# EDGAR Filing Document

**Accession Number:** 0000022370
**File Stem:** 0001145549-25-042762
**Filing Date:** 2025-6
**Character Count:** 441091
**Document Hash:** 7615f285bc70d824c7494810988298e7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-042762.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001145549-25-042762

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JOHN HANCOCK INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0000022370

**ORGANIZATION NAME:**
- **EIN:** 746035056
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-00560
- **FILM NUMBER:** 251079115

**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 INVESTMENT TRUST /MA/
- **DATE OF NAME CHANGE:** 19950131

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TRANSAMERICA INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 19950131

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CRITERION INCOME TRUST
- **DATE OF NAME CHANGE:** 19890820

## Series and Classes Contracts Data

### Balanced Fund (Series ID: S000000629)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000001788 | Class A      | SVBAX           |
| C000001790 | Class C      | SVBCX           |
| C000001791 | Class I      | SVBIX           |
| C000067864 | Class R4     | JBAFX           |
| C000067865 | Class R5     | JBAVX           |
| C000106438 | Class R6     | JBAWX           |
| C000113485 | Class R2     | JBATX           |

## 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 Investment Trust

- **b. Investment Company Act file number:** 811-00560

- **c. CIK number of Registrant:** 0000022370

- **d. LEI of Registrant:** 549300WRGYBW55IKGU23

- **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:** Balanced Fund

- **b. EDGAR series identifier (if any):** S000000629

- **c. LEI of Series:** 549300IJG3H8UXX20270

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $5501314092.29

**Total Liabilities:** $967911.14

**Net Assets:** $5500346181.15

**Cash Not Reported:** $5736487.47

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3607.510990000000 | **1-Year:** -76442.433943000000 | **5-Year:** -317075.656107000000 | **10-Year:** -385694.968671000000 | **30-Year:** -104104.808505000000

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

- **3-Month:** -422.721900000000 | **1-Year:** -18211.109081000000 | **5-Year:** -66097.167634000000 | **10-Year:** -20404.813173000000 | **30-Year:** -2275.976848000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000001788 | -1.02%               | -3.93%               | 0.36%                |
| Class ID C000001790 | -1.05%               | -3.97%               | 0.29%                |
| Class ID C000001791 | -0.99%               | -3.90%               | 0.39%                |
| Class ID C000067864 | -0.98%               | -3.90%               | 0.36%                |
| Class ID C000067865 | -0.98%               | -3.90%               | 0.36%                |
| Class ID C000106438 | -0.98%               | -3.90%               | 0.39%                |
| Class ID C000113485 | -1.02%               | -3.92%               | 0.32%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $65810485.76             | $-131550212.62                             |
| Month 2  | $85806499.62             | $-320176805.53                             |
| Month 3  | $52466186.50             | $-43527180.41                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Valero Energy Corporation                                                       | VALERO ENERGY CORP COMMON STOCK USD.01                        | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |    404783 | NS      | $46991258.47  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc.                                                                  | VALVOLINE INC COMMON STOCK USD.01                             | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |    895113 | NS      | $30666571.38  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc.                                                                  | VALVOLINE INC SR UNSECURED 144A 06/31 3.625                   | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |   1481000 | PA      | $1297096.08   | 0.02%             | 2031-06-15      | Fixed         | 3.62%                 | 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        |   1650000 | PA      | $1535520.86   | 0.03%             | 2045-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HOLDINGS LTD/AAG F SR UNSECURED 144A 01/32 8.75                     | GLOBAL AUTO HOLDINGS LTD/AAG F SR UNSECURED 144A 01/32 8.75   | CUSIP: 00033GAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1852000 | PA      | $1483526.08   | 0.03%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HOLDINGS LTD/AAG F SR UNSECURED 144A 08/29 11.5                     | GLOBAL AUTO HOLDINGS LTD/AAG F SR UNSECURED 144A 08/29 11.5   | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1266000 | PA      | $1215360.00   | 0.02%             | 2029-08-15      | Fixed         | 11.50%                | 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        |    458103 | PA      | $449724.61    | 0.01%             | 2030-12-29      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AES Panama Generation Holdings S.R.L.                                           | AES PANAMA GENERATION HOLDINGS SR SECURED 144A 05/30 4.375    | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |   1352086 | PA      | $1182466.93   | 0.02%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 05/35 4.5                             | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1311000 | PA      | $1236860.97   | 0.02%             | 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        |   4601000 | PA      | $4128787.78   | 0.08%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 09/55 3.55                            | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4187000 | PA      | $2803935.51   | 0.05%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                             | ABBOTT LABORATORIES COMMON STOCK                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    230768 | NS      | $30172916.00  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 03/34 5.05                            | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    806000 | PA      | $812784.95    | 0.01%             | 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        |    781533 | PA      | $823359.65    | 0.01%             | 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        |   6678000 | PA      | $5900514.05   | 0.11%             | 2032-01-30      | Fixed         | 3.30%                 | 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        |   1155000 | PA      | $1121612.66   | 0.02%             | 2056-01-31      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Aeropuertos Dominicanos Siglo XXI S.A.                                          | AEROPUERTOS DOMINICANOS SIGLO SR SECURED 144A 06/34 7         | CUSIP: 007866AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | DO        |   1158000 | PA      | $1176087.96   | 0.02%             | 2034-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 06/29 5.375                    | ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 06/29 5.375  | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1479000 | PA      | $1443363.36   | 0.03%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 02/32 6.625                    | ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 02/32 6.625  | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1201000 | PA      | $1213414.74   | 0.02%             | 2032-02-01      | Fixed         | 6.62%                 | 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        |   3163000 | PA      | $3252106.64   | 0.06%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: —       |
| 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        |   3796000 | PA      | $3296776.16   | 0.06%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| Cheniere Energy Partners L.P.                                                   | CHENIERE ENERGY PARTNERS LP COMPANY GUAR 03/31 4              | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   2840000 | PA      | $2654646.21   | 0.05%             | 2031-03-01      | 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        |   2219000 | PA      | $2265129.10   | 0.04%             | 2033-06-30      | Fixed         | 5.95%                 | 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        |    971000 | PA      | $967080.33    | 0.02%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc.                                                     | CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01                | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1019619 | NS      | $51511151.88  | 0.94%             |  |  |  | No            |                  1 | 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        |   1814000 | PA      | $1846042.33   | 0.03%             | 2031-07-29      | Fixed         | 6.70%                 | 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        |    382528 | PA      | $353142.87    | 0.01%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Cummins Inc.                                                                    | CUMMINS INC COMMON STOCK USD2.5                               | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |    162976 | NS      | $47888867.84  | 0.87%             |  |  |  | No            |                  1 | 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        |   3402460 | PA      | $3091837.45   | 0.06%             | 2052-07-01      | Fixed         | 3.50%                 | 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        |   2269080 | PA      | $2161044.34   | 0.04%             | 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        |   1726000 | PA      | $1602414.10   | 0.03%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| 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        |   4214431 | PA      | $4247118.14   | 0.08%             | 2053-09-01      | Fixed         | 5.50%                 | 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        |    335135 | PA      | $307224.56    | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | 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        |    957000 | PA      | $963496.09    | 0.02%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 144A 08/29 6.35       | CUSIP: 04020EAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    711000 | PA      | $724565.82    | 0.01%             | 2029-08-15      | Fixed         | 6.35%                 | 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        |   1193219 | PA      | $1067521.19   | 0.02%             | 2046-12-01      | 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: 3132WHMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5321801 | PA      | $4757859.06   | 0.09%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 144A 02/30 5.6        | CUSIP: 04020EAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1738000 | PA      | $1706411.71   | 0.03%             | 2030-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 144A 03/28 5.7        | CUSIP: 04020EAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    442000 | PA      | $441183.26    | 0.01%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 11/47 FIXED 4                                          | FREDDIE MAC GOLD POOL FG 11/47 FIXED 4                        | CUSIP: 3132XUSA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    314516 | PA      | $297424.46    | 0.01%             | 2047-11-01      | Fixed         | 4.00%                 | 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        |    835010 | PA      | $772248.63    | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 144A 03/32 6.2        | CUSIP: 04020EAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1506248.54   | 0.03%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Aris Mining Corporation                                                         | ARIS MINING CORP COMPANY GUAR 144A 10/29 8                    | CUSIP: 04040YAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1204000 | PA      | $1212997.68   | 0.02%             | 2029-10-31      | Fixed         | 8.00%                 | 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        |   1550191 | PA      | $1388826.07   | 0.03%             | 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        |   1731896 | PA      | $1545122.38   | 0.03%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arista Networks Inc.                                                            | ARISTA NETWORKS INC COMMON STOCK USD.0001                     | CUSIP: 040413205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    430606 | NS      | $35425955.62  | 0.64%             |  |  |  | No            |                  1 | 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        |    650318 | PA      | $585142.30    | 0.01%             | 2048-10-25      | Variable      | 1.18%                 | 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        |   1948282 | PA      | $1776881.86   | 0.03%             | 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        |    642915 | PA      | $592381.48    | 0.01%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                          | ARSENAL AIC PARENT LLC SR SECURED 144A 10/30 8                | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    814000 | PA      | $842788.74    | 0.02%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc.                                                    | ASBURY AUTOMOTIVE GROUP INC COMPANY GUAR 03/30 4.75           | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   1396000 | PA      | $1305532.22   | 0.02%             | 2030-03-01      | Fixed         | 4.75%                 | 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        |   1337826 | PA      | $1191878.31   | 0.02%             | 2046-12-01      | 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        |    371599 | PA      | $352914.85    | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc.                                                    | ASBURY AUTOMOTIVE GROUP INC COMPANY GUAR 144A 11/29 4.625     | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    592000 | PA      | $556698.82    | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875                    | ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875  | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1748000 | PA      | $1696146.98   | 0.03%             | 2029-06-30      | Fixed         | 5.88%                 | 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        |   4085677 | PA      | $3595902.87   | 0.07%             | 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        |   3789985 | PA      | $3320853.33   | 0.06%             | 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        |    166640 | PA      | $157081.29    | 0.00%             | 2052-05-01      | Fixed         | 4.00%                 | 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        |   1350518 | PA      | $1268436.49   | 0.02%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 10/32 6.625                    | ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 10/32 6.625  | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    584000 | PA      | $577873.96    | 0.01%             | 2032-10-15      | Fixed         | 6.62%                 | 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        |   2217000 | PA      | $2193159.00   | 0.04%             | 2033-05-30      | Fixed         | 5.55%                 | 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        |   2033466 | PA      | $1897761.08   | 0.03%             | 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        |   1069969 | PA      | $939197.51    | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | 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        |   1540000 | PA      | $1536815.82   | 0.03%             | 2031-11-13      | Fixed         | 5.32%                 | 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        |   3588000 | PA      | $3241941.38   | 0.06%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/54 FIXED VAR                            | CUSIP: 3140XP3Q0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6615498 | PA      | $6617192.01   | 0.12%             | 2054-05-01      | Fixed         | 5.50%                 | 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        |   2821097 | PA      | $2842095.89   | 0.05%             | 2054-02-01      | Fixed         | 5.50%                 | 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        |   5894000 | PA      | $5213081.33   | 0.09%             | 2032-04-22      | Variable      | 2.69%                 | 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        |   1644000 | PA      | $1465825.17   | 0.03%             | 2037-03-08      | Variable      | 3.85%                 | 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        |   1865944 | PA      | $1800466.09   | 0.03%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED VAR                            | CUSIP: 3140XPBU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1885621 | PA      | $1709351.26   | 0.03%             | 2052-09-01      | Fixed         | 3.50%                 | 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        |   2615748 | PA      | $2372860.44   | 0.04%             | 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        |   2534703 | PA      | $2548818.18   | 0.05%             | 2054-03-01      | Fixed         | 5.50%                 | 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        |   1897000 | PA      | $1837888.84   | 0.03%             | 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        |   3613000 | PA      | $3536269.24   | 0.06%             | 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        |   3307000 | PA      | $3308522.94   | 0.06%             | 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        |   1255000 | PA      | $1283300.14   | 0.02%             | 2030-03-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: —       |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/54 FIXED VAR                            | CUSIP: 3140XPZ36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3354729 | PA      | $3366071.59   | 0.06%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/53 FIXED VAR                            | CUSIP: 3140XQ2C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14105634 | PA      | $13858018.16  | 0.25%             | 2053-09-01      | Fixed         | 5.00%                 | 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        |    636000 | PA      | $659026.89    | 0.01%             | 2057-12-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Belron UK Finance PLC                                                           | BELRON UK FINANCE PLC SR SECURED 144A 10/29 5.75              | CUSIP: 080782AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    499000 | PA      | $498364.50    | 0.01%             | 2029-10-15      | Fixed         | 5.75%                 | 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        |   2693227 | PA      | $2702332.83   | 0.05%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/53 FIXED VAR                            | CUSIP: 3140XQLC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5390997 | PA      | $5058180.59   | 0.09%             | 2053-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B13 MORTGAGE TR BMARK 2019 B13 A2                                | BENCHMARK 2019-B13 MORTGAGE TR BMARK 2019 B13 A2              | CUSIP: 08162DAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    553893 | PA      | $534672.49    | 0.01%             | 2057-08-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B12 MORTGAGE TR BMARK 2019 B12 A2                                | BENCHMARK 2019-B12 MORTGAGE TR BMARK 2019 B12 A2              | CUSIP: 08162FAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    681806 | PA      | $667678.02    | 0.01%             | 2052-08-15      | Fixed         | 3.00%                 | 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        |  11029888 | PA      | $9669756.30   | 0.18%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                     | MATCH GROUP HOLDINGS II LLC SR UNSECURED 144A 08/30 4.125     | CUSIP: 57665RAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1740725.33   | 0.03%             | 2030-08-01      | Fixed         | 4.12%                 | 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        |   2098000 | PA      | $2183944.57   | 0.04%             | 2057-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc.                                                         | BERKSHIRE HATHAWAY INC COMMON STOCK USD.0033                  | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |    204655 | NS      | $109132278.75 | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Holdings II LLC                                                     | MATCH GROUP HOLDINGS II LLC SR UNSECURED 144A 10/31 3.625     | CUSIP: 57667JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $403008.08    | 0.01%             | 2031-10-01      | Fixed         | 3.62%                 | 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        |   1576000 | PA      | $1618533.09   | 0.03%             | 2053-04-20      | Fixed         | 6.56%                 | 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        |   1877000 | PA      | $1985824.11   | 0.04%             | 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        |    929000 | PA      | $933770.81    | 0.02%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 144A 04/30 5.25   | CUSIP: 09261HBQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1748943.14   | 0.03%             | 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        |   1737000 | PA      | $1722521.81   | 0.03%             | 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        |   1726000 | PA      | $1721172.17   | 0.03%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 07/29 7                        | BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 07/29 7      | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    368000 | PA      | $374350.58    | 0.01%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 07/32 7.25                     | BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 07/32 7.25   | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    829000 | PA      | $850035.88    | 0.02%             | 2032-07-15      | Fixed         | 7.25%                 | 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        |   2177000 | PA      | $2070359.22   | 0.04%             | 2055-01-15      | Variable      | 6.30%                 | 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        |   2545449 | PA      | $2514048.03   | 0.05%             | 2060-07-15      | Fixed         | 1.69%                 | 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        |   2197788 | PA      | $2092003.17   | 0.04%             | 2061-03-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                 | CIGNA GROUP/THE COMMON STOCK USD.01                           | CUSIP: 125523100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95960 | NS      | $32630238.40  | 0.59%             |  |  |  | No            |                  1 | 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        |   1968371 | PA      | $1817920.93   | 0.03%             | 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        |   1339862 | PA      | $1221890.64   | 0.02%             | 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        |   1701392 | PA      | $1541736.28   | 0.03%             | 2047-01-18      | Fixed         | 2.72%                 | 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        |   9519852 | PA      | $108207.40    | 0.00%             | 2051-05-10      | Variable      | 0.58%                 | 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        |    264582 | PA      | $261042.29    | 0.00%             | 2037-08-15      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| CSN Resources S.A.                                                              | CSN RESOURCES SA COMPANY GUAR 144A 06/31 4.625                | CUSIP: 12644VAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   1819000 | PA      | $1377960.71   | 0.03%             | 2031-06-10      | Fixed         | 4.62%                 | 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        |    678932 | PA      | $588955.12    | 0.01%             | 2066-04-25      | Variable      | 1.01%                 | 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        |   1414874 | PA      | $1175337.45   | 0.02%             | 2066-07-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| Capstone Copper Corp.                                                           | CAPSTONE COPPER CORP COMPANY GUAR 144A 03/33 6.75             | CUSIP: 14071LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    454000 | PA      | $446081.68    | 0.01%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 02/30 3.375                         | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    932000 | PA      | $848883.10    | 0.02%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 01/84 VAR                           | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1166000 | PA      | $1256819.74   | 0.02%             | 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        |   2381000 | PA      | $1998728.43   | 0.04%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR                     | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3205000 | PA      | $3158394.17   | 0.06%             | 2030-05-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR                     | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3864000 | PA      | $3837313.28   | 0.07%             | 2026-11-15      | Variable      | 6.50%                 | 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        |   1247000 | PA      | $1263739.09   | 0.02%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings Inc.                                                      | ENDO LUX FINAN COMPANY I SARL 2024 1ST LIEN TERM LOAN         | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    671625 | PA      | $649656.15    | 0.01%             | 2031-04-23      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings Inc.                                                      | ENDO FINANCE HOLDINGS INC SR SECURED 144A 04/31 8.5           | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    991000 | PA      | $1030377.39   | 0.02%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Enova International Inc.                                                        | ENOVA INTERNATIONAL INC COMPANY GUAR 144A 08/29 9.125         | CUSIP: 29357KAK9<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |    546000 | PA      | $558493.03    | 0.01%             | 2029-08-01      | Fixed         | 9.12%                 | 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        |   3497000 | PA      | $3382799.17   | 0.06%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                                              | EXELON CORP JR SUBORDINA 03/55 VAR                            | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    522000 | PA      | $518976.56    | 0.01%             | 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        |   1316000 | PA      | $1339579.19   | 0.02%             | 2031-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 11/39 FIXED 5.5                                        | FREDDIE MAC GOLD POOL FG 11/39 FIXED 5.5                      | CUSIP: 3128M7ZW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    373908 | PA      | $388453.21    | 0.01%             | 2039-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 03/41 FIXED 4.5                                        | FREDDIE MAC GOLD POOL FG 03/41 FIXED 4.5                      | CUSIP: 3129456J2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    592209 | PA      | $587271.74    | 0.01%             | 2041-03-01      | Fixed         | 4.50%                 | 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        |   2188145 | PA      | $1947036.65   | 0.04%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/48 FIXED 3.5                                             | FREDDIE MAC POOL FR 01/48 FIXED 3.5                           | CUSIP: 3132AEVX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9051208 | PA      | $8292775.89   | 0.15%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/34 FIXED 2.5                                             | FREDDIE MAC POOL FR 11/34 FIXED 2.5                           | CUSIP: 3132CWDX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1074905 | PA      | $1013788.12   | 0.02%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/37 FIXED 4.5                                             | FREDDIE MAC POOL FR 12/37 FIXED 4.5                           | CUSIP: 3132D6DC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    749676 | PA      | $745534.09    | 0.01%             | 2037-12-01      | 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        |   4839272 | PA      | $4812533.80   | 0.09%             | 2038-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/49 FIXED 3                                               | FREDDIE MAC POOL FR 10/49 FIXED 3                             | CUSIP: 3132DMDD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2842885 | PA      | $2502980.53   | 0.05%             | 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        |   3181277 | PA      | $2683210.00   | 0.05%             | 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        |   3123911 | PA      | $3070049.32   | 0.06%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/52 FIXED 3                                               | FREDDIE MAC POOL FR 01/52 FIXED 3                             | CUSIP: 3132DNFD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4955089 | PA      | $4316962.98   | 0.08%             | 2052-01-01      | Fixed         | 3.00%                 | 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        |   3061362 | PA      | $3033451.82   | 0.06%             | 2052-12-01      | 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        |   3765614 | PA      | $3724222.44   | 0.07%             | 2053-08-01      | Fixed         | 5.00%                 | 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        |   4838729 | PA      | $4656836.50   | 0.08%             | 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        |   2494327 | PA      | $2513672.84   | 0.05%             | 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: 3132DQX68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8319923 | PA      | $8207671.69   | 0.15%             | 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: 3132DQY83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3773353 | PA      | $3724801.66   | 0.07%             | 2053-07-01      | Fixed         | 5.00%                 | 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        |   2748533 | PA      | $2769850.85   | 0.05%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/54 FIXED 5.5                                             | FREDDIE MAC POOL FR 04/54 FIXED 5.5                           | CUSIP: 3132DS6C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3895646 | PA      | $3928295.32   | 0.07%             | 2054-04-01      | 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        |   3034758 | PA      | $2763394.04   | 0.05%             | 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        |   1504687 | PA      | $1404270.40   | 0.03%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/53 FIXED 5                                               | FREDDIE MAC POOL FR 04/53 FIXED 5                             | CUSIP: 3132DSFQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4576684 | PA      | $4497772.96   | 0.08%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 11/52 FIXED 4.5                           | CUSIP: 3132DSGU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5548341 | PA      | $5321134.47   | 0.10%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/53 FIXED 4.5                                             | FREDDIE MAC POOL FR 06/53 FIXED 4.5                           | CUSIP: 3132DSHH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2775315 | PA      | $2669427.25   | 0.05%             | 2053-06-01      | Fixed         | 4.50%                 | 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        |   1763526 | PA      | $1598670.11   | 0.03%             | 2052-07-01      | Fixed         | 3.50%                 | 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        |   1899682 | PA      | $1781217.11   | 0.03%             | 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        |   3190920 | PA      | $2894623.69   | 0.05%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/52 FIXED 4                                               | FREDDIE MAC POOL FR 10/52 FIXED 4                             | CUSIP: 3132DSUZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4156356 | PA      | $3903657.47   | 0.07%             | 2052-10-01      | Fixed         | 4.00%                 | 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        |   1192593 | PA      | $1047020.96   | 0.02%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/53 FIXED 5                                               | FREDDIE MAC POOL FR 03/53 FIXED 5                             | CUSIP: 3132DTCF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11790075 | PA      | $11642058.17  | 0.21%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 3                                               | FREDDIE MAC POOL FR 08/52 FIXED 3                             | CUSIP: 3132DTFN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6960716 | PA      | $6125207.75   | 0.11%             | 2052-08-01      | 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        |   2022640 | PA      | $1837986.31   | 0.03%             | 2049-12-01      | Fixed         | 3.50%                 | 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        |   3359898 | PA      | $3308690.80   | 0.06%             | 2054-12-01      | 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        |   4306615 | PA      | $4330597.16   | 0.08%             | 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        |   3540752 | PA      | $3553830.38   | 0.06%             | 2055-01-01      | Fixed         | 5.50%                 | 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        |   1181000 | PA      | $1169606.89   | 0.02%             | 2038-04-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Rakuten Group Inc.                                                              | RAKUTEN GROUP INC SR UNSECURED 144A 04/29 9.75                | CUSIP: 75102WAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    575000 | PA      | $606515.72    | 0.01%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Rede D'Or Finance                                                               | REDE D'OR FINANCE SARL COMPANY GUAR 144A 01/30 4.5            | CUSIP: 75735GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    942000 | PA      | $877387.84    | 0.02%             | 2030-01-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc.                                                  | REGENERON PHARMACEUTICALS INC COMMON STOCK USD.001            | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |     50557 | NS      | $30271509.32  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc.                                                  | REGENERON PHARMACEUTICALS INC SR UNSECURED 09/30 1.75         | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |   2542000 | PA      | $2173273.93   | 0.04%             | 2030-09-15      | Fixed         | 1.75%                 | 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        |    938000 | PA      | $958932.45    | 0.02%             | 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        |   3577000 | PA      | $3502808.23   | 0.06%             | 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        |    907000 | PA      | $878857.31    | 0.02%             | 2055-09-15      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust 2005-2                                       | RENAISSANCE HOME EQUITY LOAN T RAMC 2005 2 AF4                | CUSIP: 75970NAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51290 | PA      | $51196.60     | 0.00%             | 2035-08-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/29 4.625                     | RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/29 4.625   | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2272000 | PA      | $1954649.81   | 0.04%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/31 4.625                     | RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/31 4.625   | CUSIP: 76120HAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    820000 | PA      | $657134.72    | 0.01%             | 2031-04-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 07/30 8.45                      | RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 07/30 8.45    | CUSIP: 76120HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1341478.82   | 0.02%             | 2030-07-27      | Fixed         | 8.45%                 | 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        |   3210000 | PA      | $3185316.06   | 0.06%             | 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        |   1128000 | PA      | $1121264.71   | 0.02%             | 2038-01-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE BORROWER LLC SR SECURED 144A 02/33 6.625                      | RIVERS ENTERPRISE BORROWER LLC SR SECURED 144A 02/33 6.625    | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1342000 | PA      | $1324607.69   | 0.02%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc.                                                            | ROCKET SOFTWARE INC SR SECURED 144A 11/28 9                   | CUSIP: 77314EAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    905000 | PA      | $932459.51    | 0.02%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 144A 03/32 6.25      | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    357000 | PA      | $362350.54    | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 144A 09/31 5.625     | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    835000 | PA      | $828582.18    | 0.02%             | 2031-09-30      | Fixed         | 5.62%                 | 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        |   1101000 | PA      | $1112460.15   | 0.02%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                              | RYAN SPECIALTY LLC SR SECURED 144A 08/32 5.875                | CUSIP: 78351GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1599000 | PA      | $1579351.33   | 0.03%             | 2032-08-01      | Fixed         | 5.88%                 | 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        |    967000 | PA      | $862664.10    | 0.02%             | 2031-02-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                               | SONIC CAPITAL LLC SONIC 2020 1A A2I 144A                      | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2401447 | PA      | $2345990.08   | 0.04%             | 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        |   1543447 | PA      | $1470077.41   | 0.03%             | 2050-01-20      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP SR UNSECURED 06/34 VAR                             | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2426263.66   | 0.04%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: —       |
| U.S. Bancorp                                                                    | US BANCORP SR UNSECURED 01/30 VAR                             | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1510404.82   | 0.03%             | 2030-01-23      | Variable      | 5.38%                 | 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        |  64828000 | PA      | $54939197.82  | 1.00%             | 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        |  34513000 | PA      | $31822064.53  | 0.58%             | 2042-11-15      | Fixed         | 4.00%                 | 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        |  44031000 | PA      | $44485069.69  | 0.81%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/54 4.5                      | CUSIP: 912810UE6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  52324000 | PA      | $50647996.88  | 0.92%             | 2054-11-15      | Fixed         | 4.50%                 | 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        |  34115000 | PA      | $33773850.00  | 0.61%             | 2044-11-15      | Fixed         | 4.62%                 | 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        |   8609000 | PA      | $8518874.53   | 0.15%             | 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        |   3553000 | PA      | $3577426.88   | 0.07%             | 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        |  52505000 | PA      | $53598170.38  | 0.97%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 07/31 4.125                    | CUSIP: 91282CLD1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  19002000 | PA      | $19260308.44  | 0.35%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/35 4.625                    | CUSIP: 91282CMM0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  33533000 | PA      | $34790487.50  | 0.63%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/27 4.125                    | CUSIP: 91282CMP3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  12099000 | PA      | $12201085.31  | 0.22%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 03/27 3.875                    | CUSIP: 91282CMV0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  11316000 | PA      | $11368601.75  | 0.21%             | 2027-03-31      | Fixed         | 3.88%                 | 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        |  19854000 | PA      | $19995149.63  | 0.36%             | 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        |  33244000 | PA      | $33389442.50  | 0.61%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP F COMPANY GUAR 144A 02/29 6.5                      | UNITI GROUP LP / UNITI GROUP F COMPANY GUAR 144A 02/29 6.5    | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    715000 | PA      | $654103.46    | 0.01%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Universal Health Services Inc.                                                  | UNIVERSAL HEALTH SERVICES INC SR SECURED 10/30 2.65           | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   2093000 | PA      | $1835356.53   | 0.03%             | 2030-10-15      | Fixed         | 2.65%                 | 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        |   1354494 | PA      | $1274596.48   | 0.02%             | 2050-11-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-1 CLASS C PASS PASS THRU CE 144A 07/26 10.5                     | AIR CANADA 2020-1 CLASS C PASS PASS THRU CE 144A 07/26 10.5   | CUSIP: 008911BD0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1843000 | PA      | $1939757.50   | 0.04%             | 2026-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| AIMCO CLO 10 LTD AIMCO 2019 10A ARR 144A                                        | AIMCO CLO 10 LTD AIMCO 2019 10A ARR 144A                      | CUSIP: 00901AAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    536000 | PA      | $536938.00    | 0.01%             | 2037-07-22      | Floating      | 5.68%                 | 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        |    534000 | PA      | $504525.80    | 0.01%             | 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        |   1027000 | PA      | $957492.32    | 0.02%             | 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        |    940000 | PA      | $822629.15    | 0.01%             | 2054-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding B.V.                                                    | ALCOA NEDERLAND HOLDING BV COMPANY GUAR 144A 03/31 7.125      | CUSIP: 013822AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    614000 | PA      | $632579.64    | 0.01%             | 2031-03-15      | Fixed         | 7.12%                 | 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        |    480000 | PA      | $460324.03    | 0.01%             | 2046-08-15      | Fixed         | 1.94%                 | 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        |   1440330 | PA      | $1372614.47   | 0.02%             | 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        |   1646875 | PA      | $1541928.71   | 0.03%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| American Airlines 2016-1 Class A Pass Through Trust                             | AMERICAN AIRLINES 2016-1 CLASS PASS THRU CE 07/29 4.1         | CUSIP: 02376WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1886804 | PA      | $1822297.84   | 0.03%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| American Airlines 2016-3 Class A Pass Through Trust                             | AMERICAN AIRLINES 2016-3 CLASS PASS THRU CE 04/30 3.25        | CUSIP: 023771S25<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200294 | PA      | $186963.66    | 0.00%             | 2028-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc.                                                          | AMERICAN AIRLINES INC SR SECURED 144A 02/28 7.25              | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |   1336000 | PA      | $1319681.29   | 0.02%             | 2028-02-15      | Fixed         | 7.25%                 | 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        |    975193 | PA      | $904983.91    | 0.02%             | 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        |   1749636 | PA      | $1581613.27   | 0.03%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| American Airlines 2017-1 Class A Pass Through Trust                             | AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 08/30 4           | CUSIP: 02378AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1309335 | PA      | $1252331.40   | 0.02%             | 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        |   2619717 | PA      | $2345125.72   | 0.04%             | 2032-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/29 3.85                          | AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/29 3.85        | CUSIP: 02379DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    449061 | PA      | $429863.40    | 0.01%             | 2028-02-15      | Fixed         | 3.85%                 | 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        |   1942308 | PA      | $1680679.10   | 0.03%             | 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        |   1018000 | PA      | $1043143.25   | 0.02%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP REIT USD.01                               | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |    140282 | NS      | $31620965.62  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 03/33 5.65                   | CUSIP: 03027XBZ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1581000 | PA      | $1633464.57   | 0.03%             | 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        |   1581000 | PA      | $1617891.89   | 0.03%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Cencora Inc.                                                                    | CENCORA INC SR UNSECURED 05/30 2.8                            | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   1699000 | PA      | $1565743.13   | 0.03%             | 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        |   2397000 | PA      | $2465194.70   | 0.04%             | 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        |   5096000 | PA      | $5149704.40   | 0.09%             | 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        |   2628000 | PA      | $2522364.91   | 0.05%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc.                                                               | AMWINS GROUP INC SR SECURED 144A 02/29 6.375                  | CUSIP: 031921AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1016000 | PA      | $1028108.69   | 0.02%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc.                                                               | AMWINS GROUP INC 2025 TERM LOAN B                             | CUSIP: 03234TBA5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1478295 | PA      | $1469750.45   | 0.03%             | 2032-01-30      | Floating      | 6.57%                 | 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        |   1544475 | PA      | $1299927.23   | 0.02%             | 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        |    323721 | PA      | $307589.47    | 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        |   1290892 | PA      | $1107236.21   | 0.02%             | 2066-07-25      | Variable      | 0.95%                 | 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        |   1562483 | PA      | $1558092.54   | 0.03%             | 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        |    430000 | PA      | $416090.23    | 0.01%             | 2030-03-01      | Fixed         | 5.38%                 | 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        |    800000 | PA      | $793279.56    | 0.01%             | 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        |   1316000 | PA      | $1304780.97   | 0.02%             | 2029-10-08      | Fixed         | 4.72%                 | 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        |   1085000 | PA      | $1005421.42   | 0.02%             | 2031-01-15      | Fixed         | 3.50%                 | 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        |    921000 | PA      | $884929.14    | 0.02%             | 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        |   1285000 | PA      | $1287949.91   | 0.02%             | 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        |   1176000 | PA      | $1196036.10   | 0.02%             | 2029-05-15      | Fixed         | 5.25%                 | 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        |   1890000 | PA      | $1853492.42   | 0.03%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE T BBCMS 2019 C5 A2                                 | BARCLAYS COMMERCIAL MORTGAGE T BBCMS 2019 C5 A2               | CUSIP: 05492JAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    179270 | PA      | $176063.75    | 0.00%             | 2052-11-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECU BAMLL 2019 BPR ENM 144A                          | BAMLL COMMERCIAL MORTGAGE SECU BAMLL 2019 BPR ENM 144A        | CUSIP: 05492PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    575000 | PA      | $434966.11    | 0.01%             | 2032-11-05      | Variable      | 3.84%                 | 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        |    587842 | PA      | $573138.57    | 0.01%             | 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        |   2260000 | PA      | $2333082.98   | 0.04%             | 2041-12-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                 | BAE SYSTEMS PLC SR UNSECURED 144A 03/29 5.125                 | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   1297000 | PA      | $1324264.54   | 0.02%             | 2029-03-26      | Fixed         | 5.12%                 | 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        |    609000 | PA      | $622328.76    | 0.01%             | 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        |    781000 | PA      | $821722.12    | 0.01%             | 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        |   1799000 | PA      | $1839688.02   | 0.03%             | 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        |    927000 | PA      | $860044.37    | 0.02%             | 2041-12-09      | Fixed         | 3.20%                 | 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        |   1528000 | PA      | $1548741.99   | 0.03%             | 2027-10-13      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSURANCE GROUP HOLDIN SR SECURED 144A 05/31 7.125                      | BALDWIN INSURANCE GROUP HOLDIN SR SECURED 144A 05/31 7.125    | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    554000 | PA      | $563691.12    | 0.01%             | 2031-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER SA JR SUBORDINA 12/99 VAR                     | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2736000 | PA      | $3090834.58   | 0.06%             | 2033-05-21      | Variable      | 9.62%                 | 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        |   2970000 | PA      | $3023189.73   | 0.05%             | 2084-05-26      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC JR SUBORDINA 12/99 8                             | CUSIP: 06738EBX2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2649000 | PA      | $2706268.52   | 0.05%             | 2029-03-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC SR UNSECURED 02/31 VAR                           | CUSIP: 06738ECY9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2189000 | PA      | $2218231.10   | 0.04%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC JR SUBORDINA 12/99 VAR                           | CUSIP: 06738EDC6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    610000 | PA      | $583555.10    | 0.01%             | 2035-03-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| BlueLinx Holdings Inc.                                                          | BLUELINX HOLDINGS INC SR SECURED 144A 11/29 6                 | CUSIP: 09624HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1807000 | PA      | $1718166.62   | 0.03%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                     | BNP PARIBAS SA 144A 05/30 VAR                                 | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1855000 | PA      | $1890578.88   | 0.03%             | 2030-05-20      | Variable      | 5.50%                 | 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        |    658000 | PA      | $681234.11    | 0.01%             | 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        |   1333000 | PA      | $1431834.17   | 0.03%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc.                                                           | BOOKING HOLDINGS INC SR UNSECURED 04/30 4.625                 | CUSIP: 09857LAR9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    706000 | PA      | $711563.32    | 0.01%             | 2030-04-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                 | ASTRAZENECA PLC COMMON STOCK USD.25                           | CUSIP: 098952906<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |    195511 | NS      | $28010086.31  | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                                | BRASKEM NETHERLANDS FINANCE BV COMPANY GUAR 144A 01/30 4.5    | CUSIP: 10554TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   3268000 | PA      | $2709253.41   | 0.05%             | 2030-01-31      | Fixed         | 4.50%                 | 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        |    454095 | PA      | $423706.61    | 0.01%             | 2049-02-25      | Variable      | 0.94%                 | 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        |    224430 | PA      | $235917.37    | 0.00%             | 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        |    382940 | PA      | $365920.76    | 0.01%             | 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        |    626949 | PA      | $598052.52    | 0.01%             | 2032-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC COMMON STOCK                                     | CUSIP: 11135F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    782940 | NS      | $150692461.80 | 2.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 144A 04/33 3.419                    | CUSIP: 11135FBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5553000 | PA      | $4952184.89   | 0.09%             | 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        |    890000 | PA      | $872264.32    | 0.02%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL PROPERT SR UNSECURED 144A 06/29 5                        | BROOKFIELD RESIDENTIAL PROPERT SR UNSECURED 144A 06/29 5      | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    773000 | PA      | $688051.47    | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners L.P.                                                           | BUCKEYE PARTNERS LP SR UNSECURED 144A 03/28 4.5               | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    451000 | PA      | $434795.52    | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                                       | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 02/32 4.25         | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1566000 | PA      | $1410358.08   | 0.03%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                                       | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 06/32 6.375        | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    964000 | PA      | $969436.96    | 0.02%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Builders FirstSource Inc.                                                       | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 03/34 6.375        | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1846000 | PA      | $1832218.58   | 0.03%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Burlington Stores Inc.                                                          | BURLINGTON STORES INC COMMON STOCK USD.0001                   | CUSIP: 122017106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66892 | NS      | $15053375.68  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 05/32 4.5         | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    875000 | PA      | $777418.84    | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | 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        |    715000 | PA      | $713641.50    | 0.01%             | 2030-03-01      | Fixed         | 5.10%                 | 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        |    953000 | PA      | $934387.91    | 0.02%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Cimpress Public Limited Company                                                 | CIMPRESS PLC COMPANY GUAR 144A 09/32 7.375                    | CUSIP: 17186HAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1623000 | PA      | $1480866.42   | 0.03%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| 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        |   1113000 | PA      | $1159551.49   | 0.02%             | 2034-03-25      | Fixed         | 7.00%                 | 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        |   1260000 | PA      | $1251313.22   | 0.02%             | 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        |   1359000 | PA      | $1400743.72   | 0.03%             | 2040-10-12      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                 | EQT CORP SR UNSECURED 144A 06/30 7.5                          | CUSIP: 26884LBA6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    447000 | PA      | $480647.55    | 0.01%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EFESTO BIDCO S.P.A EFESTO US L SR SECURED 144A 02/32 7.5                        | EFESTO BIDCO S.P.A EFESTO US L SR SECURED 144A 02/32 7.5      | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |   1343000 | PA      | $1332403.73   | 0.02%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Electricite de France                                                           | ELECTRICITE DE FRANCE SA JR SUBORDINA 144A 12/99 VAR          | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   2314000 | PA      | $2588151.15   | 0.05%             | 2033-03-15      | Variable      | 9.12%                 | 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        |   2175000 | PA      | $2316309.25   | 0.04%             | 2030-07-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP / EMERALD CO SR SECURED 144A 12/30 6.625                      | EMRLD BORROWER LP / EMERALD CO SR SECURED 144A 12/30 6.625    | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2155000 | PA      | $2185404.90   | 0.04%             | 2030-12-15      | Fixed         | 6.62%                 | 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        |   2273000 | PA      | $2327003.59   | 0.04%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 07/77 VAR                           | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2165000 | PA      | $2071137.72   | 0.04%             | 2077-07-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 03/78 VAR                           | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1992000 | PA      | $1951423.36   | 0.04%             | 2078-03-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: —       |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 07/80 VAR                           | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2582000 | PA      | $2474672.46   | 0.04%             | 2080-07-15      | Variable      | 5.75%                 | 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        |   8224901 | PA      | $7714561.64   | 0.14%             | 2052-05-01      | Fixed         | 4.00%                 | 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        |   3768295 | PA      | $3283006.76   | 0.06%             | 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        |  31725414 | PA      | $26689020.01  | 0.49%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED 4                              | CUSIP: 3140QNVM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5338464 | PA      | $5018900.75   | 0.09%             | 2052-04-01      | Fixed         | 4.00%                 | 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        |   4102679 | PA      | $3934352.36   | 0.07%             | 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        |   5201259 | PA      | $4991110.61   | 0.09%             | 2052-08-01      | Fixed         | 4.50%                 | 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        |   1866144 | PA      | $1695776.96   | 0.03%             | 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        |   4325651 | PA      | $3909118.55   | 0.07%             | 2052-05-01      | Fixed         | 3.50%                 | 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        |   3050251 | PA      | $2847644.25   | 0.05%             | 2052-05-01      | Fixed         | 4.00%                 | 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        |   2436017 | PA      | $2274209.36   | 0.04%             | 2052-05-01      | Fixed         | 4.00%                 | 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        |   2711000 | PA      | $2616079.94   | 0.05%             | 2052-06-01      | Fixed         | 4.50%                 | 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        |   2131618 | PA      | $1990029.06   | 0.04%             | 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        |   5202482 | PA      | $5012199.36   | 0.09%             | 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        |  11142393 | PA      | $10475402.30  | 0.19%             | 2052-07-01      | Fixed         | 4.00%                 | 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        |   2409733 | PA      | $2260213.45   | 0.04%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED 4.5                            | CUSIP: 3140QPRV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5372348 | PA      | $5180470.05   | 0.09%             | 2052-07-01      | Fixed         | 4.50%                 | 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        |   4258106 | PA      | $4102364.38   | 0.07%             | 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        |   1985558 | PA      | $1968076.28   | 0.04%             | 2052-07-01      | Fixed         | 5.00%                 | 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        |   2793296 | PA      | $2681310.57   | 0.05%             | 2052-08-01      | Fixed         | 4.50%                 | 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        |   3181906 | PA      | $3053346.24   | 0.06%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED 5                              | CUSIP: 3140QPYD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5581631 | PA      | $5535977.01   | 0.10%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED 4.5                            | CUSIP: 3140QQ6W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10013025 | PA      | $9605335.32   | 0.17%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED 5                              | CUSIP: 3140QQB79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6939188 | PA      | $6862913.61   | 0.12%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/36 FIXED VAR                            | CUSIP: 3140X9EQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2769569 | PA      | $2545609.02   | 0.05%             | 2036-02-01      | 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        |   2092643 | PA      | $1908791.66   | 0.03%             | 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        |   5893449 | PA      | $4963392.40   | 0.09%             | 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        |   3057812 | PA      | $2575252.62   | 0.05%             | 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        |   3436746 | PA      | $3151990.86   | 0.06%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/51 FIXED VAR                            | CUSIP: 3140XDYY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3292667 | PA      | $2782305.38   | 0.05%             | 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        |   1620797 | PA      | $1527321.06   | 0.03%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/52 FIXED VAR                            | CUSIP: 3140XFGC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3477607 | PA      | $2926625.30   | 0.05%             | 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        |   1991610 | PA      | $1745084.65   | 0.03%             | 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        |    308216 | PA      | $290247.17    | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED VAR                            | CUSIP: 3140XGKT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2130633 | PA      | $1936786.10   | 0.04%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/52 FIXED VAR                            | CUSIP: 3140XGNB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1580781 | PA      | $1448321.89   | 0.03%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/49 FIXED VAR                            | CUSIP: 3140XGX87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    945758 | PA      | $894759.48    | 0.02%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/51 FIXED VAR                            | CUSIP: 3140XGYW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1536077 | PA      | $1292705.39   | 0.02%             | 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        |    654394 | PA      | $614199.08    | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | 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        |   9921611 | PA      | $9840457.76   | 0.18%             | 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        |   3389691 | PA      | $3206908.14   | 0.06%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED VAR                            | CUSIP: 3140XHK63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11704799 | PA      | $11276692.25  | 0.21%             | 2052-06-01      | Fixed         | 4.50%                 | 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        |   6318531 | PA      | $6087428.93   | 0.11%             | 2052-06-01      | Fixed         | 4.50%                 | 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        |   1192880 | PA      | $32186.63     | 0.00%             | 2058-07-16      | Variable      | 0.56%                 | 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        |    726510 | PA      | $26564.41     | 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        |   1429130 | PA      | $50395.71     | 0.00%             | 2059-01-16      | Variable      | 0.63%                 | 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        |   2209968 | PA      | $50849.60     | 0.00%             | 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        |   2122259 | PA      | $80979.05     | 0.00%             | 2057-11-16      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 81 IO                 | CUSIP: 38380J2B3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4586852 | PA      | $192324.88    | 0.00%             | 2060-01-16      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 159 IO                | CUSIP: 38380JAH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1910182 | PA      | $49545.35     | 0.00%             | 2059-06-16      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 169 IO                | CUSIP: 38380JFE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20801866 | PA      | $597017.72    | 0.01%             | 2060-01-16      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 68 IO                 | CUSIP: 38380JJ90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5762541 | PA      | $179954.35    | 0.00%             | 2060-01-16      | Variable      | 0.43%                 | 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        |   5933501 | PA      | $177513.74    | 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        |   3117413 | PA      | $142456.74    | 0.00%             | 2060-04-16      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 35 IO                 | CUSIP: 38380JUL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3395443 | PA      | $111107.04    | 0.00%             | 2060-03-16      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 43 IO                 | CUSIP: 38380JWY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3661180 | PA      | $119245.01    | 0.00%             | 2060-05-16      | Variable      | 0.45%                 | 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        |   2912661 | PA      | $173846.55    | 0.00%             | 2061-05-16      | Variable      | 0.79%                 | 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        |   4671598 | PA      | $267115.92    | 0.00%             | 2063-10-16      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 17 IO                 | CUSIP: 38381EVR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10683447 | PA      | $611213.91    | 0.01%             | 2064-06-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 57 IO                 | CUSIP: 38381EW61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13011956 | PA      | $688411.82    | 0.01%             | 2063-09-16      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 193 IO                | CUSIP: 38381LG97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4007413 | PA      | $265790.47    | 0.00%             | 2066-12-16      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 135 IO                | CUSIP: 38381LSH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  34718373 | PA      | $2285434.09   | 0.04%             | 2066-11-16      | Variable      | 0.84%                 | 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        |  18321116 | PA      | $1360247.59   | 0.02%             | 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        |   5280159 | PA      | $328096.94    | 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        |   3626031 | PA      | $313230.33    | 0.01%             | 2065-09-16      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                             | GRAPHIC PACKAGING INTERNATIONA COMPANY GUAR 144A 03/29 3.5    | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1241161.52   | 0.02%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Group 1 Automotive Inc.                                                         | GROUP 1 AUTOMOTIVE INC COMPANY GUAR 144A 08/28 4              | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |   1066000 | PA      | $1013418.70   | 0.02%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                      | HPS CORPORATE LENDING FUND SR UNSECURED 144A 04/32 5.95       | CUSIP: 40440VAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    872000 | PA      | $851335.67    | 0.02%             | 2032-04-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | HESS MIDSTREAM OPERATIONS LP COMPANY GUAR 144A 02/30 4.25     | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    399000 | PA      | $374539.38    | 0.01%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | HESS MIDSTREAM OPERATIONS LP COMPANY GUAR 144A 10/30 5.5      | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    178000 | PA      | $173801.53    | 0.00%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | HESS MIDSTREAM OPERATIONS LP COMPANY GUAR 144A 06/29 6.5      | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $380838.50    | 0.01%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HI-FI MUSIC IP ISSUER LP HIFI 2022 1A A2 144A                                   | HI-FI MUSIC IP ISSUER LP HIFI 2022 1A A2 144A                 | CUSIP: 428357AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   2912000 | PA      | $2825273.36   | 0.05%             | 2062-02-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                             | HILTON GRAND VACATIONS BORROWE SR SECURED 144A 01/32 6.625    | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1734295.74   | 0.03%             | 2032-01-15      | Fixed         | 6.62%                 | 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        |   2282000 | PA      | $2231481.95   | 0.04%             | 2034-11-15      | Fixed         | 6.20%                 | 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        |   1982000 | PA      | $1891871.32   | 0.03%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                             | HOTWIRE FUNDING LLC HWIRE 2024 1A A2 144A                     | CUSIP: 44148JAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    540000 | PA      | $547161.10    | 0.01%             | 2054-06-20      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                            | HOWARD MIDSTREAM ENERGY PARTNE SR UNSECURED 144A 07/32 7.375  | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    231000 | PA      | $236448.93    | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | 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        |   3141000 | PA      | $2870820.04   | 0.05%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 01/30 VAR                  | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2233000 | PA      | $2270247.36   | 0.04%             | 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        |   1411000 | PA      | $1462157.05   | 0.03%             | 2030-04-22      | Variable      | 5.58%                 | 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        |   2304000 | PA      | $2337314.27   | 0.04%             | 2030-07-22      | Variable      | 5.00%                 | 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        |   2319000 | PA      | $2322755.88   | 0.04%             | 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        |   2354000 | PA      | $2352406.98   | 0.04%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 NNN AFX 144A                          | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 NNN AFX 144A        | CUSIP: 46652BAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1161000 | PA      | $1030387.50   | 0.02%             | 2037-01-16      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Jacobs Entertainment Inc.                                                       | JACOBS ENTERTAINMENT INC SR UNSECURED 144A 02/29 6.75         | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    568000 | PA      | $516880.00    | 0.01%             | 2029-02-15      | Fixed         | 6.75%                 | 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        |    534000 | PA      | $549528.12    | 0.01%             | 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        |   1865000 | PA      | $1889815.75   | 0.03%             | 2034-04-14      | Fixed         | 6.20%                 | 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        |   1805000 | PA      | $1796280.95   | 0.03%             | 2055-02-15      | Fixed         | 5.64%                 | 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        |   1182469 | PA      | $1021960.13   | 0.02%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                           | SCHNEIDER ELECTRIC SE COMMON STOCK EUR4.0                     | CUSIP: 483410007<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |    232280 | NS      | $54271173.47  | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Home                                                                         | KB HOME COMPANY GUAR 06/31 4                                  | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |   1489000 | PA      | $1341925.22   | 0.02%             | 2031-06-15      | Fixed         | 4.00%                 | 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        |   2670000 | PA      | $2671999.78   | 0.05%             | 2029-05-30      | Fixed         | 5.25%                 | 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        |   1019000 | PA      | $1051308.85   | 0.02%             | 2034-06-15      | Fixed         | 6.45%                 | 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        |    777102 | PA      | $701113.84    | 0.01%             | 2066-02-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                      | CAESARS ENTERTAINMENT INC SR SECURED 144A 02/32 6.5           | CUSIP: 12769GAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1099000 | PA      | $1104756.56   | 0.02%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                      | CAESARS ENTERTAINMENT INC COMPANY GUAR 144A 10/32 6           | CUSIP: 12769GAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2374000 | PA      | $2238073.66   | 0.04%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| KeyCorp                                                                         | KEYCORP SR UNSECURED 04/31 VAR                                | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2246613.68   | 0.04%             | 2031-04-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: —       |
| Kohl's Corporation                                                              | KOHL'S CORP SR UNSECURED 05/31 4.625                          | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |   1078000 | PA      | $675086.72    | 0.01%             | 2031-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B de C.V                                                              | CEMEX SAB DE CV COMPANY GUAR 144A 09/30 5.2                   | CUSIP: 151290BX0<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   1576000 | PA      | $1529315.87   | 0.03%             | 2030-09-17      | Fixed         | 5.20%                 | 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        |   1780000 | PA      | $1588096.35   | 0.03%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 10/30 3                             | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1777000 | PA      | $1560641.01   | 0.03%             | 2030-10-15      | Fixed         | 3.00%                 | 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        |   2525000 | PA      | $2578820.35   | 0.05%             | 2055-02-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Lcpr Senior Secured Financing Designated Activity Company                       | LCPR SENIOR SECURED FINANCING SR SECURED 144A 07/29 5.125     | CUSIP: 50201DAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1569000 | PA      | $1163802.30   | 0.02%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| LLPL Capital Pte. Ltd.                                                          | LLPL CAPITAL PTE LTD SR SECURED 144A 02/39 6.875              | CUSIP: 50201PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    476316 | PA      | $469063.09    | 0.01%             | 2039-02-04      | Fixed         | 6.88%                 | 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        |    701000 | PA      | $699967.01    | 0.01%             | 2055-02-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Century Communities Inc.                                                        | CENTURY COMMUNITIES INC COMPANY GUAR 144A 08/29 3.875         | CUSIP: 156504AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1190811.99   | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 10/35 6.384         | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2915000 | PA      | $2950692.16   | 0.05%             | 2035-10-23      | Fixed         | 6.38%                 | 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        |    362244 | PA      | $344068.91    | 0.01%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vital Energy Inc.                                                               | VITAL ENERGY INC COMPANY GUAR 144A 04/32 7.875                | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |   1291000 | PA      | $1002968.73   | 0.02%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| MandT Bank Corporation                                                          | MandT BANK CORP SR UNSECURED 01/36 VAR                        | CUSIP: 55261FAV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1748000 | PA      | $1701433.91   | 0.03%             | 2036-01-16      | Variable      | 5.38%                 | 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        |    432849 | PA      | $409373.00    | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/49 FIXED 3.5                            | CUSIP: 3140QBTY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4006504 | PA      | $3624272.32   | 0.07%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/50 FIXED 2.5                            | CUSIP: 3140QEVB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8401178 | PA      | $7106875.59   | 0.13%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/51 FIXED 2                              | CUSIP: 3140QHFM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6582657 | PA      | $5256616.97   | 0.10%             | 2051-02-01      | Fixed         | 2.00%                 | 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        |   2892793 | PA      | $2842672.25   | 0.05%             | 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        |   1360123 | PA      | $1311545.12   | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/52 FIXED 5.5                            | CUSIP: 3140QQUN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4275798 | PA      | $4303617.26   | 0.08%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/53 FIXED 5                              | CUSIP: 3140QR5J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8962757 | PA      | $8869841.45   | 0.16%             | 2053-05-01      | 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        |   1309000 | PA      | $1319489.70   | 0.02%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc.                                                         | MARVELL TECHNOLOGY INC COMMON STOCK USD.002                   | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    941740 | NS      | $54969363.80  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc.                                                            | GILEAD SCIENCES INC COMMON STOCK USD.001                      | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    155019 | NS      | $16515724.26  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FINAN COMPANY GUAR 144A 01/32 8.25                     | GLOBAL PARTNERS LP / GLP FINAN COMPANY GUAR 144A 01/32 8.25   | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1068000 | PA      | $1087245.36   | 0.02%             | 2032-01-15      | Fixed         | 8.25%                 | 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        |   1079000 | PA      | $1116579.37   | 0.02%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MasTec Inc.                                                                     | MASTEC INC SR UNSECURED 06/29 5.9                             | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   1126000 | PA      | $1150805.78   | 0.02%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Globo Comunicacao e Participacoes S/A                                           | GLOBO COMUNICACAO E PARTICIPAC SR UNSECURED 144A 01/30 4.875  | CUSIP: 37959DAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    338000 | PA      | $315804.69    | 0.01%             | 2030-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Global Atlantic (Fin) Company                                                   | GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 10/51 VAR            | CUSIP: 37959GAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1330501.68   | 0.02%             | 2051-10-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Global Atlantic (Fin) Company                                                   | GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 10/54 VAR            | CUSIP: 37959GAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    587000 | PA      | $596109.65    | 0.01%             | 2054-10-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Global Infrastructure Solutions Inc.                                            | GLOBAL INFRASTRUCTURE SOLUTION COMPANY GUAR 144A 06/29 5.625  | CUSIP: 37960XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1402684.14   | 0.03%             | 2029-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| McKesson Corporation                                                            | MCKESSON CORP COMMON STOCK USD.01                             | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     62557 | NS      | $44590004.03  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic Public Limited Company                                                | MEDTRONIC PLC COMMON STOCK USD.1                              | CUSIP: 585055106<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |    776677 | NS      | $65831142.52  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc.                                                                    | GODADDY INC COMMON STOCK USD.001                              | CUSIP: 380237107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    220729 | NS      | $41569892.57  | 0.76%             |  |  |  | No            |                  1 | 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        |   1307000 | PA      | $932339.82    | 0.02%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE COMMON STOCK USD.01               | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     53155 | NS      | $29105020.25  | 0.53%             |  |  |  | No            |                  1 | 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        |   6166000 | PA      | $5420248.81   | 0.10%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| MercadoLibre Inc.                                                               | MERCADOLIBRE INC COMMON STOCK USD.001                         | CUSIP: 58733R102<br>LEI: N/A                  | Long             | EC               | CORP              | UY        |      8213 | NS      | $19143271.05  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC SR UNSECURED 11/29 6.75                 | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   3852000 | PA      | $4118708.59   | 0.07%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 10/32 VAR            | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2178000 | PA      | $1889994.24   | 0.03%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2020 1A A2 144A                            | GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2020 1A A2 144A          | CUSIP: 38177UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    431222 | PA      | $426638.19    | 0.01%             | 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        |   1313370 | PA      | $1300010.85   | 0.02%             | 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        |    718292 | PA      | $11353.33     | 0.00%             | 2053-01-16      | Variable      | 0.63%                 | 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        |   1286000 | PA      | $1291624.46   | 0.02%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Midcontinent Communications                                                     | MIDCONTINENT COMMUNICATIONS SR UNSECURED 144A 08/32 8         | CUSIP: 59565XAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2073000 | PA      | $2113419.35   | 0.04%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 131 IO                | CUSIP: 38380NPW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2952846 | PA      | $171165.25    | 0.00%             | 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        |   8889713 | PA      | $474414.63    | 0.01%             | 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        |  18559882 | PA      | $1089906.77   | 0.02%             | 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        |  10711715 | PA      | $587586.86    | 0.01%             | 2062-09-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| MIDWEST GAMING BORROWER LLC / SR SECURED 144A 05/29 4.875                       | MIDWEST GAMING BORROWER LLC / SR SECURED 144A 05/29 4.875     | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1929000 | PA      | $1821088.27   | 0.03%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular S.A.                                            | MILLICOM INTERNATIONAL CELLULA SR UNSECURED 144A 03/29 6.25   | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |   1264500 | PA      | $1249871.63   | 0.02%             | 2029-03-25      | Fixed         | 6.25%                 | 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        |   9414006 | PA      | $549245.12    | 0.01%             | 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        |   2629977 | PA      | $158112.11    | 0.00%             | 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        |  23043310 | PA      | $1351499.38   | 0.02%             | 2062-06-16      | Variable      | 0.85%                 | 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        |   4005532 | PA      | $243873.20    | 0.00%             | 2062-05-16      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular S.A.                                            | MILLICOM INTERNATIONAL CELLULA SR UNSECURED 144A 04/32 7.375  | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    671000 | PA      | $679034.94    | 0.01%             | 2032-04-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 07/32 VAR                         | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1169000 | PA      | $996777.22    | 0.02%             | 2032-07-21      | Variable      | 2.24%                 | 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        |   4309141 | PA      | $203635.77    | 0.00%             | 2062-08-16      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 47 IO                 | CUSIP: 38380RA75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  25836764 | PA      | $1784839.85   | 0.03%             | 2061-03-16      | Variable      | 0.99%                 | 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        |   8410090 | PA      | $597058.36    | 0.01%             | 2062-12-16      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 40 IO                 | CUSIP: 38380RE71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3969147 | PA      | $247729.58    | 0.00%             | 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        |  10865362 | PA      | $711719.23    | 0.01%             | 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        |  19937968 | PA      | $1292381.09   | 0.02%             | 2062-09-16      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 163 IO                | CUSIP: 38381D2H2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8980479 | PA      | $527528.59    | 0.01%             | 2064-03-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 183 IO                | CUSIP: 38381D8R4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6948586 | PA      | $403250.05    | 0.01%             | 2063-01-16      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SUBORDINATED 09/36 VAR                         | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3410000 | PA      | $2844741.93   | 0.05%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 01/30 VAR                         | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3459000 | PA      | $3522873.89   | 0.06%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 110 IO                | CUSIP: 38381DND8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7149390 | PA      | $488961.05    | 0.01%             | 2063-11-16      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 53 IO                 | CUSIP: 38381E3Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17146208 | PA      | $810336.64    | 0.01%             | 2064-06-16      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 04/31 5.45                               | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1844648.79   | 0.03%             | 2031-04-01      | Fixed         | 5.45%                 | 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        |    895000 | PA      | $930647.89    | 0.02%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 07/35 VAR                         | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2784000 | PA      | $2771426.43   | 0.05%             | 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        |   2892000 | PA      | $2547889.68   | 0.05%             | 2030-11-15      | Fixed         | 2.30%                 | 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        |   1328000 | PA      | $1337975.56   | 0.02%             | 2031-01-15      | Variable      | 5.27%                 | 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        |    674000 | PA      | $666480.24    | 0.01%             | 2039-11-18      | Variable      | 6.14%                 | 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        |   2516000 | PA      | $2234720.91   | 0.04%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| NBM US Holdings Inc.                                                            | NBM US HOLDINGS INC COMPANY GUAR 144A 08/29 6.625             | CUSIP: 62877VAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2044000 | PA      | $2035231.85   | 0.04%             | 2029-08-06      | Fixed         | 6.62%                 | 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        |    857000 | PA      | $880687.65    | 0.02%             | 2040-01-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| IHS Holding Limited                                                             | IHS HOLDING LTD COMPANY GUAR 144A 05/30 7.875                 | CUSIP: 44963HAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1385000 | PA      | $1335163.55   | 0.02%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| IHS Holding Limited                                                             | IHS HOLDING LTD COMPANY GUAR 144A 11/31 8.25                  | CUSIP: 44963HAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2174000 | PA      | $2094431.60   | 0.04%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| Iliad Holding                                                                   | ILIAD HOLDING SASU SR SECURED 144A 04/31 8.5                  | CUSIP: 449691AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    578000 | PA      | $609692.90    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                                   | ILIAD HOLDING SASU SR SECURED 144A 04/32 7                    | CUSIP: 449691AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   1865000 | PA      | $1890423.33   | 0.03%             | 2032-04-15      | Fixed         | 7.00%                 | 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        |   1299000 | PA      | $1330297.16   | 0.02%             | 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        |    564315 | PA      | $490176.12    | 0.01%             | 2056-06-25      | Variable      | 1.07%                 | 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        |    999000 | PA      | $1051440.19   | 0.02%             | 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        |   1119000 | PA      | $1142468.19   | 0.02%             | 2030-03-19      | Variable      | 5.33%                 | 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        |   2342986 | PA      | $2267747.54   | 0.04%             | 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        |   1124000 | PA      | $1167927.04   | 0.02%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                                      | IRON MOUNTAIN INC COMPANY GUAR 144A 07/30 5.25                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1161000 | PA      | $1125084.35   | 0.02%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                                      | IRON MOUNTAIN INC COMPANY GUAR 144A 01/33 6.25                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1237000 | PA      | $1234737.16   | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Information Management Services Inc.                              | IRON MOUNTAIN INFORMATION MANA COMPANY GUAR 144A 07/32 5      | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    382000 | PA      | $356892.78    | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 12/31 3.75                           | JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 12/31 3.75         | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    434000 | PA      | $396593.93    | 0.01%             | 2031-12-01      | Fixed         | 3.75%                 | 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        |   1625000 | PA      | $1470210.79   | 0.03%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                            | NCL CORP LTD SR UNSECURED 144A 02/32 6.75                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |   1539000 | PA      | $1502740.41   | 0.03%             | 2032-02-01      | Fixed         | 6.75%                 | 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        |   1370000 | PA      | $1334058.28   | 0.02%             | 2029-06-15      | Fixed         | 4.45%                 | 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        |   2147000 | PA      | $2191472.66   | 0.04%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| J.B. Poindexter and Co. Inc.                                                    | JB POINDEXTER and CO INC SR UNSECURED 144A 12/31 8.75         | CUSIP: 465965AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1236000 | PA      | $1242641.03   | 0.02%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC COMPANY GUAR 144A 02/31 3.625                  | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $947306.22    | 0.02%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC COMPANY GUAR 144A 02/32 3.875                  | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   2453000 | PA      | $2194050.28   | 0.04%             | 2032-02-15      | Fixed         | 3.88%                 | 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        |    998000 | PA      | $996753.16    | 0.02%             | 2029-12-05      | Variable      | 4.45%                 | 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        |   1525000 | PA      | $1380130.12   | 0.03%             | 2031-04-22      | Variable      | 2.52%                 | 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        |   2060000 | PA      | $2018475.65   | 0.04%             | 2029-03-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc.                                                       | LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 12/51 VAR          | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   1553000 | PA      | $1466621.67   | 0.03%             | 2051-12-15      | Variable      | 4.12%                 | 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        |   1848000 | PA      | $1991083.25   | 0.04%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC JR SUBORDINA 144A 12/99 VAR                    | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1668000 | PA      | $1827371.85   | 0.03%             | 2028-03-15      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| Lightning Power LLC                                                             | LIGHTNING POWER LLC SR SECURED 144A 08/32 7.25                | CUSIP: 53229KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1074000 | PA      | $1112697.65   | 0.02%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Company                                                           | ELI LILLY and CO COMMON STOCK                                 | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |    184231 | NS      | $165614457.45 | 3.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc.                                                              | LITHIA MOTORS INC COMPANY GUAR 144A 12/27 4.625               | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    488000 | PA      | $473837.65    | 0.01%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc.                                                              | LITHIA MOTORS INC COMPANY GUAR 144A 01/31 4.375               | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   1163000 | PA      | $1068346.69   | 0.02%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc.                                                              | LITHIA MOTORS INC SR UNSECURED 144A 06/29 3.875               | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    577000 | PA      | $535745.65    | 0.01%             | 2029-06-01      | Fixed         | 3.88%                 | 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        |   1366000 | PA      | $1279776.99   | 0.02%             | 2031-09-27      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC SR SECURED 144A 02/32 8.75                                | LONG RIDGE ENERGY LLC SR SECURED 144A 02/32 8.75              | CUSIP: 54288CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1359000 | PA      | $1294052.03   | 0.02%             | 2032-02-15      | Fixed         | 8.75%                 | 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        |    315110 | PA      | $294605.17    | 0.01%             | 2065-04-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading S.a r.l.                                           | MC BRAZIL DOWNSTREAM TRADING S SR SECURED 144A 06/31 7.25     | CUSIP: 55292WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1908499 | PA      | $1475269.90   | 0.03%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                       | MGM RESORTS INTERNATIONAL COMPANY GUAR 10/28 4.75             | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   2869000 | PA      | $2766415.46   | 0.05%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| NRG Energy Inc.                                                                 | NRG ENERGY INC COMPANY GUAR 144A 02/33 6                      | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1222000 | PA      | $1209176.14   | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC COMPANY GUAR 144A 11/34 6.25                   | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1222000 | PA      | $1220122.40   | 0.02%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSECURED 09/32 4.95                               | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1034000 | PA      | $1004315.18   | 0.02%             | 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        |   1291000 | PA      | $1247191.99   | 0.02%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                       | MSCI INC COMPANY GUAR 144A 11/31 3.625                        | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   2524000 | PA      | $2273078.05   | 0.04%             | 2031-11-01      | Fixed         | 3.62%                 | 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        |   1480000 | PA      | $1373350.16   | 0.02%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC COMPANY GUAR 144A 07/29 5.75                   | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1587000 | PA      | $1579534.43   | 0.03%             | 2029-07-15      | Fixed         | 5.75%                 | 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        |    185848 | PA      | $180243.70    | 0.00%             | 2026-07-25      | Fixed         | 3.10%                 | 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        |    517000 | PA      | $507350.56    | 0.01%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                      | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 04/29 5.875      | CUSIP: 55617LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    917000 | PA      | $869601.10    | 0.02%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                      | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/30 5.875      | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    859000 | PA      | $799978.88    | 0.01%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                      | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/32 6.125      | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    861000 | PA      | $775241.82    | 0.01%             | 2032-03-15      | Fixed         | 6.12%                 | 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        |    909099 | PA      | $738325.39    | 0.01%             | 2061-05-25      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 5 LTD OAKC 2020 5A AR 144A                                   | OHA CREDIT FUNDING 5 LTD OAKC 2020 5A AR 144A                 | CUSIP: 67113GAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1499965.50   | 0.03%             | 2037-10-18      | Floating      | 5.62%                 | 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        |   4268000 | PA      | $3654605.05   | 0.07%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| The Michaels Companies Inc.                                                     | MICHAELS COS INC/THE SR SECURED 144A 05/28 5.25               | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   2421000 | PA      | $1261536.18   | 0.02%             | 2028-05-01      | Fixed         | 5.25%                 | 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        |   1363227 | PA      | $1105031.86   | 0.02%             | 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        |   1120000 | PA      | $1094290.51   | 0.02%             | 2041-11-05      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Magnera Corporation                                                             | MAGNERA CORP SR SECURED 144A 11/31 7.25                       | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |   2561000 | PA      | $2421758.43   | 0.04%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MARB Bondco PLC                                                                 | MARB BONDCO PLC COMPANY GUAR 144A 01/31 3.95                  | CUSIP: 566007AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2653000 | PA      | $2294625.33   | 0.04%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                    | METLIFE INC JR SUBORDINA 12/66 6.4                            | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   2007000 | PA      | $1984496.11   | 0.04%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Microsoft Corporation                                                           | MICROSOFT CORP COMMON STOCK USD.00000625                      | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    647004 | NS      | $255734801.04 | 4.65%             |  |  |  | No            |                  1 | 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        |    331921 | PA      | $280940.65    | 0.01%             | 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        |   2276000 | PA      | $2217230.95   | 0.04%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC COMMON STOCK USD.1                      | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |    718912 | NS      | $55320278.40  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC SR UNSECURED 04/32 2.703                | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1754000 | PA      | $1485389.86   | 0.03%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 03/46 6.6              | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1084000 | PA      | $1022148.26   | 0.02%             | 2046-03-15      | Fixed         | 6.60%                 | 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        |   2433000 | PA      | $2516420.39   | 0.05%             | 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        |    895000 | PA      | $851404.82    | 0.02%             | 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        |   2325000 | PA      | $2005765.18   | 0.04%             | 2054-10-01      | Fixed         | 6.05%                 | 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        |    863963 | PA      | $803884.06    | 0.01%             | 2061-07-25      | Fixed         | 2.04%                 | 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        |    380000 | PA      | $347430.12    | 0.01%             | 2043-01-15      | Variable      | 4.46%                 | 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        |   1784000 | PA      | $1842406.38   | 0.03%             | 2033-11-10      | Variable      | 8.12%                 | 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        |   2283000 | PA      | $2195062.26   | 0.04%             | 2034-11-19      | Variable      | 7.30%                 | No            |                  2 | On Loan: —       |
| 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        |    778068 | PA      | $671519.68    | 0.01%             | 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        |   3351425 | PA      | $3123208.71   | 0.06%             | 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        |   1423960 | PA      | $1304023.98   | 0.02%             | 2052-01-30      | Fixed         | 3.69%                 | 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        |   2951000 | PA      | $2771072.51   | 0.05%             | 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        |   1544000 | PA      | $1402865.43   | 0.03%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                              | NEWELL BRANDS INC SR UNSECURED 05/30 6.375                    | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1191000 | PA      | $1084160.27   | 0.02%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| News Corporation                                                                | NEWS CORP SR UNSECURED 144A 05/29 3.875                       | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |   1408000 | PA      | $1324738.64   | 0.02%             | 2029-05-15      | Fixed         | 3.88%                 | 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        |    800000 | PA      | $712252.26    | 0.01%             | 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        |   1052000 | PA      | $1060530.67   | 0.02%             | 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        |   1207000 | PA      | $1209544.36   | 0.02%             | 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        |    434000 | PA      | $436408.70    | 0.01%             | 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        |   1251000 | PA      | $1193180.62   | 0.02%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Brundage-Bone Concrete Pumping Holdings Inc.                                    | BRUNDAGE-BONE CONCRETE PUMPING SR SECURED 144A 02/32 7.5      | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    521000 | PA      | $508411.61    | 0.01%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                             | NOVELIS CORP COMPANY GUAR 144A 01/30 4.75                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   2008000 | PA      | $1867211.49   | 0.03%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Old National Bancorp                                                            | OLD NATIONAL BANCORP/IN COMMON STOCK                          | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |   1119731 | NS      | $23055261.29  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc.                                                                      | ONEOK INC COMPANY GUAR 09/33 6.05                             | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2180116.19   | 0.04%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Novelis Inc.                                                                    | NOVELIS INC COMPANY GUAR 144A 01/30 6.875                     | CUSIP: 670001AL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    396000 | PA      | $401705.55    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| NVIDIA Corporation                                                              | NVIDIA CORP COMMON STOCK USD.001                              | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    584771 | NS      | $63693257.32  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 02/53 5.55                           | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3571000 | PA      | $3270639.37   | 0.06%             | 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        |   1522000 | PA      | $1543045.67   | 0.03%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                                      | ONEOK INC COMPANY GUAR 09/53 6.625                            | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2130354.10   | 0.04%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                     | ONEMAIN FINANCE CORP COMPANY GUAR 01/29 9                     | CUSIP: 682695AA9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1041000 | PA      | $1083856.63   | 0.02%             | 2029-01-15      | Fixed         | 9.00%                 | 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        |   1258000 | PA      | $1239869.29   | 0.02%             | 2033-07-15      | Fixed         | 6.25%                 | 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        |    983000 | PA      | $982007.17    | 0.02%             | 2037-07-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                       | PANTHER ESCROW ISSUER LLC SR SECURED 144A 06/31 7.125         | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2381000 | PA      | $2439322.60   | 0.04%             | 2031-06-01      | Fixed         | 7.12%                 | 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        |    318000 | PA      | $335571.67    | 0.01%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                   | OWENS CORNING SR UNSECURED 06/34 5.7                          | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   2349000 | PA      | $2413751.22   | 0.04%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PGandE Corporation                                                              | PGandE CORP JR SUBORDINA 03/55 VAR                            | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   2809000 | PA      | $2726949.62   | 0.05%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Parkland Corporation                                                            | PARKLAND CORP COMPANY GUAR 144A 10/29 4.5                     | CUSIP: 70137WAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1508000 | PA      | $1421696.26   | 0.03%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Parkland Corporation                                                            | PARKLAND CORP COMPANY GUAR 144A 05/30 4.625                   | CUSIP: 70137WAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1154000 | PA      | $1086171.92   | 0.02%             | 2030-05-01      | Fixed         | 4.62%                 | 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        |   1734000 | PA      | $1705987.40   | 0.03%             | 2030-03-15      | Variable      | 6.25%                 | 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        |   1418000 | PA      | $1467380.90   | 0.03%             | 2034-08-18      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Parkland Corporation                                                            | PARKLAND CORP SR UNSECURED 144A 08/32 6.625                   | CUSIP: 70137WAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    633000 | PA      | $630084.47    | 0.01%             | 2032-08-15      | Fixed         | 6.62%                 | 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        |   2249000 | PA      | $2229496.45   | 0.04%             | 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        |   1520000 | PA      | $1538531.90   | 0.03%             | 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        |   1125000 | PA      | $906217.90    | 0.02%             | 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        |   1733000 | PA      | $1729799.88   | 0.03%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP JR SUBORDINA 09/55 VAR                             | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1831000 | PA      | $1858600.24   | 0.03%             | 2055-09-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Zebra Technologies Corporation                                                  | ZEBRA TECHNOLOGIES CORP COMMON STOCK USD.01                   | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |    203398 | NS      | $50914587.36  | 0.93%             |  |  |  | No            |                  1 | 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        |   1591285 | PA      | $1459814.31   | 0.03%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| ALTERA INFRASTRUCTURE LP                                                        | ALTERA INFRASTRUCTURE LP                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      5524 | NS      | $138100.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                                                         | DSV A/S COMMON STOCK DKK1.0                                   | CUSIP: B1WT5G909<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |    161834 | NS      | $34302286.99  | 0.62%             |  |  |  | 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        |   1131000 | PA      | $1144335.51   | 0.02%             | 2048-11-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                     | ALLIED UNIVERSAL HOLDCO LLC SR SECURED 144A 02/31 7.875       | CUSIP: 019576AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2755000 | PA      | $2813848.43   | 0.05%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| The Allstate Corporation                                                        | ALLSTATE CORP/THE COMMON STOCK USD.01                         | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |    197438 | NS      | $39169724.82  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc.                                                             | ALLY FINANCIAL INC SR UNSECURED 07/35 VAR                     | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1398000 | PA      | $1378508.18   | 0.03%             | 2035-07-26      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                            | ALPHA GENERATION LLC SR UNSECURED 144A 10/32 6.75             | CUSIP: 02073LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    854000 | PA      | $870321.65    | 0.02%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                   | ALPHABET INC COMMON STOCK USD.001                             | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |   1673139 | NS      | $265694473.20 | 4.83%             |  |  |  | No            |                  1 | On Loan: No      |
| AltaGas Ltd.                                                                    | ALTAGAS LTD JR SUBORDINA 144A 10/54 VAR                       | CUSIP: 021361AD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    833000 | PA      | $813521.46    | 0.01%             | 2054-10-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc.                                                                 | AMAZON.COM INC COMMON STOCK USD.01                            | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |   1058443 | NS      | $195198058.06 | 3.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/53 FIXED 5                              | CUSIP: 3140QRBC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7241736 | PA      | $7180240.11   | 0.13%             | 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        |   8050573 | PA      | $7946987.28   | 0.14%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/53 FIXED 4.5                            | CUSIP: 3140QSPA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1911460 | PA      | $1840054.06   | 0.03%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/55 FIXED 5.5                            | CUSIP: 3140QV3C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1092933 | PA      | $1102093.19   | 0.02%             | 2055-01-01      | Fixed         | 5.50%                 | 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        |   5237574 | PA      | $5136524.39   | 0.09%             | 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        |   1635187 | PA      | $1618107.24   | 0.03%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/54 FIXED 5                              | CUSIP: 3140QVWK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3472126 | PA      | $3413073.63   | 0.06%             | 2054-12-01      | 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        |   2915388 | PA      | $2929800.89   | 0.05%             | 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        |   1702122 | PA      | $1520950.97   | 0.03%             | 2045-12-01      | 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        |    773366 | PA      | $688149.92    | 0.01%             | 2047-12-01      | Fixed         | 3.00%                 | 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        |   3139024 | PA      | $2776464.60   | 0.05%             | 2049-10-01      | Fixed         | 3.00%                 | 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        |   2279228 | PA      | $2061178.06   | 0.04%             | 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        |    593239 | PA      | $521567.84    | 0.01%             | 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        |   1266621 | PA      | $1154153.06   | 0.02%             | 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        |   1928064 | PA      | $1826506.46   | 0.03%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/50 FIXED VAR                            | CUSIP: 3140X5WX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2092521 | PA      | $1906719.12   | 0.03%             | 2050-03-01      | Fixed         | 3.50%                 | 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        |   3299971 | PA      | $2869322.41   | 0.05%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/50 FIXED VAR                            | CUSIP: 3140X83H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4111559 | PA      | $3722067.34   | 0.07%             | 2050-11-01      | Fixed         | 3.50%                 | 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        |  10020129 | PA      | $8076780.01   | 0.15%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ZIPLY FIBER ISSUER LLC ZIPLY 2024 1A C 144A                                     | ZIPLY FIBER ISSUER LLC ZIPLY 2024 1A C 144A                   | CUSIP: 98979QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2079000 | PA      | $2225604.22   | 0.04%             | 2054-04-20      | Fixed         | 11.17%                | No            |                  2 | On Loan: No      |
| Vinci SA                                                                        | VINCI SA COMMON STOCK EUR2.5                                  | CUSIP: B1XH02900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |    319985 | NS      | $44947383.78  | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd.                                                             | LEVIATHAN BOND LTD SR SECURED 144A REGS 06/27 6.5             | CUSIP: BK6709046<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |   2280000 | PA      | $2241490.80   | 0.04%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd.                                                             | LEVIATHAN BOND LTD SR SECURED 144A REGS 06/30 6.7             | CUSIP: BK6709079<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |    411000 | PA      | $397139.44    | 0.01%             | 2030-06-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GLOVES BUYER INC                                                                | GLOVES BUYER INC                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2223000 | PA      | $2118519.00   | 0.04%             | 2032-01-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CLEARWATER ANALYTICS LLC                                                        | CLEARWATER ANALYTICS LLC                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    418000 | PA      | $415910.00    | 0.01%             | 2032-04-21      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL SERVICES INC/ON                                               | GFL ENVIRONMENTAL SERVICES INC/ON                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    924000 | PA      | $910140.00    | 0.02%             | 2032-03-03      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd.                                                    | ENERGEAN ISRAEL FINANCE LTD SR SECURED 144A REGS 03/28 5.3    | CUSIP: BO3321904<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |    550000 | PA      | $518100.00    | 0.01%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd.                                                    | ENERGEAN ISRAEL FINANCE LTD SR SECURED 144A REGS 03/31 5.8    | CUSIP: BO3322191<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |    948000 | PA      | $855664.89    | 0.02%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TOMRA Systems ASA                                                               | TOMRA SYSTEMS ASA COMMON STOCK NOK.5                          | CUSIP: BPLXRG905<br>LEI: 549300J726JCFJU3VT89 | Long             | EC               | CORP              | NO        |    593007 | NS      | $9356027.95   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde Public Limited Company                                                    | LINDE PLC COMMON STOCK                                        | CUSIP: G54950103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    123116 | NS      | $55799864.68  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Holdings Ltd                                                             | VIKING HOLDINGS LTD COMMON STOCK USD.01                       | CUSIP: G93A5A101<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |    630773 | NS      | $25880616.19  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                           | QUIKRETE HOLDINGS INC                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1128000 | PA      | $1104413.52   | 0.02%             | 2032-02-10      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| CyberArk Software Ltd.                                                          | CYBERARK SOFTWARE LTD COMMON STOCK ILS.01                     | CUSIP: M2682V108<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     71778 | NS      | $25277340.48  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding N.V.                                                               | ASML HOLDING NV NY REG SHRS EUR.09                            | CUSIP: N07059210<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     60735 | NS      | $40575838.80  | 0.74%             |  |  |  | No            |                  1 | On Loan: —       |
| 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        |   1519658 | PA      | $1464076.29   | 0.03%             | 2052-07-01      | 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: 3132DNNW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4517368 | PA      | $4432803.17   | 0.08%             | 2052-07-01      | Fixed         | 5.00%                 | 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        |   7264404 | PA      | $6813661.58   | 0.12%             | 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        |   4381735 | PA      | $4225236.95   | 0.08%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 08/52 FIXED 4.5                           | CUSIP: 3132DNTB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3661216 | PA      | $3530452.61   | 0.06%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 08/52 FIXED 4.5                           | CUSIP: 3132DNTK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    884340 | PA      | $853307.42    | 0.02%             | 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        |   3032328 | PA      | $2980044.49   | 0.05%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 09/52 FIXED 4.5                           | CUSIP: 3132DNVJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2562373 | PA      | $2472456.78   | 0.04%             | 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        |   2360495 | PA      | $2272499.93   | 0.04%             | 2052-09-01      | 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: 3132DP6U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1222809 | PA      | $1179135.43   | 0.02%             | 2053-04-01      | 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        |   5266277 | PA      | $5073661.70   | 0.09%             | 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        |  15493665 | PA      | $14951188.51  | 0.27%             | 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        |   1480507 | PA      | $1463770.28   | 0.03%             | 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        |   5162804 | PA      | $5072174.55   | 0.09%             | 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        |   5544486 | PA      | $4861644.18   | 0.09%             | 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        |   1297856 | PA      | $1249068.47   | 0.02%             | 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        |   4980057 | PA      | $4903529.13   | 0.09%             | 2053-02-01      | Fixed         | 5.00%                 | 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        |   4851875 | PA      | $4562954.86   | 0.08%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/52 FIXED 4                                               | FREDDIE MAC POOL FR 04/52 FIXED 4                             | CUSIP: 3132DPZP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3338482 | PA      | $3153244.21   | 0.06%             | 2052-04-01      | 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        |   1516017 | PA      | $1423727.44   | 0.03%             | 2053-04-01      | Fixed         | 4.00%                 | 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        |   4371071 | PA      | $4213588.18   | 0.08%             | 2053-08-01      | Fixed         | 4.50%                 | 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        |   2123340 | PA      | $2087227.72   | 0.04%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/55 FIXED 5.5                                             | FREDDIE MAC POOL FR 01/55 FIXED 5.5                           | CUSIP: 3132DVGR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2309491 | PA      | $2320059.25   | 0.04%             | 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        |   4330349 | PA      | $3656440.76   | 0.07%             | 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        |   5768665 | PA      | $5575251.35   | 0.10%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/53 FIXED 4.5                                             | FREDDIE MAC POOL FR 05/53 FIXED 4.5                           | CUSIP: 3132DVML6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1136455 | PA      | $1100837.37   | 0.02%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/50 FIXED 2.5                                             | FREDDIE MAC POOL FR 11/50 FIXED 2.5                           | CUSIP: 3132DWAG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5304883 | PA      | $4437868.96   | 0.08%             | 2050-11-01      | Fixed         | 2.50%                 | 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        |   1250675 | PA      | $1255294.95   | 0.02%             | 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        |   2610816 | PA      | $2437397.93   | 0.04%             | 2052-08-01      | 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        |    213828 | PA      | $211804.33    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/41 FIXED VAR                            | CUSIP: 3138EGS62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    795455 | PA      | $787833.76    | 0.01%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/41 FIXED VAR                            | CUSIP: 3138EHTR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2280946 | PA      | $2200473.66   | 0.04%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc.                                                            | PAYPAL HOLDINGS INC COMMON STOCK                              | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |    644100 | NS      | $42407544.00  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Inc.                                                     | PERFORMANCE FOOD GROUP INC COMPANY GUAR 144A 09/32 6.125      | CUSIP: 71376LAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    622000 | PA      | $622184.73    | 0.01%             | 2032-09-15      | Fixed         | 6.12%                 | 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        |   1305000 | PA      | $1359170.55   | 0.02%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Popular Inc.                                                                    | POPULAR INC SR UNSECURED 03/28 7.25                           | CUSIP: 733174AL0<br>LEI: N/A                  | Long             | DBT              | CORP              | PR        |   1976000 | PA      | $2041253.45   | 0.04%             | 2028-03-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| The Procter and Gamble Company                                                  | PROCTER and GAMBLE CO/THE COMMON STOCK                        | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    380569 | NS      | $61869102.33  | 1.12%             |  |  |  | No            |                  1 | 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        |   1052000 | PA      | $982555.69    | 0.02%             | 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        |   1543000 | PA      | $1448521.03   | 0.03%             | 2042-02-17      | Variable      | 3.40%                 | 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        |   1243269 | PA      | $1104044.82   | 0.02%             | 2036-01-25      | Variable      | 2.00%                 | 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        |   1239000 | PA      | $1184237.07   | 0.02%             | 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        |   1681000 | PA      | $1469580.13   | 0.03%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc.                                                            | QUANTA SERVICES INC SR UNSECURED 08/34 5.25                   | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    992000 | PA      | $978644.77    | 0.02%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc.                                                          | QUIKRETE HOLDINGS INC SR SECURED 144A 03/32 6.375             | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1241960.36   | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | 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        |   1787000 | PA      | $1820193.17   | 0.03%             | 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        |   2250000 | PA      | $2347008.75   | 0.04%             | 2041-11-13      | Fixed         | 7.11%                 | 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        |   1878197 | PA      | $1708828.23   | 0.03%             | 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        |    794000 | PA      | $798967.92    | 0.01%             | 2033-06-15      | Fixed         | 5.20%                 | 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        |    990218 | PA      | $899587.11    | 0.02%             | 2060-10-25      | Fixed         | 1.75%                 | 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        |    864012 | PA      | $857420.35    | 0.02%             | 2064-10-27      | Variable      | 4.45%                 | 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        |   2075417 | PA      | $1916231.96   | 0.03%             | 2045-09-20      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE VIII TCF 2021 1A A 144A                                | TRITON CONTAINER FINANCE VIII TCF 2021 1A A 144A              | CUSIP: 89680HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1301263 | PA      | $1178269.74   | 0.02%             | 2046-03-20      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| TrueNoord Capital Designated Activity Company                                   | TRUENOORD CAPITAL DAC COMPANY GUAR 144A 03/30 8.75            | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    949000 | PA      | $969384.64    | 0.02%             | 2030-03-01      | Fixed         | 8.75%                 | 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        |   4850000 | PA      | $4969018.76   | 0.09%             | 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        |   1295000 | PA      | $1398097.88   | 0.03%             | 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        |   2205000 | PA      | $2216753.20   | 0.04%             | 2032-08-05      | Variable      | 5.15%                 | 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        |   1905000 | PA      | $1951096.41   | 0.04%             | 2030-02-08      | Variable      | 5.43%                 | 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        |   1341235 | PA      | $1244985.69   | 0.02%             | 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        |   1767266 | PA      | $1799015.07   | 0.03%             | 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        |   1478016 | PA      | $1385400.36   | 0.03%             | 2028-07-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc.                                                            | UNITED AIRLINES INC SR SECURED 144A 04/29 4.625               | CUSIP: 90932LAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    539000 | PA      | $506287.44    | 0.01%             | 2029-04-15      | Fixed         | 4.62%                 | 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        |   2383508 | PA      | $2372680.42   | 0.04%             | 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        |   1927082 | PA      | $1916191.76   | 0.03%             | 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        |   1772440 | PA      | $1755842.28   | 0.03%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP SR UNSECURED 02/34 VAR                             | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2619000 | PA      | $2543535.01   | 0.05%             | 2034-02-01      | Variable      | 4.84%                 | 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        |    900000 | PA      | $918618.39    | 0.02%             | 2055-04-20      | Fixed         | 5.88%                 | 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        |   4458000 | PA      | $4839284.40   | 0.09%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Varex Imaging Corporation                                                       | VAREX IMAGING CORP SR SECURED 144A 10/27 7.875                | CUSIP: 92214XAC0<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |   1074000 | PA      | $1030775.26   | 0.02%             | 2027-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Velocity Vehicle Group LLC                                                      | VELOCITY VEHICLE GROUP LLC SR UNSECURED 144A 06/29 8          | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    417000 | PA      | $421191.68    | 0.01%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | VENTURE GLOBAL CALCASIEU PASS SR SECURED 144A 08/31 4.125     | CUSIP: 92328MAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1030000 | PA      | $925303.78    | 0.02%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                         | VENTURE GLOBAL LNG INC SR SECURED 144A 02/29 9.5              | CUSIP: 92332YAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1985000 | PA      | $2056922.41   | 0.04%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                         | VENTURE GLOBAL LNG INC SR SECURED 144A 01/30 7                | CUSIP: 92332YAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1158659.75   | 0.02%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                         | VENTURE GLOBAL LNG INC JR SUBORDINA 144A 12/99 VAR            | CUSIP: 92332YAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4202000 | PA      | $3611765.65   | 0.07%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                     | VERIZON COMMUNICATIONS INC SR UNSECURED 03/31 2.55            | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2594000 | PA      | $2309672.46   | 0.04%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R1                                              | VERUS SECURITIZATION TRUST 202 VERUS 2021 R1 A1 144A          | CUSIP: 92538BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    265721 | PA      | $255602.39    | 0.00%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | PARAMOUNT GLOBAL SR UNSECURED 03/43 4.375                     | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1392000 | PA      | $1002720.56   | 0.02%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | PARAMOUNT GLOBAL SR UNSECURED 05/50 4.95                      | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   2804000 | PA      | $2067718.08   | 0.04%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | PARAMOUNT GLOBAL SR UNSECURED 05/32 4.2                       | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    545000 | PA      | $487626.60    | 0.01%             | 2032-05-19      | Fixed         | 4.20%                 | 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        |   3517000 | PA      | $3044669.01   | 0.06%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Viatris Inc.                                                                    | VIATRIS INC COMPANY GUAR 06/50 4                              | CUSIP: 92556VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7799000 | PA      | $4908194.35   | 0.09%             | 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        |   1990000 | PA      | $1947535.39   | 0.04%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                                   | JH COLLATERAL                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   3189415 | NS      | $31904358.81  | 0.58%             |  |  |  | No            |                  1 | 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        |    615000 | PA      | $610791.31    | 0.01%             | 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        |   2308000 | PA      | $2246074.51   | 0.04%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                               | SYSCO CORP COMMON STOCK USD1.0                                | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |    241615 | NS      | $17251311.00  | 0.31%             |  |  |  | No            |                  1 | 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        |   1324088 | PA      | $1180941.08   | 0.02%             | 2046-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SUBORDINATED 05/34 VAR                          | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2770000 | PA      | $2835275.38   | 0.05%             | 2034-05-25      | Variable      | 6.17%                 | 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        |    405000 | PA      | $371650.52    | 0.01%             | 2030-04-30      | Fixed         | 3.25%                 | 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        |   3617000 | PA      | $3677854.58   | 0.07%             | 2032-07-23      | Variable      | 5.72%                 | 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        |   1620000 | PA      | $1622310.62   | 0.03%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc.                                                          | CIVITAS RESOURCES INC COMPANY GUAR 144A 11/30 8.625           | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    932000 | PA      | $898259.55    | 0.02%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                                       | CLOUD SOFTWARE GROUP INC SECURED 144A 09/29 9                 | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    432000 | PA      | $435209.63    | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                                       | CLOUD SOFTWARE GROUP INC SR SECURED 144A 06/32 8.25           | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    629000 | PA      | $656121.22    | 0.01%             | 2032-06-30      | Fixed         | 8.25%                 | 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        |   2168929 | PA      | $1852629.01   | 0.03%             | 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        |   1258245 | PA      | $1045637.85   | 0.02%             | 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        |    923347 | PA      | $788630.09    | 0.01%             | 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        |   1448000 | PA      | $1433365.37   | 0.03%             | 2034-01-15      | Fixed         | 5.68%                 | 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        |    820000 | PA      | $857547.15    | 0.02%             | 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        |   2393000 | PA      | $2472640.12   | 0.04%             | 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        |   1434000 | PA      | $1451612.88   | 0.03%             | 2030-01-30      | Variable      | 5.98%                 | 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        |   1535000 | PA      | $1548508.15   | 0.03%             | 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        |    713000 | PA      | $722657.59    | 0.01%             | 2050-02-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                  | CONOCOPHILLIPS COMMON STOCK USD.01                            | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    448387 | NS      | $39960249.44  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc.                                                  | CONSENSUS CLOUD SOLUTIONS INC COMPANY GUAR 144A 10/28 6.5     | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    827000 | PA      | $811586.79    | 0.01%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | CONSTELLATION ENERGY GENERATIO SR UNSECURED 01/34 6.125       | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    529000 | PA      | $555808.73    | 0.01%             | 2034-01-15      | Fixed         | 6.12%                 | 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        |   1238000 | PA      | $1280957.78   | 0.02%             | 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        |   1359000 | PA      | $1049537.22   | 0.02%             | 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        |   2645000 | PA      | $2604215.16   | 0.05%             | 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        |   1383000 | PA      | $1107629.78   | 0.02%             | 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        |   2556000 | PA      | $2265052.31   | 0.04%             | 2030-07-15      | Fixed         | 2.80%                 | 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        |   4135000 | PA      | $3816979.26   | 0.07%             | 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        |   2710000 | PA      | $2844963.01   | 0.05%             | 2029-10-03      | Variable      | 6.32%                 | 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        |   1325000 | PA      | $1402788.42   | 0.03%             | 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        |   1486000 | PA      | $1435920.52   | 0.03%             | 2030-02-10      | Variable      | 7.00%                 | 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        |   1857000 | PA      | $1776002.02   | 0.03%             | 2034-08-10      | Variable      | 7.12%                 | 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        |   2200000 | PA      | $2140041.64   | 0.04%             | 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        |   2167000 | PA      | $2095242.40   | 0.04%             | 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        |   1278750 | PA      | $1255843.37   | 0.02%             | 2047-11-20      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc.                                                               | DT MIDSTREAM INC SR SECURED 144A 12/34 5.8                    | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2182000 | PA      | $2161567.75   | 0.04%             | 2034-12-15      | Fixed         | 5.80%                 | 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        |   2284000 | PA      | $2291565.36   | 0.04%             | 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        |   1281000 | PA      | $1246106.58   | 0.02%             | 2051-02-27      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| DaVita Inc.                                                                     | DAVITA INC COMPANY GUAR 144A 06/30 4.625                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1189000 | PA      | $1105841.64   | 0.02%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8                        | DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8      | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    446000 | PA      | $432656.17    | 0.01%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Deere and Company                                                               | DEERE + CO COMMON STOCK USD1.0                                | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |    121014 | NS      | $56097249.84  | 1.02%             |  |  |  | No            |                  1 | 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        |   5449000 | PA      | $5446973.46   | 0.10%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                                            | DELTA AIR LINES INC SR UNSECURED 04/28 4.375                  | CUSIP: 247361ZN1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1098190.02   | 0.02%             | 2028-04-19      | Fixed         | 4.38%                 | 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        |   1747000 | PA      | $1856151.46   | 0.03%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK AG/NEW YORK NY SUBORDINATED 01/33 VAR           | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   2815000 | PA      | $2482956.42   | 0.05%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A C 144A                             | DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A C 144A           | CUSIP: 25265LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    514000 | PA      | $483453.34    | 0.01%             | 2049-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc.                                                         | DIAMONDBACK ENERGY INC COMPANY GUAR 04/54 5.75                | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1769000 | PA      | $1580693.91   | 0.03%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods Inc.                                                      | DICK'S SPORTING GOODS INC COMMON STOCK USD.01                 | CUSIP: 253393102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    258726 | NS      | $48573219.24  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc.                                                       | DIGITAL REALTY TRUST INC REIT USD.01                          | CUSIP: 253868103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    176153 | NS      | $28279602.62  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC SR UNSECURED 04/30 3.375                  | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1188000 | PA      | $1115346.98   | 0.02%             | 2030-04-01      | Fixed         | 3.38%                 | 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        |   1657000 | PA      | $1703938.50   | 0.03%             | 2055-02-01      | Variable      | 6.88%                 | 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        |   2502000 | PA      | $2605595.89   | 0.05%             | 2033-09-15      | Fixed         | 5.75%                 | 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        |   2883000 | PA      | $2998338.39   | 0.05%             | 2029-04-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| EQT Corporation                                                                 | EQT CORP COMMON STOCK                                         | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |   1197117 | NS      | $59185464.48  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corporation                                                                 | EQT CORP SR UNSECURED 144A 04/29 6.375                        | CUSIP: 26884LAY5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1033000 | PA      | $1056996.22   | 0.02%             | 2029-04-01      | Fixed         | 6.38%                 | 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        |    652260 | PA      | $574273.38    | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/52 FIXED 4                                               | FREDDIE MAC POOL FR 04/52 FIXED 4                             | CUSIP: 3133KN4E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4992447 | PA      | $4693595.79   | 0.09%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/52 FIXED 4                                               | FREDDIE MAC POOL FR 04/52 FIXED 4                             | CUSIP: 3133KN6V0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5722343 | PA      | $5367282.80   | 0.10%             | 2052-04-01      | Fixed         | 4.00%                 | 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        |   6400014 | PA      | $5833734.69   | 0.11%             | 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        |   1069629 | PA      | $898489.10    | 0.02%             | 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: 3133KNVB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2271728 | PA      | $2065754.04   | 0.04%             | 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: 3133KNWD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2714107 | PA      | $2460389.91   | 0.04%             | 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        |   1743868 | PA      | $1590114.09   | 0.03%             | 2052-03-01      | 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        |   4972033 | PA      | $4641775.08   | 0.08%             | 2052-05-01      | Fixed         | 4.00%                 | 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        |   5470819 | PA      | $5105720.33   | 0.09%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 5                                               | FREDDIE MAC POOL FR 07/52 FIXED 5                             | CUSIP: 3133KPQ68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5219294 | PA      | $5173341.29   | 0.09%             | 2052-07-01      | Fixed         | 5.00%                 | 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        |   8512023 | PA      | $8355949.89   | 0.15%             | 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        |   3449376 | PA      | $3387746.07   | 0.06%             | 2053-06-01      | Fixed         | 5.00%                 | 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        |   3512856 | PA      | $3223301.19   | 0.06%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/31 FIXED 8                              | CUSIP: 31371JUJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       422 | PA      | $439.28       | 0.00%             | 2031-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/31 FIXED 7.5                            | CUSIP: 31371JYH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       654 | PA      | $694.69       | 0.00%             | 2031-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal Signal Corporation                                                      | FEDERAL SIGNAL CORP COMMON STOCK USD1.0                       | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |    399541 | NS      | $32534623.63  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/41 FIXED 4                              | CUSIP: 3138A4GE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    728865 | PA      | $703327.15    | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/41 FIXED 4                              | CUSIP: 3138ARZ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    329002 | PA      | $317092.27    | 0.01%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/43 FIXED VAR                            | CUSIP: 3138ELB44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2562509 | PA      | $2399682.92   | 0.04%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/43 FIXED VAR                            | CUSIP: 3138ENAA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    253363 | PA      | $250753.64    | 0.00%             | 2043-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/43 FIXED 3                              | CUSIP: 3138NYA96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223234 | PA      | $201995.14    | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/43 FIXED 3                              | CUSIP: 3138W7GB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81552 | PA      | $74724.73     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/45 FIXED 3.5                            | CUSIP: 3138WEHE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    431008 | PA      | $399498.30    | 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        |    169276 | PA      | $156853.43    | 0.00%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/43 FIXED 3                              | CUSIP: 3138WTT97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133025 | PA      | $121350.18    | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/44 FIXED 3.5                            | CUSIP: 3138Y6MY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    475114 | PA      | $441496.95    | 0.01%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/32 FIXED 7                              | CUSIP: 31390KE61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       359 | PA      | $377.25       | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/47 FIXED 4                              | CUSIP: 3140FNJU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2696434 | PA      | $2571257.53   | 0.05%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/47 FIXED VAR                            | CUSIP: 3140J5XB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3883639 | PA      | $3584915.02   | 0.07%             | 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        |   2856104 | PA      | $2544965.04   | 0.05%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/47 FIXED VAR                            | CUSIP: 3140J7TQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1304511 | PA      | $1165660.83   | 0.02%             | 2047-02-01      | Fixed         | 3.00%                 | 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        |    383319 | PA      | $364566.27    | 0.01%             | 2048-04-01      | 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        |    332838 | PA      | $303595.96    | 0.01%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED 4                              | CUSIP: 3140MKAF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5937363 | PA      | $5589370.26   | 0.10%             | 2052-04-01      | Fixed         | 4.00%                 | 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        |    625461 | PA      | $574615.44    | 0.01%             | 2047-12-01      | 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        |   1354206 | PA      | $1316842.11   | 0.02%             | 2048-04-01      | Fixed         | 4.50%                 | 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        |    559896 | PA      | $543048.55    | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                            | CLYDESDALE ACQUISITION HOLDING COMPANY GUAR 144A 04/30 8.75   | CUSIP: 18972EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    643000 | PA      | $662497.69    | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                            | CLYDESDALE ACQUISITION HOLDING SR SECURED 144A 01/30 6.875    | CUSIP: 18972EAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1518000 | PA      | $1542357.21   | 0.03%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COLT 2022-2 MORTGAGE LOAN TRUS COLT 2022 2 A1 144A                              | COLT 2022-2 MORTGAGE LOAN TRUS COLT 2022 2 A1 144A            | CUSIP: 19685EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1529800 | PA      | $1438643.25   | 0.03%             | 2067-02-25      | Variable      | 2.99%                 | 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        |    879160 | PA      | $736460.17    | 0.01%             | 2066-08-25      | Variable      | 0.92%                 | 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        |    658000 | PA      | $683171.13    | 0.01%             | 2054-06-01      | Variable      | 7.00%                 | 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        |   1884705 | PA      | $1754550.67   | 0.03%             | 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        |   1677019 | PA      | $1587796.34   | 0.03%             | 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        |   2256055 | PA      | $2100024.72   | 0.04%             | 2051-10-20      | Fixed         | 2.79%                 | 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        |   1942380 | PA      | $1941178.32   | 0.04%             | 2054-11-01      | Fixed         | 5.50%                 | 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        |   2258210 | PA      | $1985387.96   | 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        |   3187008 | PA      | $2797991.57   | 0.05%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/51 FIXED 3                                               | FREDDIE MAC POOL FR 05/51 FIXED 3                             | CUSIP: 3133KLZ83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3896836 | PA      | $3410824.82   | 0.06%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| The Michaels Companies Inc.                                                     | MICHAELS COS INC/THE SR UNSECURED 144A 05/29 7.875            | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   2063000 | PA      | $708992.04    | 0.01%             | 2029-05-01      | Fixed         | 7.88%                 | 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        |   1820000 | PA      | $1792196.57   | 0.03%             | 2031-09-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Matador Resources Company                                                       | MATADOR RESOURCES CO COMPANY GUAR 144A 04/33 6.25             | CUSIP: 576485AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    943000 | PA      | $890096.10    | 0.02%             | 2033-04-15      | Fixed         | 6.25%                 | 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        |   2392152 | PA      | $2405472.66   | 0.04%             | 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        |   9748497 | PA      | $7799948.28   | 0.14%             | 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        |   4362523 | PA      | $4087746.64   | 0.07%             | 2052-05-01      | Fixed         | 4.00%                 | 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        |    596579 | PA      | $504823.67    | 0.01%             | 2066-05-25      | Variable      | 1.04%                 | 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        |   3283000 | PA      | $3119958.01   | 0.06%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO COMMON STOCK USD1.0                     | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    569706 | NS      | $139361481.72 | 2.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe`s Companies Inc.                                                           | LOWE'S COS INC COMMON STOCK USD.5                             | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |    279201 | NS      | $62418175.56  | 1.13%             |  |  |  | No            |                  1 | 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        |    191456 | PA      | $185049.03    | 0.00%             | 2065-05-25      | Variable      | 2.22%                 | 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        |    602367 | PA      | $541508.84    | 0.01%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST 2021-OVA SLG 2021 OVA D 144A                                   | SLG OFFICE TRUST 2021-OVA SLG 2021 OVA D 144A                 | CUSIP: 78449RAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1738000 | PA      | $1473060.50   | 0.03%             | 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        |   1508322 | PA      | $1520679.88   | 0.03%             | 2056-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| S and S Holdings L.L.C.                                                         | SandS HOLDINGS LLC SR SECURED 144A 10/31 8.375                | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    428000 | PA      | $402211.50    | 0.01%             | 2031-10-01      | Fixed         | 8.38%                 | 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        |   3488000 | PA      | $3440036.44   | 0.06%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES LLC SR SECURED 144A 12/29 11                            | SAKS GLOBAL ENTERPRISES LLC SR SECURED 144A 12/29 11          | CUSIP: 79380MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1615000 | PA      | $979557.87    | 0.02%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SAP SE                                                                          | SAP SE ADR                                                    | CUSIP: 803054204<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |    150681 | NS      | $44027481.39  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Sasol Financing USA LLC                                                         | SASOL FINANCING USA LLC COMPANY GUAR 03/31 5.5                | CUSIP: 80386WAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1354000 | PA      | $1048126.53   | 0.02%             | 2031-03-18      | Fixed         | 5.50%                 | 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        |   1172000 | PA      | $1180860.32   | 0.02%             | 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        |   1326000 | PA      | $1385465.53   | 0.03%             | 2034-05-19      | Variable      | 5.85%                 | 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        |   1886088 | PA      | $1777901.26   | 0.03%             | 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        |   6212637 | PA      | $5860159.29   | 0.11%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED VAR                            | CUSIP: 3140XHTL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183001 | PA      | $172332.70    | 0.00%             | 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        |    704047 | PA      | $679341.48    | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | 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        |   5209988 | PA      | $5020652.65   | 0.09%             | 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        |   4263262 | PA      | $4120321.27   | 0.07%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED VAR                            | CUSIP: 3140XJJP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3639252 | PA      | $3517234.11   | 0.06%             | 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        |   2925788 | PA      | $2892713.91   | 0.05%             | 2052-10-01      | Fixed         | 5.00%                 | 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        |   7469246 | PA      | $6548188.81   | 0.12%             | 2051-12-01      | Fixed         | 3.00%                 | 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        |   1884890 | PA      | $1767936.28   | 0.03%             | 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        |   1718288 | PA      | $1654232.80   | 0.03%             | 2052-10-01      | 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        |   1804101 | PA      | $1739665.86   | 0.03%             | 2052-11-01      | Fixed         | 4.50%                 | 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        |   1267970 | PA      | $1260963.75   | 0.02%             | 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        |   3484007 | PA      | $3503408.38   | 0.06%             | 2052-12-01      | Fixed         | 5.50%                 | 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        |   3778026 | PA      | $3761874.24   | 0.07%             | 2037-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140XJY72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1829367 | PA      | $1843556.12   | 0.03%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140XJYB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1733186 | PA      | $1752044.89   | 0.03%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140XJYP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3067515 | PA      | $3032838.63   | 0.06%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/53 FIXED VAR                            | CUSIP: 3140XKXZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5168174 | PA      | $4994893.56   | 0.09%             | 2053-03-01      | 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        |   2774641 | PA      | $2530872.28   | 0.05%             | 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        |   3570004 | PA      | $3275738.90   | 0.06%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED VAR                            | CUSIP: 3140XL6X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5312799 | PA      | $4479355.97   | 0.08%             | 2052-04-01      | Fixed         | 2.50%                 | 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        |   2829134 | PA      | $2798036.52   | 0.05%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/36 FIXED VAR                            | CUSIP: 3140XLJC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3625946 | PA      | $3419782.27   | 0.06%             | 2036-01-01      | Fixed         | 2.50%                 | 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        |   2970322 | PA      | $2594759.28   | 0.05%             | 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        |   1067832 | PA      | $1029693.35   | 0.02%             | 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        |   5019625 | PA      | $4561365.97   | 0.08%             | 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        |   1224949 | PA      | $1230334.59   | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | 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        |   1947999 | PA      | $1960672.56   | 0.04%             | 2054-11-01      | Fixed         | 5.50%                 | 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        |   3542534 | PA      | $3226872.81   | 0.06%             | 2051-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/39 FIXED 4.5                            | CUSIP: 31417SYQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    666410 | PA      | $660556.47    | 0.01%             | 2039-11-01      | Fixed         | 4.50%                 | 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        |   5704573 | PA      | $4562549.24   | 0.08%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED 3                              | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14448005 | PA      | $12543340.35  | 0.23%             | 2052-04-01      | Fixed         | 3.00%                 | 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        |   4510422 | PA      | $4425072.64   | 0.08%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                          | SEMPRA SR UNSECURED 08/33 5.5                                 | CUSIP: 816851BR9<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1713000 | PA      | $1724213.09   | 0.03%             | 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        |   1658000 | PA      | $1600970.11   | 0.03%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/40 FIXED 4.5                            | CUSIP: 31419B5W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    361804 | PA      | $358155.75    | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | 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        |   4069404 | PA      | $4091797.98   | 0.07%             | 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        |   2924209 | PA      | $2811838.15   | 0.05%             | 2054-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/55 FIXED 5.5                                             | FREDDIE MAC POOL FR 02/55 FIXED 5.5                           | CUSIP: 3142GT2E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3976482 | PA      | $4009809.44   | 0.07%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 2 A1 144A                              | ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 2 A1 144A            | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    831289 | PA      | $687489.01    | 0.01%             | 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        |    184415 | PA      | $156520.10    | 0.00%             | 2066-02-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser Inc.                                                           | FIESTA PURCHASER INC SR SECURED 144A 03/31 7.875              | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    243000 | PA      | $254556.84    | 0.00%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | FIFTH THIRD BANCORP JR SUBORDINA 12/49 VAR                    | CUSIP: 316773CM0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1193000 | PA      | $1168053.42   | 0.02%             | 2025-05-31      | Variable      | 7.59%                 | 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        |    904000 | PA      | $900947.39    | 0.02%             | 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        |   1582000 | PA      | $1620249.56   | 0.03%             | 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        |   2182000 | PA      | $2176166.05   | 0.04%             | 2031-03-12      | Variable      | 5.23%                 | 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        |   1307000 | PA      | $1314432.75   | 0.02%             | 2031-03-07      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                     | FIRST QUANTUM MINERALS LTD COMPANY GUAR 144A 06/31 8.625      | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    796000 | PA      | $806788.98    | 0.01%             | 2031-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: —       |
| FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 D 144A                             | FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 D 144A           | CUSIP: 33767WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1729000 | PA      | $1661632.28   | 0.03%             | 2038-08-17      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                               | FIRSTENERGY CORP SR UNSECURED 03/30 2.65                      | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   1289000 | PA      | $1168891.06   | 0.02%             | 2030-03-01      | Fixed         | 2.65%                 | 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        |   1726889 | PA      | $1405795.56   | 0.03%             | 2051-02-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Flowserve Corporation                                                           | FLOWSERVE CORP SR UNSECURED 10/30 3.5                         | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |   1017000 | PA      | $937620.63    | 0.02%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Flutter Treasury Designated Activity Company                                    | FLUTTER TREASURY DAC SR SECURED 144A 04/29 6.375              | CUSIP: 344045AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    653000 | PA      | $667215.16    | 0.01%             | 2029-04-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Ford Motor Company                                                              | FORD MOTOR CO SR UNSECURED 02/32 3.25                         | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1416000 | PA      | $1157051.63   | 0.02%             | 2032-02-12      | Fixed         | 3.25%                 | 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        |   4914000 | PA      | $4373637.74   | 0.08%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/33 7.122             | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1893000 | PA      | $1906369.43   | 0.03%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/29 5.8               | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2712000 | PA      | $2662648.76   | 0.05%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/34 6.125             | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4817000 | PA      | $4559585.73   | 0.08%             | 2034-03-08      | Fixed         | 6.12%                 | 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        |   2353000 | PA      | $2281118.72   | 0.04%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 05/29 5.113             | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3309000 | PA      | $3173534.14   | 0.06%             | 2029-05-03      | Fixed         | 5.11%                 | 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        |   2744000 | PA      | $2755573.81   | 0.05%             | 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        |    696000 | PA      | $723028.71    | 0.01%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMMON STOCK USD.1                       | CUSIP: 35671D857<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1675075 | NS      | $60352952.25  | 1.10%             |  |  |  | No            |                  1 | 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        |   1420000 | PA      | $1312882.14   | 0.02%             | 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        |   1770000 | PA      | $1765280.65   | 0.03%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMPANY GUAR 03/30 4.25                  | CUSIP: 35671DCF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2495000 | PA      | $2423041.46   | 0.04%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care US Finance III Inc.                                      | FRESENIUS MEDICAL CARE US FINA COMPANY GUAR 144A 02/31 2.375  | CUSIP: 35805BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3630000 | PA      | $3067370.69   | 0.06%             | 2031-02-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                             | FRONTIER ISSUER LLC FYBR 2024 1 C 144A                        | CUSIP: 35910EAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    781000 | PA      | $861972.52    | 0.02%             | 2054-06-20      | Fixed         | 11.16%                | No            |                  2 | On Loan: No      |
| Full House Resorts Inc.                                                         | FULL HOUSE RESORTS INC SR SECURED 144A 02/28 8.25             | CUSIP: 359678AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    730000 | PA      | $683192.18    | 0.01%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| GA Global Funding Trust                                                         | GA GLOBAL FUNDING TRUST SECURED 144A 12/31 5.2                | CUSIP: 36143L2Q7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1522000 | PA      | $1516955.86   | 0.03%             | 2031-12-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                                                         | GCI LLC SR UNSECURED 144A 10/28 4.75                          | CUSIP: 36166TAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1876000 | PA      | $1774771.98   | 0.03%             | 2028-10-15      | Fixed         | 4.75%                 | 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        |   1771425 | PA      | $1527818.85   | 0.03%             | 2066-05-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM1 TRUST GCAT 2021 NQM1 A1 144A                                     | GCAT 2021-NQM1 TRUST GCAT 2021 NQM1 A1 144A                   | CUSIP: 36167TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    471256 | PA      | $410305.50    | 0.01%             | 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        |    858000 | PA      | $808777.93    | 0.01%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. / GLP Financing II Inc.                                        | GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 01/32 3.25        | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    878000 | PA      | $756510.00    | 0.01%             | 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        |   1857000 | PA      | $2056443.14   | 0.04%             | 2031-11-01      | Fixed         | 8.00%                 | 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        |    107447 | PA      | $101376.51    | 0.00%             | 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        |    369986 | PA      | $331003.89    | 0.01%             | 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        |   1004000 | PA      | $1026579.16   | 0.02%             | 2036-12-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 06/30 3.6         | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5940000 | PA      | $5464994.83   | 0.10%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 04/34 5.95        | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5932000 | PA      | $5904854.93   | 0.11%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 05/32 7.875                         | GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 05/32 7.875       | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    962000 | PA      | $936041.68    | 0.02%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 05/33 8                             | GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 05/33 8           | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1093000 | PA      | $1060114.14   | 0.02%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GENTING NEW YORK LLC / GENNY C COMPANY GUAR 144A 10/29 7.25                     | GENTING NEW YORK LLC / GENNY C COMPANY GUAR 144A 10/29 7.25   | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    624000 | PA      | $623582.46    | 0.01%             | 2029-10-01      | Fixed         | 7.25%                 | 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        |   1184000 | PA      | $1180990.09   | 0.02%             | 2033-05-17      | Fixed         | 4.95%                 | 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        |    589127 | PA      | $487876.68    | 0.01%             | 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        |    953936 | PA      | $815712.33    | 0.01%             | 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        |    941977 | PA      | $806706.01    | 0.01%             | 2066-06-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 12/29 4.625  | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1991076.03   | 0.04%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 02/29 3.875  | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1008000 | PA      | $965271.48    | 0.02%             | 2029-02-15      | Fixed         | 3.88%                 | 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        |   2641000 | PA      | $2612681.22   | 0.05%             | 2031-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                          | SEMPRA JR SUBORDINA 10/54 VAR                                 | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1687000 | PA      | $1538698.87   | 0.03%             | 2054-10-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Service Corporation International                                               | SERVICE CORP INTERNATIONAL/US SR UNSECURED 10/32 5.75         | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    413000 | PA      | $407730.04    | 0.01%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Virtusa Corporation                                                             | VIRTUSA CORP SR UNSECURED 144A 12/28 7.125                    | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |    459000 | PA      | $437575.76    | 0.01%             | 2028-12-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                    | VISTRA CORP JR SUBORDINA 144A VAR                             | CUSIP: 92840MAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    728000 | PA      | $744058.22    | 0.01%             | 2026-10-15      | Variable      | 8.00%                 | 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        |   3150000 | PA      | $3080464.47   | 0.06%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Vistra Operations Company LLC                                                   | VISTRA OPERATIONS CO LLC SR SECURED 144A 10/33 6.95           | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2049000 | PA      | $2200199.81   | 0.04%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                   | VISTRA OPERATIONS CO LLC COMPANY GUAR 144A 04/32 6.875        | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    801000 | PA      | $829659.18    | 0.02%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Vodafone Group Public Limited Company                                           | VODAFONE GROUP PLC JR SUBORDINA 04/79 VAR                     | CUSIP: 92857WBQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1833000 | PA      | $1883313.56   | 0.03%             | 2079-04-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Vodafone Group Public Limited Company                                           | VODAFONE GROUP PLC SR UNSECURED 02/53 5.625                   | CUSIP: 92857WBY5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1416000 | PA      | $1313393.27   | 0.02%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                           | WMG ACQUISITION CORP SR SECURED 144A 07/30 3.875              | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    900000 | PA      | $827618.94    | 0.02%             | 2030-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Walmart Inc.                                                                    | WALMART INC COMMON STOCK USD.1                                | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |   1617639 | NS      | $157315392.75 | 2.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO PREFERRED STOCK 7.5                        | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |       150 | NS      | $174300.00    | 0.00%             |  |  |  | No            |                  1 | 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        |   7361000 | PA      | $6609262.44   | 0.12%             | 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        |   3285000 | PA      | $3532823.46   | 0.06%             | 2034-10-23      | Variable      | 6.49%                 | 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        |    731738 | PA      | $751033.56    | 0.01%             | 2054-01-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                             | SIRIUS XM RADIO LLC COMPANY GUAR 144A 07/28 4                 | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1147686.82   | 0.02%             | 2028-07-15      | Fixed         | 4.00%                 | 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        |   1699000 | PA      | $1676970.75   | 0.03%             | 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        |   1344000 | PA      | $1371871.05   | 0.02%             | 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        |   2413540 | PA      | $2195414.59   | 0.04%             | 2051-06-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                          | WESCO DISTRIBUTION INC COMPANY GUAR 144A 03/33 6.375          | CUSIP: 95081QAS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    592000 | PA      | $598873.71    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | 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        |   1091000 | PA      | $1079183.01   | 0.02%             | 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        |    866000 | PA      | $869159.51    | 0.02%             | 2030-07-15      | Fixed         | 6.12%                 | 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        |   1835000 | PA      | $1736145.10   | 0.03%             | 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        |   1128000 | PA      | $1071608.17   | 0.02%             | 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        |    891000 | PA      | $897737.19    | 0.02%             | 2029-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Whistler Pipeline LLC                                                           | WHISTLER PIPELINE LLC SR UNSECURED 144A 09/31 5.7             | CUSIP: 96337RAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1113000 | PA      | $1129611.47   | 0.02%             | 2031-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman Inc.                                                          | WILLIAMS SCOTSMAN INC SR SECURED 144A 06/29 6.625             | CUSIP: 96949VAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    691000 | PA      | $700246.27    | 0.01%             | 2029-06-15      | Fixed         | 6.62%                 | 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        |    320667 | PA      | $304367.86    | 0.01%             | 2045-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC / WIND SR SECURED 144A 10/31 8.25                       | WINDSTREAM SERVICES LLC / WIND SR SECURED 144A 10/31 8.25     | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    881000 | PA      | $901896.44    | 0.02%             | 2031-10-01      | Fixed         | 8.25%                 | 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        |   1002000 | PA      | $1016094.13   | 0.02%             | 2054-12-05      | Fixed         | 5.86%                 | 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        |   2067386 | PA      | $2090520.56   | 0.04%             | 2056-03-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                                | SOCIETE GENERALE SA 144A 01/30 VAR                            | CUSIP: 83368RBW1<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    927000 | PA      | $945430.31    | 0.02%             | 2030-01-19      | Variable      | 5.63%                 | No            |                  2 | On Loan: —       |
| Societe Generale                                                                | SOCIETE GENERALE SA JR SUBORDINA 144A 12/99 VAR               | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1913000 | PA      | $1670195.34   | 0.03%             | 2030-11-18      | Variable      | 5.38%                 | 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        |   1879000 | PA      | $1916377.27   | 0.03%             | 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        |   3598000 | PA      | $3673751.36   | 0.07%             | 2031-03-13      | Fixed         | 5.45%                 | 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        |   1902000 | PA      | $1966429.32   | 0.04%             | 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        |   2173000 | PA      | $2213654.66   | 0.04%             | 2055-03-15      | Variable      | 6.38%                 | 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        |   1631000 | PA      | $1530240.73   | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Block Inc.                                                                      | BLOCK INC SR UNSECURED 06/31 3.5                              | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    643000 | PA      | $573918.32    | 0.01%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Star Parent Inc.                                                                | STAR PARENT INC SR SECURED 144A 10/30 9                       | CUSIP: 855170AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $627328.91    | 0.01%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| Starwood Property Trust Inc.                                                    | STARWOOD PROPERTY TRUST INC SR UNSECURED 144A 04/29 7.25      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    260000 | PA      | $269626.42    | 0.00%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc.                                                    | STARWOOD PROPERTY TRUST INC SR UNSECURED 144A 04/30 6         | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   1518000 | PA      | $1500502.62   | 0.03%             | 2030-04-15      | Fixed         | 6.00%                 | 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        |   1649210 | PA      | $1461427.76   | 0.03%             | 2066-12-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| Stryker Corporation                                                             | STRYKER CORP COMMON STOCK USD.1                               | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |    137316 | NS      | $51345198.72  | 0.93%             |  |  |  | No            |                  1 | 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        |    957600 | PA      | $968501.89    | 0.02%             | 2054-07-30      | Fixed         | 6.03%                 | 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        |    914708 | PA      | $930062.97    | 0.02%             | 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        |   2337142 | PA      | $2318636.30   | 0.04%             | 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        |    313807 | PA      | $305556.57    | 0.01%             | 2045-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc.                                                              | SUNCOR ENERGY INC COMMON STOCK                                | CUSIP: 867224107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    885744 | NS      | $31257905.76  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP SR UNSECURED 10/47 5.4                     | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2308000 | PA      | $1987110.01   | 0.04%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP COMPANY GUAR 144A 05/29 7                           | CUSIP: 86765KAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1144000 | PA      | $1176218.47   | 0.02%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP COMPANY GUAR 144A 05/32 7.25                        | CUSIP: 86765KAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1356000 | PA      | $1406192.34   | 0.03%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP SR UNSECURED 144A 07/33 6.25                        | CUSIP: 86765KAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    889000 | PA      | $887802.97    | 0.02%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sunoco LP and Sunoco Finance Corp.                                              | SUNOCO LP / SUNOCO FINANCE COR COMPANY GUAR 04/30 4.5         | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2285000 | PA      | $2150332.38   | 0.04%             | 2030-04-30      | Fixed         | 4.50%                 | 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        |   7017000 | PA      | $6770753.12   | 0.12%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Talos Production Inc.                                                           | TALOS PRODUCTION INC SECURED 144A 02/29 9                     | CUSIP: 87485LAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $153382.30    | 0.00%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Talos Production Inc.                                                           | TALOS PRODUCTION INC SECURED 144A 02/31 9.375                 | CUSIP: 87485LAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    201000 | PA      | $188985.47    | 0.00%             | 2031-02-01      | Fixed         | 9.38%                 | 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        |   2046000 | PA      | $1874090.99   | 0.03%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                            | TRAVEL + LEISURE CO SR SECURED 144A 03/30 4.625               | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    874000 | PA      | $813893.46    | 0.01%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                          | XHR LP COMPANY GUAR 144A 05/30 6.625                          | CUSIP: 98372MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    862000 | PA      | $849095.55    | 0.02%             | 2030-05-15      | Fixed         | 6.62%                 | 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        |   1710000 | PA      | $1782631.31   | 0.03%             | 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        |   2324000 | PA      | $2269916.43   | 0.04%             | 2035-02-15      | Fixed         | 5.50%                 | 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        |   1569000 | PA      | $1576134.40   | 0.03%             | 2055-03-20      | Fixed         | 5.65%                 | 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        |   2484000 | PA      | $1994283.03   | 0.04%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Telephone and Data Systems Inc.                                                 | TELEPHONE AND DATA SYSTEMS INC PREFERRED STOCK 6.625          | CUSIP: 879433787<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     33200 | NS      | $691556.00    | 0.01%             |  |  |  | No            |                  1 | 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        |    720726 | PA      | $679889.38    | 0.01%             | 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        |    620318 | PA      | $603216.02    | 0.01%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 4 A1 144A                              | TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 4 A1 144A            | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    612101 | PA      | $585725.59    | 0.01%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| TriNet Group Inc.                                                               | TRINET GROUP INC COMPANY GUAR 144A 03/29 3.5                  | CUSIP: 896288AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    608000 | PA      | $554578.63    | 0.01%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                                 | TRUST FIBRA UNO SR UNSECURED 144A 02/34 7.375                 | CUSIP: 89834JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   2171000 | PA      | $2149212.93   | 0.04%             | 2034-02-13      | Fixed         | 7.38%                 | 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        |   1884000 | PA      | $2105916.36   | 0.04%             | 2033-11-13      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 135 IO                | CUSIP: 38379R4C4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2400694 | PA      | $79973.35     | 0.00%             | 2058-10-16      | Variable      | 0.70%                 | 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        |   1247635 | PA      | $34691.36     | 0.00%             | 2059-02-16      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 109 IO                | CUSIP: 38379RG98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1753365 | PA      | $23025.89     | 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        |   1417786 | PA      | $60089.45     | 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        |    789557 | PA      | $28585.76     | 0.00%             | 2057-12-16      | Variable      | 0.75%                 | 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        |   1094000 | PA      | $958402.39    | 0.02%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MandT Bank Corporation                                                          | MandT BANK CORP COMMON STOCK USD.5                            | CUSIP: 55261F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    141671 | NS      | $24050068.96  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| MandT Bank Corporation                                                          | MandT BANK CORP JR SUBORDINA 12/49 VAR                        | CUSIP: 55261FAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    755000 | PA      | $731164.88    | 0.01%             | 2026-11-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-30

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer