# EDGAR Filing Document

**Accession Number:** 0000756913
**File Stem:** 0001145549-25-056569
**Filing Date:** 2025-8
**Character Count:** 354468
**Document Hash:** dec7946ff7b8fde5faca3bcb0bfd9916
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-056569.hdr.sgml**: 20250829

**ACCESSION NUMBER**: 0001145549-25-056569

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250829

**DATE AS OF CHANGE**: 20250828

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JOHN HANCOCK VARIABLE INSURANCE TRUST
- **CENTRAL INDEX KEY:** 0000756913

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04146
- **FILM NUMBER:** 251275392

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** JOHN HANCOCK TRUST
- **DATE OF NAME CHANGE:** 20050124

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

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

## Series and Classes Contracts Data

### Investment Quality Bond Trust (Series ID: S000008273)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000022567 | NAV          | JAJNX           |
| C000022568 | Series I     | JADUX           |
| C000022569 | Series II    | JADSX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** John Hancock Variable Insurance Trust

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

- **a. Name of Series:** Investment Quality Bond Trust

- **b. EDGAR series identifier (if any):** S000008273

- **c. LEI of Series:** 60Q7C9MVDY13ALSK8V97

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $240419096.33

**Total Liabilities:** $38976688.89

**Net Assets:** $201442407.44

**Delayed Delivery Securities:** $36843639.82

**Cash Not Reported:** $580288.16

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -354.255406000000 | **1-Year:** -8333.644884000000 | **5-Year:** -25827.989941000000 | **10-Year:** -31813.881172000000 | **30-Year:** -9868.598399000000

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

- **3-Month:** -51.524991000000 | **1-Year:** -1125.362987000000 | **5-Year:** -3029.070250000000 | **10-Year:** -1059.461529000000 | **30-Year:** -419.093675000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000022567 | 0.00%                | -0.51%               | 1.55%                |
| Class ID C000022568 | 0.10%                | -0.61%               | 1.54%                |
| Class ID C000022569 | 0.10%                | -0.61%               | 1.54%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-414277.80              | $41227.43                                  |
| Month 2  | $-734638.83              | $-1553315.35                               |
| Month 3  | $-42177.68               | $2869178.74                                |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate Bond Index

- **Index Identifier:** BA1

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Rio Tinto Alcan Inc.                                                            | RIO TINTO ALCAN INC SR UNSECURED 12/33 6.125                 | CUSIP: 013716AU9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    100000 | PA      | $108602.34    | 0.05%             | 2033-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                       | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  19750000 | PA      | $20068628.73  | 9.96%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                   | ALPHABET INC SR UNSECURED 05/30 4                            | CUSIP: 02079KAK3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100074.94    | 0.05%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                   | ALPHABET INC SR UNSECURED 05/65 5.3                          | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    165000 | PA      | $161558.45    | 0.08%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Hess Corporation                                                                | HESS CORP SR UNSECURED 08/31 7.3                             | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     55000 | PA      | $62378.45     | 0.03%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Hess Corporation                                                                | HESS CORP SR UNSECURED 03/33 7.125                           | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    170000 | PA      | $192514.02    | 0.10%             | 2033-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company Inc.                                            | AMERICAN ELECTRIC POWER CO INC JR SUBORDINA 12/54 VAR        | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67771.40     | 0.03%             | 2054-12-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                        | AMERICAN EXPRESS CO SR UNSECURED 01/31 VAR                   | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163755.30    | 0.08%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                        | AMERICAN EXPRESS CO SR UNSECURED 04/31 VAR                   | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    185000 | PA      | $188906.14    | 0.09%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 04/31 2.7                   | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    165000 | PA      | $147963.73    | 0.07%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Cencora Inc.                                                                    | CENCORA INC SR UNSECURED 12/29 4.85                          | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172689.66    | 0.09%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc.                                                       | AMERIPRISE FINANCIAL INC SR UNSECURED 04/35 5.2              | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110809.27    | 0.06%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 4 A2 144A                              | ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 4 A2 144A           | CUSIP: 03464EAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102724 | PA      | $86795.17     | 0.04%             | 2065-01-20      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2022- AOMT 2022 5 A1 144A                              | ANGEL OAK MORTGAGE TRUST 2022- AOMT 2022 5 A1 144A           | CUSIP: 03464HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    438646 | PA      | $433331.22    | 0.22%             | 2067-05-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 R1 A1 144A                             | ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 R1 A1 144A          | CUSIP: 034651AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57938 | PA      | $55090.43     | 0.03%             | 2053-04-25      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 2 A1 144A                              | ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 2 A1 144A           | CUSIP: 03465DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104361 | PA      | $89264.92     | 0.04%             | 2066-04-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 5 A1 144A                              | ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 5 A1 144A           | CUSIP: 03465HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    239400 | PA      | $207202.25    | 0.10%             | 2066-07-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| APA Corporation                                                                 | APA CORP COMPANY GUAR 144A 02/35 6.1                         | CUSIP: 03743QAQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98073.02     | 0.05%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| APA Corporation                                                                 | APA CORP COMPANY GUAR 144A 02/55 6.75                        | CUSIP: 03743QAS7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $47230.59     | 0.02%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corporation                                                        | ARES CAPITAL CORP SR UNSECURED 03/32 5.8                     | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139414.18    | 0.07%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FUNDING SECURED 144A 10/31 2.646               | CUSIP: 04685A3E9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $164608.33    | 0.08%             | 2031-10-04      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FUNDING SECURED 144A 01/29 2.717               | CUSIP: 04685A3G4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $51271.47     | 0.03%             | 2029-01-07      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FUNDING SECURED 144A 10/29 4.721               | CUSIP: 04685A4C2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $139688.53    | 0.07%             | 2029-10-08      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc.                                                                   | AUTOZONE INC SR UNSECURED 08/32 4.75                         | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19885.61     | 0.01%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc.                                                                   | AUTOZONE INC SR UNSECURED 02/33 4.75                         | CUSIP: 053332BD3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24731.13     | 0.01%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc.                                                                   | AUTOZONE INC SR UNSECURED 11/33 6.55                         | CUSIP: 053332BH4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33120.42     | 0.02%             | 2033-11-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc.                                                                   | AUTOZONE INC SR UNSECURED 07/34 5.4                          | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25598.09     | 0.01%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc.                                                            | AVANTOR FUNDING INC COMPANY GUAR 144A 07/28 4.625            | CUSIP: 05352TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $368234.66    | 0.18%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc.                                                            | AVANTOR FUNDING INC COMPANY GUAR 144A 11/29 3.875            | CUSIP: 05352TAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $123084.18    | 0.06%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK22 BANK 2019 BN22 XA                                               | BANK 2019-BNK22 BANK 2019 BN22 XA                            | CUSIP: 06540XBH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2382645 | PA      | $53310.49     | 0.03%             | 2062-11-15      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 02/28 4.15                         | CUSIP: 11135FCA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $119650.81    | 0.06%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| The Brooklyn Union Gas Company                                                  | BROOKLYN UNION GAS CO/THE SR UNSECURED 144A 03/29 3.865      | CUSIP: 114259AT1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $53509.00     | 0.03%             | 2029-03-04      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                                       | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 03/30 5           | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220865.04    | 0.11%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                                       | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 02/32 4.25        | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    235000 | PA      | $217718.05    | 0.11%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BWAY TRUST 2025-1535 BWAY 2025 1535 B 144A                                      | BWAY TRUST 2025-1535 BWAY 2025 1535 B 144A                   | CUSIP: 12430BAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    295000 | PA      | $306097.31    | 0.15%             | 2042-05-05      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                         | CF HIPPOLYTA ISSUER LLC SORT 2020 1 A1 144A                  | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    104128 | PA      | $103013.49    | 0.05%             | 2060-07-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                                           | ALABAMA POWER CO SR UNSECURED 10/49 3.45                     | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     75000 | PA      | $53223.46     | 0.03%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                                           | ALABAMA POWER CO SR UNSECURED 04/35 5.1                      | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20155.88     | 0.01%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SUBORDINATED 09/36 VAR                  | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    130000 | PA      | $110155.47    | 0.05%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 02/33 VAR                  | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    115000 | PA      | $102980.97    | 0.05%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 04/28 VAR                  | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39991.64     | 0.02%             | 2028-04-27      | Variable      | 4.38%                 | 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        |    155000 | PA      | $155001.41    | 0.08%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 01/31 VAR                  | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102494.96    | 0.05%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                         | BANK OF NEW YORK MELLON CORP/T SR UNSECURED 10/29 VAR        | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21239.39     | 0.01%             | 2029-10-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                         | BANK OF NEW YORK MELLON CORP/T SR UNSECURED 03/35 VAR        | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45565.87     | 0.02%             | 2035-03-14      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO XXV LTD BATLN 2024 25A B 144A                                     | BATTALION CLO XXV LTD BATLN 2024 25A B 144A                  | CUSIP: 07134FAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    395000 | PA      | $396722.60    | 0.20%             | 2037-03-13      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2017-C1 BBCMS 2017 C1 XA                                   | BBCMS MORTGAGE TRUST 2017-C1 BBCMS 2017 C1 XA                | CUSIP: 07332VBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2550050 | PA      | $41766.76     | 0.02%             | 2050-02-15      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-C24 BBCMS 2024 C24 XA                                 | BBCMS MORTGAGE TRUST 2024-C24 BBCMS 2024 C24 XA              | CUSIP: 07336VAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    993913 | PA      | $97926.52     | 0.05%             | 2057-02-15      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-C32 BBCMS 2025 C32 XA                                 | BBCMS MORTGAGE TRUST 2025-C32 BBCMS 2025 C32 XA              | CUSIP: 07337AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    999435 | PA      | $85360.64     | 0.04%             | 2062-02-15      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B15 MORTGAGE TR BMARK 2019 B15 A5                                | BENCHMARK 2019-B15 MORTGAGE TR BMARK 2019 B15 A5             | CUSIP: 08160KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    565000 | PA      | $522056.55    | 0.26%             | 2072-12-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B4 MORTGAGE TRU BMARK 2018 B4 XA                                 | BENCHMARK 2018-B4 MORTGAGE TRU BMARK 2018 B4 XA              | CUSIP: 08161HAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1989051 | PA      | $21099.65     | 0.01%             | 2051-07-15      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B12 MORTGAGE TR BMARK 2019 B12 XA                                | BENCHMARK 2019-B12 MORTGAGE TR BMARK 2019 B12 XA             | CUSIP: 08162FAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    984516 | PA      | $27651.20     | 0.01%             | 2052-08-15      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B1 MORTGAGE TRU BMARK 2018 B1 XA                                 | BENCHMARK 2018-B1 MORTGAGE TRU BMARK 2018 B1 XA              | CUSIP: 08162PAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    849265 | PA      | $9189.72      | 0.00%             | 2051-01-15      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B8 MORTGAGE TRU BMARK 2018 B8 XA                                 | BENCHMARK 2018-B8 MORTGAGE TRU BMARK 2018 B8 XA              | CUSIP: 08162UAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4376282 | PA      | $74340.34     | 0.04%             | 2052-01-15      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B10 MORTGAGE TR BMARK 2019 B10 XA                                | BENCHMARK 2019-B10 MORTGAGE TR BMARK 2019 B10 XA             | CUSIP: 08162VAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2617774 | PA      | $99915.47     | 0.05%             | 2062-03-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B18 MORTGAGE TR BMARK 2020 B18 XA                                | BENCHMARK 2020-B18 MORTGAGE TR BMARK 2020 B18 XA             | CUSIP: 08163AAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    636331 | PA      | $31501.14     | 0.02%             | 2053-07-15      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B22 MORTGAGE TR BMARK 2020 B22 XA                                | BENCHMARK 2020-B22 MORTGAGE TR BMARK 2020 B22 XA             | CUSIP: 08163BBF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1151085 | PA      | $75647.35     | 0.04%             | 2054-01-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners ClO XXXI Ltd.                                           | BENEFIT STREET PARTNERS CLO XX BSP 2023 31A BR 144A          | CUSIP: 08183DAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    270000 | PA      | $270788.13    | 0.13%             | 2038-04-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| BERMUDA GOVERNMENT INTERNATION SR UNSECURED 144A 08/30 2.375                    | BERMUDA GOVERNMENT INTERNATION SR UNSECURED 144A 08/30 2.375 | CUSIP: 085209AG9<br>LEI: N/A                  | Long             | DBT              | NUSS              | BM        |    200000 | PA      | $177460.00    | 0.09%             | 2030-08-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Biogen Inc.                                                                     | BIOGEN INC SR UNSECURED 05/35 5.75                           | CUSIP: 09062XAL7<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102981.83    | 0.05%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL ASSET LEASING TRUST 2 OWLEF 2024 1A B 144A                             | BLUE OWL ASSET LEASING TRUST 2 OWLEF 2024 1A B 144A          | CUSIP: 095921AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100999.98    | 0.05%             | 2030-03-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 02/50 3.75                        | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7061.95      | 0.00%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 05/30 5.15                        | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30542.99     | 0.02%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 05/31 6.388                       | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53734.71     | 0.03%             | 2031-05-01      | Fixed         | 6.39%                 | 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        |     75000 | PA      | $81489.63     | 0.04%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Boston Gas Company                                                              | BOSTON GAS CO SR UNSECURED 144A 03/32 3.757                  | CUSIP: 100743AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $62750.07     | 0.03%             | 2032-03-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc.                                                 | BP CAPITAL MARKETS AMERICA INC COMPANY GUAR 02/33 4.812      | CUSIP: 10373QBU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19973.26     | 0.01%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc.                                                 | BP CAPITAL MARKETS AMERICA INC COMPANY GUAR 09/33 4.893      | CUSIP: 10373QBV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $80190.59     | 0.04%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM2 A1 144A                          | BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM2 A1 144A       | CUSIP: 10569EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36265 | PA      | $35155.02     | 0.02%             | 2060-03-25      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 A1 144A                          | BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 A1 144A       | CUSIP: 10569TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53730 | PA      | $50221.34     | 0.02%             | 2049-02-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 07/29 5.05                         | CUSIP: 11135FBX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $66561.21     | 0.03%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL MBS 30YR TBA                                                 | GINNIE MAE II POOL MBS 30YR TBA                              | CUSIP: 21H030674<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2800000 | PA      | $2474245.76   | 1.23%             | N/A             | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL MBS 30YR TBA                                                 | GINNIE MAE II POOL MBS 30YR TBA                              | CUSIP: 21H032670<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4200000 | PA      | $3812541.60   | 1.89%             | N/A             | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 12/50 FIXED 2                                             | GINNIE MAE II POOL G2 12/50 FIXED 2                          | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2279345 | PA      | $1858405.24   | 0.92%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 05/52 FIXED 4.5                                           | GINNIE MAE II POOL G2 05/52 FIXED 4.5                        | CUSIP: 36179W5F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2157069 | PA      | $2083230.94   | 1.03%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 04/51 FIXED 3                                             | GINNIE MAE II POOL G2 04/51 FIXED 3                          | CUSIP: 36179WDS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1501875 | PA      | $1330219.58   | 0.66%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 05/51 FIXED 3                                             | GINNIE MAE II POOL G2 05/51 FIXED 3                          | CUSIP: 36179WFH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    325698 | PA      | $288268.78    | 0.14%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 09/52 FIXED 4.5                                           | GINNIE MAE II POOL G2 09/52 FIXED 4.5                        | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1841202 | PA      | $1778176.45   | 0.88%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 11/40 FIXED 4                                              | GINNIE MAE I POOL GN 11/40 FIXED 4                           | CUSIP: 3620ARQM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2311 | PA      | $2233.79      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 08/41 FIXED 4                                              | GINNIE MAE I POOL GN 08/41 FIXED 4                           | CUSIP: 3620AV7L0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3028 | PA      | $2921.55      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 12/28 FIXED 6.5                                            | GINNIE MAE I POOL GN 12/28 FIXED 6.5                         | CUSIP: 36210GTQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       455 | PA      | $467.64       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 08/32 FIXED 6                                              | GINNIE MAE I POOL GN 08/32 FIXED 6                           | CUSIP: 36225BUH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4003 | PA      | $4111.11      | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 10/41 FIXED 4                                              | GINNIE MAE I POOL GN 10/41 FIXED 4                           | CUSIP: 36230TGX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4556 | PA      | $4399.29      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TR GCAR 2024 4A B 144A                              | GLS AUTO RECEIVABLES ISSUER TR GCAR 2024 4A B 144A           | CUSIP: 36270YAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $175650.14    | 0.09%             | 2029-04-16      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TR GCAR 2025 1A B 144A                              | GLS AUTO RECEIVABLES ISSUER TR GCAR 2025 1A B 144A           | CUSIP: 36271KAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    285000 | PA      | $286966.56    | 0.14%             | 2029-07-16      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2025 3A B 144A                              | GLS AUTO SELECT RECEIVABLES TR GSAR 2025 3A B 144A           | CUSIP: 36272GAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    433000 | PA      | $432885.04    | 0.21%             | 2031-09-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Limited                                            | GALAXY PIPELINE ASSETS BIDCO L SR SECURED 144A 09/40 2.94    | CUSIP: 36321PAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    176648 | PA      | $144701.40    | 0.07%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 07/30 5.45       | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70982.98     | 0.04%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                           | GEORGIA POWER CO SR UNSECURED 03/42 4.3                      | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64730.15     | 0.03%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                           | GEORGIA POWER CO SR UNSECURED 03/30 4.55                     | CUSIP: 373334KY6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70662.66     | 0.04%             | 2030-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                           | GEORGIA POWER CO SR UNSECURED 03/35 5.2                      | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60834.94     | 0.03%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                                            | GILEAD SCIENCES INC SR UNSECURED 11/29 4.8                   | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147999.99    | 0.07%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                            | GLENCORE FUNDING LLC COMPANY GUAR 144A 10/30 6.375           | CUSIP: 378272BP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $182452.79    | 0.09%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                            | GLENCORE FUNDING LLC COMPANY GUAR 144A 10/33 6.5             | CUSIP: 378272BQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $54220.52     | 0.03%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                            | GLENCORE FUNDING LLC COMPANY GUAR 144A 04/29 5.371           | CUSIP: 378272BS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $123040.33    | 0.06%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                            | GLENCORE FUNDING LLC COMPANY GUAR 144A 04/34 5.634           | CUSIP: 378272BU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40769.14     | 0.02%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 04/30 VAR           | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57252.48     | 0.03%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 07/30 VAR           | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    235000 | PA      | $238902.01    | 0.12%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 10/30 VAR           | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190570.68    | 0.09%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 10/35 VAR           | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54334.73     | 0.03%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 04/31 VAR           | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66636.14     | 0.03%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2006 38 XS                | CUSIP: 38374NQG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5653 | PA      | $32.07        | 0.00%             | 2035-09-16      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2013 37 LG                | CUSIP: 38378JNS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29178 | PA      | $28411.57     | 0.01%             | 2042-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC SR UNSECURED 08/29 VAR                     | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $195637.31    | 0.10%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC SR UNSECURED 05/31 VAR                     | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $407274.92    | 0.20%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| HTL COMMERCIAL MORTGAGE TRUST HTL 2024 T53 B 144A                               | HTL COMMERCIAL MORTGAGE TRUST HTL 2024 T53 B 144A            | CUSIP: 404300AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $131085.86    | 0.07%             | 2039-05-10      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| HTL COMMERCIAL MORTGAGE TRUST HTL 2024 T53 C 144A                               | HTL COMMERCIAL MORTGAGE TRUST HTL 2024 T53 C 144A            | CUSIP: 404300AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101166.55    | 0.05%             | 2039-05-10      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                      | HPS CORPORATE LENDING FUND SR UNSECURED 144A 06/30 5.85      | CUSIP: 40440VAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $214524.26    | 0.11%             | 2030-06-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LL HERTZ 2025 2A A 144A                             | HERTZ VEHICLE FINANCING III LL HERTZ 2025 2A A 144A          | CUSIP: 42806MCX5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $145420.96    | 0.07%             | 2031-09-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | HESS MIDSTREAM OPERATIONS LP COMPANY GUAR 144A 02/30 4.25    | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48073.64     | 0.02%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | HESS MIDSTREAM OPERATIONS LP COMPANY GUAR 144A 06/29 6.5     | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $138835.22    | 0.07%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NRZ EXCESS SPREAD-COLLATERALIZ NZES 2020 PLS1 A 144A                            | NRZ EXCESS SPREAD-COLLATERALIZ NZES 2020 PLS1 A 144A         | CUSIP: 433674AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     23142 | PA      | $22909.42     | 0.01%             | 2025-12-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Hologic Inc.                                                                    | HOLOGIC INC COMPANY GUAR 144A 02/29 3.25                     | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    528000 | PA      | $503158.44    | 0.25%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Howard University (The)                                                         | HOWARD UNIVERSITY INSURED 10/29 2.701                        | CUSIP: 442851AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $91683.62     | 0.05%             | 2029-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Howard University (The)                                                         | HOWARD UNIVERSITY INSURED 10/30 2.801                        | CUSIP: 442851AU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $90158.89     | 0.04%             | 2030-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Howard University (The)                                                         | HOWARD UNIVERSITY INSURED 10/41 3.476                        | CUSIP: 442851AY7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $87457.62     | 0.04%             | 2041-10-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                     | HUMANA INC SR UNSECURED 04/31 5.375                          | CUSIP: 444859CA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5114.64      | 0.00%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                     | HUMANA INC SR UNSECURED 05/35 5.55                           | CUSIP: 444859CD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $120671.11    | 0.06%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| IHS Holding Limited                                                             | IHS HOLDING LTD COMPANY GUAR 144A 11/28 6.25                 | CUSIP: 44963HAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $194381.73    | 0.10%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ICON Investments Six Designated Activity Company                                | ICON INVESTMENTS SIX DAC SR SECURED 05/34 6                  | CUSIP: 45115AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    200000 | PA      | $204395.88    | 0.10%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                               | INTEL CORP SR UNSECURED 11/49 3.25                           | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     56000 | PA      | $35467.79     | 0.02%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                               | INTEL CORP SR UNSECURED 03/50 4.75                           | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8158.20      | 0.00%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                           | METROPOLITAN TRANSPORTATION AU MTATRN 11/45 FIXED OID 4.75   | CUSIP: 59261AG35<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    255000 | PA      | $248443.75    | 0.12%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC SR UNSECURED 11/32 5.65                | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207896.18    | 0.10%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MSBAM 2015 C26 A5                                | MORGAN STANLEY BANK OF AMERICA MSBAM 2015 C26 A5             | CUSIP: 61690VAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    139184 | PA      | $138730.27    | 0.07%             | 2048-10-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST MSC 2017 H1 XA                                   | MORGAN STANLEY CAPITAL I TRUST MSC 2017 H1 XA                | CUSIP: 61691JAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    607944 | PA      | $9707.34      | 0.00%             | 2050-06-15      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 04/30 VAR                        | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166193.72    | 0.08%             | 2030-04-18      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 01/31 VAR                        | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51184.65     | 0.03%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST MSC 2014 150E A 144A                             | MORGAN STANLEY CAPITAL I TRUST MSC 2014 150E A 144A          | CUSIP: 61764BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    610000 | PA      | $540186.11    | 0.27%             | 2032-09-09      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST MSC 2021 230P B 144A                             | MORGAN STANLEY CAPITAL I TRUST MSC 2021 230P B 144A          | CUSIP: 61772WAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $139526.72    | 0.07%             | 2038-12-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| NMLT 2021-INV1 TRUST NLT 2021 INV1 A1 144A                                      | NMLT 2021-INV1 TRUST NLT 2021 INV1 A1 144A                   | CUSIP: 62923JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    303143 | PA      | $265250.24    | 0.13%             | 2056-05-25      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 SOX C 144A                             | NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 SOX C 144A          | CUSIP: 63874NAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $96970.24     | 0.05%             | 2038-06-17      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2023 A A 144A                              | NAVIENT PRIVATE EDUCATION REFI NAVSL 2023 A A 144A           | CUSIP: 638961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    213004 | PA      | $217671.10    | 0.11%             | 2071-10-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 EA A 144A                             | NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 EA A 144A          | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    114514 | PA      | $102456.63    | 0.05%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 FA A 144A                             | NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 FA A 144A          | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    167286 | PA      | $148135.91    | 0.07%             | 2070-02-18      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| New Economy Assets - Phase 1 Sponsor LLC                                        | NEW ECONOMY ASSETS - PHASE 1 S USRE 2021 1 A1 144A           | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310000 | PA      | $291861.25    | 0.14%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2019-NQM4                                   | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 NQM4 A1 144A         | CUSIP: 64828EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28052 | PA      | $26758.43     | 0.01%             | 2059-09-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 4A A1S 144A                             | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 4A A1S 144A          | CUSIP: 64828FCQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    121675 | PA      | $119080.30    | 0.06%             | 2048-01-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2016-2                                      | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2016 2A A1 144A           | CUSIP: 64829GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110609 | PA      | $107066.65    | 0.05%             | 2035-11-26      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2016-4                                      | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2016 4A A1 144A           | CUSIP: 64829LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123163 | PA      | $118017.32    | 0.06%             | 2056-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2017-4                                      | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2017 4A A1 144A           | CUSIP: 64829NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114920 | PA      | $110326.68    | 0.05%             | 2057-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 1A A1A 144A                             | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 1A A1A 144A          | CUSIP: 64830GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82423 | PA      | $80366.72     | 0.04%             | 2057-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 5A A1B 144A                             | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 5A A1B 144A          | CUSIP: 64830MAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114963 | PA      | $109159.63    | 0.05%             | 2059-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2021-NQM2R                                  | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2021 NQ2R A1 144A         | CUSIP: 64831EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46589 | PA      | $44357.67     | 0.02%             | 2058-10-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corporation                                 | NEW YORK TRANSPORTATION DEVELO NYTTRN 09/35 FIXED 4.248      | CUSIP: 650117AA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    485000 | PA      | $474791.87    | 0.24%             | 2035-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc.                                            | NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 06/30 2.25       | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    115000 | PA      | $103566.91    | 0.05%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc.                                            | NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 01/27 1.875      | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72325.66     | 0.04%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corporation                                                | NIAGARA MOHAWK POWER CORP SR UNSECURED 144A 01/34 5.29       | CUSIP: 65364UAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $64791.54     | 0.03%             | 2034-01-17      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                   | NISOURCE INC SR UNSECURED 06/33 5.4                          | CUSIP: 65473PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35794.78     | 0.02%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                   | NISOURCE INC SR UNSECURED 07/35 5.35                         | CUSIP: 65473PAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $75615.21     | 0.04%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                   | NISOURCE INC SR UNSECURED 05/27 3.49                         | CUSIP: 65473QBE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $83689.76     | 0.04%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| NJ 2025-WBRK WBRK 2025 WBRK A 144A                                              | NJ 2025-WBRK WBRK 2025 WBRK A 144A                           | CUSIP: 65486BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145000 | PA      | $149776.24    | 0.07%             | 2035-03-05      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| NJ 2025-WBRK WBRK 2025 WBRK B 144A                                              | NJ 2025-WBRK WBRK 2025 WBRK B 144A                           | CUSIP: 65486BAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315000 | PA      | $321970.41    | 0.16%             | 2035-03-05      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc.                                                                | GEN DIGITAL INC COMPANY GUAR 144A 09/27 6.75                 | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223895.54    | 0.11%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc.                                                                | GEN DIGITAL INC COMPANY GUAR 144A 04/33 6.25                 | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    315000 | PA      | $323455.23    | 0.16%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Company                                                          | NSTAR ELECTRIC CO SR UNSECURED 06/34 5.4                     | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76834.77     | 0.04%             | 2034-06-01      | Fixed         | 5.40%                 | 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        |    470001 | PA      | $384540.95    | 0.19%             | 2061-07-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Company LLC                                             | ONCOR ELECTRIC DELIVERY CO LLC SR SECURED 144A 04/35 5.35    | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96776.91     | 0.05%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                                      | ONEOK INC COMPANY GUAR 09/29 3.4                             | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19085.91     | 0.01%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                                      | ONEOK INC COMPANY GUAR 03/30 3.1                             | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9338.06      | 0.00%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                                      | ONEOK INC COMPANY GUAR 01/51 7.15                            | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10768.90     | 0.01%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                                      | ONEOK INC COMPANY GUAR 11/32 6.1                             | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31726.15     | 0.02%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                                      | ONEOK INC COMPANY GUAR 09/33 6.05                            | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125910.77    | 0.06%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                                      | ONEOK INC COMPANY GUAR 09/53 6.625                           | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10392.65     | 0.01%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                                      | ONEOK INC COMPANY GUAR 10/29 4.4                             | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54578.68     | 0.03%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                                      | ONEOK INC COMPANY GUAR 10/31 4.75                            | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34652.76     | 0.02%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                                      | ONEOK INC COMPANY GUAR 11/34 5.05                            | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53523.06     | 0.03%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                                      | ONEOK INC COMPANY GUAR 11/64 5.85                            | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60260.38     | 0.03%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                                           | OPEN TEXT CORP COMPANY GUAR 144A 12/29 3.875                 | CUSIP: 683715AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    590000 | PA      | $555734.63    | 0.28%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                                           | OPEN TEXT CORP SR SECURED 144A 12/27 6.9                     | CUSIP: 683715AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    100000 | PA      | $103530.70    | 0.05%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Open Text Holdings Inc.                                                         | OPEN TEXT HOLDINGS INC COMPANY GUAR 144A 12/31 4.125         | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $55242.68     | 0.03%             | 2031-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 04/30 2.95                          | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32684.65     | 0.02%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 02/31 2.5           | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    320000 | PA      | $277776.45    | 0.14%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 06/32 5.9           | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25515.32     | 0.01%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2022-C15 BBCMS 2022 C15 A5                                 | BBCMS MORTGAGE TRUST 2022-C15 BBCMS 2022 C15 A5              | CUSIP: 05552FBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $100948.45    | 0.05%             | 2055-04-15      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| BINOM SECURITIZATION TRUST 202 BINOM 2021 INV1 A1 144A                          | BINOM SECURITIZATION TRUST 202 BINOM 2021 INV1 A1 144A       | CUSIP: 05552UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115746 | PA      | $104510.06    | 0.05%             | 2056-06-25      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| BPCE                                                                            | BPCE SA 144A 01/31 VAR                                       | CUSIP: 05571AAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    250000 | PA      | $259322.01    | 0.13%             | 2031-01-14      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2024-PMDW BPR 2024 PMDW B 144A                                        | BPR TRUST 2024-PMDW BPR 2024 PMDW B 144A                     | CUSIP: 05592VAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101506.67    | 0.05%             | 2041-11-05      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                         | BANK OF NEW YORK MELLON CORP/T SR UNSECURED 07/32 VAR        | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76771.16     | 0.04%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| BANK 2023-BNK45 BANK 2023 BNK45 XA                                              | BANK 2023-BNK45 BANK 2023 BNK45 XA                           | CUSIP: 06541BBQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    989242 | PA      | $54723.50     | 0.03%             | 2056-02-15      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK23 BANK 2019 BN23 XA                                               | BANK 2019-BNK23 BANK 2019 BN23 XA                            | CUSIP: 06541RBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1893079 | PA      | $48009.24     | 0.02%             | 2052-12-15      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK8 BANK 2017 BNK8 XA                                                | BANK 2017-BNK8 BANK 2017 BNK8 XA                             | CUSIP: 06650AAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3604949 | PA      | $48950.88     | 0.02%             | 2050-11-15      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                     | BNP PARIBAS SA 144A 11/30 VAR                                | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    220000 | PA      | $224193.36    | 0.11%             | 2030-11-19      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| BOCA COMMERCIAL MORTGAGE TRUST BOCA 2024 BOCA B 144A                            | BOCA COMMERCIAL MORTGAGE TRUST BOCA 2024 BOCA B 144A         | CUSIP: 096817AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $220687.50    | 0.11%             | 2041-08-15      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 03/29 3.2                         | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33316.35     | 0.02%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 02/30 2.95                        | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41717.60     | 0.02%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 02/35 FIXED 6.5                                            | GINNIE MAE I POOL GN 02/35 FIXED 6.5                         | CUSIP: 36241KFR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1489 | PA      | $1528.70      | 0.00%             | 2035-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 05/33 FIXED 7                                              | GINNIE MAE I POOL GN 05/33 FIXED 7                           | CUSIP: 36241KJQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16498 | PA      | $16801.83     | 0.01%             | 2033-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc.                                                 | GE HEALTHCARE TECHNOLOGIES INC SR UNSECURED 06/35 5.5        | CUSIP: 36266GAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $97283.34     | 0.05%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corporation II                                           | GS MORTGAGE SECURITIES CORP II GSMS 2024 70P B 144A          | CUSIP: 36269JAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    295000 | PA      | $295431.59    | 0.15%             | 2041-03-10      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 04/32 VAR           | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17777.06     | 0.01%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 07/32 VAR           | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17466.92     | 0.01%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 08/28 VAR           | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15019.93     | 0.01%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 68B GCBSL 2023 68A B 144A                            | GOLUB CAPITAL PARTNERS CLO 68B GCBSL 2023 68A B 144A         | CUSIP: 38179QAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250611.25    | 0.12%             | 2036-07-25      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2021 NQM2 A1 144A                          | IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2021 NQM2 A1 144A       | CUSIP: 452761AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145418 | PA      | $123269.50    | 0.06%             | 2056-09-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2022 NQM2 A1 144A                          | IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2022 NQM2 A1 144A       | CUSIP: 45276PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    480520 | PA      | $459519.73    | 0.23%             | 2067-03-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| Insight Enterprises Inc.                                                        | INSIGHT ENTERPRISES INC COMPANY GUAR 144A 05/32 6.625        | CUSIP: 45765UAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $427506.44    | 0.21%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                               | INTEL CORP SR UNSECURED 12/47 3.734                          | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    260000 | PA      | $183425.10    | 0.09%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2017 5A A1 144A                              | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2017 5A A1 144A           | CUSIP: 64828NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94252 | PA      | $95525.15     | 0.05%             | 2057-06-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM1 Trust                                                             | OBX 2021-NQM1 TRUST OBX 2021 NQM1 A1 144A                    | CUSIP: 67114BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    206480 | PA      | $177342.39    | 0.09%             | 2066-02-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| OBX 2022-NQM1 Trust                                                             | OBX 2022-NQM1 TRUST OBX 2022 NQM1 A1 144A                    | CUSIP: 67114VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    541049 | PA      | $484072.10    | 0.24%             | 2061-11-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM4 TRUST OBX 2021 NQM4 A1 144A                                       | OBX 2021-NQM4 TRUST OBX 2021 NQM4 A1 144A                    | CUSIP: 67115DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    112879 | PA      | $95696.80     | 0.05%             | 2061-10-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST NYC 2025 3BP B 144A                               | NYC COMMERCIAL MORTGAGE TRUST NYC 2025 3BP B 144A            | CUSIP: 67120UAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    385000 | PA      | $381631.25    | 0.19%             | 2042-02-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Ohio Edison Company                                                             | OHIO EDISON CO SR UNSECURED 144A 01/33 5.5                   | CUSIP: 677347CH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35778.44     | 0.02%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 04/60 3.85                          | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    175000 | PA      | $120596.44    | 0.06%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 03/61 4.1                           | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21688.23     | 0.01%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AASET 2020-1 TRUST AASET 2020 1A A 144A                                         | AASET 2020-1 TRUST AASET 2020 1A A 144A                      | CUSIP: 00255UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50772 | PA      | $49306.86     | 0.02%             | 2040-01-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST AFRMT 2025 2A A 144A                                        | AFFIRM MASTER TRUST AFRMT 2025 2A A 144A                     | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $260864.84    | 0.13%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TR AFFRM 2024 X2 B 144A                             | AFFIRM ASSET SECURITIZATION TR AFFRM 2024 X2 B 144A          | CUSIP: 00833QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $120130.09    | 0.06%             | 2029-12-17      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA SR UNSECURED 144A 01/31 4                        | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    150000 | PA      | $142466.79    | 0.07%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA SR UNSECURED 144A 06/33 6                        | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    150000 | PA      | $154644.84    | 0.08%             | 2033-06-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA SR UNSECURED 144A 10/54 5.8                      | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    150000 | PA      | $136745.09    | 0.07%             | 2054-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                                           | ALABAMA POWER CO SR UNSECURED 08/44 4.15                     | CUSIP: 010392FL7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    105000 | PA      | $86681.40     | 0.04%             | 2044-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corporation                                                  | JOHN DEERE CAPITAL CORP SR UNSECURED 06/28 4.25              | CUSIP: 24422EYD5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    255000 | PA      | $256508.10    | 0.13%             | 2028-06-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 04/32 5.3                           | DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 04/32 5.3        | CUSIP: 24703TAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $107321.19    | 0.05%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK AG/NEW YORK NY 05/31 VAR                       | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    340000 | PA      | $345310.98    | 0.17%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc.                                                         | DIAMONDBACK ENERGY INC COMPANY GUAR 03/53 6.25               | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34606.05     | 0.02%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                | DOMINO'S PIZZA MASTER ISSUER L DPABS 2021 1A A2I 144A        | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    598087 | PA      | $558039.28    | 0.28%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                         | DUKE ENERGY CORP SR UNSECURED 06/31 2.55                     | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    305000 | PA      | $271766.37    | 0.13%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                         | DUKE ENERGY CORP SR UNSECURED 08/52 5                        | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    115000 | PA      | $100820.95    | 0.05%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                         | DUKE ENERGY CORP SR UNSECURED 06/34 5.45                     | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5135.40      | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP SR UNSECURED 04/35 5.7                    | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137510.13    | 0.07%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP SR UNSECURED 05/30 3.75                   | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     78000 | PA      | $74837.77     | 0.04%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 02/53 3.3         | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     40000 | PA      | $26450.02     | 0.01%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 02/55 5.55        | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77178.40     | 0.04%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/54 FIXED 5.5                                             | FREDDIE MAC POOL FR 07/54 FIXED 5.5                          | CUSIP: 3132DWL35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    879874 | PA      | $879868.60    | 0.44%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/54 FIXED 5.5                                             | FREDDIE MAC POOL FR 05/54 FIXED 5.5                          | CUSIP: 3132DWLL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    879711 | PA      | $879842.89    | 0.44%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 01/47 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 01/47 FIXED 3                       | CUSIP: 3132WKHA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     97789 | PA      | $85991.95     | 0.04%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 01/48 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 01/48 FIXED 3                       | CUSIP: 3132XVUZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81549 | PA      | $72195.62     | 0.04%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2019 45 PT                                                | FANNIE MAE REMICS FNR 2019 45 PT                             | CUSIP: 3136B5PK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100334 | PA      | $91255.83     | 0.05%             | 2049-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2022 90 AY                                                | FANNIE MAE REMICS FNR 2022 90 AY                             | CUSIP: 3136BPRL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    640000 | PA      | $618695.87    | 0.31%             | 2041-12-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/43 FIXED VAR                           | CUSIP: 31374CSS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    384086 | PA      | $359618.47    | 0.18%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 3883 PB                                                  | FREDDIE MAC REMICS FHR 3883 PB                               | CUSIP: 3137ABM24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39306 | PA      | $37810.49     | 0.02%             | 2041-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/50 FIXED 2.5                           | CUSIP: 3140HFPP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    505765 | PA      | $420292.91    | 0.21%             | 2050-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/51 FIXED VAR                           | CUSIP: 3140XDP34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2503189 | PA      | $1995755.74   | 0.99%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/43 FIXED 2.5                           | CUSIP: 31417FMM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55833 | PA      | $49131.20     | 0.02%             | 2043-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                | PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 11/29 5.625      | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15750.55     | 0.01%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                | PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 02/30 5.125      | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    210000 | PA      | $216053.48    | 0.11%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                | PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 02/33 5.375      | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61962.99     | 0.03%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                | PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 09/33 5.625      | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41914.07     | 0.02%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-3 PRPM 2025 3 A1 144A                                                 | PRPM 2025-3 PRPM 2025 3 A1 144A                              | CUSIP: 74449DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99257 | PA      | $99809.80     | 0.05%             | 2030-05-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Public Service Company of Oklahoma                                              | PUBLIC SERVICE CO OF OKLAHOMA SR UNSECURED 01/35 5.2         | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119783.85    | 0.06%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                                        | RETAINED VANTAGE DATA CENTERS VDCR 2023 1A A2A 144A          | CUSIP: 76134KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    395000 | PA      | $391613.63    | 0.19%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                     | RIO TINTO FINANCE USA PLC COMPANY GUAR 03/65 5.875           | CUSIP: 76720AAW6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    100000 | PA      | $100428.09    | 0.05%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| County of Riverside                                                             | COUNTY OF RIVERSIDE CA RIV 02/28 FIXED 3.07                  | CUSIP: 76913CBC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $584734.80    | 0.29%             | 2028-02-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Romania                                                                         | ROMANIAN GOVERNMENT INTERNATIO SR UNSECURED 144A 01/29 5.875 | CUSIP: 77586RAT7<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     44000 | PA      | $44294.41     | 0.02%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Romania                                                                         | ROMANIAN GOVERNMENT INTERNATIO SR UNSECURED 144A 03/35 5.75  | CUSIP: 77586RAV2<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     40000 | PA      | $36945.56     | 0.02%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Romania                                                                         | ROMANIAN GOVERNMENT INTERNATIO SR UNSECURED 144A 02/37 7.5   | CUSIP: 77586RAW0<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     50000 | PA      | $51905.13     | 0.03%             | 2037-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                                   | JH COLLATERAL                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |     66611 | NS      | $666266.88    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc.                                                         | DIAMONDBACK ENERGY INC COMPANY GUAR 04/54 5.75               | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41770.04     | 0.02%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc.                                                         | DIAMONDBACK ENERGY INC COMPANY GUAR 04/64 5.9                | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37021.22     | 0.02%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc.                                                         | DIAMONDBACK ENERGY INC COMPANY GUAR 04/35 5.55               | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25271.41     | 0.01%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                               | CAPITAL ONE FINANCIAL CORP SR UNSECURED 11/34 VAR            | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    115000 | PA      | $133674.68    | 0.07%             | 2034-11-02      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC SR UNSECURED 04/30 3.375                 | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19006.52     | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC SR UNSECURED 06/30 5                     | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142877.07    | 0.07%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                | DOMINO'S PIZZA MASTER ISSUER L DPABS 2018 1A A2I 144A        | CUSIP: 25755TAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350575 | PA      | $349463.01    | 0.17%             | 2048-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                | DOMINO'S PIZZA MASTER ISSUER L DPABS 2019 1A A2 144A         | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    168000 | PA      | $160050.93    | 0.08%             | 2049-10-25      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                         | DUKE ENERGY CORP SR UNSECURED 06/41 3.3                      | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37509.87     | 0.02%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc.                                                           | DUKE ENERGY OHIO INC 1ST MORTGAGE 03/54 5.55                 | CUSIP: 26442EAL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $58615.79     | 0.03%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 10/46 3.7              | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    125000 | PA      | $94351.92     | 0.05%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 03/35 5.05             | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35148.29     | 0.02%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2016 C3 C                                   | CITIGROUP COMMERCIAL MORTGAGE CGCMT 2016 C3 C                | CUSIP: 17325GAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    288000 | PA      | $248928.97    | 0.12%             | 2049-11-15      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc.                                                   | CITIZENS FINANCIAL GROUP INC SR UNSECURED 04/35 VAR          | CUSIP: 174610BG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $32336.29     | 0.02%             | 2035-04-25      | Variable      | 6.64%                 | 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        |    115000 | PA      | $116540.46    | 0.06%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc.                                                              | CLEAN HARBORS INC COMPANY GUAR 144A 07/27 4.875              | CUSIP: 184496AN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $616958.40    | 0.31%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc.                                                              | CLEAN HARBORS INC COMPANY GUAR 144A 02/31 6.375              | CUSIP: 184496AQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35858.31     | 0.02%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Company LLC                                          | COLUMBIA PIPELINES HOLDING CO SR UNSECURED 144A 08/28 6.042  | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $177005.92    | 0.09%             | 2028-08-15      | Fixed         | 6.04%                 | 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        |     75000 | PA      | $75921.94     | 0.04%             | 2034-01-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Company LLC                                          | COLUMBIA PIPELINES HOLDING CO SR UNSECURED 144A 10/31 5.097  | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $41177.80     | 0.02%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Company LLC                                        | COLUMBIA PIPELINES OPERATING C SR UNSECURED 144A 08/30 5.927 | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31668.90     | 0.02%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Company LLC                                        | COLUMBIA PIPELINES OPERATING C SR UNSECURED 144A 11/33 6.036 | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41971.31     | 0.02%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                             | COMCAST CORP COMPANY GUAR 04/40 3.75                         | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    185000 | PA      | $153567.10    | 0.08%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                             | COMCAST CORP COMPANY GUAR 11/51 2.887                        | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $60857.72     | 0.03%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL EQUIPMENT FINANCE 2 CEFI 2024 1A A 144A                              | COMMERCIAL EQUIPMENT FINANCE 2 CEFI 2024 1A A 144A           | CUSIP: 20166RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    123501 | PA      | $124699.77    | 0.06%             | 2029-07-16      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R03 2B1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2023 R03 2B1 144A          | CUSIP: 20753ACF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    170000 | PA      | $190454.69    | 0.09%             | 2043-04-25      | Floating      | 10.66%                | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R02 2B1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2022 R02 2B1 144A          | CUSIP: 20754BAF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    395000 | PA      | $412195.85    | 0.20%             | 2042-01-25      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2024 R02 1M2 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2024 R02 1M2 144A          | CUSIP: 20754GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     88000 | PA      | $88740.83     | 0.04%             | 2044-02-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R01                                    | CONNECTICUT AVENUE SECURITIES CAS 2022 R01 1B1 144A          | CUSIP: 20754LAF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    188000 | PA      | $192993.28    | 0.10%             | 2041-12-25      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2021-R01                                    | CONNECTICUT AVENUE SECURITIES CAS 2021 R01 1B1 144A          | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     80000 | PA      | $81938.76     | 0.04%             | 2041-10-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Company                                                          | CONOCOPHILLIPS CO COMPANY GUAR 03/52 3.8                     | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     72000 | PA      | $52267.28     | 0.03%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Company                                                          | CONOCOPHILLIPS CO COMPANY GUAR 03/62 4.025                   | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     35000 | PA      | $25201.31     | 0.01%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Company                                                          | CONOCOPHILLIPS CO COMPANY GUAR 05/53 5.3                     | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27666.40     | 0.01%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York Inc.                                    | CONSOLIDATED EDISON CO OF NEW SR UNSECURED 12/51 3.2         | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    120000 | PA      | $79525.78     | 0.04%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York Inc.                                    | CONSOLIDATED EDISON CO OF NEW SR UNSECURED 03/55 5.5         | CUSIP: 209111GN7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106616.19    | 0.05%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc.                                                       | CONSTELLATION BRANDS INC COMPANY GUAR 08/29 3.15             | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85496.13     | 0.04%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                                           | COUSINS PROPERTIES LP COMPANY GUAR 02/32 5.375               | CUSIP: 222793AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $146509.07    | 0.07%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc.                                                         | COX COMMUNICATIONS INC SR UNSECURED 144A 06/31 2.6           | CUSIP: 224044CN5<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     95000 | PA      | $83141.77     | 0.04%             | 2031-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc.                                                         | COX COMMUNICATIONS INC COMPANY GUAR 144A 09/34 5.45          | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49307.94     | 0.02%             | 2034-09-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc.                                                         | COX COMMUNICATIONS INC COMPANY GUAR 144A 09/54 5.95          | CUSIP: 224044CV7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60344.42     | 0.03%             | 2054-09-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CREDIT AGRICOLE SA SUBORDINATED 144A 01/35 VAR               | CUSIP: 225313AQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    250000 | PA      | $259951.50    | 0.13%             | 2035-01-10      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CREDIT AGRICOLE SA 144A 05/31 VAR                            | CUSIP: 22535WAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    250000 | PA      | $254661.87    | 0.13%             | 2031-05-27      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG SR UNSECURED 144A 08/28 VAR                     | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $259767.77    | 0.13%             | 2028-08-11      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                               | CROWN CASTLE INC SR UNSECURED 11/29 3.1                      | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140708.16    | 0.07%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DBJPM 20-C9 MORTGAGE TRUST DBJPM 2020 C9 XA                                     | DBJPM 20-C9 MORTGAGE TRUST DBJPM 2020 C9 XA                  | CUSIP: 233063AW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    481189 | PA      | $20571.66     | 0.01%             | 2053-09-15      | Variable      | 1.82%                 | 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        |    115000 | PA      | $117117.38    | 0.06%             | 2034-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DC TRUST 2024-HLTN DC 2024 HLTN A 144A                                          | DC TRUST 2024-HLTN DC 2024 HLTN A 144A                       | CUSIP: 24022FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90000 | PA      | $90964.20     | 0.05%             | 2040-04-13      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| DC TRUST 2024-HLTN DC 2024 HLTN C 144A                                          | DC TRUST 2024-HLTN DC 2024 HLTN C 144A                       | CUSIP: 24022FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45000 | PA      | $44965.75     | 0.02%             | 2040-04-13      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust 2021-2                                     | DEEPHAVEN RESIDENTIAL MORTGAGE DRMT 2021 2 A1 144A           | CUSIP: 24381WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66521 | PA      | $58758.71     | 0.03%             | 2066-04-25      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-81418.43    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                  | ECOPETROL SA SR UNSECURED 11/31 4.625                        | CUSIP: 279158AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |    185000 | PA      | $156245.95    | 0.08%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                  | ECOPETROL SA SR UNSECURED 01/36 8.375                        | CUSIP: 279158AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |    270000 | PA      | $260513.96    | 0.13%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                  | ECOPETROL SA SR UNSECURED 02/32 7.75                         | CUSIP: 279158AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |    175000 | PA      | $171981.61    | 0.09%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 11/31 FIXED 7                                              | GINNIE MAE I POOL GN 11/31 FIXED 7                           | CUSIP: 36241KJ74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1022 | PA      | $1032.90      | 0.00%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 03/55 5.55             | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53758.95     | 0.03%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                         | DUKE ENERGY INDIANA LLC 1ST MORTGAGE 10/49 3.25              | CUSIP: 26443TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $71227.75     | 0.04%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 06/32 FIXED 7                                              | GINNIE MAE I POOL GN 06/32 FIXED 7                           | CUSIP: 36241KJP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       203 | PA      | $205.04       | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 07/33 FIXED 7                                              | GINNIE MAE I POOL GN 07/33 FIXED 7                           | CUSIP: 36241KJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1825 | PA      | $1857.10      | 0.00%             | 2033-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 03/32 FIXED 7                                              | GINNIE MAE I POOL GN 03/32 FIXED 7                           | CUSIP: 36241KJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       564 | PA      | $568.91       | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 04/35 FIXED 6                                              | GINNIE MAE I POOL GN 04/35 FIXED 6                           | CUSIP: 36291LGV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14829 | PA      | $15339.95     | 0.01%             | 2035-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 01/41 FIXED 4                                              | GINNIE MAE I POOL GN 01/41 FIXED 4                           | CUSIP: 36296GJF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4440 | PA      | $4292.32      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gartner Inc.                                                                    | GARTNER INC COMPANY GUAR 144A 07/28 4.5                      | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    193000 | PA      | $190988.03    | 0.09%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 09/64 5.5                           | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40984.19     | 0.02%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 02/32 5.25                          | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30773.58     | 0.02%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corporation                                                      | OTIS WORLDWIDE CORP SR UNSECURED 02/30 2.565                 | CUSIP: 68902VAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $147593.43    | 0.07%             | 2030-02-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| PRPM 2021-4 LLC PRPM 2021 4 A1 144A                                             | PRPM 2021-4 LLC PRPM 2021 4 A1 144A                          | CUSIP: 693583AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    187949 | PA      | $188126.45    | 0.09%             | 2026-04-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| SSandC Technologies Inc.                                                        | SSandC TECHNOLOGIES INC COMPANY GUAR 144A 09/27 5.5          | CUSIP: 78466CAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    532000 | PA      | $532466.56    | 0.26%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sabey Data Center Issuer LLC                                                    | SABEY DATA CENTER ISSUER LLC SDCP 2024 1 A2 144A             | CUSIP: 78520EAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $65829.28     | 0.03%             | 2049-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| San Diego Gas and Electric Company                                              | SAN DIEGO GAS and ELECTRIC CO 1ST MORTGAGE 04/35 5.4         | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107216.24    | 0.05%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Service Corporation International                                               | SERVICE CORP INTERNATIONAL/US SR UNSECURED 08/30 3.375       | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    335000 | PA      | $307907.31    | 0.15%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Service Corporation International                                               | SERVICE CORP INTERNATIONAL/US SR UNSECURED 10/32 5.75        | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106070.79    | 0.05%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                             | SIRIUS XM RADIO LLC COMPANY GUAR 144A 07/28 4                | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    165000 | PA      | $158469.88    | 0.08%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 01/34 5.75                     | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57601.51     | 0.03%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 01/35 4.7                      | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24221.39     | 0.01%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 05/32 5.125                    | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56088.62     | 0.03%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                           | TACO BELL FUNDING LLC BELL 2021 1A A2II 144A                 | CUSIP: 87342RAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    878355 | PA      | $798703.22    | 0.40%             | 2051-08-25      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc.                                                                   | TAPESTRY INC SR UNSECURED 03/30 5.1                          | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65845.68     | 0.03%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc.                                                                   | TAPESTRY INC SR UNSECURED 03/35 5.5                          | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95367.67     | 0.05%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | TARGA RESOURCES PARTNERS LP / COMPANY GUAR 01/32 4           | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $116498.54    | 0.06%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                           | TARGA RESOURCES CORP COMPANY GUAR 03/34 6.5                  | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21492.13     | 0.01%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc.                                                | TAYLOR MORRISON COMMUNITIES IN SR UNSECURED 144A 08/30 5.125 | CUSIP: 87724RAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    167000 | PA      | $166413.08    | 0.08%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TEXAS DEBT CAPITAL CLO 2023-I TCIFC 2023 1A BR 144A                             | TEXAS DEBT CAPITAL CLO 2023-I TCIFC 2023 1A BR 144A          | CUSIP: 88238CAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300000.00    | 0.15%             | 2038-07-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                           | TIME WARNER CABLE LLC SR SECURED 09/42 4.5                   | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    315000 | PA      | $250891.95    | 0.12%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital                                                           | TOTALENERGIES CAPITAL SA COMPANY GUAR 04/64 5.638            | CUSIP: 89157XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    145000 | PA      | $140562.40    | 0.07%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital                                                           | TOTALENERGIES CAPITAL SA COMPANY GUAR 09/64 5.425            | CUSIP: 89157XAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     65000 | PA      | $60810.54     | 0.03%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2021 TPMT 2021 R1 A1 144A                             | TOWD POINT MORTGAGE TRUST 2021 TPMT 2021 R1 A1 144A          | CUSIP: 89179TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    547534 | PA      | $476728.76    | 0.24%             | 2060-11-30      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Company                                         | TRANS-ALLEGHENY INTERSTATE LIN SR UNSECURED 144A 01/31 5     | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30522.58     | 0.02%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION T TAST 2024 3A A 144A                              | TRICOLOR AUTO SECURITIZATION T TAST 2024 3A A 144A           | CUSIP: 89617AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     68962 | PA      | $69056.99     | 0.03%             | 2028-06-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| 280 PARK AVENUE 2017-280P MORT PRK 2017 280P E 144A                             | 280 PARK AVENUE 2017-280P MORT PRK 2017 280P E 144A          | CUSIP: 90205FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    214000 | PA      | $205975.00    | 0.10%             | 2034-09-15      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 03/44 4.75       | CUSIP: 91086QBB3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    156000 | PA      | $122639.40    | 0.06%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 05/36 6          | CUSIP: 91087BAZ3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    480000 | PA      | $473712.00    | 0.24%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 05/37 6.875      | CUSIP: 91087BBC3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $208460.00    | 0.10%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 05/55 7.375      | CUSIP: 91087BBD1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    215000 | PA      | $221609.10    | 0.11%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 01/38 6.625      | CUSIP: 91087BBF6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $203000.00    | 0.10%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/39 4.375                   | CUSIP: 912810QD3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1170000 | PA      | $1146919.92   | 0.57%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY INFLATI 02/42 0.75                                       | UNITED STATES TREASURY INFLATI 02/42 0.75                    | CUSIP: 912810QV3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2186107 | PA      | $1697096.51   | 0.84%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY INFLATI 02/43 0.625                                      | UNITED STATES TREASURY INFLATI 02/43 0.625                   | CUSIP: 912810RA8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     97661 | PA      | $72561.33     | 0.04%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/43 3.75                    | CUSIP: 912810RD2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2253000 | PA      | $1968558.75   | 0.98%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/45 2.5                     | CUSIP: 912810RK6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1619000 | PA      | $1139750.71   | 0.57%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY INFLATI 02/46 1                                          | UNITED STATES TREASURY INFLATI 02/46 1                       | CUSIP: 912810RR1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    399353 | PA      | $302485.64    | 0.15%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/46 2.25                    | CUSIP: 912810RT7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4745000 | PA      | $3108531.07   | 1.54%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/47 3                       | CUSIP: 912810RV2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2125000 | PA      | $1595327.15   | 0.79%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/48 3                       | CUSIP: 912810SA7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2120000 | PA      | $1575176.56   | 0.78%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/48 3.125                   | CUSIP: 912810SC3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3205000 | PA      | $2431668.56   | 1.21%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY INFLATI 02/50 0.25                                       | UNITED STATES TREASURY INFLATI 02/50 0.25                    | CUSIP: 912810SM1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1378642 | PA      | $800205.93    | 0.40%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/50 1.25                    | CUSIP: 912810SN9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4170000 | PA      | $2002903.13   | 0.99%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/51 1.875                   | CUSIP: 912810TB4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4890000 | PA      | $2720444.51   | 1.35%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/52 3                       | CUSIP: 912810TJ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2105000 | PA      | $1519464.65   | 0.75%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/42 3.375                   | CUSIP: 912810TK4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    800000 | PA      | $671468.75    | 0.33%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/53 3.625                   | CUSIP: 912810TR9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    620000 | PA      | $505687.50    | 0.25%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/54 4.25                    | CUSIP: 912810UC0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2256000 | PA      | $2060186.24   | 1.02%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/31 1.625                   | CUSIP: 91282CCB5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4810000 | PA      | $4242194.51   | 2.11%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/32 1.875                   | CUSIP: 91282CDY4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3110000 | PA      | $2731940.63   | 1.36%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/32 2.75                    | CUSIP: 91282CFF3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2945000 | PA      | $2716762.50   | 1.35%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/33 3.375                   | CUSIP: 91282CHC8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1025000 | PA      | $977073.24    | 0.49%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY INFLATI 01/34 1.75                                       | UNITED STATES TREASURY INFLATI 01/34 1.75                    | CUSIP: 91282CJY8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2624402 | PA      | $2601426.41   | 1.29%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/34 4                       | CUSIP: 91282CJZ5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2945000 | PA      | $2914284.56   | 1.45%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/34 4.375                   | CUSIP: 91282CKQ3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1895000 | PA      | $1924535.36   | 0.96%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/27 4.5                     | CUSIP: 91282CKR1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3801000 | PA      | $3851036.59   | 1.91%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 05/40 2.75               | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    155000 | PA      | $112453.73    | 0.06%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 05/62 4.95               | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25744.32     | 0.01%             | 2062-05-15      | Fixed         | 4.95%                 | 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        |    145000 | PA      | $147649.19    | 0.07%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Smith and Nephew plc                                                            | SMITH and NEPHEW PLC SR UNSECURED 10/30 2.032                | CUSIP: 83192PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    130000 | PA      | $113856.79    | 0.06%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                                | SOCIETE GENERALE SA 144A 05/29 VAR                           | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $202441.94    | 0.10%             | 2029-05-22      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Solventum Corporation                                                           | SOLVENTUM CORP COMPANY GUAR 03/29 5.4                        | CUSIP: 83444MAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $190506.64    | 0.09%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXIX LTD SNDPT 2021 1A A 144A                                   | SOUND POINT CLO XXIX LTD SNDPT 2021 1A A 144A                | CUSIP: 83614VAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    655000 | PA      | $656441.00    | 0.33%             | 2034-04-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                              | SOUTHERN CALIFORNIA EDISON CO 1ST REF MORT 10/43 4.65        | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16168.34     | 0.01%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                              | SOUTHERN CALIFORNIA EDISON CO 1ST REF MORT 04/47 4           | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     70000 | PA      | $50272.94     | 0.02%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                              | SOUTHERN CALIFORNIA EDISON CO 1ST MORTGAGE 02/50 3.65        | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     35000 | PA      | $23133.02     | 0.01%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                              | SOUTHERN CALIFORNIA EDISON CO 1ST MORTGAGE 11/32 5.95        | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20523.97     | 0.01%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                              | SOUTHERN CALIFORNIA EDISON CO 1ST MORTGAGE 06/34 5.2         | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     47000 | PA      | $45582.71     | 0.02%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                              | SOUTHERN CALIFORNIA EDISON CO 1ST MORTGAGE 03/35 5.45        | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73621.06     | 0.04%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Company                                                 | SOUTHERN CALIFORNIA GAS CO 1ST MORTGAGE 04/54 5.6            | CUSIP: 842434DA7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92475.44     | 0.05%             | 2054-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Company                                                 | SOUTHERN CALIFORNIA GAS CO 1ST MORTGAGE 06/55 6              | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178246.33    | 0.09%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUMMIT ISSUER LLC FIBER 2020 1A A2 144A                                         | SUMMIT ISSUER LLC FIBER 2020 1A A2 144A                      | CUSIP: 86613XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | PA      | $152811.71    | 0.08%             | 2050-12-20      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                               | SYSCO CORP COMPANY GUAR 09/30 5.1                            | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112697.86    | 0.06%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/33 3.875                   | CUSIP: 91282CHT1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1805000 | PA      | $1777501.94   | 0.88%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/33 4.5                     | CUSIP: 91282CJJ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2525000 | PA      | $2593648.44   | 1.29%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                         | DUKE ENERGY INDIANA LLC 1ST MORTGAGE 04/50 2.75              | CUSIP: 26443TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $49284.45     | 0.02%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                         | DUKE ENERGY FLORIDA LLC 1ST MORTGAGE 06/30 1.75              | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    115000 | PA      | $101436.64    | 0.05%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                         | ENI SPA SR UNSECURED 144A 05/35 5.75                         | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $204561.99    | 0.10%             | 2035-05-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc.                                                              | EOG RESOURCES INC SR UNSECURED 12/54 5.65                    | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92734.22     | 0.05%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc.                                                              | EOG RESOURCES INC SR UNSECURED 07/32 5                       | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80972.95     | 0.04%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc.                                                              | EOG RESOURCES INC SR UNSECURED 01/36 5.35                    | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116624.35    | 0.06%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                 | EQT CORP SR UNSECURED 144A 01/29 4.5                         | CUSIP: 26884LAW9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123480.55    | 0.06%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                  | ECOPETROL SA SR UNSECURED 11/31 4.625                        | CUSIP: 279158AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |     45000 | PA      | $38005.77     | 0.02%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 23 LTD ELM23 2023 2A BR 144A                                        | ELMWOOD CLO 23 LTD ELM23 2023 2A BR 144A                     | CUSIP: 29003YAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250501.50    | 0.12%             | 2036-04-16      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC COMPANY GUAR 11/29 3.125                        | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $66126.78     | 0.03%             | 2029-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC COMPANY GUAR 03/33 5.7                          | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20735.67     | 0.01%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC COMPANY GUAR 04/34 5.625                        | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5137.08      | 0.00%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC COMPANY GUAR 06/35 5.55                         | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50830.76     | 0.03%             | 2035-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP SR UNSECURED 12/30 6.4                    | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $129317.32    | 0.06%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 01/31 4.6         | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85646.62     | 0.04%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 01/36 5.2         | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25169.16     | 0.01%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                         | EQUITABLE FINANCIAL LIFE GLOBA SECURED 144A 03/28 1.8        | CUSIP: 29449WAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $28035.27     | 0.01%             | 2028-03-08      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                         | EQUITABLE FINANCIAL LIFE GLOBA SECURED 144A 03/30 5          | CUSIP: 29449WAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $81194.43     | 0.04%             | 2030-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | EVERSOURCE ENERGY SR UNSECURED 05/33 5.125                   | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200147.57    | 0.10%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | EVERSOURCE ENERGY SR UNSECURED 01/34 5.5                     | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81468.63     | 0.04%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corporation                                                          | FAIR ISAAC CORP SR UNSECURED 144A 06/28 4                    | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    386000 | PA      | $375681.83    | 0.19%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 03/28 FIXED 7.5                                        | FREDDIE MAC GOLD POOL FG 03/28 FIXED 7.5                     | CUSIP: 31283G6Z5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       180 | PA      | $182.98       | 0.00%             | 2028-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 05/27 FIXED 7.5                                        | FREDDIE MAC GOLD POOL FG 05/27 FIXED 7.5                     | CUSIP: 31283GX77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        51 | PA      | $51.42        | 0.00%             | 2027-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 08/34 FIXED 6.5                                        | FREDDIE MAC GOLD POOL FG 08/34 FIXED 6.5                     | CUSIP: 31283H4E2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       952 | PA      | $1002.56      | 0.00%             | 2034-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/25 FIXED 7.5                                        | FREDDIE MAC GOLD POOL FG 12/25 FIXED 7.5                     | CUSIP: 3128F5WP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         9 | PA      | $8.93         | 0.00%             | 2025-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/34 FIXED 5                                          | FREDDIE MAC GOLD POOL FG 12/34 FIXED 5                       | CUSIP: 3128M6Y28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53369 | PA      | $53996.30     | 0.03%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 04/48 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 04/48 FIXED 3                       | CUSIP: 3128MJ3R9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12823 | PA      | $11352.56     | 0.01%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 06/48 FIXED 3.5                                        | FREDDIE MAC GOLD POOL FG 06/48 FIXED 3.5                     | CUSIP: 3128MJ4A5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    499909 | PA      | $458619.53    | 0.23%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/46 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 12/46 FIXED 3                       | CUSIP: 3128MJZB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19648 | PA      | $17486.39     | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 05/28 FIXED 7.5                                        | FREDDIE MAC GOLD POOL FG 05/28 FIXED 7.5                     | CUSIP: 31292GVL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        80 | PA      | $82.71        | 0.00%             | 2028-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 04/29 FIXED 6.5                                        | FREDDIE MAC GOLD POOL FG 04/29 FIXED 6.5                     | CUSIP: 31293PE43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       184 | PA      | $190.42       | 0.00%             | 2029-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 11/33 FIXED 6.5                                        | FREDDIE MAC GOLD POOL FG 11/33 FIXED 6.5                     | CUSIP: 31296QJW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2365 | PA      | $2495.01      | 0.00%             | 2033-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/51 FIXED 2                                               | FREDDIE MAC POOL FR 03/51 FIXED 2                            | CUSIP: 3132DWBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2497813 | PA      | $1991469.65   | 0.99%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 03/48 FIXED 3.5                                        | FREDDIE MAC GOLD POOL FG 03/48 FIXED 3.5                     | CUSIP: 3132XXEU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63093 | PA      | $57881.92     | 0.03%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/52 FIXED 2.5                                             | FREDDIE MAC POOL FR 01/52 FIXED 2.5                          | CUSIP: 3133KNL92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1712835 | PA      | $1426050.89   | 0.71%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/52 FIXED 2.5                                             | FREDDIE MAC POOL FR 05/52 FIXED 2.5                          | CUSIP: 3133KPWH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1933408 | PA      | $1609693.24   | 0.80%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2012 21 PQ                                                | FANNIE MAE REMICS FNR 2012 21 PQ                             | CUSIP: 3136A36C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21926 | PA      | $20734.03     | 0.01%             | 2041-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2012 18 GA                                                | FANNIE MAE REMICS FNR 2012 18 GA                             | CUSIP: 3136A4TG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40107 | PA      | $37650.35     | 0.02%             | 2041-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2012 52 PA                                                | FANNIE MAE REMICS FNR 2012 52 PA                             | CUSIP: 3136A6AN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36534 | PA      | $35290.33     | 0.02%             | 2042-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2015 48 QB                                                | FANNIE MAE REMICS FNR 2015 48 QB                             | CUSIP: 3136APKJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34196 | PA      | $33487.14     | 0.02%             | 2043-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 11 GA                                                | FANNIE MAE REMICS FNR 2016 11 GA                             | CUSIP: 3136ARQA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61323 | PA      | $57187.56     | 0.03%             | 2046-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 38 NA                                                | FANNIE MAE REMICS FNR 2016 38 NA                             | CUSIP: 3136ASMM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32575 | PA      | $30410.22     | 0.02%             | 2046-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 16 PB                                                | FANNIE MAE REMICS FNR 2017 16 PB                             | CUSIP: 3136AVZX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    270000 | PA      | $233467.68    | 0.12%             | 2047-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 26 CG                                                | FANNIE MAE REMICS FNR 2017 26 CG                             | CUSIP: 3136AWCM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23402 | PA      | $23178.35     | 0.01%             | 2044-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 35 AH                                                | FANNIE MAE REMICS FNR 2017 35 AH                             | CUSIP: 3136AWNN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28276 | PA      | $28038.31     | 0.01%             | 2053-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 34 JK                                                | FANNIE MAE REMICS FNR 2017 34 JK                             | CUSIP: 3136AWTK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19025 | PA      | $18592.85     | 0.01%             | 2047-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 49 JA                                                | FANNIE MAE REMICS FNR 2017 49 JA                             | CUSIP: 3136AXJT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33558 | PA      | $33345.63     | 0.02%             | 2053-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 84 KA                                                | FANNIE MAE REMICS FNR 2017 84 KA                             | CUSIP: 3136AYMB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41368 | PA      | $40878.88     | 0.02%             | 2053-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2018 23 LA                                                | FANNIE MAE REMICS FNR 2018 23 LA                             | CUSIP: 3136B1WE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96566 | PA      | $91985.65     | 0.05%             | 2048-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2018 70 HA                                                | FANNIE MAE REMICS FNR 2018 70 HA                             | CUSIP: 3136B3BD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59131 | PA      | $57940.80     | 0.03%             | 2056-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2019 12 HA                                                | FANNIE MAE REMICS FNR 2019 12 HA                             | CUSIP: 3136B4EJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113227 | PA      | $109366.39    | 0.05%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2019 14 CA                                                | FANNIE MAE REMICS FNR 2019 14 CA                             | CUSIP: 3136B4FP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106109 | PA      | $102238.41    | 0.05%             | 2049-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K064 X1                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K064 X1                  | CUSIP: 3137BXR20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2030247 | PA      | $16936.32     | 0.01%             | 2027-03-25      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5055 DG                                                  | FREDDIE MAC REMICS FHR 5055 DG                               | CUSIP: 3137F7GL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    349681 | PA      | $279978.86    | 0.14%             | 2050-12-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K122 X1                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K122 X1                  | CUSIP: 3137F82T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    470844 | PA      | $17833.84     | 0.01%             | 2030-11-25      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K121 X1                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K121 X1                  | CUSIP: 3137F83S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    833111 | PA      | $35365.90     | 0.02%             | 2030-10-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K124 X1                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K124 X1                  | CUSIP: 3137F9YZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1895912 | PA      | $61441.19     | 0.03%             | 2030-12-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K068 A2                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K068 A2                  | CUSIP: 3137FBBX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    545000 | PA      | $535595.48    | 0.27%             | 2027-08-25      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K104 X1                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K104 X1                  | CUSIP: 3137FREK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1262612 | PA      | $52683.24     | 0.03%             | 2030-01-25      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K111 X1                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K111 X1                  | CUSIP: 3137FUZE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    543727 | PA      | $33997.32     | 0.02%             | 2030-05-25      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K114 X1                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K114 X1                  | CUSIP: 3137FVNJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1588467 | PA      | $73088.69     | 0.04%             | 2030-06-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5170 DP                                                  | FREDDIE MAC REMICS FHR 5170 DP                               | CUSIP: 3137H4FG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    332566 | PA      | $292079.13    | 0.14%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/27 FIXED 2.66                          | CUSIP: 3138L84V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    732862 | PA      | $715235.24    | 0.36%             | 2027-03-01      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/42 FIXED 2.5                           | CUSIP: 3138MQSX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203315 | PA      | $178647.09    | 0.09%             | 2042-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/30 FIXED 2.5                           | CUSIP: 3138WFAN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9894 | PA      | $9586.82      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/43 FIXED 2.5                           | CUSIP: 3138WMHQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    260612 | PA      | $229325.03    | 0.11%             | 2043-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/45 FIXED 2.5                           | CUSIP: 3138YD4G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16822 | PA      | $14534.65     | 0.01%             | 2045-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest Strip                                                       | FANNIE MAE INTEREST STRIP FNS 415 A3                         | CUSIP: 31395QFB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81085 | PA      | $74546.23     | 0.04%             | 2042-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/46 FIXED 3.5                           | CUSIP: 3140EVJR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    730485 | PA      | $673847.40    | 0.33%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/31 FIXED 2.5                           | CUSIP: 3140FDDV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12556 | PA      | $12117.00     | 0.01%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/31 FIXED 2.5                           | CUSIP: 3140FLS90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7418 | PA      | $7162.25      | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 01/33 6.15          | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87546.13     | 0.04%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 01/29 6.1           | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67343.52     | 0.03%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 03/34 6.95          | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64589.52     | 0.03%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy Inc.                                                       | PATTERSON-UTI ENERGY INC SR UNSECURED 10/33 7.15             | CUSIP: 703481AD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $179195.77    | 0.09%             | 2033-10-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / P SR UNSECURED 144A 07/25 4                        | PENSKE TRUCK LEASING CO LP / P SR UNSECURED 144A 07/25 4     | CUSIP: 709599BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $89979.28     | 0.04%             | 2025-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | PERUVIAN GOVERNMENT INTERNATIO SR UNSECURED 02/35 5.375      | CUSIP: 715638EB4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     80000 | PA      | $79853.60     | 0.04%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | PERUVIAN GOVERNMENT INTERNATIO SR UNSECURED 08/54 5.875      | CUSIP: 715638EC2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    110000 | PA      | $105971.80    | 0.05%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Philadelphia Authority for Industrial Development                               | PHILADELPHIA AUTHORITY FOR IND PHIDEV 10/28 FIXED 6.55       | CUSIP: 71781LBH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    675000 | PA      | $717044.00    | 0.36%             | 2028-10-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                | PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 11/27 4.375      | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135613.38    | 0.07%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                | PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 11/31 4.75       | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125920.55    | 0.06%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corporation                                                     | PILGRIM'S PRIDE CORP COMPANY GUAR 04/31 4.25                 | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106053.59    | 0.05%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corporation                                               | PINNACLE WEST CAPITAL CORP SR UNSECURED 05/28 4.9            | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    124000 | PA      | $125735.88    | 0.06%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corporation                                               | PINNACLE WEST CAPITAL CORP SR UNSECURED 05/30 5.15           | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117723.03    | 0.06%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE 20 PREF 2025 1A A2 144A                             | POST ROAD EQUIPMENT FINANCE 20 PREF 2025 1A A2 144A          | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100551.66    | 0.05%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE 20 PREF 2025 1A B 144A                              | POST ROAD EQUIPMENT FINANCE 20 PREF 2025 1A B 144A           | CUSIP: 73747LAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101275.11    | 0.05%             | 2031-05-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL6 LLC PRET 2025 NPL6 A1 144A                                       | PRET 2025-NPL6 LLC PRET 2025 NPL6 A1 144A                    | CUSIP: 740936AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    510000 | PA      | $510034.73    | 0.25%             | 2055-06-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| PRET 2024-NPL7 LLC                                                              | PRET 2024-NPL7 LLC PRET 2024 NPL7 A1 144A                    | CUSIP: 74136TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93535 | PA      | $93290.90     | 0.05%             | 2054-10-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| PRET 2024-NPL5 LLC                                                              | PRET 2024-NPL5 LLC PRET 2024 NPL5 A1 144A                    | CUSIP: 74143QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    469881 | PA      | $470389.78    | 0.23%             | 2054-09-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR3 PROG 2022 SFR3 A 144A                            | PROGRESS RESIDENTIAL 2022-SFR3 PROG 2022 SFR3 A 144A         | CUSIP: 74331UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    129254 | PA      | $126119.93    | 0.06%             | 2039-04-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR5 PROG 2022 SFR5 A 144A                            | PROGRESS RESIDENTIAL 2022-SFR5 PROG 2022 SFR5 A 144A         | CUSIP: 74332YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99792 | PA      | $99685.02     | 0.05%             | 2039-06-17      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR7 PROG 2022 SFR7 A 144A                            | PROGRESS RESIDENTIAL 2022-SFR7 PROG 2022 SFR7 A 144A         | CUSIP: 74333CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    162142 | PA      | $162839.89    | 0.08%             | 2039-10-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR8 PROG 2021 SFR8 A 144A                            | PROGRESS RESIDENTIAL 2021-SFR8 PROG 2021 SFR8 A 144A         | CUSIP: 74333TAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    387116 | PA      | $375359.24    | 0.19%             | 2038-10-17      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR6 PROG 2022 SFR6 A 144A                            | PROGRESS RESIDENTIAL 2022-SFR6 PROG 2022 SFR6 A 144A         | CUSIP: 74334DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    621449 | PA      | $619943.57    | 0.31%             | 2039-07-20      | Fixed         | 4.45%                 | 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        |    300000 | PA      | $284246.91    | 0.14%             | 2042-02-17      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                  | PROTECTIVE LIFE GLOBAL FUNDING SECURED 144A 06/30 4.803      | CUSIP: 74368CCC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $151874.32    | 0.08%             | 2030-06-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-6 LLC PRPM 2024 6 A1                                                  | PRPM 2024-6 LLC PRPM 2024 6 A1                               | CUSIP: 74390PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92763 | PA      | $92979.64     | 0.05%             | 2029-11-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-7 LLC PRPM 2024 7 A1 144A                                             | PRPM 2024-7 LLC PRPM 2024 7 A1 144A                          | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205514 | PA      | $205453.63    | 0.10%             | 2029-11-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                    | PUBLIC SERVICE ENTERPRISE GROU SR UNSECURED 10/33 6.125      | CUSIP: 744573AX4<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53106.38     | 0.03%             | 2033-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                    | PUBLIC SERVICE ENTERPRISE GROU SR UNSECURED 04/34 5.45       | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15328.58     | 0.01%             | 2034-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                    | PUBLIC SERVICE ENTERPRISE GROU SR UNSECURED 03/30 4.9        | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111889.50    | 0.06%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc.                                                               | PUGET ENERGY INC SR SECURED 06/30 4.1                        | CUSIP: 745310AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $21250.25     | 0.01%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc.                                                               | PUGET ENERGY INC SR SECURED 06/28 2.379                      | CUSIP: 745310AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $33035.47     | 0.02%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc.                                                               | PUGET ENERGY INC SR SECURED 03/32 4.224                      | CUSIP: 745310AN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7528.91      | 0.00%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc.                                                               | PUGET ENERGY INC SR SECURED 144A 03/35 5.725                 | CUSIP: 745310AP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $377245.45    | 0.19%             | 2035-03-15      | Fixed         | 5.72%                 | 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        |    200000 | PA      | $180352.26    | 0.09%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Incorporated                                                           | QUALCOMM INC SR UNSECURED 05/32 4.75                         | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146691.77    | 0.07%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RFR TRUST 2025-SGRM RFR 2025 SGRM A 144A                                        | RFR TRUST 2025-SGRM RFR 2025 SGRM A 144A                     | CUSIP: 74984NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    353094 | PA      | $359799.43    | 0.18%             | 2041-03-11      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| RFR TRUST 2025-SGRM RFR 2025 SGRM B 144A                                        | RFR TRUST 2025-SGRM RFR 2025 SGRM B 144A                     | CUSIP: 74984NAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    335000 | PA      | $340534.47    | 0.17%             | 2041-03-11      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| RR 23 LTD RRAM 2022 23A A2R 144A                                                | RR 23 LTD RRAM 2022 23A A2R 144A                             | CUSIP: 75000GAV8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    520000 | PA      | $520000.00    | 0.26%             | 2035-10-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| RR 23 LTD RRAM 2022 23A A2R2 144A                                               | RR 23 LTD RRAM 2022 23A A2R2 144A                            | CUSIP: 75000GBK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    520000 | PA      | $520000.00    | 0.26%             | 2037-07-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                       | REGAL REXNORD CORP COMPANY GUAR 04/28 6.05                   | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133962.82    | 0.07%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc.                                                          | REPUBLIC SERVICES INC SR UNSECURED 02/31 1.45                | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21322.47     | 0.01%             | 2031-02-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc.                                                          | REPUBLIC SERVICES INC SR UNSECURED 04/29 4.875               | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61276.59     | 0.03%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc.                                                          | REPUBLIC SERVICES INC SR UNSECURED 11/34 5.2                 | CUSIP: 760759BK5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66528.02     | 0.03%             | 2034-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                     | RIO TINTO FINANCE USA PLC COMPANY GUAR 03/32 5               | CUSIP: 76720AAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     35000 | PA      | $35611.26     | 0.02%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BANK OF CANADA SR UNSECURED 02/31 VAR                  | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $163289.87    | 0.08%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| SG COMMERCIAL MORTGAGE SECURIT SGCMS 2020 COVE A 144A                           | SG COMMERCIAL MORTGAGE SECURIT SGCMS 2020 COVE A 144A        | CUSIP: 78397FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570000 | PA      | $532010.41    | 0.26%             | 2037-03-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2023 1A B 144A                             | SFS AUTO RECEIVABLES SECURITIZ SFAST 2023 1A B 144A          | CUSIP: 78398AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $117681.10    | 0.06%             | 2030-01-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST SGR 2021 1 A1 144A                                | SG RESIDENTIAL MORTGAGE TRUST SGR 2021 1 A1 144A             | CUSIP: 784212AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    293740 | PA      | $243081.62    | 0.12%             | 2061-07-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust 2016-1 LLC                                                  | SCF EQUIPMENT TRUST 2016-1 LLC SCFET 2025 1A A3 144A         | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $173413.21    | 0.09%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                                            | WINGSTOP FUNDING LLC WSTOP 2024 1A A2 144A                   | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $112048.40    | 0.06%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc.                                                                | XCEL ENERGY INC SR UNSECURED 06/32 4.6                       | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83119.22     | 0.04%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc.                                                                | XCEL ENERGY INC SR UNSECURED 03/28 4.75                      | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111067.90    | 0.06%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc.                                                                | XCEL ENERGY INC SR UNSECURED 04/35 5.6                       | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71463.85     | 0.04%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Cleco Corporate Holdings LLC                                                    | CLECO CORPORATE HOLDINGS LLC SR UNSECURED 09/29 3.375        | CUSIP: 18551PAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $83682.26     | 0.04%             | 2029-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                              | CNO GLOBAL FUNDING SECURED 144A 12/27 4.875                  | CUSIP: 18977W2G4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $125977.24    | 0.06%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                          | COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 06/45 5          | CUSIP: 195325CU7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $134750.69    | 0.07%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLT 2021-3 MORTGAGE LOAN TRUS COLT 2021 3 A1 144A                              | COLT 2021-3 MORTGAGE LOAN TRUS COLT 2021 3 A1 144A           | CUSIP: 19688FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    507587 | PA      | $423176.73    | 0.21%             | 2066-09-27      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc.                                                       | CONSTELLATION BRANDS INC SR UNSECURED 05/30 4.8              | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80659.93     | 0.04%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL MBS 30YR TBA                                                 | GINNIE MAE II POOL MBS 30YR TBA                              | CUSIP: 21H040673<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2600000 | PA      | $2416234.08   | 1.20%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL MBS 30YR TBA                                                 | GINNIE MAE II POOL MBS 30YR TBA                              | CUSIP: 21H050672<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2900000 | PA      | $2847599.32   | 1.41%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT INTERNAT SR UNSECURED 144A 04/34 6.55                     | COSTA RICA GOVERNMENT INTERNAT SR UNSECURED 144A 04/34 6.55  | CUSIP: 221597CR6<br>LEI: N/A                  | Long             | DBT              | NUSS              | CR        |    200000 | PA      | $208556.00    | 0.10%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-1                                   | SANTANDER DRIVE AUTO RECEIVABL SDART 2023 1 B                | CUSIP: 80287GAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45090 | PA      | $45111.72     | 0.02%             | 2028-02-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVAB SSTRT 2025 A B 144A                              | SECURITIZED TERM AUTO RECEIVAB SSTRT 2025 A B 144A           | CUSIP: 81378RAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |     64343 | PA      | $64807.10     | 0.03%             | 2031-07-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVAB SSTRT 2025 B B 144A                              | SECURITIZED TERM AUTO RECEIVAB SSTRT 2025 B B 144A           | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    215000 | PA      | $215497.25    | 0.11%             | 2032-12-29      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Service Corporation International                                               | SERVICE CORP INTERNATIONAL/US SR UNSECURED 06/29 5.125       | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    282000 | PA      | $280792.76    | 0.14%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Block Inc.                                                                      | BLOCK INC SR UNSECURED 06/31 3.5                             | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    125000 | PA      | $114658.54    | 0.06%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block Inc.                                                                      | BLOCK INC SR UNSECURED 05/32 6.5                             | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    407000 | PA      | $419911.26    | 0.21%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                                 | STACK INFRASTRUCTURE ISSUER LL SIDC 2023 2A A2 144A          | CUSIP: 85236KAH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $226848.87    | 0.11%             | 2048-07-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| STAR 2021-1 TRUST STAR 2021 1 A1 144A                                           | STAR 2021-1 TRUST STAR 2021 1 A1 144A                        | CUSIP: 85573GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    121721 | PA      | $113882.81    | 0.06%             | 2065-05-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                           | TARGA RESOURCES CORP COMPANY GUAR 08/35 5.55                 | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140708.30    | 0.07%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                           | TARGA RESOURCES CORP COMPANY GUAR 09/30 4.9                  | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50422.10     | 0.03%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                           | TARGA RESOURCES CORP COMPANY GUAR 02/36 5.65                 | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30281.94     | 0.02%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc.                                                | TAYLOR MORRISON COMMUNITIES IN COMPANY GUAR 144A 01/28 5.75  | CUSIP: 87724RAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    302000 | PA      | $306531.21    | 0.15%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY INFLATI 02/44 1.375                                      | UNITED STATES TREASURY INFLATI 02/44 1.375                   | CUSIP: 912810RF7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1335021 | PA      | $1120572.81   | 0.56%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY INFLATI 02/45 0.75                                       | UNITED STATES TREASURY INFLATI 02/45 0.75                    | CUSIP: 912810RL4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1450690 | PA      | $1058656.44   | 0.53%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/45 3                       | CUSIP: 912810RP5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3372000 | PA      | $2568910.79   | 1.28%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/46 2.5                     | CUSIP: 912810RQ3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    648000 | PA      | $449043.75    | 0.22%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/34 4.25                    | CUSIP: 91282CLW9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6975000 | PA      | $6997886.72   | 3.47%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/31 4.125                   | CUSIP: 91282CLZ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1830000 | PA      | $1848514.46   | 0.92%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 12/27 4                       | CUSIP: 91282CMB4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3900000 | PA      | $3927726.58   | 1.95%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 08/39 3.5                | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56490.70     | 0.03%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                         | CF HIPPOLYTA ISSUER LLC SORT 2020 1 A2 144A                  | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125976 | PA      | $116441.62    | 0.06%             | 2060-07-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                         | CF HIPPOLYTA ISSUER LLC SORT 2022 1A A1 144A                 | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100644 | PA      | $100899.92    | 0.05%             | 2062-08-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| COMM 2013-300P MORTGAGE TRUST COMM 2013 300P A1 144A                            | COMM 2013-300P MORTGAGE TRUST COMM 2013 300P A1 144A         | CUSIP: 12625XAA5<br>LEI: 549300NMFC2YLCA2NF13 | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $159790.77    | 0.08%             | 2030-08-10      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CSAIL 2016-C6 COMMERCIAL MORTG CSAIL 2016 C6 XA                                 | CSAIL 2016-C6 COMMERCIAL MORTG CSAIL 2016 C6 XA              | CUSIP: 12636MAG3<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |    978531 | PA      | $4624.05      | 0.00%             | 2049-01-15      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| CSMC 2017-FHA1 TRUST CSMC 2017 FHA1 A1 144A                                     | CSMC 2017-FHA1 TRUST CSMC 2017 FHA1 A1 144A                  | CUSIP: 12651RAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117834 | PA      | $107515.33    | 0.05%             | 2047-04-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| COMM 2022-HC MORTGAGE TRUST COMM 2022 HC A 144A                                 | COMM 2022-HC MORTGAGE TRUST COMM 2022 HC A 144A              | CUSIP: 12659DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $95076.59     | 0.05%             | 2039-01-10      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| COMM 2022-HC MORTGAGE TRUST COMM 2022 HC D 144A                                 | COMM 2022-HC MORTGAGE TRUST COMM 2022 HC D 144A              | CUSIP: 12659DAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $92242.92     | 0.05%             | 2039-01-10      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM2 CSMC 2021 NQM2 A1 144A                                           | CSMC 2021-NQM2 CSMC 2021 NQM2 A1 144A                        | CUSIP: 12662EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    212118 | PA      | $190000.06    | 0.09%             | 2066-02-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL4 TRUST CSMC 2021 RPL4 A1 144A                                     | CSMC 2021-RPL4 TRUST CSMC 2021 RPL4 A1 144A                  | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114694 | PA      | $114232.06    | 0.06%             | 2060-12-27      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                          | CVS HEALTH CORP SR UNSECURED 08/29 3.25                      | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52273.35     | 0.03%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                          | CVS HEALTH CORP SR UNSECURED 04/30 3.75                      | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38371.91     | 0.02%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                          | CVS HEALTH CORP SR UNSECURED 08/30 1.75                      | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47538.36     | 0.02%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                          | CVS HEALTH CORP SR UNSECURED 02/31 1.875                     | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25679.56     | 0.01%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                          | CVS HEALTH CORP SR UNSECURED 09/31 2.125                     | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59879.21     | 0.03%             | 2031-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                          | CVS HEALTH CORP JR SUBORDINA 12/54 VAR                       | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105228.64    | 0.05%             | 2054-12-10      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| COMM 2024-CBM MORTGAGE TRUST COMM 2024 CBM B 144A                               | COMM 2024-CBM MORTGAGE TRUST COMM 2024 CBM B 144A            | CUSIP: 12674GAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    137000 | PA      | $139055.88    | 0.07%             | 2041-12-10      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc.                                                             | COTERRA ENERGY INC SR UNSECURED 03/34 5.6                    | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38322.61     | 0.02%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc.                                                             | COTERRA ENERGY INC SR UNSECURED 02/35 5.4                    | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    142000 | PA      | $140561.99    | 0.07%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                               | CAPITAL ONE FINANCIAL CORP SR UNSECURED 03/30 VAR            | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66955.61     | 0.03%             | 2030-03-01      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                               | CAPITAL ONE FINANCIAL CORP SR UNSECURED 10/31 VAR            | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    190000 | PA      | $214670.68    | 0.11%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Cencosud S.A.                                                                   | CENCOSUD SA SR UNSECURED 144A 05/31 5.95                     | CUSIP: 15132HAJ0<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $206425.00    | 0.10%             | 2031-05-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 12/27 4.25                         | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49242.37     | 0.02%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 12/29 4.625                        | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    585000 | PA      | $568989.95    | 0.28%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 02/30 3.375                        | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4605.17      | 0.00%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 03/31 2.5                          | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    190000 | PA      | $163587.49    | 0.08%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 08/31 2.625                        | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    120000 | PA      | $102816.40    | 0.05%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CENTERPOINT ENERGY HOUSTON ELE GENL REF MOR 10/28 5.2        | CUSIP: 15189XBD9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164938.91    | 0.08%             | 2028-10-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 03/29 5.05         | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55524.31     | 0.03%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/31 2.8          | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $147129.47    | 0.07%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 02/32 2.3          | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $16874.85     | 0.01%             | 2032-02-01      | Fixed         | 2.30%                 | 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        |    205000 | PA      | $206611.73    | 0.10%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                      | CHICAGO BOARD OF EDUCATION CHIEDU 12/39 FIXED 6.138          | CUSIP: 167505KH8<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    155000 | PA      | $143725.15    | 0.07%             | 2039-12-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                      | CHICAGO BOARD OF EDUCATION CHIEDU 11/29 FIXED 6.319          | CUSIP: 167505NG7<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    120000 | PA      | $118152.28    | 0.06%             | 2029-11-01      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SR UNSECURED 02/30 VAR                         | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35708.17     | 0.02%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SR UNSECURED 05/31 VAR                         | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    195000 | PA      | $197222.42    | 0.10%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                   | CITIBANK NA SR UNSECURED 05/30 4.914                         | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254799.74    | 0.13%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Company                                                          | CONOCOPHILLIPS CO COMPANY GUAR 03/54 5.55                    | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9556.95      | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Company                                                          | CONOCOPHILLIPS CO COMPANY GUAR 09/63 5.7                     | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114765.12    | 0.06%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BOUGHT BRL/SOLD USD                                                             | BOUGHT BRL/SOLD USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |         1 | NC      | $2223.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD BRL/BOUGHT USD                                                             | SOLD BRL/BOUGHT USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |         1 | NC      | $-2107.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/48 FIXED 3.5                           | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1346597 | PA      | $1233773.41   | 0.61%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/48 FIXED 3.5                           | CUSIP: 31418CWS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32212 | PA      | $29513.50     | 0.01%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/51 FIXED 2                             | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1699759 | PA      | $1355192.88   | 0.67%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2022 1 A1 144A                              | ELLINGTON FINANCIAL MORTGAGE T EFMT 2022 1 A1 144A           | CUSIP: 31573CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225964 | PA      | $195833.38    | 0.10%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| FirstCash Inc.                                                                  | FIRSTCASH INC COMPANY GUAR 144A 01/30 5.625                  | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219371.44    | 0.11%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FirstCash Inc.                                                                  | FIRSTCASH INC COMPANY GUAR 144A 09/28 4.625                  | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245456.20    | 0.12%             | 2028-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2022-SFR2 TRUST FKH 2022 SFR2 A 144A                             | FIRSTKEY HOMES 2022-SFR2 TRUST FKH 2022 SFR2 A 144A          | CUSIP: 33767PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    561581 | PA      | $558848.77    | 0.28%             | 2039-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2022-SFR1 TRUST FKH 2022 SFR1 A 144A                             | FIRSTKEY HOMES 2022-SFR1 TRUST FKH 2022 SFR1 A 144A          | CUSIP: 33768NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    137248 | PA      | $136343.12    | 0.07%             | 2039-05-19      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corporation                               | STATE BOARD OF ADMINISTRATION FLSGEN 07/25 FIXED 1.258       | CUSIP: 341271AD6<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    510000 | PA      | $510000.00    | 0.25%             | 2025-07-01      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                              | FORD MOTOR CO SR UNSECURED 08/32 6.1                         | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114838.49    | 0.06%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/33 5.9              | CUSIP: 350930AG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $207336.21    | 0.10%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RI SCRT 2019 3 MV                                   | FREDDIE MAC SEASONED CREDIT RI SCRT 2019 3 MV                | CUSIP: 35563PLK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    103989 | PA      | $97264.77     | 0.05%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-HQA2                                         | FREDDIE MAC STACR REMIC TRUST STACR 2023 HQA2 M1B 144A       | CUSIP: 35564K2G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    460000 | PA      | $479094.00    | 0.24%             | 2043-06-25      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-HQA2                                         | FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA2 M1B 144A       | CUSIP: 35564KB32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    180000 | PA      | $189955.80    | 0.09%             | 2042-07-25      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-HQA3                                         | FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA3 M1B 144A       | CUSIP: 35564KE47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     70000 | PA      | $73237.50     | 0.04%             | 2042-08-25      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA6                                         | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA6 M1B 144A       | CUSIP: 35564KH44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $210688.00    | 0.10%             | 2042-09-25      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA6                                         | FREDDIE MAC STACR REMIC TRUST STACR 2021 DNA6 B1 144A        | CUSIP: 35564KLU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    205000 | PA      | $210523.54    | 0.10%             | 2041-10-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA7                                         | FREDDIE MAC STACR REMIC TRUST STACR 2021 DNA7 B1 144A        | CUSIP: 35564KND7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    194000 | PA      | $200352.55    | 0.10%             | 2041-11-25      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA3                                         | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1B 144A       | CUSIP: 35564KUX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    168000 | PA      | $173040.00    | 0.09%             | 2042-04-25      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM3 TRUST GCAT 2021 NQM3 A1 144A                                     | GCAT 2021-NQM3 TRUST GCAT 2021 NQM3 A1 144A                  | CUSIP: 36167HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    186648 | PA      | $161812.83    | 0.08%             | 2066-05-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM7 TRUST GCAT 2021 NQM7 A1 144A                                     | GCAT 2021-NQM7 TRUST GCAT 2021 NQM7 A1 144A                  | CUSIP: 36167YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    126610 | PA      | $117287.36    | 0.06%             | 2066-08-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-CM1 TRUST GCAT 2022 HX1 A1 144A                                       | GCAT 2022-CM1 TRUST GCAT 2022 HX1 A1 144A                    | CUSIP: 36168XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    347420 | PA      | $324122.20    | 0.16%             | 2066-12-27      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 02/42 FIXED 4                                              | GINNIE MAE I POOL GN 02/42 FIXED 4                           | CUSIP: 36177JSM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       870 | PA      | $849.50       | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 10/28 FIXED 6.5                                            | GINNIE MAE I POOL GN 10/28 FIXED 6.5                         | CUSIP: 36208QSN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4131 | PA      | $4241.33      | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 06/28 FIXED 6.5                                            | GINNIE MAE I POOL GN 06/28 FIXED 6.5                         | CUSIP: 36208WDY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       395 | PA      | $395.18       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 11/33 FIXED 7                                              | GINNIE MAE I POOL GN 11/33 FIXED 7                           | CUSIP: 36241KJ66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6121 | PA      | $6236.77      | 0.00%             | 2033-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                               | INTEL CORP SR UNSECURED 02/60 3.1                            | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     60000 | PA      | $33546.83     | 0.02%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| International Airport Finance SA                                                | INTERNATIONAL AIRPORT FINANCE SR SECURED 144A 03/33 12       | CUSIP: 45900TAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |    300005 | PA      | $321499.45    | 0.16%             | 2033-03-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| International Business Machines Corporation                                     | INTERNATIONAL BUSINESS MACHINE SR UNSECURED 02/30 4.8        | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177789.75    | 0.09%             | 2030-02-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Company                                              | INTERSTATE POWER AND LIGHT CO SR UNSECURED 06/35 5.6         | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159319.85    | 0.08%             | 2035-06-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                                      | IRON MOUNTAIN INC COMPANY GUAR 144A 01/33 6.25               | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    325000 | PA      | $334166.95    | 0.17%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                 | ISRAEL GOVERNMENT INTERNATIONA SR UNSECURED 02/30 5.375      | CUSIP: 46514Y8A8<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    400000 | PA      | $407631.40    | 0.20%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2016 JP3 A5                                | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2016 JP3 A5             | CUSIP: 46590RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $112351.18    | 0.06%             | 2049-08-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 04/33 5.75                           | JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 04/33 5.75        | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     60000 | PA      | $61675.20     | 0.03%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 04/29 VAR                 | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59472.16     | 0.03%             | 2029-04-23      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 05/30 VAR                 | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63263.70     | 0.03%             | 2030-05-06      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 04/32 VAR                 | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35722.96     | 0.02%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 11/32 VAR                 | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    115000 | PA      | $101239.56    | 0.05%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 07/29 VAR                 | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179674.65    | 0.09%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 01/35 VAR                 | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133071.87    | 0.07%             | 2035-01-23      | Variable      | 5.34%                 | 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        |    195000 | PA      | $202479.59    | 0.10%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 07/30 VAR                 | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    185000 | PA      | $188378.52    | 0.09%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 NNN AFX 144A                          | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 NNN AFX 144A       | CUSIP: 46652BAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $143201.60    | 0.07%             | 2037-01-16      | Fixed         | 2.81%                 | 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        |     55000 | PA      | $56978.90     | 0.03%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL / JBS COMPANY GUAR 144A 01/36 5.5                      | JBS USA HOLDING LUX SARL / JBS COMPANY GUAR 144A 01/36 5.5   | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $190279.30    | 0.09%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power and Light Company                                          | JERSEY CENTRAL POWER and LIGHT C SR UNSECURED 01/35 5.1      | CUSIP: 476556DF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $34896.53     | 0.02%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group L.P.                                                          | KITE REALTY GROUP LP SR UNSECURED 08/32 5.2                  | CUSIP: 49803XAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $60522.76     | 0.03%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc.                                                      | L3HARRIS TECHNOLOGIES INC SR UNSECURED 06/29 5.05            | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76722.56     | 0.04%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc.                                                      | L3HARRIS TECHNOLOGIES INC SR UNSECURED 08/54 5.5             | CUSIP: 502431AV1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     58000 | PA      | $56246.26     | 0.03%             | 2054-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                               | LAMAR MEDIA CORP COMPANY GUAR 02/30 4                        | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $128965.23    | 0.06%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                               | LAMAR MEDIA CORP COMPANY GUAR 01/31 3.625                    | CUSIP: 513075BZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $291072.41    | 0.14%             | 2031-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                           | LAS VEGAS SANDS CORP SR UNSECURED 06/28 5.625                | CUSIP: 517834AM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $117304.06    | 0.06%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                           | LAS VEGAS SANDS CORP SR UNSECURED 06/30 6                    | CUSIP: 517834AN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $108325.68    | 0.05%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST 20 LMAT 2021 GS3 A1 144A                            | LEGACY MORTGAGE ASSET TRUST 20 LMAT 2021 GS3 A1 144A         | CUSIP: 52474XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150282 | PA      | $149803.73    | 0.07%             | 2061-07-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST 20 LMAT 2021 GS4 A1 144A                            | LEGACY MORTGAGE ASSET TRUST 20 LMAT 2021 GS4 A1 144A         | CUSIP: 52475WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73329 | PA      | $73315.72     | 0.04%             | 2060-11-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST 20 LMAT 2021 GS2 A1 144A                            | LEGACY MORTGAGE ASSET TRUST 20 LMAT 2021 GS2 A1 144A         | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110417 | PA      | $110391.75    | 0.05%             | 2061-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                                                | LINCOLN FINANCIAL GLOBAL FUNDI SECURED 144A 05/28 4.625      | CUSIP: 53359KAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $65402.38     | 0.03%             | 2028-05-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MFA 2020-NQM3 TRUST MFRA 2020 NQM3 A1 144A                                      | MFA 2020-NQM3 TRUST MFRA 2020 NQM3 A1 144A                   | CUSIP: 552757AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14326 | PA      | $13470.16     | 0.01%             | 2065-01-26      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                       | WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/32 4.279            | CUSIP: 55903VBC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    690000 | PA      | $513187.50    | 0.25%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: —       |
| WarnerMedia Holdings Inc.                                                       | WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/52 5.141            | CUSIP: 55903VBE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $411525.00    | 0.20%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                       | WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/62 5.391            | CUSIP: 55903VBF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $189722.50    | 0.09%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Mars Incorporated                                                               | MARS INC SR UNSECURED 144A 03/28 4.6                         | CUSIP: 571676AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55447.09     | 0.03%             | 2028-03-01      | Fixed         | 4.60%                 | 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        |    300000 | PA      | $303988.26    | 0.15%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mars Incorporated                                                               | MARS INC SR UNSECURED 144A 03/35 5.2                         | CUSIP: 571676BA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45539.06     | 0.02%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mars Incorporated                                                               | MARS INC SR UNSECURED 144A 05/45 5.65                        | CUSIP: 571676BB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $95229.74     | 0.05%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Mars Incorporated                                                               | MARS INC SR UNSECURED 144A 05/55 5.7                         | CUSIP: 571676BC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24938.97     | 0.01%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Mars Incorporated                                                               | MARS INC SR UNSECURED 144A 05/65 5.8                         | CUSIP: 571676BD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $59897.03     | 0.03%             | 2065-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc.                                                         | MARVELL TECHNOLOGY INC COMPANY GUAR 04/28 2.45               | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $76017.17     | 0.04%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc.                                                         | MARVELL TECHNOLOGY INC COMPANY GUAR 04/31 2.95               | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $31874.45     | 0.02%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                         | MERCEDES-BENZ FINANCE NORTH AM COMPANY GUAR 144A 11/27 4.9   | CUSIP: 58769JAZ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151698.93    | 0.08%             | 2027-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                           | METROPOLITAN TRANSPORTATION AU MTATRN 11/49 FIXED 5.175      | CUSIP: 59261A2P1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     25000 | PA      | $22391.42     | 0.01%             | 2049-11-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Monongahela Power Company                                                       | MONONGAHELA POWER CO 1ST MORTGAGE 144A 02/34 5.85            | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15595.32     | 0.01%             | 2034-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 02/32 VAR                        | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8555.45      | 0.00%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 04/32 VAR                        | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170997.98    | 0.08%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 07/32 VAR                        | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     85000 | PA      | $73605.55     | 0.04%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 04/28 VAR                        | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104783.06    | 0.05%             | 2028-04-20      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 07/29 VAR                        | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56564.80     | 0.03%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                                 | STACK INFRASTRUCTURE ISSUER LL SIDC 2024 1A A2 144A          | CUSIP: 85236KAM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $121988.03    | 0.06%             | 2049-03-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                | STANDARD BUILDING SOLUTIONS IN SR UNSECURED 144A 08/32 6.5   | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15369.51     | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHARTERED PLC SR UNSECURED 144A 11/28 VAR           | CUSIP: 853254CN8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $214034.19    | 0.11%             | 2028-11-16      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 07/33 5.05                     | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35237.19     | 0.02%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 02/30 5.3                | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15535.55     | 0.01%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 02/63 6.05               | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10147.21     | 0.01%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 04/54 5.375              | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116852.16    | 0.06%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 07/64 5.75               | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24315.53     | 0.01%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 06/35 5.3                | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56057.27     | 0.03%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC - VBTEL VBTEL 2024 1A C2 144A                                  | VB-S1 ISSUER LLC - VBTEL VBTEL 2024 1A C2 144A               | CUSIP: 91823ABC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255000 | PA      | $258283.66    | 0.13%             | 2054-05-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Venture 42 CLO Limited                                                          | VENTURE 42 CLO LTD VENTR 2021 42A A1A 144A                   | CUSIP: 923260AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    655000 | PA      | $655446.06    | 0.33%             | 2034-04-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R2                                              | VERUS SECURITIZATION TRUST 202 VERUS 2021 R2 A1 144A         | CUSIP: 92538DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     87438 | PA      | $80851.75     | 0.04%             | 2064-02-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-2                                               | VERUS SECURITIZATION TRUST 202 VERUS 2021 2 A1 144A          | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76045 | PA      | $67486.58     | 0.03%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 8 A1 144A                             | VERUS SECURITIZATION TRUST 202 VERUS 2021 8 A1 144A          | CUSIP: 92538GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    196514 | PA      | $179445.89    | 0.09%             | 2066-11-25      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-5                                               | VERUS SECURITIZATION TRUST 202 VERUS 2021 5 A1 144A          | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104506 | PA      | $89836.43     | 0.04%             | 2066-09-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2022 3 A1 144A                             | VERUS SECURITIZATION TRUST 202 VERUS 2022 3 A1 144A          | CUSIP: 92538UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     69485 | PA      | $66443.03     | 0.03%             | 2067-02-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2022-1                                               | VERUS SECURITIZATION TRUST 202 VERUS 2022 1 A1 144A          | CUSIP: 92538WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    304666 | PA      | $284833.62    | 0.14%             | 2067-01-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | PARAMOUNT GLOBAL SR UNSECURED 04/36 6.875                    | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117767.16    | 0.06%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | PARAMOUNT GLOBAL SR UNSECURED 09/43 5.85                     | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17406.37     | 0.01%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | PARAMOUNT GLOBAL SR UNSECURED 04/44 5.25                     | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    115000 | PA      | $91540.25     | 0.05%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | PARAMOUNT GLOBAL SR UNSECURED 05/50 4.95                     | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3825.25      | 0.00%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                             | VIRGINIA ELECTRIC AND POWER CO SR UNSECURED 12/50 2.45       | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     43000 | PA      | $24124.23     | 0.01%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                             | VIRGINIA ELECTRIC AND POWER CO SR UNSECURED 03/35 5.15       | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85260.26     | 0.04%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                             | VIRGINIA ELECTRIC AND POWER CO SR UNSECURED 03/55 5.65       | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19698.33     | 0.01%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VOLT XCIV LLC VOLT 2021 NPL3 A1 144A                                            | VOLT XCIV LLC VOLT 2021 NPL3 A1 144A                         | CUSIP: 92873AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20325 | PA      | $20316.44     | 0.01%             | 2051-02-27      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| VOLT CII LLC VOLT 2021 NP11 A1 144A                                             | VOLT CII LLC VOLT 2021 NP11 A1 144A                          | CUSIP: 92873HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    272370 | PA      | $271951.02    | 0.14%             | 2051-08-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| VOLT CIII LLC VOLT 2021 CF1 A1 144A                                             | VOLT CIII LLC VOLT 2021 CF1 A1 144A                          | CUSIP: 92873JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    146602 | PA      | $146605.24    | 0.07%             | 2051-08-25      | Variable      | 4.99%                 | 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        |    450000 | PA      | $420601.50    | 0.21%             | 2030-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                           | WMG ACQUISITION CORP SR SECURED 144A 02/31 3                 | CUSIP: 92933BAR5<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68009.64     | 0.03%             | 2031-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| WMG Acquisition Corp.                                                           | WMG ACQUISITION CORP SR SECURED 144A 12/29 3.75              | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79673.42     | 0.04%             | 2029-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc.                                                           | WASTE MANAGEMENT INC COMPANY GUAR 01/29 3.875                | CUSIP: 94106LCA5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93811.25     | 0.05%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc.                                                           | WASTE MANAGEMENT INC COMPANY GUAR 03/35 4.95                 | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50212.05     | 0.02%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-NXS1                                 | WELLS FARGO COMMERCIAL MORTGAG WFCM 2015 NXS1 D              | CUSIP: 94989HBM1<br>LEI: 5493002S7XBI8CVRR075 | Long             | ABS-MBS          | CORP              | US        |     40000 | PA      | $38692.78     | 0.02%             | 2048-05-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2015 NXS3 XA                                | WELLS FARGO COMMERCIAL MORTGAG WFCM 2015 NXS3 XA             | CUSIP: 94989VAG4<br>LEI: 549300ZVNWG0TX42H716 | Long             | ABS-MBS          | CORP              | US        |   2053817 | PA      | $42.92        | 0.00%             | 2057-09-15      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2015 NXS4 A4                                | WELLS FARGO COMMERCIAL MORTGAG WFCM 2015 NXS4 A4             | CUSIP: 94989XBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $114455.36    | 0.06%             | 2048-12-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 10/30 VAR                    | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28029.93     | 0.01%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 02/31 VAR                    | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91611.66     | 0.05%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 03/33 VAR                    | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228312.48    | 0.11%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 07/33 VAR                    | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90017.50     | 0.04%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 07/29 VAR                    | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72279.03     | 0.04%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Wendy's Funding LLC                                                             | WENDY'S FUNDING LLC WEN 2021 1A A2II 144A                    | CUSIP: 95058XAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    633596 | PA      | $560218.23    | 0.28%             | 2051-06-15      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corporation                                 | WESTINGHOUSE AIR BRAKE TECHNOL COMPANY GUAR 05/30 4.9        | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111552.00    | 0.06%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                           | WHISTLER PIPELINE LLC SR UNSECURED 144A 09/29 5.4            | CUSIP: 96337RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10114.38     | 0.01%             | 2029-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                           | WHISTLER PIPELINE LLC SR UNSECURED 144A 09/31 5.7            | CUSIP: 96337RAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $86652.09     | 0.04%             | 2031-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                           | WHISTLER PIPELINE LLC SR UNSECURED 144A 09/34 5.95           | CUSIP: 96337RAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35450.34     | 0.02%             | 2034-09-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| The William Carter Company                                                      | WILLIAM CARTER CO/THE COMPANY GUAR 144A 03/27 5.625          | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104347.29    | 0.05%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                                            | WINGSTOP FUNDING LLC WSTOP 2020 1A A2 144A                   | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    197000 | PA      | $186703.38    | 0.09%             | 2050-12-05      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Company                                               | WISCONSIN POWER AND LIGHT CO SR UNSECURED 03/34 5.375        | CUSIP: 976826BS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $97183.72     | 0.05%             | 2034-03-30      | Fixed         | 5.38%                 | 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        |    290000 | PA      | $296051.63    | 0.15%             | 2055-03-20      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Euro-BTP Future Jun 17 0925                                                     | Euro-BTP Future Jun 17 0925                                  | CUSIP: ADI2VGS90<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |        20 | NC      | $-4891.63     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO-OAT FUTURE 0925                                                            | EURO-OAT FUTURE 0925                                         | CUSIP: ADI2VGSX7<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |        27 | NC      | $29248.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO-BUND FUTURE 0925                                                           | EURO-BUND FUTURE 0925                                        | CUSIP: ADI2VGSY5<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         3 | NC      | $1791.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AUST 10Y BOND FUT 0925                                                          | AUST 10Y BOND FUT 0925                                       | CUSIP: ADI2VT1T7<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |        55 | NC      | $36654.41     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US 5YR NOTE CBT 0925                                                            | US 5YR NOTE CBT 0925                                         | CUSIP: ADI2VWND1<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       194 | NC      | $258555.84    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| US 10YR NOTE CBT 0925                                                           | US 10YR NOTE CBT 0925                                        | CUSIP: ADI2VWVH3<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        76 | NC      | $-114107.92   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| US ULTRA BOND CBT 0925                                                          | US ULTRA BOND CBT 0925                                       | CUSIP: ADI2VWY56<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        11 | NC      | $-57509.45    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| US LONG BONDCBT 0925                                                            | US LONG BONDCBT 0925                                         | CUSIP: ADI2VWY64<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        33 | NC      | $-129728.84   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| CAN 10YR BOND FUT 0925                                                          | CAN 10YR BOND FUT 0925                                       | CUSIP: ADI2VWYP2<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |        78 | NC      | $48496.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US 10YR ULTRA FUT 0925                                                          | US 10YR ULTRA FUT 0925                                       | CUSIP: ADI2VX3V1<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        76 | NC      | $-148576.67   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| US 2YR NOTE CBT 0925                                                            | US 2YR NOTE CBT 0925                                         | CUSIP: ADI2W3V11<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        36 | NC      | $4095.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Leviathan Bond Ltd.                                                             | LEVIATHAN BOND LTD SR SECURED 144A REGS 06/27 6.5            | CUSIP: BK6709046<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |    235000 | PA      | $233011.43    | 0.12%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IVORY COAST GOVERNMENT INTERNA SR UNSECURED REGS 01/32 4.875                    | IVORY COAST GOVERNMENT INTERNA SR UNSECURED REGS 01/32 4.875 | CUSIP: BM7280613<br>LEI: N/A                  | Long             | DBT              | NUSS              | CI        |    225000 | PA      | $237812.05    | 0.12%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Romania                                                                         | ROMANIAN GOVERNMENT INTERNATIO SR UNSECURED 144A 12/40 2.625 | CUSIP: BM7280910<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |    335000 | PA      | $245609.19    | 0.12%             | 2040-12-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA GOVERNMENT INTERNATI SR UNSECURED 03/33 1.1        | CUSIP: BN3328919<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    380000 | PA      | $373830.88    | 0.19%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| CHILE GOVERNMENT INTERNATIONAL SR UNSECURED 01/51 1.25                          | CHILE GOVERNMENT INTERNATIONAL SR UNSECURED 01/51 1.25       | CUSIP: BN6167926<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    165000 | PA      | $105590.87    | 0.05%             | 2051-01-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Romania                                                                         | ROMANIAN GOVERNMENT INTERNATIO SR UNSECURED REGS 04/41 2.75  | CUSIP: BO9736261<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |    605000 | PA      | $443894.94    | 0.22%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bond                                       | PHILIPPINE GOVERNMENT INTERNAT SR UNSECURED 04/41 1.75       | CUSIP: BP1537458<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $167563.48    | 0.08%             | 2041-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| mBank S.A.                                                                      | MBANK SA REGS 09/27 VAR                                      | CUSIP: BR3963468<br>LEI: N/A                  | Long             | DBT              | CORP              | PL        |    100000 | PA      | $115267.82    | 0.06%             | 2027-09-21      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| OCP S.A.                                                                        | OCP SA SR UNSECURED REGS 05/54 7.5                           | CUSIP: ZB6265738<br>LEI: N/A                  | Long             | DBT              | CORP              | MA        |    210000 | PA      | $209853.00    | 0.10%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BULGARIA GOVERNMENT INTERNATIO SR UNSECURED REGS 05/36 4.875                    | BULGARIA GOVERNMENT INTERNATIO SR UNSECURED REGS 05/36 4.875 | CUSIP: ZH9728515<br>LEI: N/A                  | Long             | DBT              | NUSS              | BG        |    150000 | PA      | $196394.61    | 0.10%             | 2036-05-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Banca Transilvania S.A.                                                         | BANCA TRANSILVANIA SA REGS 04/27 VAR                         | CUSIP: ZK2917159<br>LEI: N/A                  | Long             | DBT              | CORP              | RO        |    100000 | PA      | $122362.04    | 0.06%             | 2027-04-27      | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| Banca Comerciala Romana SA                                                      | BANCA COMERCIALA ROMANA SA REGS 05/27 VAR                    | CUSIP: ZK5596562<br>LEI: N/A                  | Long             | DBT              | CORP              | RO        |    100000 | PA      | $122337.76    | 0.06%             | 2027-05-19      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt.                                                                  | OTP BANK NYRT REGS 05/27 VAR                                 | CUSIP: ZK6544124<br>LEI: N/A                  | Long             | DBT              | CORP              | HU        |    200000 | PA      | $204114.00    | 0.10%             | 2027-05-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| BULGARIA GOVERNMENT INTERNATIO SR UNSECURED REGS 09/50 1.375                    | BULGARIA GOVERNMENT INTERNATIO SR UNSECURED REGS 09/50 1.375 | CUSIP: ZO4964284<br>LEI: N/A                  | Long             | DBT              | NUSS              | BG        |    105000 | PA      | $73519.48     | 0.04%             | 2050-09-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LL ADC 2023 1A A2 144A                              | ALIGNED DATA CENTERS ISSUER LL ADC 2023 1A A2 144A           | CUSIP: 01627AAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $267507.77    | 0.13%             | 2048-08-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                       | CUSIP: 01F022675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3100000 | PA      | $2569971.30   | 1.28%             | N/A             | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                       | CUSIP: 01F030678<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1400000 | PA      | $1210563.20   | 0.60%             | N/A             | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                       | CUSIP: 01F042673<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1434257.70   | 0.71%             | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 6 A1 144A                              | ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 6 A1 144A           | CUSIP: 03465JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    394922 | PA      | $332390.41    | 0.17%             | 2066-09-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 8 A1 144A                              | ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 8 A1 144A           | CUSIP: 03465MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    178379 | PA      | $158499.34    | 0.08%             | 2066-11-25      | Variable      | 1.82%                 | 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        |    330000 | PA      | $331152.99    | 0.16%             | 2030-09-09      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust 2019-2                                                    | ARROYO MORTGAGE TRUST 2019-2 ARRW 2019 2 A1 144A             | CUSIP: 042858AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    108848 | PA      | $105375.54    | 0.05%             | 2049-04-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C2 Commercial Mortgage Trust                                         | CSAIL 2015-C2 COMMERCIAL MORTG CSAIL 2015 C2 XA              | CUSIP: 12634NAV0<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |    464427 | PA      | $2.37         | 0.00%             | 2057-06-15      | Variable      | 0.42%                 | No            |                  2 | On Loan: No      |
| CSAIL 2016-C6 COMMERCIAL MORTG CSAIL 2016 C6 A5                                 | CSAIL 2016-C6 COMMERCIAL MORTG CSAIL 2016 C6 A5              | CUSIP: 12636MAE8<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $113319.03    | 0.06%             | 2049-01-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Csmc 2022-Nqm1 Trust                                                            | CSMC 2022-NQM1 TRUST CSMC 2022 NQM1 A1 144A                  | CUSIP: 126416AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    506460 | PA      | $460614.13    | 0.23%             | 2066-11-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM8 CSMC 2021 NQM8 A1 144A                                           | CSMC 2021-NQM8 CSMC 2021 NQM8 A1 144A                        | CUSIP: 12659FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195732 | PA      | $175580.10    | 0.09%             | 2066-10-25      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                               | CAPITAL ONE FINANCIAL CORP SUBORDINATED 01/36 VAR            | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35631.65     | 0.02%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc.                                                            | CARDINAL HEALTH INC SR UNSECURED 11/29 5                     | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254830.92    | 0.13%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corporation                                      | CATERPILLAR FINANCIAL SERVICES SR UNSECURED 11/29 4.7        | CUSIP: 14913UAU4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    185000 | PA      | $188413.72    | 0.09%             | 2029-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Company                                                          | CONOCOPHILLIPS CO COMPANY GUAR 01/65 5.65                    | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76102.12     | 0.04%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/51 FIXED 2                             | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3310095 | PA      | $2635987.00   | 1.31%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/53 FIXED 5.5                           | CUSIP: 31418EXU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1761914 | PA      | $1764655.15   | 0.88%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/54 FIXED 5                             | CUSIP: 31418FDA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2505801 | PA      | $2456256.88   | 1.22%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 2 A1 144A                              | ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 2 A1 144A           | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75069 | PA      | $62680.07     | 0.03%             | 2066-06-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA4                                         | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1B 144A       | CUSIP: 35564KWT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    235000 | PA      | $244194.38    | 0.12%             | 2042-05-25      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-HQA1                                         | FREDDIE MAC STACR REMIC TRUST STACR 2023 HQA1 M1B 144A       | CUSIP: 35564KX87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    445000 | PA      | $470010.34    | 0.23%             | 2043-05-25      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-Dna5                                         | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA5 M1B 144A       | CUSIP: 35564KYP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    285000 | PA      | $302913.28    | 0.15%             | 2042-06-25      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM2 TRUST GCAT 2021 NQM2 A1 144A                                     | GCAT 2021-NQM2 TRUST GCAT 2021 NQM2 A1 144A                  | CUSIP: 36166XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148592 | PA      | $126991.05    | 0.06%             | 2066-05-25      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 10/28 VAR                 | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185553.29    | 0.09%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 10/35 VAR                 | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29685.75     | 0.01%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 04/31 VAR                 | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122976.50    | 0.06%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| KeySpan Gas East Corporation                                                    | KEYSPAN GAS EAST CORP SR UNSECURED 144A 03/33 5.994          | CUSIP: 49338CAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $30138.16     | 0.01%             | 2033-03-06      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| MFA 2021-NQM1 TRUST MFRA 2021 NQM1 A1 144A                                      | MFA 2021-NQM1 TRUST MFRA 2021 NQM1 A1 144A                   | CUSIP: 55283FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     64857 | PA      | $60687.90     | 0.03%             | 2065-04-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| MFA 2021-NQM2 TRUST MFRA 2021 NQM2 A1 144A                                      | MFA 2021-NQM2 TRUST MFRA 2021 NQM2 A1 144A                   | CUSIP: 55283WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102994 | PA      | $90695.71     | 0.05%             | 2064-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| MF1 2022-FL8 LTD MF1 2022 FL8 AS 144A                                           | MF1 2022-FL8 LTD MF1 2022 FL8 AS 144A                        | CUSIP: 55284JAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    335000 | PA      | $333841.67    | 0.17%             | 2037-02-19      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                       | MSCI INC COMPANY GUAR 144A 11/31 3.625                       | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    192000 | PA      | $176901.06    | 0.09%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc.                                                        | STANDARD INDUSTRIES INC/NY SR UNSECURED 144A 07/30 4.375     | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    410000 | PA      | $388204.99    | 0.19%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc.                                                        | STANDARD INDUSTRIES INC/NY SR UNSECURED 144A 01/31 3.375     | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8967.96      | 0.00%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2021 2 A1 144A                               | STARWOOD MORTGAGE RESIDENTIAL STAR 2021 2 A1 144A            | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41131 | PA      | $38516.27     | 0.02%             | 2065-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2021 6 A1 144A                               | STARWOOD MORTGAGE RESIDENTIAL STAR 2021 6 A1 144A            | CUSIP: 85573RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    294821 | PA      | $261062.57    | 0.13%             | 2066-11-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                             | VIRGINIA ELECTRIC AND POWER CO SR UNSECURED 04/33 5          | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131336.06    | 0.07%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                             | VIRGINIA ELECTRIC AND POWER CO SR UNSECURED 01/34 5          | CUSIP: 927804GP3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135162.59    | 0.07%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                             | VIRGINIA ELECTRIC AND POWER CO SR UNSECURED 01/54 5.35       | CUSIP: 927804GQ1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46964.49     | 0.02%             | 2054-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                             | VIRGINIA ELECTRIC AND POWER CO SR UNSECURED 08/34 5.05       | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50106.14     | 0.02%             | 2034-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 10/34 VAR                    | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     75000 | PA      | $81977.33     | 0.04%             | 2034-10-23      | Variable      | 6.49%                 | 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        |     70000 | PA      | $71808.63     | 0.04%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 04/31 VAR                    | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66570.60     | 0.03%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Wendy's Funding LLC                                                             | WENDY'S FUNDING LLC WEN 2018 1A A2II 144A                    | CUSIP: 95058XAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    217325 | PA      | $212010.35    | 0.11%             | 2048-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EURO BUXL 30Y BND 0925                                                          | EURO BUXL 30Y BND 0925                                       | CUSIP: ADI2WX449<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         8 | NC      | $22231.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE TRIPARTY MTGE REPO - 01Jul25                                           | DEUTSCHE TRIPARTY MTGE REPO - 01Jul25                        | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |   5500000 | PA      | $5500000.00   | 2.73%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY GOVERNMENT INTERNATION SR UNSECURED REGS 04/32 1.625 | CUSIP: BJ0850450<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |    305000 | PA      | $312857.06    | 0.16%             | 2032-04-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| NORTH MACEDONIA GOVERNMENT INT SR UNSECURED 144A 06/26 3.675                    | NORTH MACEDONIA GOVERNMENT INT SR UNSECURED 144A 06/26 3.675 | CUSIP: BJ7363895<br>LEI: N/A                  | Long             | DBT              | NUSS              | MK        |    265000 | PA      | $312300.99    | 0.16%             | 2026-06-03      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                      | AVIS BUDGET RENTAL CAR FUNDING AESOP 2024 3A B 144A          | CUSIP: 05377RJL9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102402.54    | 0.05%             | 2030-12-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc.                                                         | EQUITABLE HOLDINGS INC SR UNSECURED 04/28 4.35               | CUSIP: 054561AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $94819.61     | 0.05%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corporation                                                       | BAT CAPITAL CORP COMPANY GUAR 02/31 5.834                    | CUSIP: 05526DBY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $73660.95     | 0.04%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corporation                                                       | BAT CAPITAL CORP COMPANY GUAR 08/35 5.625                    | CUSIP: 05526DCC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $132284.21    | 0.07%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2022-STAR BPR 2022 STAR A 144A                                        | BPR TRUST 2022-STAR BPR 2022 STAR A 144A                     | CUSIP: 055980AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $275046.75    | 0.14%             | 2039-08-15      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| BPCE                                                                            | BPCE SA 144A 05/31 VAR                                       | CUSIP: 056121AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    500000 | PA      | $509121.40    | 0.25%             | 2031-05-28      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2024-PAT BX 2024 PAT B 144A                                            | BX TRUST 2024-PAT BX 2024 PAT B 144A                         | CUSIP: 05612FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39000 | PA      | $39000.00     | 0.02%             | 2041-03-15      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD / BACARDI-MARTINI SR UNSECURED 144A 06/33 5.4                       | BACARDI LTD / BACARDI-MARTINI SR UNSECURED 144A 06/33 5.4    | CUSIP: 05635JAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    100000 | PA      | $99664.22     | 0.05%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ball Corporation                                                                | BALL CORP COMPANY GUAR 06/29 6                               | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    735000 | PA      | $753504.36    | 0.37%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Company                                              | BALTIMORE GAS AND ELECTRIC CO SR UNSECURED 06/35 5.45        | CUSIP: 059165ET3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $66624.17     | 0.03%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 04/31 VAR                  | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    185000 | PA      | $169127.11    | 0.08%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 07/31 VAR                  | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    120000 | PA      | $105440.79    | 0.05%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 10/31 VAR                  | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    215000 | PA      | $187498.20    | 0.09%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK18 BANK 2019 BN18 XA                                               | BANK 2019-BNK18 BANK 2019 BN18 XA                            | CUSIP: 065402BD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1381141 | PA      | $38875.67     | 0.02%             | 2062-05-15      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK20 BANK 2019 BN20 XA                                               | BANK 2019-BNK20 BANK 2019 BN20 XA                            | CUSIP: 06540AAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2164679 | PA      | $63298.04     | 0.03%             | 2062-09-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK24 BANK 2019 BN24 XA                                               | BANK 2019-BNK24 BANK 2019 BN24 XA                            | CUSIP: 06540VBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1162730 | PA      | $29139.88     | 0.01%             | 2062-11-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK28 BANK 2020 BN28 XA                                               | BANK 2020-BNK28 BANK 2020 BN28 XA                            | CUSIP: 06540YAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2505244 | PA      | $182666.07    | 0.09%             | 2063-03-15      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| IRS USD P 1.56 20211215-20411215                                                | IRS USD P 1.56 20211215-20411215                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   1187000 | PA      | $343114.81    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS USD P 1.56 20211215-20511215                                                | IRS USD P 1.56 20211215-20511215                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   1320000 | PA      | $518917.08    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS USD P 2.88 20230315-20530315                                                | IRS USD P 2.88 20230315-20530315                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    380000 | PA      | $67759.24     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS USD P 2.97 20230315-20530315                                                | IRS USD P 2.97 20230315-20530315                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   1105000 | PA      | $180226.60    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS USD P 3.25 20230621-20530621                                                | IRS USD P 3.25 20230621-20530621                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    370000 | PA      | $42850.29     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS USD P 4.16 20250319-20450319                                                | IRS USD P 4.16 20250319-20450319                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   3940000 | PA      | $-106031.31   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer