    | 0.01%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/42 FIXED 4                              | CUSIP: 3138E9AZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    727913 | PA      | $692017.97    | 0.02%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/41 FIXED VAR                            | CUSIP: 3138EGFA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129711 | PA      | $127543.57    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/41 FIXED VAR                            | CUSIP: 3138EGNK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1096382 | PA      | $1077399.95   | 0.03%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 4 A1 144A                              | TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 4 A1 144A            | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    959869 | PA      | $917237.53    | 0.03%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2020 TPMT 2020 4 A1 144A                              | TOWD POINT MORTGAGE TRUST 2020 TPMT 2020 4 A1 144A            | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1573344 | PA      | $1420012.99   | 0.04%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2024-1                                                | TOWD POINT MORTGAGE TRUST 2024 TPMT 2024 1 A1 144A            | CUSIP: 89182NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3293415 | PA      | $3325263.62   | 0.10%             | 2064-03-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024 TPMT 2024 3 A1A 144A                             | TOWD POINT MORTGAGE TRUST 2024 TPMT 2024 3 A1A 144A           | CUSIP: 89183FAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1877651 | PA      | $1902646.55   | 0.06%             | 2065-07-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024 TPMT 2024 4 A1A 144A                             | TOWD POINT MORTGAGE TRUST 2024 TPMT 2024 4 A1A 144A           | CUSIP: 89183GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1312607 | PA      | $1307981.31   | 0.04%             | 2064-10-27      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES 2020-SFR TAH 2020 SFR2 A 144A                             | TRICON AMERICAN HOMES 2020-SFR TAH 2020 SFR2 A 144A           | CUSIP: 89613JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2771048 | PA      | $2575429.06   | 0.08%             | 2039-11-17      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE VIII TCF 2020 1A A 144A                                | TRITON CONTAINER FINANCE VIII TCF 2020 1A A 144A              | CUSIP: 89680HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3636893 | PA      | $3351686.70   | 0.10%             | 2045-09-20      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 03/33 VAR                     | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  10712000 | PA      | $9607846.57   | 0.28%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 10/34 VAR                     | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4806000 | PA      | $5154631.81   | 0.15%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 12/35 VAR                     | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2660000 | PA      | $2608671.58   | 0.08%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 01/31 VAR                     | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2087000 | PA      | $2118078.00   | 0.06%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Wendy's Funding LLC                                                             | WENDY'S FUNDING LLC WEN 2021 1A A2I 144A                      | CUSIP: 95058XAK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3592894 | PA      | $3274766.41   | 0.10%             | 2051-06-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN MIDSTREAM OPERATING LP SR UNSECURED 02/30 4.05        | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   2894000 | PA      | $2751136.19   | 0.08%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN MIDSTREAM OPERATING LP SR UNSECURED 11/34 5.45        | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1689423.93   | 0.05%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                           | WHISTLER PIPELINE LLC SR UNSECURED 144A 09/29 5.4             | CUSIP: 96337RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1062000 | PA      | $1065971.64   | 0.03%             | 2029-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                           | WHISTLER PIPELINE LLC SR UNSECURED 144A 09/31 5.7             | CUSIP: 96337RAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1741000 | PA      | $1749089.10   | 0.05%             | 2031-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Willis Engine Structured Trust V                                                | WILLIS ENGINE STRUCTURED TRUST WESTF 2020 A A 144A            | CUSIP: 97064FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    580403 | PA      | $546824.39    | 0.02%             | 2045-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                                            | WINGSTOP FUNDING LLC WSTOP 2020 1A A2 144A                    | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6215350 | PA      | $5865336.92   | 0.17%             | 2050-12-05      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc.                                                                 | AUTONATION INC SR UNSECURED 06/30 4.75                        | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2835000 | PA      | $2783005.48   | 0.08%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                      | AVIS BUDGET RENTAL CAR FUNDING AESOP 2024 1A A 144A           | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   3061000 | PA      | $3121962.57   | 0.09%             | 2030-06-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2020-C6 BBCMS 2020 C6 A2                                   | BBCMS MORTGAGE TRUST 2020-C6 BBCMS 2020 C6 A2                 | CUSIP: 05492TAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    883191 | PA      | $824567.87    | 0.02%             | 2053-02-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BAHA TRUST 2024-MAR BAHA 2024 MAR A 144A                                        | BAHA TRUST 2024-MAR BAHA 2024 MAR A 144A                      | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3582887.35   | 0.11%             | 2041-12-10      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                 | BAE SYSTEMS PLC SR UNSECURED 144A 03/31 5.25                  | CUSIP: 05523RAK3<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    915000 | PA      | $936436.58    | 0.03%             | 2031-03-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 02/42 FIXED 3.5                                        | FREDDIE MAC GOLD POOL FG 02/42 FIXED 3.5                      | CUSIP: 3132GRL66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    492668 | PA      | $458103.85    | 0.01%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED 4                              | CUSIP: 3140QPRL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4794049 | PA      | $4428045.92   | 0.13%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED 4.5                            | CUSIP: 3140QPRX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7134823 | PA      | $6784388.70   | 0.20%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED 5                              | CUSIP: 3140QPTZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4502062 | PA      | $4411490.58   | 0.13%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/55 4.625                    | CUSIP: 912810UG1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  67697000 | PA      | $64566013.75  | 1.90%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/45 4.75                     | CUSIP: 912810UJ5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1963000 | PA      | $1916072.03   | 0.06%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 06/31 4.25                     | CUSIP: 91282CKW0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  93367000 | PA      | $94147490.23  | 2.77%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 01/56 VAR         | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1794000 | PA      | $1768309.79   | 0.05%             | 2056-01-31      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| AGL CORE CLO 31 LTD AGL 2024 31A A 144A                                         | AGL CORE CLO 31 LTD AGL 2024 31A A 144A                       | CUSIP: 00852MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3113000 | PA      | $3120770.05   | 0.09%             | 2037-07-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-2 CLASS AA PAS PASS THRU CE 144A 06/29 3.75                     | AIR CANADA 2015-2 CLASS AA PAS PASS THRU CE 144A 06/29 3.75   | CUSIP: 009088AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1385008 | PA      | $1336418.75   | 0.04%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA SR UNSECURED 144A 01/30 3.75                      | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    880000 | PA      | $825324.30    | 0.02%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA SR UNSECURED 144A 01/31 4                         | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   1805000 | PA      | $1673857.96   | 0.05%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA SR UNSECURED 144A 10/54 5.8                       | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   1474000 | PA      | $1290061.53   | 0.04%             | 2054-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A A2 144A                              | ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A A2 144A            | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    747000 | PA      | $717854.45    | 0.02%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LL ADC 2023 2A A2 144A                              | ALIGNED DATA CENTERS ISSUER LL ADC 2023 2A A2 144A            | CUSIP: 01627AAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2294000 | PA      | $2332702.53   | 0.07%             | 2048-11-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                             | ALLY FINANCIAL INC SR UNSECURED 07/35 VAR                     | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2187000 | PA      | $2175212.46   | 0.06%             | 2035-07-26      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                             | ALLY FINANCIAL INC SR UNSECURED 05/29 VAR                     | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1328000 | PA      | $1341007.03   | 0.04%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 02/29 3.65                          | AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 02/29 3.65        | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1755825 | PA      | $1687047.05   | 0.05%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/32 3.95                          | AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/32 3.95        | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    938525 | PA      | $878647.57    | 0.03%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED VAR                            | CUSIP: 3140XMZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6890514 | PA      | $6349383.13   | 0.19%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/52 FIXED VAR                            | CUSIP: 3140XNL36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1671544 | PA      | $1442265.11   | 0.04%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/54 FIXED VAR                            | CUSIP: 3140XPAG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5905085 | PA      | $5899430.13   | 0.17%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED VAR                            | CUSIP: 3140XPBT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3143882 | PA      | $2993151.32   | 0.09%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 04/32 VAR                   | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9617000 | PA      | $8493514.07   | 0.25%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED VAR                            | CUSIP: 3140XPFX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5147245 | PA      | $4591297.99   | 0.14%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/54 FIXED VAR                            | CUSIP: 3140XPLN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5295427 | PA      | $5283736.75   | 0.16%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                     | BNP PARIBAS SA 144A 05/30 VAR                                 | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2875000 | PA      | $2929534.58   | 0.09%             | 2030-05-20      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| COMM 2018-COR3 MORTGAGE TRUST COMM 2018 COR3 XA                                 | COMM 2018-COR3 MORTGAGE TRUST COMM 2018 COR3 XA               | CUSIP: 12595VAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  25490959 | PA      | $277935.58    | 0.01%             | 2051-05-10      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/54 FIXED VAR                            | CUSIP: 3140XPZ36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4772938 | PA      | $4753451.54   | 0.14%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/54 FIXED VAR                            | CUSIP: 3140XQA31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4574821 | PA      | $4557573.19   | 0.13%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER II CMPDC 2024 1A A1 144A                             | COMPASS DATACENTERS ISSUER II CMPDC 2024 1A A1 144A           | CUSIP: 20469AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2321000 | PA      | $2331393.90   | 0.07%             | 2049-02-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER III CMDC 2025 2A A2 144A                             | COMPASS DATACENTERS ISSUER III CMDC 2025 2A A2 144A           | CUSIP: 20469BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1087000 | PA      | $1088035.48   | 0.03%             | 2050-02-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/52 FIXED VAR                            | CUSIP: 3140XQNE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20341769 | PA      | $17513429.29  | 0.52%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/54 FIXED VAR                            | CUSIP: 3140XR2S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1862757 | PA      | $1859401.84   | 0.05%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CREDIT AGRICOLE SA SUBORDINATED 144A 01/30 3.25               | CUSIP: 225313AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   6407000 | PA      | $5907535.46   | 0.17%             | 2030-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CREDIT AGRICOLE SA 144A 10/29 VAR                             | CUSIP: 22535WAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   3514000 | PA      | $3674123.07   | 0.11%             | 2029-10-03      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc.                                                               | DT MIDSTREAM INC COMPANY GUAR 144A 06/31 4.375                | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6750000 | PA      | $6303713.63   | 0.19%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc.                                                               | DT MIDSTREAM INC COMPANY GUAR 144A 12/34 5.8                  | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1339000 | PA      | $1328111.52   | 0.04%             | 2034-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DAE Funding LLC                                                                 | DAE FUNDING LLC COMPANY GUAR 144A 03/28 3.375                 | CUSIP: 23371DAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |   4053000 | PA      | $3883364.28   | 0.11%             | 2028-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S 144A 03/31 VAR                                | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   3457000 | PA      | $3469165.39   | 0.10%             | 2031-03-04      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER COLO 2021 1A A2 144A                                            | DATABANK ISSUER COLO 2021 1A A2 144A                          | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5539000 | PA      | $5398645.62   | 0.16%             | 2051-02-27      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                               | NATWEST GROUP PLC JR SUBORDINA 12/99 VAR                      | CUSIP: 639057AT5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   3239000 | PA      | $3173322.80   | 0.09%             | 2034-11-19      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| American Airlines 2016-1 Class A Pass Through Trust                             | AMERICAN AIRLINES 2016-1 CLASS PASS THRU CE 07/29 4.1         | CUSIP: 02376WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3609822 | PA      | $3482811.45   | 0.10%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-2 CLASS PASS THRU CE 04/31 3.6                           | AMERICAN AIRLINES 2017-2 CLASS PASS THRU CE 04/31 3.6         | CUSIP: 02377CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1939206 | PA      | $1776006.62   | 0.05%             | 2029-10-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.15                          | AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.15        | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2911201 | PA      | $2666137.04   | 0.08%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                            | ASHTEAD CAPITAL INC COMPANY GUAR 144A 05/33 5.55              | CUSIP: 045054AQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3119000 | PA      | $3088867.93   | 0.09%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                            | ASHTEAD CAPITAL INC COMPANY GUAR 144A 08/32 5.5               | CUSIP: 04505AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4174000 | PA      | $4154535.76   | 0.12%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FUNDING SECURED 144A 10/29 4.721                | CUSIP: 04685A4C2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2065000 | PA      | $2037877.38   | 0.06%             | 2029-10-08      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/44 FIXED VAR                            | CUSIP: 3138ENHB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1460785 | PA      | $1355319.85   | 0.04%             | 2044-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/42 FIXED VAR                            | CUSIP: 3138ETCE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1028457 | PA      | $978640.83    | 0.03%             | 2042-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/51 FIXED VAR                            | CUSIP: 3140XTCP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6935630 | PA      | $6214697.81   | 0.18%             | 2051-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/40 FIXED 4.5                            | CUSIP: 31416XFP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120531 | PA      | $118311.64    | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/41 FIXED 4                              | CUSIP: 31416XJZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163749 | PA      | $156240.19    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/42 FIXED 3.5                            | CUSIP: 31417AX87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    362912 | PA      | $336933.30    | 0.01%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/42 FIXED 3.5                            | CUSIP: 31417CC94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1165504 | PA      | $1081816.25   | 0.03%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/43 FIXED 3                              | CUSIP: 31417GF27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1507196 | PA      | $1353079.91   | 0.04%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/43 FIXED 3.5                            | CUSIP: 31417HBT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    776263 | PA      | $717282.63    | 0.02%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/42 FIXED 4.5                            | CUSIP: 31418ADX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    454137 | PA      | $445303.49    | 0.01%             | 2042-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/46 FIXED 4                              | CUSIP: 31418B5P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    309300 | PA      | $289141.82    | 0.01%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/46 FIXED 4                              | CUSIP: 31418B6V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    553930 | PA      | $517828.97    | 0.02%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/46 FIXED 4                              | CUSIP: 31418BZD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    386429 | PA      | $361485.79    | 0.01%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                             | ATHENE HOLDING LTD JR SUBORDINA 10/54 VAR                     | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1381593.63   | 0.04%             | 2054-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Company L.P.                                            | ATLAS WAREHOUSE LENDING CO LP SR UNSECURED 144A 01/30 6.25    | CUSIP: 049463AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2006000 | PA      | $2014629.55   | 0.06%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Atlassian Corporation                                                           | ATLASSIAN CORP SR UNSECURED 05/29 5.25                        | CUSIP: 049468AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   2071000 | PA      | $2112684.53   | 0.06%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/53 FIXED 5                                               | FREDDIE MAC POOL FR 07/53 FIXED 5                             | CUSIP: 3132DQY83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5876105 | PA      | $5731724.56   | 0.17%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/53 FIXED 4                                               | FREDDIE MAC POOL FR 04/53 FIXED 4                             | CUSIP: 3132DSPT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3294894 | PA      | $3043344.47   | 0.09%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 07/52 FIXED 3.5                           | CUSIP: 3132DSUF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4478321 | PA      | $3997421.97   | 0.12%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/50 FIXED 3                                               | FREDDIE MAC POOL FR 11/50 FIXED 3                             | CUSIP: 3132DSWG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2199020 | PA      | $1896702.09   | 0.06%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/49 FIXED 3.5                                             | FREDDIE MAC POOL FR 12/49 FIXED 3.5                           | CUSIP: 3132DTLK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3747788 | PA      | $3353535.04   | 0.10%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                   | SIXTH STREET LENDING PARTNERS SR UNSECURED 01/30 5.75         | CUSIP: 829932AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1346000 | PA      | $1339433.90   | 0.04%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                   | SIXTH STREET LENDING PARTNERS SR UNSECURED 144A 07/30 6.125   | CUSIP: 829932AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1353000 | PA      | $1367456.48   | 0.04%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1A 144A                              | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1A 144A            | CUSIP: 831943AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3154617 | PA      | $3179378.05   | 0.09%             | 2056-03-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Solventum Corporation                                                           | SOLVENTUM CORP COMPANY GUAR 03/29 5.4                         | CUSIP: 83444MAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2925000 | PA      | $2984993.10   | 0.09%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Solventum Corporation                                                           | SOLVENTUM CORP COMPANY GUAR 03/31 5.45                        | CUSIP: 83444MAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5286000 | PA      | $5411137.01   | 0.16%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                               | SONIC CAPITAL LLC SONIC 2020 1A A2I 144A                      | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2939415 | PA      | $2866107.53   | 0.08%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                               | SONIC CAPITAL LLC SONIC 2020 1A A2II 144A                     | CUSIP: 83546DAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2426970 | PA      | $2318069.95   | 0.07%             | 2050-01-20      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                               | SONIC CAPITAL LLC SONIC 2021 1A A2I 144A                      | CUSIP: 83546DAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2533567 | PA      | $2293587.99   | 0.07%             | 2051-08-20      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                            | SOUTHERN CO/THE SR UNSECURED 06/33 5.2                        | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1228399.83   | 0.04%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                            | SOUTHERN CO/THE SR UNSECURED 03/34 5.7                        | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   2999000 | PA      | $3086874.18   | 0.09%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                            | SOUTHERN CO/THE JR SUBORDINA 03/55 VAR                        | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   3302000 | PA      | $3355875.43   | 0.10%             | 2055-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/54 FIXED 5                                               | FREDDIE MAC POOL FR 12/54 FIXED 5                             | CUSIP: 3132DU6F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5217469 | PA      | $5081119.73   | 0.15%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/54 FIXED 5                                               | FREDDIE MAC POOL FR 11/54 FIXED 5                             | CUSIP: 3132DUNP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1860049 | PA      | $1808533.88   | 0.05%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/54 FIXED 5.5                                             | FREDDIE MAC POOL FR 11/54 FIXED 5.5                           | CUSIP: 3132DUTF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15500139 | PA      | $15461077.25  | 0.45%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/55 FIXED 5.5                                             | FREDDIE MAC POOL FR 01/55 FIXED 5.5                           | CUSIP: 3132DVEF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3413765 | PA      | $3398761.22   | 0.10%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/51 FIXED 2.5                                             | FREDDIE MAC POOL FR 08/51 FIXED 2.5                           | CUSIP: 3132DVLY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5754051 | PA      | $4771327.37   | 0.14%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 12/52 FIXED 4.5                           | CUSIP: 3132DVME2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11204644 | PA      | $10689331.24  | 0.31%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 08/53 FIXED 5.5                           | CUSIP: 3132E0B76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2584804 | PA      | $2575058.61   | 0.08%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4                                               | FREDDIE MAC POOL FR 08/52 FIXED 4                             | CUSIP: 3132E0FV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5160204 | PA      | $4740446.10   | 0.14%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/53 FIXED 5                                               | FREDDIE MAC POOL FR 08/53 FIXED 5                             | CUSIP: 3132E0MD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4064681 | PA      | $3974970.36   | 0.12%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 07/52 FIXED 3.5                           | CUSIP: 3132E0WN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5873581 | PA      | $5235511.91   | 0.15%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 03/43 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 03/43 FIXED 3                        | CUSIP: 3132J7YK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    214606 | PA      | $194317.14    | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 04/43 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 04/43 FIXED 3                        | CUSIP: 3132L5AE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    731637 | PA      | $660280.99    | 0.02%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/46 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 12/46 FIXED 3                        | CUSIP: 3132L8EV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    484269 | PA      | $427632.27    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 03/47 FIXED 4.5                                        | FREDDIE MAC GOLD POOL FG 03/47 FIXED 4.5                      | CUSIP: 3132L8J40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    557439 | PA      | $535982.84    | 0.02%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C29 BBCMS 2024 5C29 A3                               | BBCMS MORTGAGE TRUST 2024-5C29 BBCMS 2024 5C29 A3             | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4187000 | PA      | $4239216.91   | 0.12%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                     | BNP PARIBAS SA JR SUBORDINA 144A 12/99 VAR                    | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1400000 | PA      | $1487309.60   | 0.04%             | 2027-11-17      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| BPCE                                                                            | BPCE SA 144A 01/30 VAR                                        | CUSIP: 05571AAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   2746000 | PA      | $2806089.70   | 0.08%             | 2030-01-18      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2019-OC11 BX 2019 OC11 A 144A                                          | BX TRUST 2019-OC11 BX 2019 OC11 A 144A                        | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1408000 | PA      | $1302504.47   | 0.04%             | 2041-12-09      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BX 2021-MFM1 BX 2021 MFM1 D 144A                                                | BX 2021-MFM1 BX 2021 MFM1 D 144A                              | CUSIP: 05608VAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    851200 | PA      | $849338.02    | 0.02%             | 2034-01-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| BXHPP TRUST 2021-FILM BXHPP 2021 FILM C 144A                                    | BXHPP TRUST 2021-FILM BXHPP 2021 FILM C 144A                  | CUSIP: 05609JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6514000 | PA      | $5931252.35   | 0.17%             | 2036-08-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-CLS BX 2022 CLS A 144A                                            | BX TRUST 2022-CLS BX 2022 CLS A 144A                          | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2199000 | PA      | $2216177.71   | 0.07%             | 2027-10-13      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 04/31 VAR                   | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5771000 | PA      | $5206851.91   | 0.15%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL JR SUBORDINA 05/84 VAR                       | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   4404000 | PA      | $4542470.57   | 0.13%             | 2084-05-26      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC SR UNSECURED 03/30 VAR                           | CUSIP: 06738ECR4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   9772000 | PA      | $10018716.71  | 0.29%             | 2030-03-12      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Bimbo Bakeries USA                                                              | BIMBO BAKERIES USA INC COMPANY GUAR 144A 01/29 6.05           | CUSIP: 09031WAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2598000 | PA      | $2695739.36   | 0.08%             | 2029-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| National Grid plc                                                               | NATIONAL GRID PLC SR UNSECURED 06/33 5.809                    | CUSIP: 636274AE2<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |   4537000 | PA      | $4683884.06   | 0.14%             | 2033-06-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 02/44 FIXED 4                                          | FREDDIE MAC GOLD POOL FG 02/44 FIXED 4                        | CUSIP: 3132M5BQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38297 | PA      | $36241.16     | 0.00%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/44 FIXED 3.5                                        | FREDDIE MAC GOLD POOL FG 12/44 FIXED 3.5                      | CUSIP: 3132QLRW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1225095 | PA      | $1126457.82   | 0.03%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 ALXA C 144A                            | NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 ALXA C 144A          | CUSIP: 63874GAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $476048.46    | 0.01%             | 2043-01-15      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 202 NAVSL 2020 2A A1A 144A                           | NAVIENT STUDENT LOAN TRUST 202 NAVSL 2020 2A A1A 144A         | CUSIP: 63942HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1092460 | PA      | $934354.23    | 0.03%             | 2069-08-26      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| NEIGHBORLY ISSUER LLC NBLY 2021 1A A2 144A                                      | NEIGHBORLY ISSUER LLC NBLY 2021 1A A2 144A                    | CUSIP: 64016NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4598400 | PA      | $4268887.39   | 0.13%             | 2051-04-30      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| NEIGHBORLY ISSUER 2022-1 NBLY 2022 1A A2 144A                                   | NEIGHBORLY ISSUER 2022-1 NBLY 2022 1A A2 144A                 | CUSIP: 64016NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1922422 | PA      | $1754868.38   | 0.05%             | 2052-01-30      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Netflix Inc.                                                                    | NETFLIX INC SR UNSECURED 144A 06/30 4.875                     | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   4756000 | PA      | $4826245.12   | 0.14%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| New Economy Assets - Phase 1 Sponsor LLC                                        | NEW ECONOMY ASSETS - PHASE 1 S USRE 2021 1 A1 144A            | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4682000 | PA      | $4393909.05   | 0.13%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| New Economy Assets - Phase 1 Sponsor LLC                                        | NEW ECONOMY ASSETS - PHASE 1 S USRE 2021 1 B1 144A            | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2405000 | PA      | $2189182.03   | 0.06%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2020-1                                      | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 1A A1B 144A           | CUSIP: 64830TAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700671 | PA      | $652392.47    | 0.02%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                                 | ZAYO ISSUER LLC ZAYO 2025 1A A2 144A                          | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2410000 | PA      | $2421512.81   | 0.07%             | 2055-03-20      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 07/45 FIXED 4                                          | FREDDIE MAC GOLD POOL FG 07/45 FIXED 4                        | CUSIP: 3132QRQT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1392675 | PA      | $1311871.44   | 0.04%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 07/46 FIXED 3.5                                        | FREDDIE MAC GOLD POOL FG 07/46 FIXED 3.5                      | CUSIP: 3132WFDY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    540372 | PA      | $493122.88    | 0.01%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/50 FIXED 3                                               | FREDDIE MAC POOL FR 01/50 FIXED 3                             | CUSIP: 3133A1CC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9833235 | PA      | $8521324.42   | 0.25%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/52 FIXED 3                                               | FREDDIE MAC POOL FR 02/52 FIXED 3                             | CUSIP: 3133B3WS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6570463 | PA      | $5647659.63   | 0.17%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/52 FIXED 4                                               | FREDDIE MAC POOL FR 05/52 FIXED 4                             | CUSIP: 3133BAUW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    217510 | PA      | $201855.85    | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/54 FIXED 5.5                                             | FREDDIE MAC POOL FR 11/54 FIXED 5.5                           | CUSIP: 3133D0LC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1869967 | PA      | $1854443.92   | 0.05%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/49 FIXED 3                                               | FREDDIE MAC POOL FR 12/49 FIXED 3                             | CUSIP: 3133KG6M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6189665 | PA      | $5363864.41   | 0.16%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/49 FIXED 3                                               | FREDDIE MAC POOL FR 09/49 FIXED 3                             | CUSIP: 3133KGP44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4291487 | PA      | $3714910.82   | 0.11%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 06/52 FIXED 3.5                           | CUSIP: 3132DP4T2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6850826 | PA      | $6164398.97   | 0.18%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/52 FIXED 4                                               | FREDDIE MAC POOL FR 05/52 FIXED 4                             | CUSIP: 3133KPGQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15726110 | PA      | $14446866.15  | 0.42%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/41 FIXED VAR                            | CUSIP: 3138EGS62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    920909 | PA      | $905425.61    | 0.03%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED VAR                            | CUSIP: 3140XH4A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14744113 | PA      | $14442887.64  | 0.42%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/51 FIXED VAR                            | CUSIP: 3140XHFS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4449492 | PA      | $4151161.55   | 0.12%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED VAR                            | CUSIP: 3140XHLM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1811838 | PA      | $1681440.06   | 0.05%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED VAR                            | CUSIP: 3140XHMR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8280852 | PA      | $7874129.55   | 0.23%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED VAR                            | CUSIP: 3140XHND5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6183354 | PA      | $5738336.48   | 0.17%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/51 FIXED VAR                            | CUSIP: 3140XHPY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8050828 | PA      | $7495938.20   | 0.22%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/49 FIXED VAR                            | CUSIP: 3140X4XS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2076322 | PA      | $1805796.13   | 0.05%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED VAR                            | CUSIP: 3140XHTL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239269 | PA      | $221898.78    | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED VAR                            | CUSIP: 3140XHVH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    924981 | PA      | $880994.69    | 0.03%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/50 FIXED VAR                            | CUSIP: 3140X56A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4494204 | PA      | $3998959.49   | 0.12%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/49 FIXED VAR                            | CUSIP: 3140X5CA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1128177 | PA      | $976602.13    | 0.03%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/53 FIXED VAR                            | CUSIP: 3140XJ5W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9773690 | PA      | $9295936.28   | 0.27%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED VAR                            | CUSIP: 3140XJGE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5583088 | PA      | $5324135.40   | 0.16%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/37 FIXED VAR                            | CUSIP: 3140XJHD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4415209 | PA      | $4306427.05   | 0.13%             | 2037-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/37 FIXED VAR                            | CUSIP: 3140XJSE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3699691 | PA      | $3598132.02   | 0.11%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/49 FIXED VAR                            | CUSIP: 3140X5FJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    826690 | PA      | $714846.66    | 0.02%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/50 FIXED VAR                            | CUSIP: 3140X5M42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4278300 | PA      | $3837597.83   | 0.11%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/49 FIXED VAR                            | CUSIP: 3140X5Q48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2515570 | PA      | $2346905.55   | 0.07%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/35 FIXED VAR                            | CUSIP: 3140X5QW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3921181 | PA      | $3665684.37   | 0.11%             | 2035-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/37 FIXED VAR                            | CUSIP: 3140XJUA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1858322 | PA      | $1839133.09   | 0.05%             | 2037-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140XJV26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3421523 | PA      | $3418246.07   | 0.10%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/50 FIXED VAR                            | CUSIP: 3140X6A35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6080276 | PA      | $5193066.80   | 0.15%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/50 FIXED VAR                            | CUSIP: 3140X7JY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    434898 | PA      | $361709.80    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/37 FIXED VAR                            | CUSIP: 3140XJVC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5405266 | PA      | $5349451.76   | 0.16%             | 2037-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/52 FIXED VAR                            | CUSIP: 3140XJWE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5906316 | PA      | $5785648.35   | 0.17%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/49 FIXED 3                                               | FREDDIE MAC POOL FR 10/49 FIXED 3                             | CUSIP: 3133KGUW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1623674 | PA      | $1405527.58   | 0.04%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/49 FIXED 3                                               | FREDDIE MAC POOL FR 12/49 FIXED 3                             | CUSIP: 3133KHB54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5046995 | PA      | $4353141.78   | 0.13%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/50 FIXED 3                                               | FREDDIE MAC POOL FR 02/50 FIXED 3                             | CUSIP: 3133KHJN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5386505 | PA      | $4645976.67   | 0.14%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/50 FIXED 3                                               | FREDDIE MAC POOL FR 08/50 FIXED 3                             | CUSIP: 3133KJXK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  23308174 | PA      | $19914422.51  | 0.59%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 04/52 FIXED 3.5                           | CUSIP: 3133KN7G2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  27192895 | PA      | $24383292.14  | 0.72%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/51 FIXED 2.5                                             | FREDDIE MAC POOL FR 12/51 FIXED 2.5                           | CUSIP: 3133KNED1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1435915 | PA      | $1184844.01   | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 03/52 FIXED 3.5                           | CUSIP: 3133KNWD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11427923 | PA      | $10204321.59  | 0.30%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 03/52 FIXED 3.5                           | CUSIP: 3133KNWL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2628993 | PA      | $2358183.73   | 0.07%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED VAR                            | CUSIP: 3140XJWL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5760463 | PA      | $5486532.38   | 0.16%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140XJYB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2277120 | PA      | $2282767.53   | 0.07%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/52 FIXED 5                                               | FREDDIE MAC POOL FR 10/52 FIXED 5                             | CUSIP: 3133KP6W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    585992 | PA      | $572738.37    | 0.02%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/52 FIXED 4                                               | FREDDIE MAC POOL FR 06/52 FIXED 4                             | CUSIP: 3133KPL22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9250184 | PA      | $8497726.38   | 0.25%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 06/52 FIXED 4.5                           | CUSIP: 3133KPLW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4353569 | PA      | $4146541.30   | 0.12%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 5                                               | FREDDIE MAC POOL FR 08/52 FIXED 5                             | CUSIP: 3133KPUL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14003967 | PA      | $13687229.87  | 0.40%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/40 FIXED 4                                          | FREDDIE MAC GOLD POOL FG 12/40 FIXED 4                        | CUSIP: 312944AG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    209672 | PA      | $200516.45    | 0.01%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/52 FIXED 5                                               | FREDDIE MAC POOL FR 09/52 FIXED 5                             | CUSIP: 3133KPXJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15981520 | PA      | $15517276.18  | 0.46%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/53 FIXED 5                                               | FREDDIE MAC POOL FR 06/53 FIXED 5                             | CUSIP: 3133KRJB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3013262 | PA      | $2926982.81   | 0.09%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/50 FIXED VAR                            | CUSIP: 3140X7S59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1954740 | PA      | $1623337.35   | 0.05%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED VAR                            | CUSIP: 3140XJJK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    557098 | PA      | $545716.75    | 0.02%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 01/41 FIXED 4                                          | FREDDIE MAC GOLD POOL FG 01/41 FIXED 4                        | CUSIP: 312944WJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    239163 | PA      | $228428.14    | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 02/41 FIXED 4.5                                        | FREDDIE MAC GOLD POOL FG 02/41 FIXED 4.5                      | CUSIP: 312945ZL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    165901 | PA      | $163321.08    | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/36 FIXED 2                                               | FREDDIE MAC POOL FR 06/36 FIXED 2                             | CUSIP: 3133L8DV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6797236 | PA      | $6191257.14   | 0.18%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/43 FIXED VAR                            | CUSIP: 3138ELB44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    764145 | PA      | $707120.47    | 0.02%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/49 FIXED 3.5                                             | FREDDIE MAC POOL FR 06/49 FIXED 3.5                           | CUSIP: 31329QZD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12239 | PA      | $11008.67     | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/47 FIXED 3                                               | FREDDIE MAC POOL FR 04/47 FIXED 3                             | CUSIP: 3132AEKM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4094553 | PA      | $3582821.87   | 0.11%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/37 FIXED 4                                               | FREDDIE MAC POOL FR 11/37 FIXED 4                             | CUSIP: 3132CW4R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4838901 | PA      | $4704558.51   | 0.14%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/37 FIXED 4                                               | FREDDIE MAC POOL FR 08/37 FIXED 4                             | CUSIP: 3132CWYV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2673842 | PA      | $2607964.04   | 0.08%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/37 FIXED 4                                               | FREDDIE MAC POOL FR 08/37 FIXED 4                             | CUSIP: 3132CWZD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1526537 | PA      | $1486063.76   | 0.04%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/37 FIXED 4                                               | FREDDIE MAC POOL FR 08/37 FIXED 4                             | CUSIP: 3132D6CJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2348756 | PA      | $2285014.77   | 0.07%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/37 FIXED 4.5                                             | FREDDIE MAC POOL FR 12/37 FIXED 4.5                           | CUSIP: 3132D6DC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1096287 | PA      | $1083596.19   | 0.03%             | 2037-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4                                               | FREDDIE MAC POOL FR 08/52 FIXED 4                             | CUSIP: 3132DN5G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10173745 | PA      | $9400207.93   | 0.28%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 08/52 FIXED 4.5                           | CUSIP: 3132DNTK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1161048 | PA      | $1105835.96   | 0.03%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 5                                               | FREDDIE MAC POOL FR 07/52 FIXED 5                             | CUSIP: 3132DNUY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7964420 | PA      | $7804193.85   | 0.23%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/43 FIXED VAR                            | CUSIP: 3138ELJT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130008 | PA      | $120164.70    | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/43 FIXED 3.5                            | CUSIP: 3138W7J54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    169073 | PA      | $156262.80    | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/43 FIXED 4                              | CUSIP: 3138W9MK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    721106 | PA      | $686214.22    | 0.02%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/43 FIXED 4                              | CUSIP: 3138W9VF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    533134 | PA      | $505277.06    | 0.01%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 09/52 FIXED 4.5                           | CUSIP: 3132DNVJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3378148 | PA      | $3217504.98   | 0.09%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 09/52 FIXED 4.5                           | CUSIP: 3132DNYB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3055936 | PA      | $2903692.24   | 0.09%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/48 FIXED 4                              | CUSIP: 3140Q9WT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    536621 | PA      | $501815.01    | 0.01%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/49 FIXED 3.5                            | CUSIP: 3140QB4R6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1545214 | PA      | $1387492.60   | 0.04%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/53 FIXED 5                                               | FREDDIE MAC POOL FR 03/53 FIXED 5                             | CUSIP: 3132DP2Y3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10469445 | PA      | $10226107.07  | 0.30%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/53 FIXED 5                                               | FREDDIE MAC POOL FR 08/53 FIXED 5                             | CUSIP: 3132DQ6B7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7340906 | PA      | $7174298.25   | 0.21%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/34 FIXED 3.5                            | CUSIP: 3140QBAP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    169314 | PA      | $163838.25    | 0.00%             | 2034-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/49 FIXED 4                              | CUSIP: 3140QBHE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    778996 | PA      | $726035.64    | 0.02%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 09/53 FIXED 5.5                           | CUSIP: 3132E0Z47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8814583 | PA      | $8808896.39   | 0.26%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/45 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 12/45 FIXED 3                        | CUSIP: 31335AMG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    623976 | PA      | $551585.24    | 0.02%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/46 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 10/46 FIXED 3                        | CUSIP: 31335AYT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    511700 | PA      | $451056.12    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/46 FIXED 3.5                                        | FREDDIE MAC GOLD POOL FG 10/46 FIXED 3.5                      | CUSIP: 31335AZ84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    797659 | PA      | $716945.89    | 0.02%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 11/48 FIXED 3.5                                        | FREDDIE MAC GOLD POOL FG 11/48 FIXED 3.5                      | CUSIP: 31335B5H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2045177 | PA      | $1859320.94   | 0.05%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/46 FIXED 4                                          | FREDDIE MAC GOLD POOL FG 12/46 FIXED 4                        | CUSIP: 31335B5Z5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    345153 | PA      | $323293.43    | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/46 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 12/46 FIXED 3                        | CUSIP: 31335BC20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1824532 | PA      | $1604306.23   | 0.05%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 04/47 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 04/47 FIXED 3                        | CUSIP: 31335BD45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    330073 | PA      | $290954.22    | 0.01%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 08/48 FIXED 4                                          | FREDDIE MAC GOLD POOL FG 08/48 FIXED 4                        | CUSIP: 31335BXJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    301732 | PA      | $282245.06    | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/27 FIXED 3                              | CUSIP: 3138LWA50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23064 | PA      | $22705.22     | 0.00%             | 2027-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED VAR                            | CUSIP: 3140XJJP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4419823 | PA      | $4214824.85   | 0.12%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED VAR                            | CUSIP: 3140XJL35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6456640 | PA      | $6310605.65   | 0.19%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/49 FIXED 3                              | CUSIP: 3140QBTF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1644458 | PA      | $1406560.55   | 0.04%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/49 FIXED 3                              | CUSIP: 3140QCBQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8745821 | PA      | $7562590.36   | 0.22%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/50 FIXED 3.5                            | CUSIP: 3140QDE67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6363608 | PA      | $5714067.19   | 0.17%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/50 FIXED 2.5                            | CUSIP: 3140QEXU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2059295 | PA      | $1710166.06   | 0.05%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/50 FIXED 2.5                            | CUSIP: 3140QF5Y1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42529 | PA      | $35212.71     | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/36 FIXED 2.5                            | CUSIP: 3140QKLU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8925992 | PA      | $8313708.05   | 0.24%             | 2036-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/51 FIXED 2.5                            | CUSIP: 3140QLWK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13775637 | PA      | $11392787.88  | 0.34%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/50 FIXED VAR                            | CUSIP: 3140X7TK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7604547 | PA      | $6012313.15   | 0.18%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/50 FIXED VAR                            | CUSIP: 3140X7Y37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    712089 | PA      | $594032.83    | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/50 FIXED VAR                            | CUSIP: 3140X8P92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19430547 | PA      | $15289330.35  | 0.45%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/51 FIXED VAR                            | CUSIP: 3140X92S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6472895 | PA      | $5143901.30   | 0.15%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/50 FIXED VAR                            | CUSIP: 3140X9V93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4122709 | PA      | $3699322.46   | 0.11%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/51 FIXED VAR                            | CUSIP: 3140XCB72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2743745 | PA      | $2270859.00   | 0.07%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/51 FIXED VAR                            | CUSIP: 3140XCL97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4041726 | PA      | $3345132.12   | 0.10%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/49 FIXED VAR                            | CUSIP: 3140XDXC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5249162 | PA      | $4744540.26   | 0.14%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/51 FIXED VAR                            | CUSIP: 3140XJLW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5490059 | PA      | $4725000.32   | 0.14%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED VAR                            | CUSIP: 3140XJLZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14715768 | PA      | $14005634.96  | 0.41%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED VAR                            | CUSIP: 3140XJMR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3763150 | PA      | $3475851.73   | 0.10%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED VAR                            | CUSIP: 3140XJPZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3740582 | PA      | $3554229.35   | 0.10%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/52 FIXED VAR                            | CUSIP: 3140XJQ55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11355040 | PA      | $10810632.44  | 0.32%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED VAR                            | CUSIP: 3140XJQE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5527517 | PA      | $5256027.84   | 0.15%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED VAR                            | CUSIP: 3140XJQG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1199999 | PA      | $1142934.86   | 0.03%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/52 FIXED VAR                            | CUSIP: 3140XJQL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3970853 | PA      | $3779233.53   | 0.11%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/50 FIXED VAR                            | CUSIP: 3140XL2S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9049065 | PA      | $8125416.47   | 0.24%             | 2050-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/37 FIXED VAR                            | CUSIP: 3140XL6K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6918760 | PA      | $6301946.61   | 0.19%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/53 FIXED VAR                            | CUSIP: 3140XL7K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17557476 | PA      | $17169968.84  | 0.51%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/53 FIXED VAR                            | CUSIP: 3140XLFJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10528704 | PA      | $10515331.57  | 0.31%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/51 FIXED VAR                            | CUSIP: 3140XLW95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5149829 | PA      | $4419951.68   | 0.13%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/53 FIXED VAR                            | CUSIP: 3140XLZ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2338860 | PA      | $2225263.28   | 0.07%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED VAR                            | CUSIP: 3140XM5R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8705518 | PA      | $7759805.63   | 0.23%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/53 FIXED VAR                            | CUSIP: 3140XMF84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2531114 | PA      | $2520859.13   | 0.07%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/53 FIXED VAR                            | CUSIP: 3140XMJA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4045769 | PA      | $4038101.82   | 0.12%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/51 FIXED VAR                            | CUSIP: 3140XMQZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2548713 | PA      | $1996746.80   | 0.06%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/52 FIXED VAR                            | CUSIP: 3140XMSA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6787544 | PA      | $6262984.11   | 0.18%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                         | CF HIPPOLYTA ISSUER LLC SORT 2021 1A A1 144A                  | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3388099 | PA      | $3262159.26   | 0.10%             | 2061-03-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| CLI Funding VI LLC                                                              | CLI FUNDING VI LLC CLIF 2020 1A A 144A                        | CUSIP: 12563LAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3658744 | PA      | $3377432.58   | 0.10%             | 2045-09-18      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| CLI Funding VIII LLC                                                            | CLI FUNDING VIII LLC CLIF 2021 1A A 144A                      | CUSIP: 12565KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2233334 | PA      | $2034429.61   | 0.06%             | 2046-02-18      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| CLI Funding VIII LLC                                                            | CLI FUNDING VIII LLC CLIF 2022 1A A 144A                      | CUSIP: 12565KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1797504 | PA      | $1628450.01   | 0.05%             | 2047-01-18      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER II CMPDC 2025 1A A1 144A                             | COMPASS DATACENTERS ISSUER II CMPDC 2025 1A A1 144A           | CUSIP: 20469CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2024000 | PA      | $2036517.57   | 0.06%             | 2050-05-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS LL CNSL 2025 1A A2 144A                             | CONSOLIDATED COMMUNICATIONS LL CNSL 2025 1A A2 144A           | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2477000 | PA      | $2503608.43   | 0.07%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | CONSTELLATION ENERGY GENERATIO SR UNSECURED 10/53 6.5         | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1881000 | PA      | $1969081.49   | 0.06%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc.                                                      | CONTINENTAL RESOURCES INC/OK COMPANY GUAR 06/44 4.9           | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   2073000 | PA      | $1588047.83   | 0.05%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc.                                                      | CONTINENTAL RESOURCES INC/OK COMPANY GUAR 144A 01/31 5.75     | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   3894000 | PA      | $3876622.64   | 0.11%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc.                                                      | CONTINENTAL RESOURCES INC/OK COMPANY GUAR 144A 04/32 2.875    | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   2321000 | PA      | $1898660.35   | 0.06%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CoStar Group Inc.                                                               | COSTAR GROUP INC COMPANY GUAR 144A 07/30 2.8                  | CUSIP: 22160NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4414000 | PA      | $3914533.04   | 0.12%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I CYRUS 2023 1A A2 144A                            | CYRUSONE DATA CENTERS ISSUER I CYRUS 2023 1A A2 144A          | CUSIP: 23284BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3796000 | PA      | $3684534.26   | 0.11%             | 2048-04-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I CYRUS 2024 2A A2 144A                            | CYRUSONE DATA CENTERS ISSUER I CYRUS 2024 2A A2 144A          | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3561000 | PA      | $3431532.01   | 0.10%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DB MASTER FINANCE LLC DNKN 2017 1A A2II 144A                  | CUSIP: 233046AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1641675 | PA      | $1616421.28   | 0.05%             | 2047-11-20      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| DBJPM 20-C9 MORTGAGE TRUST DBJPM 2020 C9 A2                                     | DBJPM 20-C9 MORTGAGE TRUST DBJPM 2020 C9 A2                   | CUSIP: 233063AF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1745229 | PA      | $1715108.32   | 0.05%             | 2053-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140XJYP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5699360 | PA      | $5570453.77   | 0.16%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/53 FIXED VAR                            | CUSIP: 3140XK6V7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10678665 | PA      | $10450486.85  | 0.31%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/36 FIXED VAR                            | CUSIP: 3140XKFJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6906189 | PA      | $6253807.38   | 0.18%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/49 FIXED VAR                            | CUSIP: 3140XKTP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8257719 | PA      | $7655022.81   | 0.23%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SUBORDINATED 03/37 VAR                   | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    866000 | PA      | $775598.14    | 0.02%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 04/33 VAR                   | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9712000 | PA      | $9420285.22   | 0.28%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SUBORDINATED 08/35 VAR                   | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7083000 | PA      | $6940290.87   | 0.20%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR                   | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5177000 | PA      | $5259045.10   | 0.15%             | 2030-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                         | BANK OF NEW YORK MELLON CORP/T SR UNSECURED 03/30 VAR         | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1432000 | PA      | $1456370.09   | 0.04%             | 2030-03-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                         | BANK OF NEW YORK MELLON CORP/T SR UNSECURED 02/31 VAR         | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    666000 | PA      | $673080.73    | 0.02%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C31 BBCMS 2024 5C31 A3                               | BBCMS MORTGAGE TRUST 2024-5C31 BBCMS 2024 5C31 A3             | CUSIP: 07336YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    990000 | PA      | $1018766.93   | 0.03%             | 2057-12-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BEACON CONTAINER FINANCE II LL BEACN 2021 1A A 144A                             | BEACON CONTAINER FINANCE II LL BEACN 2021 1A A 144A           | CUSIP: 07359BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2890708 | PA      | $2639814.64   | 0.08%             | 2046-10-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 07/53 FIXED 5.5                           | CUSIP: 3132DQYW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4825666 | PA      | $4822552.74   | 0.14%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/47 FIXED 3.5                                             | FREDDIE MAC POOL FR 08/47 FIXED 3.5                           | CUSIP: 3132DSD58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5979481 | PA      | $5369148.26   | 0.16%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4                                               | FREDDIE MAC POOL FR 08/52 FIXED 4                             | CUSIP: 3132DSE99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2494790 | PA      | $2291850.65   | 0.07%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 07/52 FIXED 3.5                           | CUSIP: 3132DSNV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3047899 | PA      | $2720604.46   | 0.08%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/43 4.75                     | CUSIP: 912810TW8<br>LEI: N/A                  | Long             | DBT              | UST               | US        | 129411000 | PA      | $126878386.61 | 3.73%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/44 4.625                    | CUSIP: 912810UF3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  28674000 | PA      | $27540480.94  | 0.81%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc.                                                  | UNIVERSAL HEALTH SERVICES INC SR SECURED 10/30 2.65           | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3028757.38   | 0.09%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST SERIES 20 VZMT 2024 5 A 144A                               | VERIZON MASTER TRUST SERIES 20 VZMT 2024 5 A 144A             | CUSIP: 92348KDB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6179000 | PA      | $6292482.28   | 0.19%             | 2032-06-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-1                                               | VERUS SECURITIZATION TRUST 202 VERUS 2021 1 A1 144A           | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    950694 | PA      | $839120.84    | 0.02%             | 2066-01-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2020 5 A1 144A                             | VERUS SECURITIZATION TRUST 202 VERUS 2020 5 A1 144A           | CUSIP: 92538CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    299547 | PA      | $289126.49    | 0.01%             | 2065-05-25      | Variable      | 2.22%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R2                                              | VERUS SECURITIZATION TRUST 202 VERUS 2021 R2 A1 144A          | CUSIP: 92538DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    690179 | PA      | $636079.62    | 0.02%             | 2064-02-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-4                                               | VERUS SECURITIZATION TRUST 202 VERUS 2021 4 A1 144A           | CUSIP: 92538HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    878000 | PA      | $723014.37    | 0.02%             | 2066-07-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-5                                               | VERUS SECURITIZATION TRUST 202 VERUS 2021 5 A1 144A           | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1332262 | PA      | $1136955.35   | 0.03%             | 2066-09-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-3                                               | VERUS SECURITIZATION TRUST 202 VERUS 2021 3 A1 144A           | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1462056 | PA      | $1244116.90   | 0.04%             | 2066-06-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                                   | JH COLLATERAL                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   1172044 | NS      | $11723488.02  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| VISIO 2020-1R TRUST VISIO 2020 1R A1 144A                                       | VISIO 2020-1R TRUST VISIO 2020 1R A1 144A                     | CUSIP: 92837MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    731317 | PA      | $698343.98    | 0.02%             | 2055-11-25      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                   | VISTRA OPERATIONS CO LLC SR SECURED 144A 07/29 4.3            | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   5467000 | PA      | $5327667.11   | 0.16%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                   | VISTRA OPERATIONS CO LLC SR SECURED 144A 10/33 6.95           | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2965000 | PA      | $3195751.54   | 0.09%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                   | VISTRA OPERATIONS CO LLC SR SECURED 144A 04/34 6              | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3940000 | PA      | $3995814.04   | 0.12%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                      | VMWARE LLC SR UNSECURED 05/30 4.7                             | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   5006000 | PA      | $4978240.08   | 0.15%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc.                                                           | WASTE MANAGEMENT INC COMPANY GUAR 03/31 1.5                   | CUSIP: 94106LBP3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $2957767.96   | 0.09%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Weir Group Inc.                                                                 | WEIR GROUP INC COMPANY GUAR 144A 05/30 5.35                   | CUSIP: 94877DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2605000 | PA      | $2615686.18   | 0.08%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO PREFERRED STOCK 7.5                        | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |       238 | NS      | $270368.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 5C4 A3                                 | WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 5C4 A3               | CUSIP: 949931AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2009000 | PA      | $2076387.69   | 0.06%             | 2058-05-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/45 FIXED 3.5                            | CUSIP: 3138WEHE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    276154 | PA      | $252818.68    | 0.01%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/45 FIXED 3.5                            | CUSIP: 3138WEKG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1970400 | PA      | $1803310.79   | 0.05%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/46 FIXED 3.5                            | CUSIP: 3138WHL34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    612031 | PA      | $555106.85    | 0.02%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/46 FIXED 3.5                            | CUSIP: 3138WHNL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    414362 | PA      | $376081.90    | 0.01%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/46 FIXED 3                              | CUSIP: 3138WHST0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    707927 | PA      | $623654.70    | 0.02%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/47 FIXED 3                              | CUSIP: 3138WJTD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    975419 | PA      | $859914.16    | 0.03%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc.                                                        | CNO FINANCIAL GROUP INC SR UNSECURED 05/29 5.25               | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   4438000 | PA      | $4429503.80   | 0.13%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/28 FIXED 3                              | CUSIP: 3138WMJG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168275 | PA      | $165203.54    | 0.00%             | 2028-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/44 FIXED 3.5                            | CUSIP: 3138Y16X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1383418 | PA      | $1266286.23   | 0.04%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/45 FIXED 3.5                            | CUSIP: 3138YH3S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1401547 | PA      | $1284820.69   | 0.04%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/46 FIXED 3                              | CUSIP: 3140FEEM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    824731 | PA      | $727585.48    | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc.                                                        | CNO FINANCIAL GROUP INC SR UNSECURED 06/34 6.45               | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1843162.09   | 0.05%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L.P.                                                   | CHENIERE ENERGY PARTNERS LP COMPANY GUAR 01/32 3.25           | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   7787000 | PA      | $6832416.04   | 0.20%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/47 FIXED 4                              | CUSIP: 3140FEZH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1027041 | PA      | $960746.79    | 0.03%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/47 FIXED VAR                            | CUSIP: 3140J5M30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    842165 | PA      | $787805.02    | 0.02%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L.P.                                                   | CHENIERE ENERGY PARTNERS LP COMPANY GUAR 06/33 5.95           | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   3455000 | PA      | $3535140.83   | 0.10%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CIMIC Finance (USA) Pty Ltd                                                     | CIMIC FINANCE USA PTY LTD COMPANY GUAR 144A 03/34 7           | CUSIP: 171873AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   1956000 | PA      | $2048520.60   | 0.06%             | 2034-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/47 FIXED VAR                            | CUSIP: 3140J5XB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1597552 | PA      | $1454956.44   | 0.04%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/47 FIXED VAR                            | CUSIP: 3140J7LP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1182878 | PA      | $1041327.62   | 0.03%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc.                                                   | CITIZENS FINANCIAL GROUP INC SR UNSECURED 04/35 VAR           | CUSIP: 174610BG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2461000 | PA      | $2609300.84   | 0.08%             | 2035-04-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc.                                                   | CITIZENS FINANCIAL GROUP INC SR UNSECURED 07/32 VAR           | CUSIP: 174610BH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5612000 | PA      | $5729070.47   | 0.17%             | 2032-07-23      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/47 FIXED VAR                            | CUSIP: 3140J7PF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    350307 | PA      | $328132.86    | 0.01%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/47 FIXED VAR                            | CUSIP: 3140J7TQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    524432 | PA      | $462495.11    | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/48 FIXED VAR                            | CUSIP: 3140J7V28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1480758 | PA      | $1337019.28   | 0.04%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/48 FIXED VAR                            | CUSIP: 3140J8A60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    776294 | PA      | $704819.40    | 0.02%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc.                                                   | CITIZENS FINANCIAL GROUP INC SR UNSECURED 03/31 VAR           | CUSIP: 174610BJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2464000 | PA      | $2466567.76   | 0.07%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| COLT 2021-2 MORTGAGE LOAN TRUS COLT 2021 2 A1 144A                              | COLT 2021-2 MORTGAGE LOAN TRUS COLT 2021 2 A1 144A            | CUSIP: 19685WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1299100 | PA      | $1083354.85   | 0.03%             | 2066-08-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/48 FIXED VAR                            | CUSIP: 3140J8BK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1082551 | PA      | $1013688.66   | 0.03%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/48 FIXED VAR                            | CUSIP: 3140J8SY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    527872 | PA      | $473002.11    | 0.01%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Company LLC                                        | COLUMBIA PIPELINES OPERATING C SR UNSECURED 144A 08/30 5.927  | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1161000 | PA      | $1206273.00   | 0.04%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Company LLC                                        | COLUMBIA PIPELINES OPERATING C SR UNSECURED 144A 11/33 6.036  | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4067000 | PA      | $4186192.30   | 0.12%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Comerica Incorporated                                                           | COMERICA INC SR UNSECURED 01/30 VAR                           | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |   2152000 | PA      | $2187214.06   | 0.06%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                      | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2832000 | PA      | $2778836.28   | 0.08%             | 2034-08-10      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/33 FIXED VAR                            | CUSIP: 3140J8TL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5200327 | PA      | $5021415.42   | 0.15%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/48 FIXED VAR                            | CUSIP: 3140J9SN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3469103 | PA      | $3019277.95   | 0.09%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/48 FIXED VAR                            | CUSIP: 3140JAKG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    640025 | PA      | $597112.30    | 0.02%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/48 FIXED VAR                            | CUSIP: 3140JATG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    839192 | PA      | $736408.86    | 0.02%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/49 FIXED 3                              | CUSIP: 3140JVEN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2903764 | PA      | $2508188.77   | 0.07%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/49 FIXED 3                              | CUSIP: 3140JVS52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    616072 | PA      | $532145.15    | 0.02%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 01/84 VAR                           | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1974000 | PA      | $2142024.91   | 0.06%             | 2084-01-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP SR UNSECURED 03/45 5.15                    | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2171000 | PA      | $1845531.24   | 0.05%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP SR UNSECURED 07/29 5.25                    | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2146000 | PA      | $2181161.59   | 0.06%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 08/77 VAR          | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   6002000 | PA      | $5905766.33   | 0.17%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/52 FIXED 4                              | CUSIP: 3140QN3W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8238753 | PA      | $7612338.80   | 0.22%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/52 FIXED 2                              | CUSIP: 3140QNDH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  21299058 | PA      | $16626487.39  | 0.49%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | EVERSOURCE ENERGY SR UNSECURED 05/33 5.125                    | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   3035000 | PA      | $2980623.94   | 0.09%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                                              | EXELON CORP SR UNSECURED 04/30 4.05                           | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   3740000 | PA      | $3644548.32   | 0.11%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/52 FIXED 3                              | CUSIP: 3140QNF72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6541732 | PA      | $5602521.10   | 0.16%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/52 FIXED 2.5                            | CUSIP: 3140QNQL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  34181719 | PA      | $28226388.48  | 0.83%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                                              | EXELON CORP JR SUBORDINA 03/55 VAR                            | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    795000 | PA      | $794060.56    | 0.02%             | 2055-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                                              | EXELON CORP SR UNSECURED 03/31 5.125                          | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1998000 | PA      | $2024207.05   | 0.06%             | 2031-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED 4.5                            | CUSIP: 3140QP2V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6780971 | PA      | $6422488.23   | 0.19%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED 4.5                            | CUSIP: 3140QP3D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6844162 | PA      | $6482338.55   | 0.19%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/43 FIXED VAR                            | CUSIP: 3138EK6N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    894423 | PA      | $848051.20    | 0.02%             | 2043-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/42 FIXED VAR                            | CUSIP: 3138EKF34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    478017 | PA      | $431488.17    | 0.01%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/52 FIXED 3.5                            | CUSIP: 3140QPAB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3670766 | PA      | $3274291.33   | 0.10%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/52 FIXED 3.5                            | CUSIP: 3140QPAG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8506228 | PA      | $7566215.47   | 0.22%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 07/35 VAR                  | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3569000 | PA      | $3562177.64   | 0.10%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 10/30 VAR                  | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3654000 | PA      | $3632364.04   | 0.11%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/52 FIXED 4                              | CUSIP: 3140QPAU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6041516 | PA      | $5550067.77   | 0.16%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED 4.5                            | CUSIP: 3140QPX69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4703846 | PA      | $4462522.45   | 0.13%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SARL / JBS USA FOO COMPANY GUAR 144A 04/35 5.95                     | JBS USA LUX SARL / JBS USA FOO COMPANY GUAR 144A 04/35 5.95   | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    834000 | PA      | $849025.58    | 0.02%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc.                                                  | JEFFERIES FINANCIAL GROUP INC SR UNSECURED 04/34 6.2          | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   2919000 | PA      | $2980593.03   | 0.09%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA PASS T PASS THRU CE 11/33 2.75                          | JETBLUE 2019-1 CLASS AA PASS T PASS THRU CE 11/33 2.75        | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2865695 | PA      | $2491283.13   | 0.07%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Keybank National Association                                                    | KEYBANK NA/CLEVELAND OH SR UNSECURED 01/33 5                  | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   3687000 | PA      | $3564625.41   | 0.10%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED 4.5                            | CUSIP: 3140QPYA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4171857 | PA      | $3951307.75   | 0.12%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/51 FIXED VAR                            | CUSIP: 3140XDYY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12611961 | PA      | $10457987.80  | 0.31%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/50 FIXED VAR                            | CUSIP: 3140XECP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2171258 | PA      | $2016858.37   | 0.06%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/49 FIXED VAR                            | CUSIP: 3140XFAS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1746196 | PA      | $1630208.11   | 0.05%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                        | LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR               | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1798000 | PA      | $1747970.11   | 0.05%             | 2031-09-27      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                     | LOCKHEED MARTIN CORP SR UNSECURED 01/33 5.25                  | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   2640000 | PA      | $2715405.79   | 0.08%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/52 FIXED VAR                            | CUSIP: 3140XFGC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4910837 | PA      | $4058313.08   | 0.12%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/52 FIXED VAR                            | CUSIP: 3140XFWE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4248666 | PA      | $3651953.17   | 0.11%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/49 FIXED VAR                            | CUSIP: 3140XFX97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    402115 | PA      | $373269.11    | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/52 FIXED VAR                            | CUSIP: 3140XFYM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11811291 | PA      | $10167192.50  | 0.30%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MFA 2021-NQM1 TRUST MFRA 2021 NQM1 A1 144A                                      | MFA 2021-NQM1 TRUST MFRA 2021 NQM1 A1 144A                    | CUSIP: 55283FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    488488 | PA      | $460894.66    | 0.01%             | 2065-04-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Limited                                                          | MACQUARIE BANK LTD SUBORDINATED 144A 06/30 3.624              | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   2779000 | PA      | $2580444.01   | 0.08%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED VAR                            | CUSIP: 3140XGKT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2970947 | PA      | $2656557.39   | 0.08%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED VAR                            | CUSIP: 3140XGKU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2585797 | PA      | $2314588.94   | 0.07%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Limited                                           | MACQUARIE AIRFINANCE HOLDINGS SR UNSECURED 144A 03/30 5.15    | CUSIP: 55609NAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    799000 | PA      | $787014.36    | 0.02%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                       | WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/32 4.279             | CUSIP: 55903VBC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5987000 | PA      | $5080384.28   | 0.15%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/52 FIXED VAR                            | CUSIP: 3140XGKX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1895903 | PA      | $1705940.89   | 0.05%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/52 FIXED VAR                            | CUSIP: 3140XGNB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2188526 | PA      | $1968559.90   | 0.06%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Maryland Health and Higher Educational Facilities Authority                     | MARYLAND HEALTH and HIGHER EDUCA MDSMED 07/50 FIXED 3.197     | CUSIP: 57421CAW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5081000 | PA      | $3290663.41   | 0.10%             | 2050-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                    | MASSMUTUAL GLOBAL FUNDING II SR SECURED 144A 09/31 4.35       | CUSIP: 57629W3S7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2468000 | PA      | $2405195.08   | 0.07%             | 2031-09-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC                                              | METRONET INFRASTRUCTURE ISSUER MNET 2023 1A A2 144A           | CUSIP: 59170DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2245000 | PA      | $2295321.90   | 0.07%             | 2053-04-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/49 FIXED VAR                            | CUSIP: 3140XGX87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1271295 | PA      | $1186056.61   | 0.03%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 20 IO                 | CUSIP: 38379U6A9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7848344 | PA      | $177830.13    | 0.01%             | 2058-12-16      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 46 IO                 | CUSIP: 38379U7Q3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4802382 | PA      | $180496.59    | 0.01%             | 2057-11-16      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 169 IO                | CUSIP: 38380JFE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5024027 | PA      | $141670.52    | 0.00%             | 2060-01-16      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 68 A                  | CUSIP: 38380JH68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    147076 | PA      | $141281.04    | 0.00%             | 2050-04-16      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 9 IO                  | CUSIP: 38380JMW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4785908 | PA      | $140745.88    | 0.00%             | 2060-01-16      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 69 IO                 | CUSIP: 38380JQ50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1914919 | PA      | $86049.18     | 0.00%             | 2060-04-16      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 114 IO                | CUSIP: 38380MFV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2419811 | PA      | $95499.55     | 0.00%             | 2060-04-16      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 158 IO                | CUSIP: 38380MUV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12350382 | PA      | $725712.16    | 0.02%             | 2061-05-16      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 131 IO                | CUSIP: 38380NPW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6006418 | PA      | $342478.14    | 0.01%             | 2061-07-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 118 IO                | CUSIP: 38380P2F0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  21706196 | PA      | $1141913.07   | 0.03%             | 2062-06-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 137 IO                | CUSIP: 38380P4X9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  31097821 | PA      | $1797743.28   | 0.05%             | 2062-09-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 114 IO                | CUSIP: 38380PT20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  28902263 | PA      | $1561123.95   | 0.05%             | 2062-09-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 92 IO                 | CUSIP: 38380PTT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  19207994 | PA      | $1103672.13   | 0.03%             | 2062-02-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 120 IO                | CUSIP: 38380PV76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  25620890 | PA      | $1515170.77   | 0.04%             | 2062-05-16      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 108 IO                | CUSIP: 38380PWY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  23437791 | PA      | $1352843.35   | 0.04%             | 2062-06-16      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| MandT Bank Corporation                                                          | MandT BANK CORP JR SUBORDINA 12/49 VAR                        | CUSIP: 55261FAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2297000 | PA      | $2264386.28   | 0.07%             | 2026-11-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| MandT Bank Corporation                                                          | MandT BANK CORP SR UNSECURED 01/36 VAR                        | CUSIP: 55261FAV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2723000 | PA      | $2651605.01   | 0.08%             | 2036-01-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2024-SFR1 PROG 2024 SFR1 A 144A                            | PROGRESS RESIDENTIAL 2024-SFR1 PROG 2024 SFR1 A 144A          | CUSIP: 74331QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2747657 | PA      | $2608805.13   | 0.08%             | 2041-02-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR2 PROG 2025 SFR2 A 144A                            | PROGRESS RESIDENTIAL 2025-SFR2 PROG 2025 SFR2 A 144A          | CUSIP: 74334GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1635000 | PA      | $1526950.70   | 0.04%             | 2042-04-17      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR1 PROG 2025 SFR1 A 144A                            | PROGRESS RESIDENTIAL 2025-SFR1 PROG 2025 SFR1 A 144A          | CUSIP: 74334NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2398000 | PA      | $2245924.36   | 0.07%             | 2042-02-17      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted U.S. Logistics Fund L.P.                                      | PROLOGIS TARGETED US LOGISTICS COMPANY GUAR 144A 04/29 5.25   | CUSIP: 74350LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3876000 | PA      | $3966398.40   | 0.12%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/42 FIXED 4                              | CUSIP: 3138M1D54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    683432 | PA      | $649945.04    | 0.02%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/43 FIXED 3.5                            | CUSIP: 3138MJHB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    218477 | PA      | $202603.08    | 0.01%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 194 IO                | CUSIP: 38381LK68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12498277 | PA      | $963614.67    | 0.03%             | 2067-08-16      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 179 XI                | CUSIP: 38381LYJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  27788083 | PA      | $2033454.14   | 0.06%             | 2066-12-16      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 181 IO                | CUSIP: 38383Y3A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6968897 | PA      | $426218.47    | 0.01%             | 2064-07-16      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 197 IO                | CUSIP: 38384GVP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7233998 | PA      | $616827.10    | 0.02%             | 2065-09-16      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                      | HPS CORPORATE LENDING FUND SR UNSECURED 04/32 5.95            | CUSIP: 40440VAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1359000 | PA      | $1339465.95   | 0.04%             | 2032-04-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HI-FI MUSIC IP ISSUER LP HIFI 2022 1A A2 144A                                   | HI-FI MUSIC IP ISSUER LP HIFI 2022 1A A2 144A                 | CUSIP: 428357AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   3306000 | PA      | $3209296.86   | 0.09%             | 2062-02-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| NRZ EXCESS SPREAD-COLLATERALIZ NZES 2020 PLS1 A 144A                            | NRZ EXCESS SPREAD-COLLATERALIZ NZES 2020 PLS1 A 144A          | CUSIP: 433674AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    313124 | PA      | $309192.51    | 0.01%             | 2025-12-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Horizon Mutual Holdings Inc.                                                    | HORIZON MUTUAL HOLDINGS INC SR UNSECURED 144A 11/34 6.2       | CUSIP: 43990FAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3559000 | PA      | $3450144.85   | 0.10%             | 2034-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                              | HUNTINGTON BANCSHARES INC/OH SR UNSECURED 08/29 VAR           | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1471000 | PA      | $1533327.73   | 0.05%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                              | HUNTINGTON BANCSHARES INC/OH SR UNSECURED 01/31 VAR           | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   2082000 | PA      | $2104548.33   | 0.06%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC                                              | METRONET INFRASTRUCTURE ISSUER MNET 2024 1A A2 144A           | CUSIP: 59170JAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3116000 | PA      | $3178478.29   | 0.09%             | 2054-04-20      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC SR UNSECURED 04/32 2.703                | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2045812.56   | 0.06%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC SR UNSECURED 11/29 6.75                 | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   5253000 | PA      | $5615979.73   | 0.17%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC SR UNSECURED 01/31 5.3                  | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   2640000 | PA      | $2656341.34   | 0.08%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MONROE CAPITAL ABS FUNDING 202 MCAF 2021 1A A2 144A                             | MONROE CAPITAL ABS FUNDING 202 MCAF 2021 1A A2 144A           | CUSIP: 610331AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2531576 | PA      | $2498803.06   | 0.07%             | 2031-04-22      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 07/32 VAR                         | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2187000 | PA      | $1862484.24   | 0.05%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SUBORDINATED 09/36 VAR                         | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5848000 | PA      | $4887100.68   | 0.14%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/27 4.125                    | CUSIP: 91282CLX7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   8867000 | PA      | $8916184.18   | 0.26%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 04/30 3.875                    | CUSIP: 91282CMZ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        | 117377000 | PA      | $116909325.43 | 3.44%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 04/32 4                        | CUSIP: 91282CNA5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  76091000 | PA      | $75341979.22  | 2.22%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                        | VANTAGE DATA CENTERS LLC VDC 2020 2A A2 144A                  | CUSIP: 92212KAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2374000 | PA      | $2208957.38   | 0.06%             | 2045-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                  | VAR ENERGI ASA SR UNSECURED 144A 11/32 8                      | CUSIP: 92212WAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |   6954000 | PA      | $7691523.09   | 0.23%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Viatris Inc.                                                                    | VIATRIS INC COMPANY GUAR 06/50 4                              | CUSIP: 92556VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11588000 | PA      | $7414868.83   | 0.22%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                            | VICI PROPERTIES LP SR UNSECURED 05/32 5.125                   | CUSIP: 925650AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6020000 | PA      | $5898913.12   | 0.17%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                            | VICI PROPERTIES LP SR UNSECURED 11/31 5.125                   | CUSIP: 925650AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3770000 | PA      | $3717584.94   | 0.11%             | 2031-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR1 TRUST AMSR 2021 SFR1 B 144A                                      | AMSR 2021-SFR1 TRUST AMSR 2021 SFR1 B 144A                    | CUSIP: 00179DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2695000 | PA      | $2489781.41   | 0.07%             | 2038-06-17      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 09/55 3.55                            | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   6546000 | PA      | $4327443.23   | 0.13%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 03/34 5.05                            | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1259000 | PA      | $1262656.34   | 0.04%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Atlantica Transmision Sur S.A.                                                  | ATLANTICA TRANSMISION SUR SA SR SECURED 144A 04/43 6.875      | CUSIP: 00289LAA3<br>LEI: 549300PQCSQSSZTVDH16 | Long             | DBT              | CORP              | PE        |   1657813 | PA      | $1727632.21   | 0.05%             | 2043-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 01/32 3.3         | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   9102000 | PA      | $8082194.44   | 0.24%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| American Airlines 2017-1 Class A Pass Through Trust                             | AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 08/30 4           | CUSIP: 02378AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2107605 | PA      | $2003238.72   | 0.06%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.5                           | AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.5         | CUSIP: 02378MAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3651572 | PA      | $3214076.74   | 0.09%             | 2032-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 4 A1 144A                              | ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 4 A1 144A            | CUSIP: 03464EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2231113 | PA      | $1866819.34   | 0.05%             | 2065-01-20      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 R1 A1 144A                             | ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 R1 A1 144A           | CUSIP: 034651AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    458621 | PA      | $434902.53    | 0.01%             | 2053-04-25      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 5 A1 144A                              | ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 5 A1 144A            | CUSIP: 03465HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1768297 | PA      | $1510590.15   | 0.04%             | 2066-07-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024- AOMT 2024 5 A1 144A                              | ANGEL OAK MORTGAGE TRUST 2024- AOMT 2024 5 A1 144A            | CUSIP: 03465YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3802593 | PA      | $3762732.27   | 0.11%             | 2068-07-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 2 A1 144A                              | ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 2 A1 144A            | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1261937 | PA      | $1041698.88   | 0.03%             | 2066-06-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 1 A1 144A                              | ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 1 A1 144A            | CUSIP: 31574XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    287760 | PA      | $243474.08    | 0.01%             | 2066-02-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | FIFTH THIRD BANCORP SR UNSECURED 07/30 VAR                    | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1419000 | PA      | $1414312.42   | 0.04%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | FIFTH THIRD BANCORP SR UNSECURED 01/32 VAR                    | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   2483000 | PA      | $2549599.08   | 0.08%             | 2032-01-29      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc.                                                  | FIRST CITIZENS BANCSHARES INC/ SR UNSECURED 03/31 VAR         | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   3408000 | PA      | $3394160.83   | 0.10%             | 2031-03-12      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 C 144A                             | FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 C 144A           | CUSIP: 33767WAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4249000 | PA      | $4072713.24   | 0.12%             | 2038-08-17      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST 2021-1 FSMT 2021 1 A2 144A                              | FLAGSTAR MORTGAGE TRUST 2021-1 FSMT 2021 1 A2 144A            | CUSIP: 33852DAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3275069 | PA      | $2617367.64   | 0.08%             | 2051-02-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Foothill/Eastern Transportation Corridor Agency                                 | FOOTHILL-EASTERN TRANSPORTATIO FOOTRN 01/49 FIXED 4.094       | CUSIP: 345105JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2909000 | PA      | $2293133.86   | 0.07%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/30 4                 | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4254000 | PA      | $3788443.01   | 0.11%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/31 6.054             | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3331000 | PA      | $3245425.94   | 0.10%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/34 5.875             | CUSIP: 350930AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2761000 | PA      | $2767444.04   | 0.08%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/32 6.15              | CUSIP: 350930AC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5720000 | PA      | $5939577.47   | 0.17%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMPANY GUAR 03/43 5.45                  | CUSIP: 35671DBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2224000 | PA      | $2053665.84   | 0.06%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMPANY GUAR 11/34 5.4                   | CUSIP: 35671DBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3054000 | PA      | $3045168.14   | 0.09%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care US Finance III Inc.                                      | FRESENIUS MEDICAL CARE US FINA COMPANY GUAR 144A 06/29 3.75   | CUSIP: 35805BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3219000 | PA      | $3053449.98   | 0.09%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care US Finance III Inc.                                      | FRESENIUS MEDICAL CARE US FINA COMPANY GUAR 144A 02/31 2.375  | CUSIP: 35805BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5975000 | PA      | $5077474.70   | 0.15%             | 2031-02-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                         | GA GLOBAL FUNDING TRUST SECURED 144A 12/31 5.2                | CUSIP: 36143L2Q7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2371000 | PA      | $2353724.73   | 0.07%             | 2031-12-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                             | HOTWIRE FUNDING LLC HWIRE 2021 1 A2 144A                      | CUSIP: 44148JAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3092000 | PA      | $2961576.97   | 0.09%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                | LAZARD GROUP LLC SR UNSECURED 03/29 4.375                     | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |   2662000 | PA      | $2606689.90   | 0.08%             | 2029-03-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                | LAZARD GROUP LLC SR UNSECURED 03/31 6                         | CUSIP: 52107QAL9<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |   1826000 | PA      | $1889756.34   | 0.06%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/53 FIXED 5                              | CUSIP: 31418EXT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7030227 | PA      | $6815746.49   | 0.20%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/40 FIXED 4.5                            | CUSIP: 31418V4W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170282 | PA      | $167447.79    | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/40 FIXED VAR                            | CUSIP: 31419AG43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    741241 | PA      | $729156.74    | 0.02%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/40 FIXED VAR                            | CUSIP: 31419ANB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    787857 | PA      | $752278.00    | 0.02%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/40 FIXED 4                              | CUSIP: 31419LZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    409291 | PA      | $390845.79    | 0.01%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/55 FIXED 5.5                                             | FREDDIE MAC POOL FR 02/55 FIXED 5.5                           | CUSIP: 31427MLM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6339392 | PA      | $6323415.90   | 0.19%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/54 FIXED 4.5                                             | FREDDIE MAC POOL FR 02/54 FIXED 4.5                           | CUSIP: 31427MZ79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4538467 | PA      | $4310946.39   | 0.13%             | 2054-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| First Horizon Corporation                                                       | FIRST HORIZON CORP SR UNSECURED 03/31 VAR                     | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |   2049000 | PA      | $2060776.50   | 0.06%             | 2031-03-07      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 109 IO                | CUSIP: 38379RG98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4637129 | PA      | $59592.67     | 0.00%             | 2057-04-16      | Variable      | 0.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 174 IO                | CUSIP: 38379RJU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2857294 | PA      | $119448.90    | 0.00%             | 2056-11-16      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 22 IO                 | CUSIP: 38379RNC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    844528 | PA      | $31115.95     | 0.00%             | 2057-12-16      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 41 IO                 | CUSIP: 38379RPH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3227618 | PA      | $85691.33     | 0.00%             | 2058-07-16      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 54 IO                 | CUSIP: 38379RSG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2969435 | PA      | $102055.32    | 0.00%             | 2058-12-16      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 61 IO                 | CUSIP: 38379RSQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1874303 | PA      | $67523.44     | 0.00%             | 2059-05-16      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 124 IO                | CUSIP: 38379RW58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3295643 | PA      | $114512.40    | 0.00%             | 2059-01-16      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 74 IO                 | CUSIP: 38379RZB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1131697 | PA      | $19013.64     | 0.00%             | 2058-09-16      | Variable      | 0.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 89 IO                 | CUSIP: 38379RZH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    570087 | PA      | $14996.98     | 0.00%             | 2059-07-16      | Variable      | 0.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 119 IO                | CUSIP: 38380PY57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9730446 | PA      | $452300.32    | 0.01%             | 2062-08-16      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 150 IO                | CUSIP: 38380RBL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14712201 | PA      | $1028319.59   | 0.03%             | 2062-12-16      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 40 IO                 | CUSIP: 38380RE71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7310352 | PA      | $449296.42    | 0.01%             | 2063-02-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 170 IO                | CUSIP: 38380RGN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  22522561 | PA      | $1451932.69   | 0.04%             | 2062-11-16      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 3 IO                  | CUSIP: 38380RQC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  34906824 | PA      | $2227093.79   | 0.07%             | 2062-09-16      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 10 IO                 | CUSIP: 38380RQU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14068088 | PA      | $1033410.77   | 0.03%             | 2063-05-16      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 11 IO                 | CUSIP: 38380RRL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  21777228 | PA      | $1585896.11   | 0.05%             | 2062-12-16      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 53 IO                 | CUSIP: 38381E3Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2309186 | PA      | $107548.48    | 0.00%             | 2064-06-16      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 21 IO                 | CUSIP: 38381ERF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6586514 | PA      | $371196.83    | 0.01%             | 2063-10-16      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 30 IO                 | CUSIP: 38381H2V2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12354994 | PA      | $842155.93    | 0.02%             | 2064-11-16      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA COMPANY GUAR 144A 07/31 3.1                       | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   1392000 | PA      | $1212827.94   | 0.04%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/38 FIXED 4.5                                             | FREDDIE MAC POOL FR 01/38 FIXED 4.5                           | CUSIP: 3132D6DJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    761379 | PA      | $752565.84    | 0.02%             | 2038-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/38 FIXED 4.5                                             | FREDDIE MAC POOL FR 02/38 FIXED 4.5                           | CUSIP: 3132D6DR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6272415 | PA      | $6199806.16   | 0.18%             | 2038-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K050 X1                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K050 X1                   | CUSIP: 3137BLWA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  55825529 | PA      | $14246.67     | 0.00%             | 2025-08-25      | Variable      | 0.29%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K053 X1                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K053 X1                   | CUSIP: 3137BN6H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  22887612 | PA      | $80786.40     | 0.00%             | 2025-12-25      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K054 X1                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K054 X1                   | CUSIP: 3137BNGU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18196231 | PA      | $96232.59     | 0.00%             | 2026-01-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/41 FIXED 4.5                            | CUSIP: 3138AFVY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    218795 | PA      | $214576.89    | 0.01%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/41 FIXED 4                              | CUSIP: 3138ALM38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    724574 | PA      | $691412.00    | 0.02%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/41 FIXED 4                              | CUSIP: 3138AM7A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    422482 | PA      | $402536.21    | 0.01%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/41 FIXED 4                              | CUSIP: 3138ARZ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243895 | PA      | $232201.26    | 0.01%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/41 FIXED 4                              | CUSIP: 3138ASR38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    463158 | PA      | $441237.78    | 0.01%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/41 FIXED 4.5                            | CUSIP: 3138E0RS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    603836 | PA      | $592726.51    | 0.02%             | 2041-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/42 FIXED 4                              | CUSIP: 3138E2GH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130161 | PA      | $123953.49    | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED 4                              | CUSIP: 3140QPKY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4241678 | PA      | $3896637.85   | 0.11%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED 4.5                            | CUSIP: 3140QPPN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6784708 | PA      | $6451469.83   | 0.19%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED 4                              | CUSIP: 3140QPRJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14122137 | PA      | $13070458.47  | 0.38%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE VIII TCF 2021 1A A 144A                                | TRITON CONTAINER FINANCE VIII TCF 2021 1A A 144A              | CUSIP: 89680HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2158375 | PA      | $1950572.75   | 0.06%             | 2046-03-20      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                    | TRUIST FINANCIAL CORP SR UNSECURED 06/34 VAR                  | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   7432000 | PA      | $7613930.45   | 0.22%             | 2034-06-08      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                    | TRUIST FINANCIAL CORP SR UNSECURED 10/29 VAR                  | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2252000 | PA      | $2424366.93   | 0.07%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                    | TRUIST FINANCIAL CORP SR UNSECURED 08/32 VAR                  | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   3442000 | PA      | $3460999.05   | 0.10%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-1 CLASS A PASS THRU CE 08/31 4.55                          | UNITED AIRLINES 2019-1 CLASS A PASS THRU CE 08/31 4.55        | CUSIP: 90931EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1264160 | PA      | $1163395.28   | 0.03%             | 2031-08-25      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2020-1 CLASS A PASS THRU CE 04/29 5.875                         | UNITED AIRLINES 2020-1 CLASS A PASS THRU CE 04/29 5.875       | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3580642 | PA      | $3644206.02   | 0.11%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United Airlines 2016-1 Class A Pass Through Trust                               | UNITED AIRLINES 2016-1 CLASS A PASS THRU CE 01/30 3.45        | CUSIP: 90931MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3701686 | PA      | $3516866.65   | 0.10%             | 2028-07-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2023-1 CLASS A PASS THRU CE 07/37 5.8                           | UNITED AIRLINES 2023-1 CLASS A PASS THRU CE 07/37 5.8         | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3738144 | PA      | $3741789.91   | 0.11%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2024-1 CLASS A PASS THRU CE 08/38 5.45                          | UNITED AIRLINES 2024-1 CLASS A PASS THRU CE 08/38 5.45        | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3014536 | PA      | $2994372.29   | 0.09%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2024-1 CLASS A PASS THRU CE 08/38 5.875                         | UNITED AIRLINES 2024-1 CLASS A PASS THRU CE 08/38 5.875       | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2771668 | PA      | $2711798.69   | 0.08%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/35 4.25                     | CUSIP: 91282CNC1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  63692000 | PA      | $62975465.00  | 1.85%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber ABS Issuer LLC                                                      | UNITI FIBER ABS ISSUER LLC UNIT 2025 1A A2 144A               | CUSIP: 91326EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1398000 | PA      | $1419647.33   | 0.04%             | 2055-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REGENTS OF THE UNIVERSITY OF C UNVHGR 05/50 FIXED 3.006                         | REGENTS OF THE UNIVERSITY OF C UNVHGR 05/50 FIXED 3.006       | CUSIP: 913366KB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5045000 | PA      | $3157369.36   | 0.09%             | 2050-05-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| VR FUNDING LLC VINE 2020 1A A 144A                                              | VR FUNDING LLC VINE 2020 1A A 144A                            | CUSIP: 91835CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2549350 | PA      | $2390293.34   | 0.07%             | 2050-11-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/49 FIXED 3                                               | FREDDIE MAC POOL FR 10/49 FIXED 3                             | CUSIP: 3132DMDD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3046550 | PA      | $2640091.45   | 0.08%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/51 FIXED 2.5                                             | FREDDIE MAC POOL FR 11/51 FIXED 2.5                           | CUSIP: 3132DMZF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4483521 | PA      | $3714986.69   | 0.11%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/52 FIXED 5                                               | FREDDIE MAC POOL FR 10/52 FIXED 5                             | CUSIP: 3132DN3C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6011442 | PA      | $5843541.54   | 0.17%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 10/52 FIXED 4.5                           | CUSIP: 3132DN4Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12156968 | PA      | $11570313.70  | 0.34%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 07/52 FIXED 4.5                           | CUSIP: 3132DNEX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1965646 | PA      | $1869101.16   | 0.05%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4                                               | FREDDIE MAC POOL FR 08/52 FIXED 4                             | CUSIP: 3132DNPH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16655902 | PA      | $15389508.59  | 0.45%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP COMPANY GUAR 08/34 5.55                              | CDW LLC / CDW FINANCE CORP COMPANY GUAR 08/34 5.55            | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1486000 | PA      | $1463820.10   | 0.04%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CANTOR COMMERCIAL REAL ESTATE CF 2019 CF1 A2                                    | CANTOR COMMERCIAL REAL ESTATE CF 2019 CF1 A2                  | CUSIP: 12529MAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3171046 | PA      | $3017686.57   | 0.09%             | 2052-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                         | CF HIPPOLYTA ISSUER LLC SORT 2020 1 A1 144A                   | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3714737 | PA      | $3687177.19   | 0.11%             | 2060-07-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/53 FIXED 4.5                                             | FREDDIE MAC POOL FR 04/53 FIXED 4.5                           | CUSIP: 3132DP6U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2686538 | PA      | $2557734.81   | 0.08%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 10/52 FIXED 4.5                           | CUSIP: 3132DPA65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4409360 | PA      | $4185556.29   | 0.12%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 07/52 FIXED 4.5                           | CUSIP: 3132DPAG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2941604 | PA      | $2797123.81   | 0.08%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 09/52 FIXED 4.5                           | CUSIP: 3132DPAJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12120775 | PA      | $11544389.61  | 0.34%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/52 FIXED 5                                               | FREDDIE MAC POOL FR 12/52 FIXED 5                             | CUSIP: 3132DPER5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2876832 | PA      | $2810865.38   | 0.08%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/52 FIXED 5                                               | FREDDIE MAC POOL FR 12/52 FIXED 5                             | CUSIP: 3132DPGG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9537636 | PA      | $9271248.19   | 0.27%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/52 FIXED 5                                               | FREDDIE MAC POOL FR 12/52 FIXED 5                             | CUSIP: 3132DPHH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5958375 | PA      | $5836644.07   | 0.17%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/52 FIXED 3                                               | FREDDIE MAC POOL FR 06/52 FIXED 3                             | CUSIP: 3132DPPE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7881291 | PA      | $6779311.38   | 0.20%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 12/52 FIXED 4.5                           | CUSIP: 3132DPQ27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2836059 | PA      | $2694769.45   | 0.08%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/53 FIXED 5                                               | FREDDIE MAC POOL FR 02/53 FIXED 5                             | CUSIP: 3132DPSF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7173766 | PA      | $6991336.09   | 0.21%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/53 FIXED 4.5                                             | FREDDIE MAC POOL FR 02/53 FIXED 4.5                           | CUSIP: 3132DPY44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11443452 | PA      | $10851893.19  | 0.32%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/53 FIXED 4.5                                             | FREDDIE MAC POOL FR 08/53 FIXED 4.5                           | CUSIP: 3132DQ5X0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8481157 | PA      | $8069234.72   | 0.24%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/53 FIXED 4.5                                             | FREDDIE MAC POOL FR 08/53 FIXED 4.5                           | CUSIP: 3132DQ5Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3393119 | PA      | $3226197.79   | 0.09%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/53 FIXED 4.5                                             | FREDDIE MAC POOL FR 04/53 FIXED 4.5                           | CUSIP: 3132DQH74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9026458 | PA      | $8573241.52   | 0.25%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 06/53 FIXED 5.5                           | CUSIP: 3132DQV78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4360658 | PA      | $4357845.37   | 0.13%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/53 FIXED 5                                               | FREDDIE MAC POOL FR 07/53 FIXED 5                             | CUSIP: 3132DQW93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10328536 | PA      | $10081210.86  | 0.30%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/53 FIXED 5                                               | FREDDIE MAC POOL FR 07/53 FIXED 5                             | CUSIP: 3132DQX68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15659977 | PA      | $15275199.30  | 0.45%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/41 FIXED VAR                            | CUSIP: 3138EHB76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    484341 | PA      | $462091.56    | 0.01%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/41 FIXED VAR                            | CUSIP: 3138EJ4A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181754 | PA      | $178558.35    | 0.01%             | 2041-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/42 FIXED VAR                            | CUSIP: 3138EJC97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    687349 | PA      | $638160.34    | 0.02%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4                                               | FREDDIE MAC POOL FR 08/52 FIXED 4                             | CUSIP: 3132DNPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24556130 | PA      | $22681387.57  | 0.67%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 08/52 FIXED 4.5                           | CUSIP: 3132DNT86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5736326 | PA      | $5463543.61   | 0.16%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                         | SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A APT2 144A           | CUSIP: 78448YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    643045 | PA      | $566351.15    | 0.02%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST 2021-OVA SLG 2021 OVA C 144A                                   | SLG OFFICE TRUST 2021-OVA SLG 2021 OVA C 144A                 | CUSIP: 78449RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4837000 | PA      | $4163982.24   | 0.12%             | 2041-07-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1A 144A                              | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1A 144A            | CUSIP: 78450XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2356007 | PA      | $2361779.97   | 0.07%             | 2056-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQUEFACTION LLC SR SECURED 05/30 4.5             | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   6798000 | PA      | $6697707.88   | 0.20%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                       | SAUDI ARABIAN OIL CO SR UNSECURED 144A 07/34 5.25             | CUSIP: 80414L2N4<br>LEI: N/A                  | Long             | DBT              | CORP              | SA        |   1515000 | PA      | $1510242.90   | 0.04%             | 2034-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                  | CHARLES SCHWAB CORP/THE SR UNSECURED 05/34 VAR                | CUSIP: 808513CE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2065000 | PA      | $2150654.80   | 0.06%             | 2034-05-19      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                          | SEMPRA SR UNSECURED 08/33 5.5                                 | CUSIP: 816851BR9<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   3309000 | PA      | $3327629.60   | 0.10%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                          | SEMPRA JR SUBORDINA 10/54 VAR                                 | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   2493000 | PA      | $2430579.02   | 0.07%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                          | SEMPRA JR SUBORDINA 10/54 VAR                                 | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   2905000 | PA      | $2724397.02   | 0.08%             | 2054-10-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| SERVPRO Master Issuer LLC                                                       | SERVPRO MASTER ISSUER LLC SPRO 2021 1A A2 144A                | CUSIP: 817743AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2536320 | PA      | $2344194.77   | 0.07%             | 2051-04-25      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| SERVPRO Master Issuer LLC                                                       | SERVPRO MASTER ISSUER LLC SPRO 2024 1A A2 144A                | CUSIP: 817743AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1467425 | PA      | $1493569.96   | 0.04%             | 2054-01-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corporation                                                       | EXPAND ENERGY CORP COMPANY GUAR 02/32 4.75                    | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   3692000 | PA      | $3480535.90   | 0.10%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Stanley Black and Decker Inc.                                                   | STANLEY BLACK and DECKER INC SR UNSECURED 03/30 2.3           | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |   2272000 | PA      | $2003425.04   | 0.06%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2021 2 A1 144A                               | STARWOOD MORTGAGE RESIDENTIAL STAR 2021 2 A1 144A             | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650700 | PA      | $606968.67    | 0.02%             | 2065-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED 5                              | CUSIP: 3140QQB87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4490863 | PA      | $4376659.61   | 0.13%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED 4.5                            | CUSIP: 3140QQFR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3000291 | PA      | $2855507.48   | 0.08%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/53 FIXED 5                              | CUSIP: 3140QRBC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10364273 | PA      | $10149290.14  | 0.30%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/53 FIXED 5                              | CUSIP: 3140QRWV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5081246 | PA      | $4959967.93   | 0.15%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/54 FIXED 5                              | CUSIP: 3140QVPP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8188459 | PA      | $7948878.79   | 0.23%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/54 FIXED 5                              | CUSIP: 3140QVQR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1428161 | PA      | $1397086.80   | 0.04%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/54 FIXED VAR                            | CUSIP: 3140W0HV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2798226 | PA      | $2788550.49   | 0.08%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/45 FIXED VAR                            | CUSIP: 3140X43Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1122422 | PA      | $985650.74    | 0.03%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/49 FIXED VAR                            | CUSIP: 3140X47C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1551581 | PA      | $1327119.79   | 0.04%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/47 FIXED VAR                            | CUSIP: 3140X4MB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4356369 | PA      | $3811916.96   | 0.11%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/48 FIXED VAR                            | CUSIP: 3140X4P91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    534306 | PA      | $467529.56    | 0.01%             | 2048-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP SR UNSECURED 10/47 5.4                     | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4657000 | PA      | $4015280.40   | 0.12%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC SWTCH 2024 2A A2 144A                                     | SWITCH ABS ISSUER LLC SWTCH 2024 2A A2 144A                   | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1059000 | PA      | $1055904.23   | 0.03%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC SWTCH 2025 1A A2 144A                                     | SWITCH ABS ISSUER LLC SWTCH 2025 1A A2 144A                   | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3606000 | PA      | $3515617.77   | 0.10%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corporation                                                           | TD SYNNEX CORP SR UNSECURED 08/31 2.65                        | CUSIP: 87162WAK6<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $1666524.03   | 0.05%             | 2031-08-09      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corporation                                                           | TD SYNNEX CORP SR UNSECURED 04/34 6.1                         | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   1567000 | PA      | $1608098.73   | 0.05%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TIF FUNDING II LLC TIF 2020 1A A 144A                                           | TIF FUNDING II LLC TIF 2020 1A A 144A                         | CUSIP: 872480AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3779375 | PA      | $3530028.09   | 0.10%             | 2045-08-20      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| TIF FUNDING II LLC TIF 2021 1A A 144A                                           | TIF FUNDING II LLC TIF 2021 1A A 144A                         | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1583550 | PA      | $1413421.36   | 0.04%             | 2046-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 04/30 3.875                     | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   9904000 | PA      | $9550102.45   | 0.28%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | TARGA RESOURCES PARTNERS LP / COMPANY GUAR 01/32 4            | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2648000 | PA      | $2421377.49   | 0.07%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                           | TARGA RESOURCES CORP COMPANY GUAR 03/29 6.15                  | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   2448000 | PA      | $2555097.85   | 0.08%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                           | TARGA RESOURCES CORP COMPANY GUAR 02/35 5.5                   | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   3566000 | PA      | $3488727.24   | 0.10%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 08/52 FIXED 4.5                           | CUSIP: 3132DNTB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4772748 | PA      | $4545787.12   | 0.13%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 5                                               | FREDDIE MAC POOL FR 08/52 FIXED 5                             | CUSIP: 3132DNVE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4288148 | PA      | $4168378.89   | 0.12%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/52 FIXED 4                              | CUSIP: 3140QPAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5427897 | PA      | $4986363.45   | 0.15%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED 4.5                            | CUSIP: 3140QPJJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6004953 | PA      | $5719396.00   | 0.17%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED 4.5                            | CUSIP: 3140QPJK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3566129 | PA      | $3396546.94   | 0.10%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                              | HUNTINGTON BANCSHARES INC/OH SUBORDINATED 11/39 VAR           | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1059000 | PA      | $1056113.10   | 0.03%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/52 FIXED 5                                               | FREDDIE MAC POOL FR 11/52 FIXED 5                             | CUSIP: 3132DPD39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3634955 | PA      | $3533430.07   | 0.10%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/49 FIXED VAR                            | CUSIP: 3140X4WA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1776610 | PA      | $1649718.86   | 0.05%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2022 1 A1 144A                               | STARWOOD MORTGAGE RESIDENTIAL STAR 2022 1 A1 144A             | CUSIP: 85573TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2608188 | PA      | $2345681.49   | 0.07%             | 2066-12-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY 2024 1A A2I 144A                                      | SUBWAY FUNDING LLC SUBWAY 2024 1A A2I 144A                    | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1648715 | PA      | $1665158.62   | 0.05%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K048 X1                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K048 X1                   | CUSIP: 3137BLAD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5969088 | PA      | $64.47        | 0.00%             | 2025-06-25      | Variable      | 0.24%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY 2024 1A A2II 144A                                     | SUBWAY FUNDING LLC SUBWAY 2024 1A A2II 144A                   | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1476580 | PA      | $1505142.08   | 0.04%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY 2024 3A A23 144A                                      | SUBWAY FUNDING LLC SUBWAY 2024 3A A23 144A                    | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3598915 | PA      | $3518481.41   | 0.10%             | 2054-07-30      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| SUNBIRD ENGINE FINANCE LLC SUNBD 2020 1A A 144A                                 | SUNBIRD ENGINE FINANCE LLC SUNBD 2020 1A A 144A               | CUSIP: 86709LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    584366 | PA      | $567815.69    | 0.02%             | 2045-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP SR UNSECURED 06/34 VAR                             | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   3497000 | PA      | $3610864.80   | 0.11%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP SR UNSECURED 01/30 VAR                             | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1522000 | PA      | $1556668.65   | 0.05%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP SR UNSECURED 05/31 VAR                             | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2461000 | PA      | $2481157.61   | 0.07%             | 2031-05-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS 2025-SPRL MORTGAG HY 2025 SPRL A 144A                              | HUDSON YARDS 2025-SPRL MORTGAG HY 2025 SPRL A 144A            | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3011000 | PA      | $3071665.03   | 0.09%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/31 5.4           | CUSIP: 44891ACV7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2621709.09   | 0.08%             | 2031-01-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2020-1 CLASS B PASS THRU CE 144A 11/28 8.375                    | BRITISH AIRWAYS 2020-1 CLASS B PASS THRU CE 144A 11/28 8.375  | CUSIP: 11042WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    377602 | PA      | $397107.18    | 0.01%             | 2028-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2018-1 CLASS A PASS THRU CE 144A 03/33 4.125                    | BRITISH AIRWAYS 2018-1 CLASS A PASS THRU CE 144A 03/33 4.125  | CUSIP: 11043HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1088527 | PA      | $1036793.94   | 0.03%             | 2031-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2020-1 CLASS A PASS THRU CE 144A 05/34 4.25                     | BRITISH AIRWAYS 2020-1 CLASS A PASS THRU CE 144A 05/34 4.25   | CUSIP: 11044MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1228802 | PA      | $1159502.34   | 0.03%             | 2032-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 144A 04/33 3.419                    | CUSIP: 11135FBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8158000 | PA      | $7277199.18   | 0.21%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 02/32 4.55                          | CUSIP: 11135FCC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1397000 | PA      | $1367885.85   | 0.04%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                         | BROOKFIELD FINANCE INC COMPANY GUAR 01/55 VAR                 | CUSIP: 11271LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3392000 | PA      | $3205360.29   | 0.09%             | 2055-01-15      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| CARS-DB7 LP CAUTO 2023 1A A1 144A                                               | CARS-DB7 LP CAUTO 2023 1A A1 144A                             | CUSIP: 12510HAS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4319228 | PA      | $4344947.64   | 0.13%             | 2053-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Capital Automotive REIT                                                         | CAPITAL AUTOMOTIVE REIT CAUTO 2024 2A A1 144A                 | CUSIP: 12510HAV2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    704640 | PA      | $700073.73    | 0.02%             | 2054-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Capital Automotive REIT                                                         | CAPITAL AUTOMOTIVE REIT CAUTO 2024 2A A2 144A                 | CUSIP: 12510HAX8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100075 | PA      | $1088640.74   | 0.03%             | 2054-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ICON Investments Six Designated Activity Company                                | ICON INVESTMENTS SIX DAC SR SECURED 05/29 5.849               | CUSIP: 45115AAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1902000 | PA      | $1949108.17   | 0.06%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2021 NQM1 A1 144A                          | IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2021 NQM1 A1 144A        | CUSIP: 452764AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    991914 | PA      | $858070.58    | 0.03%             | 2056-06-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Indianapolis Power and Light Company                                            | INDIANAPOLIS POWER and LIGHT CO 1ST MORTGAGE 144A 12/32 5.65  | CUSIP: 455434BV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5135000 | PA      | $5215738.12   | 0.15%             | 2032-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                  | ING GROEP NV SR UNSECURED 09/34 VAR                           | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1598000 | PA      | $1679293.22   | 0.05%             | 2034-09-11      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                  | ING GROEP NV SR UNSECURED 03/30 VAR                           | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1514000 | PA      | $1543220.11   | 0.05%             | 2030-03-19      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                                     | KENVUE INC SR UNSECURED 05/32 4.85                            | CUSIP: 49177JAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4375000 | PA      | $4394684.79   | 0.13%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                         | KEYCORP SR UNSECURED 04/31 VAR                                | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   3419000 | PA      | $3411721.09   | 0.10%             | 2031-04-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                  | VAR ENERGI ASA SR UNSECURED 144A 05/30 5.875                  | CUSIP: 92212WAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |   3186000 | PA      | $3221931.20   | 0.09%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VCP RRL ABS I LTD VCRRL 2021 1A A 144A                                          | VCP RRL ABS I LTD VCRRL 2021 1A A 144A                        | CUSIP: 92243RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    559744 | PA      | $536286.93    | 0.02%             | 2031-10-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Viatris Inc.                                                                    | VIATRIS INC COMPANY GUAR 06/30 2.7                            | CUSIP: 92556VAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5413000 | PA      | $4734662.76   | 0.14%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM2 TRUST GCAT 2021 NQM2 A1 144A                                     | GCAT 2021-NQM2 TRUST GCAT 2021 NQM2 A1 144A                   | CUSIP: 36166XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    865481 | PA      | $735250.49    | 0.02%             | 2066-05-25      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN COMPANY GUAR 06/31 5.6         | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   8857000 | PA      | $8893389.60   | 0.26%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES 2024-SFR1 TRU IHSFR 2024 SFR1 A 144A                           | INVITATION HOMES 2024-SFR1 TRU IHSFR 2024 SFR1 A 144A         | CUSIP: 46188DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3656736 | PA      | $3537769.21   | 0.10%             | 2041-09-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc.                                                                      | IQVIA INC SR SECURED 02/29 6.25                               | CUSIP: 46266TAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1903000 | PA      | $1971671.66   | 0.06%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 01/32 3.625                          | JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 01/32 3.625        | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   5365000 | PA      | $4823006.24   | 0.14%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 04/33 5.75                           | JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 04/33 5.75         | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   3507000 | PA      | $3552380.58   | 0.10%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 12/29 VAR                  | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1624000 | PA      | $1613101.94   | 0.05%             | 2029-12-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 07/30 VAR                  | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3555000 | PA      | $3588192.32   | 0.11%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding LLC                                                       | JERSEY MIKE'S FUNDING LLC JMIKE 2024 1A A2 144A               | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2802975 | PA      | $2827624.36   | 0.08%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                                            | WINGSTOP FUNDING LLC WSTOP 2024 1A A2 144A                    | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1556000 | PA      | $1573927.61   | 0.05%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Capital Automotive REIT                                                         | CAPITAL AUTOMOTIVE REIT CAUTO 2024 3A A1 144A                 | CUSIP: 12510HAZ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2385640 | PA      | $2274547.25   | 0.07%             | 2054-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP COMPANY GUAR 03/30 5.1                               | CDW LLC / CDW FINANCE CORP COMPANY GUAR 03/30 5.1             | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1113489.18   | 0.03%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/49 FIXED 4                                               | FREDDIE MAC POOL FR 08/49 FIXED 4                             | CUSIP: 3132DPYX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9682916 | PA      | $8982252.64   | 0.26%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/53 FIXED 4                                               | FREDDIE MAC POOL FR 04/53 FIXED 4                             | CUSIP: 3132DQ3Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3003176 | PA      | $2777651.46   | 0.08%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corporation                                                     | PILGRIM'S PRIDE CORP COMPANY GUAR 07/33 6.25                  | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   2212000 | PA      | $2292726.94   | 0.07%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted U.S. Logistics Fund L.P.                                      | PROLOGIS TARGETED US LOGISTICS COMPANY GUAR 144A 01/35 5.25   | CUSIP: 74350LAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4150000 | PA      | $4098628.56   | 0.12%             | 2035-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FUNDING MORTGAGE TRU PFMT 2020 F1 A2 144A                             | PROVIDENT FUNDING MORTGAGE TRU PFMT 2020 F1 A2 144A           | CUSIP: 74387TAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2218432 | PA      | $1959338.97   | 0.06%             | 2036-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR ROCC 2024 CNTR A 144A                                      | ROCK TRUST 2024-CNTR ROCC 2024 CNTR A 144A                    | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2782000 | PA      | $2817107.73   | 0.08%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR ROCC 2024 CNTR D 144A                                      | ROCK TRUST 2024-CNTR ROCC 2024 CNTR D 144A                    | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3506000 | PA      | $3621617.71   | 0.11%             | 2041-11-13      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc.                                                  | REGENERON PHARMACEUTICALS INC SR UNSECURED 09/30 1.75         | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |   6088000 | PA      | $5215399.29   | 0.15%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc.                                                                | XCEL ENERGY INC SR UNSECURED 06/32 4.6                        | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   4370000 | PA      | $4193783.38   | 0.12%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ZAXBYS FUNDING LLC ZAXBY 2021 1A A2 144A                                        | ZAXBYS FUNDING LLC ZAXBY 2021 1A A2 144A                      | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2085738 | PA      | $1908398.92   | 0.06%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V12 MORTGAGE TR BMARK 2024 V12 A3                                | BENCHMARK 2024-V12 MORTGAGE TR BMARK 2024 V12 A3              | CUSIP: 081915AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3279000 | PA      | $3392225.18   | 0.10%             | 2057-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 11/28 7.3         | CUSIP: 09261HBC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2084000 | PA      | $2206948.81   | 0.06%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 07/29 5.95        | CUSIP: 09261HBN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2127000 | PA      | $2146596.97   | 0.06%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 04/30 5.25        | CUSIP: 09261HBS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2816000 | PA      | $2757769.34   | 0.08%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 01/32 6           | CUSIP: 09261HBX4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2688000 | PA      | $2685300.52   | 0.08%             | 2032-01-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                 | BLACKSTONE SECURED LENDING FUN SR UNSECURED 04/28 5.35        | CUSIP: 09261XAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2678000 | PA      | $2683549.11   | 0.08%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C8 MORTGAGE TRUST BMO 2024 5C8 A3                                     | BMO 2024-5C8 MORTGAGE TRUST BMO 2024 5C8 A3                   | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1024000 | PA      | $1054500.45   | 0.03%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 05/34 6.528                        | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2188112.29   | 0.06%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Cloud Capital Holdco LP                                                         | BOURZOU ISSUER LLC, JAMSHID IS CLDCD 2024 2A A2 144A          | CUSIP: 102104AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2105000 | PA      | $2111290.16   | 0.06%             | 2049-11-22      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 A1 144A                          | BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 A1 144A        | CUSIP: 10569TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    612598 | PA      | $569921.99    | 0.02%             | 2049-02-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SUBORDINATED 05/34 VAR                          | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3886000 | PA      | $3982031.10   | 0.12%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                           | GEORGIA POWER CO SR UNSECURED 05/33 4.95                      | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1998000 | PA      | $1982642.15   | 0.06%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corporation                                 | GOLDEN STATE TOBACCO SECURITIZ GLDGEN 06/50 FIXED 4.214       | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1834000 | PA      | $1269416.30   | 0.04%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 04/32 VAR            | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9631000 | PA      | $8445782.27   | 0.25%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2020 1A A2 144A                            | GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2020 1A A2 144A          | CUSIP: 38177UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    831534 | PA      | $826025.09    | 0.02%             | 2029-01-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2021 1A A2 144A                            | GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2021 1A A2 144A          | CUSIP: 38178HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1792331 | PA      | $1778090.91   | 0.05%             | 2029-04-20      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 114 IO                | CUSIP: 38378BE47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    873600 | PA      | $13703.03     | 0.00%             | 2053-01-16      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 7 IO                  | CUSIP: 38378X2M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2617697 | PA      | $65897.90     | 0.00%             | 2057-01-16      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 140 IO                | CUSIP: 38379R4P5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2483490 | PA      | $67742.17     | 0.00%             | 2059-02-16      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 100 IO                | CUSIP: 38380PXL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8429677 | PA      | $504801.07    | 0.01%             | 2062-05-16      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 221 IO                | CUSIP: 38381HG96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  24191361 | PA      | $1458361.71   | 0.04%             | 2064-06-16      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 33 IO                 | CUSIP: 38381JAV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  19796951 | PA      | $1311704.37   | 0.04%             | 2063-05-16      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 36 IO                 | CUSIP: 38381JDB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  21678838 | PA      | $1372797.23   | 0.04%             | 2064-10-16      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 62 IO                 | CUSIP: 38381JED5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15643123 | PA      | $1008690.49   | 0.03%             | 2065-02-16      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 177 IO                | CUSIP: 38381JG35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  23681580 | PA      | $1455436.78   | 0.04%             | 2065-06-16      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 91 IO                 | CUSIP: 38381JKL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  19500150 | PA      | $1375482.10   | 0.04%             | 2065-04-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 105 IO                | CUSIP: 38381JMK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15568665 | PA      | $970267.25    | 0.03%             | 2065-07-16      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 04/31 5.45                               | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2861000 | PA      | $2912679.87   | 0.09%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Harbour Energy plc                                                              | HARBOUR ENERGY PLC SR UNSECURED 144A 04/35 6.327              | CUSIP: 411618AD3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   5095000 | PA      | $4909784.01   | 0.14%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                             | HOTWIRE FUNDING LLC HWIRE 2023 1A A2 144A                     | CUSIP: 44148HAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3237000 | PA      | $3252659.96   | 0.10%             | 2053-05-20      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSECURED 09/32 4.95                               | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2234000 | PA      | $2173253.85   | 0.06%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSECURED 03/33 5                                  | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2099000 | PA      | $2037013.99   | 0.06%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mars Incorporated                                                               | MARS INC SR UNSECURED 144A 03/32 5                            | CUSIP: 571676AZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2045000 | PA      | $2051876.99   | 0.06%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc.                                                         | MARVELL TECHNOLOGY INC SR UNSECURED 09/33 5.95                | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4707000 | PA      | $4861118.67   | 0.14%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                    | METLIFE INC JR SUBORDINA 12/66 6.4                            | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   2925000 | PA      | $2963803.05   | 0.09%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/51 FIXED VAR                            | CUSIP: 3140XGYW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2041547 | PA      | $1688409.22   | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED VAR                            | CUSIP: 3140XGZB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    882476 | PA      | $816206.70    | 0.02%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABPCI DIRECT LENDING FUND ABS ABDLF 2020 1A A 144A                              | ABPCI DIRECT LENDING FUND ABS ABDLF 2020 1A A 144A            | CUSIP: 00090TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2173429 | PA      | $2134654.24   | 0.06%             | 2030-12-29      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMSR 2025-SFR1 TRUST AMSR 2025 SFR1 A 144A                                      | AMSR 2025-SFR1 TRUST AMSR 2025 SFR1 A 144A                    | CUSIP: 00182MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1116000 | PA      | $1047078.96   | 0.03%             | 2042-06-17      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 05/35 4.5                             | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1999000 | PA      | $1880424.14   | 0.06%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 06/31 2.75                            | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   6800000 | PA      | $6085529.51   | 0.18%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/36 2.875                         | AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/36 2.875       | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3029065 | PA      | $2635703.77   | 0.08%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company Inc.                                            | AMERICAN ELECTRIC POWER CO INC SR UNSECURED 03/33 5.625       | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1253000 | PA      | $1282756.59   | 0.04%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L.P.                                                      | AMERICAN HOMES 4 RENT LP SR UNSECURED 06/30 4.95              | CUSIP: 02666TAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4097000 | PA      | $4093908.61   | 0.12%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 03/33 5.65                   | CUSIP: 03027XBZ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2448000 | PA      | $2515143.43   | 0.07%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 07/33 5.55                   | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2448000 | PA      | $2491562.36   | 0.07%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 02/29 5.2                    | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   3060000 | PA      | $3113767.47   | 0.09%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cencora Inc.                                                                    | CENCORA INC SR UNSECURED 05/30 2.8                            | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   2663000 | PA      | $2446535.17   | 0.07%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                      | AMGEN INC SR UNSECURED 03/30 5.25                             | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   4087000 | PA      | $4190221.68   | 0.12%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                      | AMGEN INC SR UNSECURED 03/33 5.25                             | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   7952000 | PA      | $8024982.34   | 0.24%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                      | AMGEN INC SR UNSECURED 03/53 5.65                             | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   4115000 | PA      | $3917163.06   | 0.12%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                       | APOLLO DEBT SOLUTIONS BDC SR UNSECURED 07/31 6.7              | CUSIP: 03770DAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2831000 | PA      | $2909959.39   | 0.09%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/35 FIXED 2.5                            | CUSIP: 31418DRV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5737020 | PA      | $5341692.97   | 0.16%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/50 FIXED 2                              | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3336820 | PA      | $2614175.78   | 0.08%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/38 FIXED 4                              | CUSIP: 31418EML1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2048497 | PA      | $1988423.86   | 0.06%             | 2038-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

**Name of Applicant:** John Hancock Bond Trust

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer