# EDGAR Filing Document

**Accession Number:** 0001478482
**File Stem:** 0001193125-25-332502
**Filing Date:** 2025-12
**Character Count:** 139379
**Document Hash:** 1c1e644398946bccb1ec16c2ce1bf66d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-332502.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0001193125-25-332502

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**PERIOD START**: 20260430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** John Hancock Exchange-Traded Fund Trust
- **CENTRAL INDEX KEY:** 0001478482

**ORGANIZATION NAME:**
- **EIN:** 001017025
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22733
- **FILM NUMBER:** 251603526

**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

## Series and Classes Contracts Data

### John Hancock Core Bond ETF (Series ID: S000089152)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000255661 | John Hancock Core Bond ETF | JHCR            |

## 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 Exchange-Traded Fund Trust

- **b. Investment Company Act file number:** 811-22733

- **c. CIK number of Registrant:** 0001478482

- **d. LEI of Registrant:** 5493009IOCA1ISM4Y592

- **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:** John Hancock Core Bond ETF

- **b. EDGAR series identifier (if any):** S000089152

- **c. LEI of Series:** 254900KY31YMUPNE7F02

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

- **a. Date of fiscal year-end:** 2026-04-30

- **b. Date as of which information is reported:** 2025-10-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $14773922.64

**Total Liabilities:** $92067.30

**Net Assets:** $14681855.34

**Delayed Delivery Securities:** $25043.18

**Cash Not Reported:** $2227.90

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -25.594001000000 | **1-Year:** -634.238356000000 | **5-Year:** -2469.727944000000 | **10-Year:** -2813.936625000000 | **30-Year:** -614.111930000000

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

- **3-Month:** -0.221321000000 | **1-Year:** -6.365456000000 | **5-Year:** -52.821105000000 | **10-Year:** -63.117891000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000255661 | 1.37%                | 1.14%                | 0.66%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $6042.11                 | $132881.83                                 |
| Month 2  | $11957.00                | $94743.92                                  |
| Month 3  | $5805.15                 | $33362.82                                  |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Mars Incorporated                                                               | MARS INC SR UNSECURED 144A 03/30 4.8                         | CUSIP: 571676AY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $13279.89     | 0.09%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC SR UNSECURED 04/32 2.703               | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     43000 | PA      | $38393.72     | 0.26%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SUBORDINATED 09/36 VAR                        | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     89000 | PA      | $77682.78     | 0.53%             | 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        |     70000 | PA      | $71884.97     | 0.49%             | 2030-01-16      | Variable      | 5.17%                 | 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        |     43000 | PA      | $39427.99     | 0.27%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NMI Holdings Inc.                                                               | NMI HOLDINGS INC SR UNSECURED 08/29 6                        | CUSIP: 629209AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $39179.90     | 0.27%             | 2029-08-15      | Fixed         | 6.00%                 | 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        |     30000 | PA      | $33114.15     | 0.23%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC SR SECURED 144A 10/35 5.407                   | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5986.83      | 0.04%             | 2035-10-15      | Fixed         | 5.41%                 | 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        |      9000 | PA      | $8679.00      | 0.06%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 5C4 A3                                 | WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 5C4 A3              | CUSIP: 949931AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000 | PA      | $10458.47     | 0.07%             | 2058-05-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 01/30 VAR                    | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72026.17     | 0.49%             | 2030-01-23      | Variable      | 5.20%                 | 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        |      6000 | PA      | $6209.89      | 0.04%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Simmons First National Corporation                                              | SIMMONS FIRST NATIONAL CORP SUBORDINATED 10/35 VAR           | CUSIP: 828730AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $13044.90     | 0.09%             | 2035-10-01      | Variable      | 6.25%                 | 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        |      4000 | PA      | $4111.14      | 0.03%             | 2030-07-15      | Fixed         | 6.12%                 | 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        |     25000 | PA      | $25795.71     | 0.18%             | 2050-02-25      | Fixed         | 5.83%                 | 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        |     80925 | PA      | $82124.12     | 0.56%             | 2056-03-15      | Fixed         | 5.24%                 | 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        |     68000 | PA      | $70816.67     | 0.48%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER II CMPDC 2025 1A A1 144A                             | COMPASS DATACENTERS ISSUER II CMPDC 2025 1A A1 144A          | CUSIP: 20469CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25377.22     | 0.17%             | 2050-05-25      | Fixed         | 5.32%                 | 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        |     30000 | PA      | $33194.03     | 0.23%             | 2053-10-01      | Fixed         | 6.50%                 | 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        |     25000 | PA      | $24605.51     | 0.17%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DB MASTER FINANCE LLC DNKN 2021 1A A2II 144A                 | CUSIP: 233046AQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     48125 | PA      | $45294.75     | 0.31%             | 2051-11-20      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc.                                                               | DT MIDSTREAM INC COMPANY GUAR 144A 06/31 4.375               | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $44654.68     | 0.30%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc.                                                               | DT MIDSTREAM INC COMPANY GUAR 144A 12/34 5.8                 | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15495.29     | 0.11%             | 2034-12-15      | Fixed         | 5.80%                 | 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        |     23708 | PA      | $23363.57     | 0.16%             | 2050-01-20      | Fixed         | 3.85%                 | 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        |     39000 | PA      | $40125.71     | 0.27%             | 2033-06-15      | Fixed         | 5.20%                 | 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        |     17000 | PA      | $18168.72     | 0.12%             | 2055-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY 2024 3A A2I 144A                                      | SUBWAY FUNDING LLC SUBWAY 2024 3A A2I 144A                   | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24750 | PA      | $24623.51     | 0.17%             | 2054-07-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                                   | JH COLLATERAL                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |     32238 | NS      | $322505.43    | 2.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corporation                                                              | EXELON CORP JR SUBORDINA 03/55 VAR                           | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2102.15      | 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        |      6000 | PA      | $6203.40      | 0.04%             | 2031-03-15      | Fixed         | 5.12%                 | 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        |     24750 | PA      | $24571.28     | 0.17%             | 2054-07-30      | Fixed         | 5.91%                 | 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        |     25000 | PA      | $24837.65     | 0.17%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| FandG Annuities and Life Inc.                                                   | FandG ANNUITIES and LIFE INC COMPANY GUAR 06/29 6.5          | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $39676.58     | 0.27%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FandG Annuities and Life Inc.                                                   | FandG ANNUITIES and LIFE INC COMPANY GUAR 10/34 6.25         | CUSIP: 30190AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $16263.34     | 0.11%             | 2034-10-04      | Fixed         | 6.25%                 | 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        |    100000 | PA      | $103432.87    | 0.70%             | 2041-12-10      | Variable      | 5.97%                 | 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        |     26000 | PA      | $24608.18     | 0.17%             | 2041-12-09      | Fixed         | 3.20%                 | 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        |    163000 | PA      | $148957.67    | 1.01%             | 2032-04-22      | Variable      | 2.69%                 | 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        |     79000 | PA      | $80774.65     | 0.55%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SUBORDINATED 10/35 VAR                  | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4100.88      | 0.03%             | 2035-10-25      | Variable      | 5.52%                 | 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        |     22000 | PA      | $22902.00     | 0.16%             | 2030-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR8 BANK5 2024 5YR8 A3                                              | BANK5 2024-5YR8 BANK5 2024 5YR8 A3                           | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000 | PA      | $10486.18     | 0.07%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B16 MORTGAGE TR BMARK 2020 B16 A5                                | BENCHMARK 2020-B16 MORTGAGE TR BMARK 2020 B16 A5             | CUSIP: 08161NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $46518.72     | 0.32%             | 2053-02-15      | Fixed         | 2.73%                 | 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        |     14000 | PA      | $14652.33     | 0.10%             | 2057-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Comerica Incorporated                                                           | COMERICA INC SR UNSECURED 01/30 VAR                          | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40574.33     | 0.28%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/55 4.75                    | CUSIP: 912810UK2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    412000 | PA      | $417407.50    | 2.84%             | 2055-05-15      | Fixed         | 4.75%                 | 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        |     42000 | PA      | $38432.47     | 0.26%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER COLO 2023 1A A2 144A                                            | DATABANK ISSUER COLO 2023 1A A2 144A                         | CUSIP: 23802WAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99828.57     | 0.68%             | 2053-02-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 02/31 4.5                           | DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 02/31 4.5        | CUSIP: 24703DBS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $17949.97     | 0.12%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXTENET ISSUER LLC EXTNT 2024 1A A2 144A                                        | EXTENET ISSUER LLC EXTNT 2024 1A A2 144A                     | CUSIP: 30227XAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25157.46     | 0.17%             | 2054-07-25      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc.                                                             | META PLATFORMS INC SR UNSECURED 11/30 4.2                    | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15983.35     | 0.11%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 02/36 5.1                           | DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 02/36 5.1        | CUSIP: 24703DBU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $8906.75      | 0.06%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                                        | DEVON ENERGY CORP SR UNSECURED 09/34 5.2                     | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9931.40      | 0.07%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC JR SUBORDINA 02/55 VAR                   | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31533.06     | 0.21%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC JR SUBORDINA 06/54 VAR                   | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32769.12     | 0.22%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc.                                                             | META PLATFORMS INC SR UNSECURED 11/32 4.6                    | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11055.29     | 0.08%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc.                                                             | META PLATFORMS INC SR UNSECURED 11/55 5.625                  | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5954.87      | 0.04%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC JR SUBORDINA 02/56 VAR                   | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11143.68     | 0.08%             | 2056-02-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC JR SUBORDINA 02/56 VAR                   | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14157.38     | 0.10%             | 2056-02-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 4                                               | FREDDIE MAC POOL FR 07/52 FIXED 4                            | CUSIP: 3132DNET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64298 | PA      | $61657.93     | 0.42%             | 2052-07-01      | 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: 3132DNEZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62957 | PA      | $60174.61     | 0.41%             | 2052-06-01      | Fixed         | 4.00%                 | 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        |     23232 | PA      | $22447.66     | 0.15%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                                       | DRIVEN BRANDS FUNDING LLC HONK 2024 1A A2 144A               | CUSIP: 26209XAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     49375 | PA      | $51053.42     | 0.35%             | 2054-10-20      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Enact Holdings Inc.                                                             | ENACT HOLDINGS INC SR UNSECURED 05/29 6.25                   | CUSIP: 29249EAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $39769.80     | 0.27%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP SR UNSECURED 09/34 5.6                    | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40114.41     | 0.27%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 07/52 FIXED 4.5                          | CUSIP: 3132DNMV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58818 | PA      | $58431.35     | 0.40%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/35 FIXED 2                                               | FREDDIE MAC POOL FR 11/35 FIXED 2                            | CUSIP: 3132CXL91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64782 | PA      | $60101.02     | 0.41%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/52 FIXED 4                                               | FREDDIE MAC POOL FR 06/52 FIXED 4                            | CUSIP: 3132DNEM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33684 | PA      | $32247.70     | 0.22%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gulfstream Natural Gas System L.L.C.                                            | GULFSTREAM NATURAL GAS SYSTEM SR UNSECURED 144A 07/35 5.6    | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $6144.86      | 0.04%             | 2035-07-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 04/31 5.45                              | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39550.19     | 0.27%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 11/30 4.3                               | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3980.53      | 0.03%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 11/32 4.6                               | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6956.53      | 0.05%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                      | HPS CORPORATE LENDING FUND SR UNSECURED 04/32 5.95           | CUSIP: 40440VAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $4019.66      | 0.03%             | 2032-04-14      | Fixed         | 5.95%                 | 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        |     25000 | PA      | $24372.13     | 0.17%             | 2051-11-20      | Fixed         | 2.31%                 | 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        |     38000 | PA      | $39357.04     | 0.27%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc.                                              | HUNTINGTON INGALLS INDUSTRIES COMPANY GUAR 05/30 4.2         | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39528.38     | 0.27%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                    | TRUIST FINANCIAL CORP SR UNSECURED 10/33 VAR                 | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     69000 | PA      | $74165.54     | 0.51%             | 2033-10-28      | Variable      | 6.12%                 | 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        |     65308 | PA      | $68153.54     | 0.46%             | 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        |     66621 | PA      | $68751.80     | 0.47%             | 2037-02-15      | Fixed         | 5.45%                 | 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        |     50000 | PA      | $50827.85     | 0.35%             | 2048-11-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                             | ALLY FINANCIAL INC SR UNSECURED 07/35 VAR                    | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39337.56     | 0.27%             | 2035-07-26      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                             | ALLY FINANCIAL INC SR UNSECURED 05/29 VAR                    | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7140.96      | 0.05%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                             | ALLY FINANCIAL INC SR UNSECURED 07/33 VAR                    | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14058.54     | 0.10%             | 2033-07-31      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L.P.                                                      | AMERICAN HOMES 4 RENT LP SR UNSECURED 06/30 4.95             | CUSIP: 02666TAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15283.35     | 0.10%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 03/33 5.65                  | CUSIP: 03027XBZ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7373.32      | 0.05%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 144A 01/31 5.15      | CUSIP: 04020EAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $15690.32     | 0.11%             | 2031-01-15      | Fixed         | 5.15%                 | 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        |     41000 | PA      | $38824.30     | 0.26%             | 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        |      4000 | PA      | $3983.61      | 0.03%             | 2054-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Capital Power (US Holdings) Inc.                                                | CAPITAL POWER US HOLDINGS INC COMPANY GUAR 144A 06/35 6.189  | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7330.10      | 0.05%             | 2035-06-01      | Fixed         | 6.19%                 | 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        |     14934 | PA      | $14999.70     | 0.10%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/54 FIXED 5                                               | FREDDIE MAC POOL FR 10/54 FIXED 5                            | CUSIP: 3132DURW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68386 | PA      | $68750.93     | 0.47%             | 2054-10-01      | 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        |     29021 | PA      | $29773.62     | 0.20%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/50 FIXED 3                                               | FREDDIE MAC POOL FR 02/50 FIXED 3                            | CUSIP: 3132DVKZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56500 | PA      | $51087.08     | 0.35%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/52 FIXED 3                                               | FREDDIE MAC POOL FR 06/52 FIXED 3                            | CUSIP: 3132E04C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56094 | PA      | $50478.91     | 0.34%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/53 FIXED 5                                               | FREDDIE MAC POOL FR 08/53 FIXED 5                            | CUSIP: 3132E0QB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69348 | PA      | $69501.70     | 0.47%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/36 FIXED 2                             | CUSIP: 3140QLJ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65772 | PA      | $60875.04     | 0.41%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/36 FIXED 1.5                           | CUSIP: 3140QMFC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60133 | PA      | $54256.39     | 0.37%             | 2036-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/52 FIXED 2.5                           | CUSIP: 3140QMZZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93870 | PA      | $80605.92     | 0.55%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/52 FIXED 2                             | CUSIP: 3140QNNU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76080 | PA      | $62766.17     | 0.43%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/52 FIXED 3                             | CUSIP: 3140QNQU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56339 | PA      | $50470.58     | 0.34%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED 2.5                           | CUSIP: 3140QNUV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64654 | PA      | $55821.36     | 0.38%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED 3.5                           | CUSIP: 3140QPFM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82735 | PA      | $76482.91     | 0.52%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED 4                             | CUSIP: 3140QPJA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131836 | PA      | $126133.26    | 0.86%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED 4.5                           | CUSIP: 3140QPSX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66503 | PA      | $65171.74     | 0.44%             | 2052-07-01      | 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        |     66420 | PA      | $66899.67     | 0.46%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED 4.5                           | CUSIP: 3140QPZD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60322 | PA      | $59604.98     | 0.41%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 35 IO                | CUSIP: 38381L7W6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    314650 | PA      | $18851.02     | 0.13%             | 2066-09-16      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 3 IO                 | CUSIP: 38381LU75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    264387 | PA      | $18516.60     | 0.13%             | 2067-04-16      | Variable      | 0.86%                 | 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        |    273705 | PA      | $19668.44     | 0.13%             | 2066-12-16      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 128 IO               | CUSIP: 38381MA75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    112788 | PA      | $9210.08      | 0.06%             | 2067-09-16      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 73 IO                | CUSIP: 38381MJE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    307804 | PA      | $19125.72     | 0.13%             | 2067-08-16      | Variable      | 0.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 126 IO               | CUSIP: 38381PYF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    197654 | PA      | $14147.37     | 0.10%             | 2067-05-16      | Variable      | 0.77%                 | 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        |      6000 | PA      | $6165.75      | 0.04%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Regency Centers L.P.                                                            | REGENCY CENTERS LP COMPANY GUAR 07/32 5                      | CUSIP: 75884RBD4<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17411.64     | 0.12%             | 2032-07-15      | 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        |     38000 | PA      | $39731.88     | 0.27%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/55 FIXED 5.5                                             | FREDDIE MAC POOL FR 05/55 FIXED 5.5                          | CUSIP: 31427PAL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20750 | PA      | $21210.40     | 0.14%             | 2055-05-01      | Fixed         | 5.50%                 | 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        |     17000 | PA      | $17207.15     | 0.12%             | 2031-03-12      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc.                                                  | FIRST CITIZENS BANCSHARES INC/ SUBORDINATED 09/35 VAR        | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12952.83     | 0.09%             | 2035-09-05      | Variable      | 5.60%                 | 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        |     37000 | PA      | $38165.26     | 0.26%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GCAT 2020-NQM2 TRUST GCAT 2020 NQM2 A1 144A                                     | GCAT 2020-NQM2 TRUST GCAT 2020 NQM2 A1 144A                  | CUSIP: 36166RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26769 | PA      | $25782.89     | 0.18%             | 2065-04-25      | Variable      | 2.56%                 | 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        |     25000 | PA      | $25682.04     | 0.17%             | 2036-12-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2025 4 A3                                  | GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2025 4 A3               | CUSIP: 36273EAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4000 | PA      | $3993.48      | 0.03%             | 2031-02-18      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN COMPANY GUAR 06/31 5.6        | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72802.40     | 0.50%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 11 IO                | CUSIP: 38380RRL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    160657 | PA      | $11833.32     | 0.08%             | 2062-12-16      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 144 IO               | CUSIP: 38381HPQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    558573 | PA      | $27756.45     | 0.19%             | 2064-10-16      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/50 FIXED 2.5                           | CUSIP: 31418DKQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93543 | PA      | $80617.52     | 0.55%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/50 FIXED 2                             | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86059 | PA      | $70515.19     | 0.48%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/50 FIXED 2                             | CUSIP: 31418DQ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86325 | PA      | $70733.11     | 0.48%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/35 FIXED 2.5                           | CUSIP: 31418DRV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62790 | PA      | $59504.88     | 0.41%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/35 FIXED 1.5                           | CUSIP: 31418DU75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59351 | PA      | $53551.68     | 0.36%             | 2035-12-01      | Fixed         | 1.50%                 | 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        |     19599 | PA      | $19581.11     | 0.13%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/55 FIXED 5.5                                             | FREDDIE MAC POOL FR 02/55 FIXED 5.5                          | CUSIP: 31427MLM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17257 | PA      | $17602.44     | 0.12%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/53 FIXED 4.5                                             | FREDDIE MAC POOL FR 03/53 FIXED 4.5                          | CUSIP: 31427MYA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63427 | PA      | $62455.09     | 0.43%             | 2053-03-01      | Fixed         | 4.50%                 | 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        |     12398 | PA      | $12199.92     | 0.08%             | 2054-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/54 FIXED 4                                               | FREDDIE MAC POOL FR 01/54 FIXED 4                            | CUSIP: 31427NED7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13417 | PA      | $12807.05     | 0.09%             | 2054-01-01      | Fixed         | 4.00%                 | 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        |      6000 | PA      | $6187.53      | 0.04%             | 2031-03-07      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 09/32 3.875                   | CUSIP: 91282CNZ0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    203000 | PA      | $202873.13    | 1.38%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 09/30 3.625                   | CUSIP: 91282CPA3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    652000 | PA      | $649555.00    | 4.42%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 06/55 5.95               | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7283.21      | 0.05%             | 2055-06-15      | Fixed         | 5.95%                 | 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        |     25000 | PA      | $25589.91     | 0.17%             | 2055-04-20      | Fixed         | 5.88%                 | 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        |    175097 | PA      | $149096.07    | 1.02%             | 2066-07-25      | Variable      | 0.94%                 | 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        |     70367 | PA      | $61967.18     | 0.42%             | 2066-06-25      | Variable      | 1.05%                 | 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        |     39000 | PA      | $39313.43     | 0.27%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/53 FIXED VAR                           | CUSIP: 3140XMYC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20042 | PA      | $20448.89     | 0.14%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/53 FIXED VAR                           | CUSIP: 3140XNA87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65698 | PA      | $64711.59     | 0.44%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED VAR                           | CUSIP: 3140XNED2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17621 | PA      | $16268.06     | 0.11%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/51 FIXED VAR                           | CUSIP: 3140XNX90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79865 | PA      | $74503.16     | 0.51%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/54 FIXED VAR                           | CUSIP: 3140XQKU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66649 | PA      | $65565.09     | 0.45%             | 2054-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/54 FIXED VAR                           | CUSIP: 3140XQND5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64412 | PA      | $63404.59     | 0.43%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/53 FIXED VAR                           | CUSIP: 3140XQVD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65519 | PA      | $65889.53     | 0.45%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/54 FIXED VAR                           | CUSIP: 3140XR2Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28482 | PA      | $29139.95     | 0.20%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corporation                                                           | TD SYNNEX CORP SR UNSECURED 08/31 2.65                       | CUSIP: 87162WAK6<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     43000 | PA      | $38351.18     | 0.26%             | 2031-08-09      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corporation                                                           | TD SYNNEX CORP SR UNSECURED 10/35 5.3                        | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13970.07     | 0.10%             | 2035-10-10      | Fixed         | 5.30%                 | 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        |     40000 | PA      | $39179.97     | 0.27%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 01/33 5.2                      | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72079.53     | 0.49%             | 2033-01-15      | Fixed         | 5.20%                 | 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        |     38000 | PA      | $39997.70     | 0.27%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 4 A1 144A                              | TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 4 A1 144A           | CUSIP: 89175TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30015 | PA      | $28554.44     | 0.19%             | 2058-06-25      | Variable      | 3.00%                 | 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        |     38150 | PA      | $34851.78     | 0.24%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-D Owner Trust                                      | TOYOTA AUTO RECEIVABLES 2024-D TAOT 2024 D A4                | CUSIP: 89239TAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6000 | PA      | $6063.96      | 0.04%             | 2030-04-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP SR UNSECURED 01/30 VAR                            | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     69000 | PA      | $71303.82     | 0.49%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP SR UNSECURED 05/31 VAR                            | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7196.46      | 0.05%             | 2031-05-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/50 2                       | CUSIP: 912810SL3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    132000 | PA      | $79849.69     | 0.54%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/50 1.625                   | CUSIP: 912810SS8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    464000 | PA      | $252263.75    | 1.72%             | 2050-11-15      | Fixed         | 1.62%                 | 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        |    139000 | PA      | $138831.68    | 0.95%             | 2044-11-15      | 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        |    166000 | PA      | $168308.44    | 1.15%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/55 4.75                    | CUSIP: 912810UM8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    116000 | PA      | $117576.88    | 0.80%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/45 4.875                   | CUSIP: 912810UN6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     97000 | PA      | $99910.00     | 0.68%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                       | VIPER ENERGY PARTNERS LLC COMPANY GUAR 08/30 4.9             | CUSIP: 92764MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $4027.96      | 0.03%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                   | VISTRA OPERATIONS CO LLC SR SECURED 144A 04/34 6             | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73424.89     | 0.50%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/26 4.25                    | CUSIP: 91282CLY5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    314000 | PA      | $315703.66    | 2.15%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/35 4.25                    | CUSIP: 91282CNT4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     54000 | PA      | $54675.00     | 0.37%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 09/28 3.375                   | CUSIP: 91282CNY3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     29000 | PA      | $28823.28     | 0.20%             | 2028-09-15      | Fixed         | 3.38%                 | 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        |     11000 | PA      | $10492.49     | 0.07%             | 2030-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corporation                                                   | WEBSTER FINANCIAL CORP SUBORDINATED 09/35 VAR                | CUSIP: 947890AK5<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4999.28      | 0.03%             | 2035-09-11      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 5C6 A3                                 | WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 5C6 A3              | CUSIP: 95004TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000 | PA      | $10289.68     | 0.07%             | 2058-10-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                           | WHISTLER PIPELINE LLC SR UNSECURED 144A 09/31 5.7            | CUSIP: 96337RAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $39306.23     | 0.27%             | 2031-09-30      | Fixed         | 5.70%                 | 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        |     25000 | PA      | $25402.23     | 0.17%             | 2055-03-20      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/55 FIXED 5.5                           | CUSIP: 3140Y6SP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16842 | PA      | $17115.98     | 0.12%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/55 FIXED 5.5                           | CUSIP: 3140Y6SW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45756 | PA      | $46813.89     | 0.32%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 09/30 5.05       | CUSIP: 09261HBY2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $12778.81     | 0.09%             | 2030-09-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/49 FIXED 3.5                           | CUSIP: 31418DET5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55451 | PA      | $51728.73     | 0.35%             | 2049-08-01      | Fixed         | 3.50%                 | 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        |     39000 | PA      | $43152.33     | 0.29%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 07/32 4.9                          | CUSIP: 11135FCL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20446.04     | 0.14%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 04/33 3.419                        | CUSIP: 11135FCU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $45691.36     | 0.31%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 02/38 4.9                          | CUSIP: 11135FCX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5927.25      | 0.04%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 02/36 4.8                          | CUSIP: 11135FCY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $12902.30     | 0.09%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Capital Automotive REIT                                                         | CAPITAL AUTOMOTIVE REIT CAUTO 2024 2A A1 144A                | CUSIP: 12510HAV2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     94333 | PA      | $94052.90     | 0.64%             | 2054-05-15      | Fixed         | 4.90%                 | 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        |    107000 | PA      | $111662.34    | 0.76%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SUBORDINATED 07/36 VAR                 | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36290.28     | 0.25%             | 2036-07-23      | Variable      | 5.58%                 | 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        |      2000 | PA      | $2093.14      | 0.01%             | 2035-04-20      | Fixed         | 5.95%                 | 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        |     49750 | PA      | $50508.37     | 0.34%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                                     | KENVUE INC SR UNSECURED 05/32 4.85                           | CUSIP: 49177JAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20262.15     | 0.14%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                         | KEYCORP SR UNSECURED 03/35 VAR                               | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6503.71      | 0.04%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                         | KEYCORP SR UNSECURED 04/31 VAR                               | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17418.60     | 0.12%             | 2031-04-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                | LAZARD GROUP LLC SR UNSECURED 03/31 6                        | CUSIP: 52107QAL9<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     38000 | PA      | $40161.29     | 0.27%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MandT Bank Corporation                                                          | MandT BANK CORP SR UNSECURED 01/36 VAR                       | CUSIP: 55261FAV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $39503.72     | 0.27%             | 2036-01-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| MandT Bank Corporation                                                          | MandT BANK CORP SR UNSECURED 07/31 VAR                       | CUSIP: 55261FAY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7152.47      | 0.05%             | 2031-07-08      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| MandT Bank Corporation                                                          | MandT BANK CORP SUBORDINATED 07/35 VAR                       | CUSIP: 55261FAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $13093.88     | 0.09%             | 2035-07-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| News Corporation                                                                | NEWS CORP COMPANY GUAR 144A 02/32 5.125                      | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16827.78     | 0.11%             | 2032-02-15      | Fixed         | 5.12%                 | 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        |      5000 | PA      | $5204.06      | 0.04%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED 4.5                           | CUSIP: 3140QQDU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61686 | PA      | $60740.22     | 0.41%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED 5                             | CUSIP: 3140QQJK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62363 | PA      | $62446.58     | 0.43%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED 4                             | CUSIP: 3140QQKW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36665 | PA      | $34814.24     | 0.24%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/53 FIXED 5.5                           | CUSIP: 3140QS3T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75021 | PA      | $76614.69     | 0.52%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/54 FIXED 5.5                           | CUSIP: 3140QVLE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58975 | PA      | $60172.18     | 0.41%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/54 FIXED 5                             | CUSIP: 3140QVMK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62466 | PA      | $62663.32     | 0.43%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/54 FIXED 5                             | CUSIP: 3140QVPP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23257 | PA      | $23250.56     | 0.16%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/54 FIXED 5                             | CUSIP: 3140QVQT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76650 | PA      | $77011.33     | 0.52%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/54 FIXED 5.5                           | CUSIP: 3140QVRF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6490 | PA      | $6619.94      | 0.05%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED VAR                           | CUSIP: 3140W0AU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82728 | PA      | $71348.46     | 0.49%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/53 FIXED VAR                           | CUSIP: 3140XLSC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66012 | PA      | $63506.92     | 0.43%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/53 FIXED VAR                           | CUSIP: 3140XM4Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58024 | PA      | $58292.40     | 0.40%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/53 FIXED VAR                           | CUSIP: 3140XMM52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74210 | PA      | $75670.14     | 0.52%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLI Funding IX LLC                                                              | CLI FUNDING IX LLC CLIF 2024 1A A 144A                       | CUSIP: 12571WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     88450 | PA      | $89174.94     | 0.61%             | 2049-07-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                          | CVS HEALTH CORP SR UNSECURED 09/32 5                         | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7111.06      | 0.05%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Capital Power (US Holdings) Inc.                                                | CAPITAL POWER US HOLDINGS INC COMPANY GUAR 144A 06/28 5.257  | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $4076.33      | 0.03%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc.                                                         | CENTERPOINT ENERGY INC JR SUBORDINA 04/56 VAR                | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8050.99      | 0.05%             | 2056-04-01      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 10/32 4.75                          | DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 10/32 4.75       | CUSIP: 24703DBT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14957.22     | 0.10%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/53 FIXED 4.5                                             | FREDDIE MAC POOL FR 02/53 FIXED 4.5                          | CUSIP: 3132E0J60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62959 | PA      | $61718.80     | 0.42%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/52 FIXED 4                                               | FREDDIE MAC POOL FR 06/52 FIXED 4                            | CUSIP: 3133BD2T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64828 | PA      | $61833.22     | 0.42%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/50 FIXED 3.5                                             | FREDDIE MAC POOL FR 01/50 FIXED 3.5                          | CUSIP: 3133KHG26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79394 | PA      | $74237.17     | 0.51%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/51 FIXED 3                                               | FREDDIE MAC POOL FR 09/51 FIXED 3                            | CUSIP: 3133KMSE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82170 | PA      | $73912.96     | 0.50%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 03/52 FIXED 3.5                          | CUSIP: 3133KNWK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17196 | PA      | $16003.84     | 0.11%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 02/32 5.25                          | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7126.29      | 0.05%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 09/32 4.8                           | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7917.64      | 0.05%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 4                                               | FREDDIE MAC POOL FR 07/52 FIXED 4                            | CUSIP: 3133KPQV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65442 | PA      | $62467.93     | 0.43%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 5                                               | FREDDIE MAC POOL FR 08/52 FIXED 5                            | CUSIP: 3133KPWV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62176 | PA      | $62333.72     | 0.42%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 09/35 5.2                           | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9848.04      | 0.07%             | 2035-09-26      | Fixed         | 5.20%                 | 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        |      7000 | PA      | $7315.25      | 0.05%             | 2036-01-29      | Variable      | 5.58%                 | 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        |     30000 | PA      | $33138.09     | 0.23%             | 2031-11-01      | Fixed         | 7.20%                 | 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        |     43000 | PA      | $39650.59     | 0.27%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/52 FIXED 3                                               | FREDDIE MAC POOL FR 05/52 FIXED 3                            | CUSIP: 3132DNTP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78771 | PA      | $70959.64     | 0.48%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/52 FIXED 5.5                                             | FREDDIE MAC POOL FR 11/52 FIXED 5.5                          | CUSIP: 3132DPD70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57531 | PA      | $58788.92     | 0.40%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 01/52 FIXED 3.5                          | CUSIP: 3132DPRB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76855 | PA      | $71455.25     | 0.49%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/53 FIXED 5                                               | FREDDIE MAC POOL FR 04/53 FIXED 5                            | CUSIP: 3132DQAG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70212 | PA      | $70697.37     | 0.48%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR ROCC 2024 CNTR A 144A                                      | ROCK TRUST 2024-CNTR ROCC 2024 CNTR A 144A                   | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102631.65    | 0.70%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/53 FIXED 5                                               | FREDDIE MAC POOL FR 04/53 FIXED 5                            | CUSIP: 3133KQUT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66896 | PA      | $67336.92     | 0.46%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/52 FIXED 2.5                           | CUSIP: 3140M2S29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65676 | PA      | $56641.98     | 0.39%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc.                                                   | CITIZENS FINANCIAL GROUP INC SR UNSECURED 03/31 VAR          | CUSIP: 174610BJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7161.76      | 0.05%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                              | CNO GLOBAL FUNDING SECURED 144A 09/29 4.95                   | CUSIP: 18977W2F6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $39684.46     | 0.27%             | 2029-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/52 FIXED 3                             | CUSIP: 3140MEAV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82930 | PA      | $73747.48     | 0.50%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/52 FIXED 3                             | CUSIP: 3140MHUV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57019 | PA      | $51364.49     | 0.35%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2025-1 CLASS PASS THRU CE 11/39 4.9                           | AMERICAN AIRLINES 2025-1 CLASS PASS THRU CE 11/39 4.9        | CUSIP: 02377NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $13027.30     | 0.09%             | 2038-05-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/49 FIXED 3.5                           | CUSIP: 3140QBJD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55236 | PA      | $51752.15     | 0.35%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/50 FIXED 3                             | CUSIP: 3140QCQ82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82664 | PA      | $74253.31     | 0.51%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2025-1 CLASS PASS THRU CE 05/36 5.65                          | AMERICAN AIRLINES 2025-1 CLASS PASS THRU CE 05/36 5.65       | CUSIP: 02377PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $4046.00      | 0.03%             | 2034-11-11      | Fixed         | 5.65%                 | 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        |    191322 | PA      | $173932.41    | 1.18%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company Inc.                                            | AMERICAN ELECTRIC POWER CO INC JR SUBORDINA 03/56 VAR        | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3038.09      | 0.02%             | 2056-03-15      | Variable      | 6.05%                 | 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        |     57000 | PA      | $59678.64     | 0.41%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/50 FIXED 3                             | CUSIP: 3140QDAZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81449 | PA      | $73162.38     | 0.50%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/50 FIXED 2.5                           | CUSIP: 3140QEX23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94590 | PA      | $80603.84     | 0.55%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                      | AMGEN INC SR UNSECURED 03/33 5.25                            | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    107000 | PA      | $110795.28    | 0.75%             | 2033-03-02      | Fixed         | 5.25%                 | 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        |     38000 | PA      | $39789.33     | 0.27%             | 2029-04-13      | Fixed         | 6.90%                 | 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        |     23688 | PA      | $22898.97     | 0.16%             | 2050-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 08/29 6.35           | CUSIP: 04020EAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $24748.43     | 0.17%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/36 FIXED 2.5                           | CUSIP: 3140QHP58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63313 | PA      | $59778.99     | 0.41%             | 2036-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 03/32 6.2            | CUSIP: 04020EAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7143.30      | 0.05%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 144A 09/30 5.8       | CUSIP: 04020EAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $14119.70     | 0.10%             | 2030-09-09      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 144A 09/28 5.45      | CUSIP: 04020EAL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $39161.83     | 0.27%             | 2028-09-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc.                                            | NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 08/55 VAR        | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     39000 | PA      | $41707.50     | 0.28%             | 2055-08-15      | Variable      | 6.50%                 | 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        |     53490 | PA      | $44129.60     | 0.30%             | 2061-07-25      | Variable      | 1.05%                 | 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        |     39000 | PA      | $39668.07     | 0.27%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| 1301 TRUST 2025-AOA AOA 2025 1301 A 144A                                        | 1301 TRUST 2025-AOA AOA 2025 1301 A 144A                     | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11000 | PA      | $11162.23     | 0.08%             | 2042-08-11      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 07/50 4.95          | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     41000 | PA      | $35290.43     | 0.24%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 05/34 5.8           | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39381.71     | 0.27%             | 2034-05-15      | Fixed         | 5.80%                 | 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        |     68000 | PA      | $72507.24     | 0.49%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L.P. and PAA Finance Corp.                         | PLAINS ALL AMERICAN PIPELINE L SR UNSECURED 01/31 4.7        | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5010.93      | 0.03%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L.P. and PAA Finance Corp.                         | PLAINS ALL AMERICAN PIPELINE L SR UNSECURED 01/36 5.6        | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $4041.30      | 0.03%             | 2036-01-15      | Fixed         | 5.60%                 | 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        |     99727 | PA      | $95544.11     | 0.65%             | 2042-02-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted U.S. Logistics Fund L.P.                                      | PROLOGIS TARGETED US LOGISTICS COMPANY GUAR 144A 01/31 4.25  | CUSIP: 74350LAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4963.95      | 0.03%             | 2031-01-15      | Fixed         | 4.25%                 | 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        |     50000 | PA      | $51213.71     | 0.35%             | 2035-09-06      | Variable      | 5.50%                 | No            |                  2 | On Loan: —       |
| Reinsurance Group of America Incorporated                                       | REINSURANCE GROUP OF AMERICA I SUBORDINATED 09/55 VAR        | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4176.10      | 0.03%             | 2055-09-15      | Variable      | 6.65%                 | 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        |     40000 | PA      | $40141.90     | 0.27%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2025-1                                 | CAPITAL ONE PRIME AUTO RECEIVA COPAR 2025 1 A3               | CUSIP: 14043YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4000 | PA      | $4003.22      | 0.03%             | 2030-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 10/35 6.384        | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $72509.64     | 0.49%             | 2035-10-23      | Fixed         | 6.38%                 | 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        |     68000 | PA      | $71762.77     | 0.49%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L.P.                                                   | CHENIERE ENERGY PARTNERS LP COMPANY GUAR 144A 10/35 5.55     | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7163.48      | 0.05%             | 2035-10-30      | Fixed         | 5.55%                 | 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        |     70000 | PA      | $73041.26     | 0.50%             | 2032-07-23      | Variable      | 5.72%                 | 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        |     63899 | PA      | $61309.64     | 0.42%             | 2067-02-25      | Variable      | 2.99%                 | 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        |      4000 | PA      | $4130.46      | 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 11/33 6.036 | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $36272.34     | 0.25%             | 2033-11-15      | Fixed         | 6.04%                 | 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        |     12201 | PA      | $12251.34     | 0.08%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED 5                             | CUSIP: 3140QQD44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14430 | PA      | $14525.63     | 0.10%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/53 FIXED VAR                           | CUSIP: 3140W1EG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18824 | PA      | $17548.77     | 0.12%             | 2053-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED VAR                           | CUSIP: 3140W1YY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9611 | PA      | $9174.49      | 0.06%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                           | CUSIP: 3140W1ZV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29665 | PA      | $27645.87     | 0.19%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/55 FIXED VAR                           | CUSIP: 3140W2FU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26032 | PA      | $26512.30     | 0.18%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/49 FIXED VAR                           | CUSIP: 3140X7VJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55277 | PA      | $51686.46     | 0.35%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/52 FIXED VAR                           | CUSIP: 3140XFH61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81007 | PA      | $74682.97     | 0.51%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/51 FIXED VAR                           | CUSIP: 3140XFQC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80330 | PA      | $72081.49     | 0.49%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/52 FIXED VAR                           | CUSIP: 3140XG7C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63623 | PA      | $60791.71     | 0.41%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED VAR                           | CUSIP: 3140XGS91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78698 | PA      | $73045.59     | 0.50%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED VAR                           | CUSIP: 3140XHJE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7562 | PA      | $7251.11      | 0.05%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED VAR                           | CUSIP: 3140XHJK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68032 | PA      | $65131.98     | 0.44%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/50 FIXED VAR                           | CUSIP: 3140XHQF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56130 | PA      | $52484.96     | 0.36%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED VAR                           | CUSIP: 3140XHRP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64451 | PA      | $63463.04     | 0.43%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED VAR                           | CUSIP: 3140XJJQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64569 | PA      | $63599.29     | 0.43%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/51 FIXED VAR                           | CUSIP: 3140XJLW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15469 | PA      | $13871.18     | 0.09%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/52 FIXED VAR                           | CUSIP: 3140XJQK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61127 | PA      | $60209.06     | 0.41%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/49 FIXED VAR                           | CUSIP: 3140XKTP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63712 | PA      | $60995.95     | 0.42%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED VAR                           | CUSIP: 3140XKV49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63993 | PA      | $62731.97     | 0.43%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/54 FIXED 4                                               | FREDDIE MAC POOL FR 01/54 FIXED 4                            | CUSIP: 3132DSBZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65384 | PA      | $62310.28     | 0.42%             | 2054-01-01      | Fixed         | 4.00%                 | 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        |     68137 | PA      | $68608.01     | 0.47%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/53 FIXED 4.5                                             | FREDDIE MAC POOL FR 02/53 FIXED 4.5                          | CUSIP: 3132DTDS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    124711 | PA      | $122837.79    | 0.84%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/54 FIXED 4.5                                             | FREDDIE MAC POOL FR 02/54 FIXED 4.5                          | CUSIP: 3132DTMT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62039 | PA      | $61029.39     | 0.42%             | 2054-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/52 FIXED 4                                               | FREDDIE MAC POOL FR 12/52 FIXED 4                            | CUSIP: 3132DTNZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64157 | PA      | $61502.65     | 0.42%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/52 FIXED 4                                               | FREDDIE MAC POOL FR 11/52 FIXED 4                            | CUSIP: 3132DTPP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67748 | PA      | $64796.50     | 0.44%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/54 FIXED 5                                               | FREDDIE MAC POOL FR 11/54 FIXED 5                            | CUSIP: 3132DU3D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     71388 | PA      | $71501.50     | 0.49%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | AT+T INC SR UNSECURED 05/35 4.5                              | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5770.37      | 0.04%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 03/34 5.05                           | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44235.32     | 0.30%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-28

**Name of Applicant:** John Hancock Exchange-Traded Fund Trust

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer