# EDGAR Filing Document

**Accession Number:** 0000756913
**File Stem:** 0001145549-23-009575
**Filing Date:** 2023-2
**Character Count:** 530821
**Document Hash:** 89b1c8d3017610dba4022e5bcf99c542
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-009575.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001145549-23-009575

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JOHN HANCOCK VARIABLE INSURANCE TRUST
- **CENTRAL INDEX KEY:** 0000756913
- **IRS NUMBER:** 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:** 23664258

**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

### Active Bond Trust (Series ID: S000008236)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000022430 | NAV          |  |
| C000022431 | Series I     |  |
| C000022432 | Series II    |  |

## 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:** 617-312-0176

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

- **a. Name of Series:** Active Bond Trust

- **b. EDGAR series identifier (if any):** S000008236

- **c. LEI of Series:** EZWYQR34P3DMTNKY7C97

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $561227214.94

**Total Liabilities:** $14735238.25

**Net Assets:** $546491976.69

**Delayed Delivery Securities:** $14389490.27

**Cash Not Reported:** $597.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1081.614367000000 | **1-Year:** -22304.984155000000 | **5-Year:** -72707.838579000100 | **10-Year:** -97654.891408000100 | **30-Year:** -37282.529575000000

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

- **3-Month:** -164.090887000000 | **1-Year:** -3623.054883000000 | **5-Year:** -13058.709495000000 | **10-Year:** -9162.811327000000 | **30-Year:** -2793.507404000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000022430 | -1.24%               | 3.71%                | -0.49%               |
| Class ID C000022431 | -1.29%               | 3.71%                | -0.49%               |
| Class ID C000022432 | -1.16%               | 3.70%                | -0.62%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1742812.13             | $-6499181.23                               |
| Month 2  | $-5707850.84             | $23643775.23                               |
| Month 3  | $-328019.91              | $-4164104.72                               |

**Designated Index Information**

- **Index Name:** Fund's Designated Reference Portfolio is the Fund's Securities Portfolio

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Anadarko Petroleum Corporation                                                  | ANADARKO PETROLEUM CORP SR UNSECURED 03/26 5.55               | CUSIP: 032511BN6<br>LEI: B78FQ7XBQFLP4AYJ6F79 | Long             | DBT              | CORP              | US        |    800000 | PA      | $769000.00    | 0.14%             | 2026-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 4 A1 144A                              | ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 4 A1 144A            | CUSIP: 03464EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260516 | PA      | $204868.68    | 0.04%             | 2065-01-20      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 2 A1 144A                              | ANGEL OAK MORTGAGE TRUST 04/66 1                              | CUSIP: 03465DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120156 | PA      | $98622.04     | 0.02%             | 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        |    327346 | PA      | $267010.99    | 0.05%             | 2066-07-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                      | ANGLO AMERICAN CAPITAL PLC COMPANY GUAR 144A 04/27 4.75       | CUSIP: 034863AR1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $193298.29    | 0.04%             | 2027-04-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Arbys Funding LLC                                                               | ARBYS FUNDING LLC ARBYS 2020 1A A2 144A                       | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    464312 | PA      | $392421.14    | 0.07%             | 2050-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Arconic Corporation                                                             | ARCONIC ROLLED PRODUCTS CORP SECURED 144A 02/28 6.125         | CUSIP: 03966VAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    168000 | PA      | $157628.53    | 0.03%             | 2028-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corporation                                                        | ARES CAPITAL CORP SR UNSECURED 07/26 2.15                     | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    377000 | PA      | $319195.37    | 0.06%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/51 FIXED 2.5                                             | FREDDIE MAC POOL FR 12/51 FIXED 2.5                           | CUSIP: 3133KNED1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    232054 | PA      | $197232.79    | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 03/52 FIXED 3.5                           | CUSIP: 3133KNWD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    301543 | PA      | $274708.02    | 0.05%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/52 FIXED 5.5                                             | FREDDIE MAC POOL FR 09/52 FIXED 5.5                           | CUSIP: 3133KPZF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1345690 | PA      | $1365073.96   | 0.25%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Company                                                   | NIPPON LIFE INSURANCE CO SUBORDINATED 144A 10/44 VAR          | CUSIP: 654579AD3<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $244266.10    | 0.04%             | 2044-10-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Company                                                   | NIPPON LIFE INSURANCE CO SUBORDINATED 144A 01/51 VAR          | CUSIP: 654579AH4<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    480000 | PA      | $385198.91    | 0.07%             | 2051-01-21      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                   | NISOURCE INC PREFERRED STOCK 03/24 7.75                       | CUSIP: 65473P121<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1800 | NS      | $185868.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc.                                                                   | NISOURCE INC SR UNSECURED 05/30 3.6                           | CUSIP: 65473PAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $204796.61    | 0.04%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                           | NISSAN MOTOR CO LTD SR UNSECURED 144A 09/25 3.522             | CUSIP: 654744AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    299000 | PA      | $277740.84    | 0.05%             | 2025-09-17      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Company LLC                                             | NISSAN MOTOR ACCEPTANCE CO LLC SR UNSECURED 144A 09/24 1.125  | CUSIP: 65480CAB1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    205000 | PA      | $186796.91    | 0.03%             | 2024-09-16      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| AMSR 2020-SFR4 TRUST AMSR 2020 SFR4 A 144A                                      | AMSR 2020-SFR4 TRUST AMSR 2020 SFR4 A 144A                    | CUSIP: 66981FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    153000 | PA      | $136912.63    | 0.03%             | 2037-11-17      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR4 TRUST AMSR 2021 SFR4 A 144A                                      | AMSR 2021-SFR4 TRUST AMSR 2021 SFR4 A 144A                    | CUSIP: 66982FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $90559.85     | 0.02%             | 2038-12-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                             | NOVELIS CORP COMPANY GUAR 144A 01/30 4.75                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    410000 | PA      | $363491.65    | 0.07%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM2 TRUST OBX 2021 NQM2 A1 144A                                       | ONSLOW BAY MORTGAGE LOAN TRUST OBX 2021 NQM2 A1 144A          | CUSIP: 670857AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    286514 | PA      | $218087.77    | 0.04%             | 2061-05-25      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM3 TRUST OBX 2021 NQM3 A1 144A                                       | OBX 2021-NQM3 TRUST OBX 2021 NQM3 A1 144A                     | CUSIP: 67114JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    349847 | PA      | $262954.04    | 0.05%             | 2061-07-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP2 TRUST OBX 2020 EXP2 A3 144A                                       | ONSLOW BAY MORTGAGE LOAN TRUST 05/60 1                        | CUSIP: 67448VAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113421 | PA      | $89745.27     | 0.02%             | 2060-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 09/36 6.45             | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    184000 | PA      | $187680.00    | 0.03%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 03/46 6.6              | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    151000 | PA      | $155377.49    | 0.03%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| ONE MARKET PLAZA TRUST 2017-1M OMPT 2017 1MKT D 144A                            | ONE MARKET PLAZA TRUST 2017-1M OMPT 2017 1MKT D 144A          | CUSIP: 68245HAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90000 | PA      | $83058.26     | 0.02%             | 2032-02-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance Inc.                 | 1011778 BC ULC / NEW RED FINAN SECURED 144A 10/30 4           | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    553000 | PA      | $447824.93    | 0.08%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                                      | ONEOK INC COMPANY GUAR 11/32 6.1                              | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499975.27    | 0.09%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners L.P.                                                             | ONEOK PARTNERS LP COMPANY GUAR 10/36 6.65                     | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    835000 | PA      | $835613.87    | 0.15%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L.P. and PAA Finance Corp.                         | PLAINS ALL AMERICAN PIPELINE L SR UNSECURED 02/45 4.9         | CUSIP: 72650RBH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $580997.90    | 0.11%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| J.B. Poindexter and Co. Inc.                                                    | JB POINDEXTER and CO INC SR UNSECURED 144A 04/26 7.125        | CUSIP: 730481AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132000 | PA      | $127380.00    | 0.02%             | 2026-04-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                              | POST HOLDINGS INC COMPANY GUAR 144A 12/29 5.5                 | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    243000 | PA      | $219894.35    | 0.04%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sesac Finance LLC                                                               | SESAC FINANCE LLC SESAC 2019 1 A2 144A                        | CUSIP: 78396YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    394740 | PA      | $364395.94    | 0.07%             | 2049-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| SBL Holdings LLC                                                                | SBL HOLDINGS INC SR UNSECURED 144A 02/31 5                    | CUSIP: 78397DAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $283110.97    | 0.05%             | 2031-02-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST ASSET BACKED 144A 01/25 2.836                 | CUSIP: 78403DAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    266000 | PA      | $250709.52    | 0.05%             | 2025-01-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST ASSET BACKED 144A 07/50 1.884                 | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $439739.15    | 0.08%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST ASSET BACKED 144A 01/28 6.599                 | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $515806.75    | 0.09%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CLI Funding VI LLC                                                              | CLI FUNDING VI LLC CLIF 2020 1A A 144A                        | CUSIP: 12563LAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    549401 | PA      | $475637.77    | 0.09%             | 2045-09-18      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING VIII LLC CLIF 2021 1A A 144A                                        | CLI FUNDING VIII LLC CLIF 2021 1A A 144A                      | CUSIP: 12565KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    384493 | PA      | $327846.89    | 0.06%             | 2046-02-18      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING VIII LLC CLIF 2022 1A A 144A                                        | CLI FUNDING VIII LLC CLIF 2022 1A A1 144A                     | CUSIP: 12565KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    294721 | PA      | $250261.90    | 0.05%             | 2047-01-18      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 04/52 FIXED 3.5                           | CUSIP: 3132DNB51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8078195 | PA      | $7429982.44   | 1.36%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 07/52 FIXED 4.5                           | CUSIP: 3132DNEX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    302655 | PA      | $294002.13    | 0.05%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 09/52 FIXED 4.5                           | CUSIP: 3132DNYB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    463222 | PA      | $448016.08    | 0.08%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corporation                                 | GOLDEN STATE TOBACCO SECURITIZ GLDGEN 06/50 FIXED 4.214       | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    231000 | PA      | $180138.81    | 0.03%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 01/23 3.625          | CUSIP: 38141GRD8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1198992.22   | 0.22%             | 2023-01-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 04/25 3.5            | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $480821.20    | 0.09%             | 2025-04-01      | Fixed         | 3.50%                 | 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        |   1054000 | PA      | $840555.33    | 0.15%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 10/32 VAR            | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    407000 | PA      | $321354.74    | 0.06%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2020 1A A2 144A                            | GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2020 1A A2 144A          | CUSIP: 38177UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    274000 | PA      | $250156.52    | 0.05%             | 2029-01-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2021 1A A2 144A                            | GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2021 1A A2 144A          | CUSIP: 38178HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    335000 | PA      | $302923.11    | 0.06%             | 2029-04-20      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2008 90 IO                 | CUSIP: 38373M4J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2041284 | PA      | $257921.27    | 0.05%             | 2050-12-16      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 85 SB                 | CUSIP: 38374YUD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    667331 | PA      | $32532.33     | 0.01%             | 2040-03-16      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 147 SA                | CUSIP: 38377MF68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    318561 | PA      | $8745.59      | 0.00%             | 2040-05-20      | Floating      | 1.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 114 IO                | CUSIP: 38378BE47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    279191 | PA      | $4297.20      | 0.00%             | 2053-01-16      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 120 IO                | CUSIP: 38378BM71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3630503 | PA      | $57900.71     | 0.01%             | 2053-02-16      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC SR SECURED 06/29 4.125                                | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    318000 | PA      | $290299.38    | 0.05%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Hess Corporation                                                                | HESS CORP SR UNSECURED 02/41 5.6                              | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    400000 | PA      | $378107.64    | 0.07%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Hess Corporation                                                                | HESS CORP SR UNSECURED 04/47 5.8                              | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477331.71    | 0.09%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc.                                                     | MARRIOTT INTERNATIONAL INC/MD SR UNSECURED 06/26 3.125        | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $936133.31    | 0.17%             | 2026-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc.                                                     | MARRIOTT INTERNATIONAL INC/MD SR UNSECURED 06/30 4.625        | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    308000 | PA      | $287399.08    | 0.05%             | 2030-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc.                                                     | MARRIOTT INTERNATIONAL INC/MD SR UNSECURED 04/31 2.85         | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    500000 | PA      | $404891.33    | 0.07%             | 2031-04-15      | Fixed         | 2.85%                 | 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        |    410000 | PA      | $347040.88    | 0.06%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.5                           | AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.5         | CUSIP: 02378MAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    267973 | PA      | $194157.03    | 0.04%             | 2032-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/36 2.875                         | AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/36 2.875       | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $160104.04    | 0.03%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L.P.                                                      | AMERICAN HOMES 4 RENT LP COMPANY GUAR 02/28 4.25              | CUSIP: 02666TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    203000 | PA      | $187706.31    | 0.03%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American International Group Inc.                                               | AMERICAN INTERNATIONAL GROUP I JR SUBORDINA 03/87 6.25        | CUSIP: 026874BE6<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88470.42     | 0.02%             | 2037-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| American International Group Inc.                                               | AMERICAN INTERNATIONAL GROUP I SR UNSECURED 04/26 3.9         | CUSIP: 026874DH7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    415000 | PA      | $401993.34    | 0.07%             | 2026-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| American Tower Trust #1                                                         | AMERICAN TOWER TRUST #1 ASSET BACKED 144A 03/48 3.652         | CUSIP: 03027WAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $284927.42    | 0.05%             | 2028-03-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 07/27 3.55                   | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    257000 | PA      | $237981.90    | 0.04%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 08/29 3.8                    | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    531000 | PA      | $481708.99    | 0.09%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corporation                                                   | AMERISOURCEBERGEN CORP SR UNSECURED 05/30 2.8                 | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    309000 | PA      | $262090.08    | 0.05%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc.                                                       | AMERIPRISE FINANCIAL INC SR UNSECURED 09/26 2.875             | CUSIP: 03076CAH9<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    500000 | PA      | $464366.88    | 0.08%             | 2026-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 C7 XA                                  | CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 C7 XA                | CUSIP: 17328CAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15795228 | PA      | $697556.77    | 0.13%             | 2072-12-15      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc.                                                   | CITIZENS FINANCIAL GROUP INC SR UNSECURED 04/30 3.25          | CUSIP: 174610AT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    573000 | PA      | $497407.16    | 0.09%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COLD STORAGE TRUST 2020-ICE5 COLD 2020 ICE5 D 144A                              | COLD STORAGE TRUST 2020-ICE5 COLD 2020 ICE5 D 144A            | CUSIP: 193051AN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    491495 | PA      | $474835.93    | 0.09%             | 2037-11-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| COLT 2021-2 MORTGAGE LOAN TRUS COLT 2021 2 A1 144A                              | COLT FUNDING LLC COLT 2021 2 A1 144A                          | CUSIP: 19685WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    286380 | PA      | $225934.09    | 0.04%             | 2066-08-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| COLT 2020-RPL1 TRUST COLT 2020 RPL1 A1 144A                                     | COLT 2020 RPL1 TR 01/65 1                                     | CUSIP: 19687YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    399171 | PA      | $338301.51    | 0.06%             | 2065-01-25      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| COLT 2021-3 MORTGAGE LOAN TRUS COLT 2021 3 A1 144A                              | COLT 2021-3 MORTGAGE LOAN TRUS COLT 2021 3 A1 144A            | CUSIP: 19688FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    381460 | PA      | $294888.71    | 0.05%             | 2066-09-27      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| COLT 2021-HX1 MORTGAGE LOAN TR COLT 2021 HX1 A1 144A                            | COLT 2021-HX1 MORTGAGE LOAN TR COLT 2021 HX1 A1 144A          | CUSIP: 19688KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    314264 | PA      | $250725.61    | 0.05%             | 2066-10-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                            | CREDIT AGRICOLE SA SUBORDINATED 144A 01/41 2.811              | CUSIP: 225313AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    279000 | PA      | $172330.93    | 0.03%             | 2041-01-11      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE GROUP FUNDING GU COMPANY GUAR 04/26 4.55        | CUSIP: 225433AR2<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |    405000 | PA      | $357199.09    | 0.07%             | 2026-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INTERNATIONAL COR SR UNSECURED 06/26 3.7         | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    500000 | PA      | $475417.51    | 0.09%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/51 FIXED VAR                            | CUSIP: 3140XCL97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    641206 | PA      | $548796.67    | 0.10%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/51 FIXED VAR                            | CUSIP: 3140XDYY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    703305 | PA      | $604803.24    | 0.11%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/50 FIXED VAR                            | CUSIP: 3140XECP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    330808 | PA      | $315407.73    | 0.06%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/51 FIXED VAR                            | CUSIP: 3140XFA50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400154 | PA      | $346335.88    | 0.06%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/52 FIXED VAR                            | CUSIP: 3140XFGC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    775534 | PA      | $661342.31    | 0.12%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/49 FIXED VAR                            | CUSIP: 3140XFX97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68200 | PA      | $64875.31     | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/52 FIXED VAR                            | CUSIP: 3140XFY54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    837244 | PA      | $687963.26    | 0.13%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/52 FIXED VAR                            | CUSIP: 3140XGCP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  24317346 | PA      | $21597304.69  | 3.95%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/51 FIXED VAR                            | CUSIP: 3140XGHK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1478991 | PA      | $1405746.58   | 0.26%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/51 FIXED VAR                            | CUSIP: 3140XGLV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7719460 | PA      | $7107270.51   | 1.30%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/49 FIXED VAR                            | CUSIP: 3140XGX87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    211732 | PA      | $202734.85    | 0.04%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 40 IO                 | CUSIP: 38380RE71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    930153 | PA      | $60505.51     | 0.01%             | 2063-02-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 170 IO                | CUSIP: 38380RGN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2973470 | PA      | $191292.52    | 0.04%             | 2062-11-16      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 3 IO                  | CUSIP: 38380RQC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3735169 | PA      | $245355.81    | 0.04%             | 2062-09-16      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 11 IA                 | CUSIP: 38380RRK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  22209152 | PA      | $294022.52    | 0.05%             | 2062-12-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATL MTG ASSN 10/63 0.79718                        | CUSIP: 38381ERF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    892432 | PA      | $58347.10     | 0.01%             | 2063-10-16      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 17 IO                 | CUSIP: 38381EVR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2035970 | PA      | $137206.45    | 0.03%             | 2064-06-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 106 IO                | CUSIP: 38381HJG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5741896 | PA      | $355088.01    | 0.06%             | 2064-02-16      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 150 IO                | CUSIP: 38381HPE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    308949 | PA      | $21042.20     | 0.00%             | 2064-06-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 181 IO                | CUSIP: 38383Y3A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    950390 | PA      | $71237.91     | 0.01%             | 2064-07-16      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSECURED 03/27 4.125                              | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    103000 | PA      | $97284.72     | 0.02%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSECURED 03/28 4                                  | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    261000 | PA      | $242758.67    | 0.04%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP JR SUBORDINA VAR                                      | CUSIP: 55336VAU4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    687000 | PA      | $676695.00    | 0.12%             | 2023-02-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                            | NCL CORP LTD SR UNSECURED 144A 12/24 3.625                    | CUSIP: 62886HAP6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |    700000 | PA      | $598050.61    | 0.11%             | 2024-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC SR SECURED 144A 06/29 4.45                     | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    257000 | PA      | $227277.51    | 0.04%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC SR SECURED 144A 12/27 2.45                     | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    284000 | PA      | $235309.57    | 0.04%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC SR UNSECURED 144A 02/29 3.375                  | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     62000 | PA      | $50010.44     | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC SR UNSECURED 144A 02/31 3.625                  | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    175000 | PA      | $133034.57    | 0.02%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC COMPANY GUAR 144A 02/32 3.875                  | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    371000 | PA      | $278639.55    | 0.05%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 06/26 3.875                         | NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 06/26 3.875       | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    450000 | PA      | $427474.43    | 0.08%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NRZ EXCESS SPREAD-COLLATERALIZ NZES 2021 FHT1 A 144A                            | NRZ EXCESS SPREAD-COLLATERALIZ NZES 2021 FHT1 A 144A          | CUSIP: 62955MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93927 | PA      | $81975.18     | 0.02%             | 2026-07-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2022-CP1 NYMT 2022 CP1 A1 144A                                  | NYMT LOAN TRUST 2022-CP1 NYMT 2022 CP1 A1 144A                | CUSIP: 62955VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157915 | PA      | $140973.76    | 0.03%             | 2061-07-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| News Corporation                                                                | NEWS CORP COMPANY GUAR 144A 02/32 5.125                       | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    107000 | PA      | $97370.00     | 0.02%             | 2032-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                     | PFIZER INC SR UNSECURED 04/30 2.625                           | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $439211.12    | 0.08%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SCHOOL DISTRICT OF PHILADELPHI PHISCD 06/40 FIXED 6.765000000                   | SCHOOL DISTRICT OF PHILADELPHI PHISCD 06/40 FIXED 6.765000000 | CUSIP: 717883KL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1010000 | PA      | $1089750.31   | 0.20%             | 2040-06-01      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| SCHOOL DISTRICT OF PHILADELPHI PHISCD 09/30 FIXED 5.995                         | SCHOOL DISTRICT OF PHILADELPHI PHISCD 09/30 FIXED 5.995       | CUSIP: 717883LV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    315000 | PA      | $325254.20    | 0.06%             | 2030-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                               | PIEDMONT OPERATING PARTNERSHIP COMPANY GUAR 03/24 4.45        | CUSIP: 720198AD2<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491231.03    | 0.09%             | 2024-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BWAY 2015-1740 MORTGAGE TRUST BWAY 2015 1740 XA 144A                            | BWAY 2015-1740 MORTGAGE TRUST BWAY 2015 1740 XA 144A          | CUSIP: 05604LAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3705000 | PA      | $436.82       | 0.00%             | 2035-01-10      | Variable      | 0.18%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Company                                      | BWAY HLDG CO TERM LOAN                                        | CUSIP: 05604XAP1<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |     21942 | PA      | $21396.47     | 0.00%             | 2024-04-03      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2019-OC11 BX 2019 OC11 A 144A                                          | BX TRUST 2019-OC11 BX 2019 OC11 A 144A                        | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    383000 | PA      | $320408.19    | 0.06%             | 2041-12-09      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2019-OC11 BX 2019 OC11 D 144A                                          | BX TRUST 2019-OC11 BX 2019 OC11 D 144A                        | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $239074.62    | 0.04%             | 2041-12-09      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 ACNT A 144A                              | BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 ACNT A 144A            | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    243000 | PA      | $233768.24    | 0.04%             | 2038-11-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2022-SFR3 TRUST FKH 2022 SFR3 A 144A                             | FIRSTKEY HOMES 2022-SFR3 TRUST FKH 2022 SFR3 A 144A           | CUSIP: 33768EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $471684.90    | 0.09%             | 2026-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT C 144A                              | BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT C 144A            | CUSIP: 05609VAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    278000 | PA      | $261041.75    | 0.05%             | 2036-09-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-CLS BX 2022 CLS A 144A                                            | BX TRUST 2022-CLS BX 2022 CLS A 144A                          | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    267000 | PA      | $261337.49    | 0.05%             | 2027-10-13      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2022 AHP A 144A                               | BX COMMERCIAL MORTGAGE TRUST 2 BX 2022 AHP A 144A             | CUSIP: 05610FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    566000 | PA      | $541660.64    | 0.10%             | 2039-01-17      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER SA SR UNSECURED 04/28 4.379                   | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    249000 | PA      | $233636.56    | 0.04%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BlueLinx Holdings Inc.                                                          | BLUELINX HOLDINGS INC SR SECURED 144A 11/29 6                 | CUSIP: 09624HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $228250.00    | 0.04%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED 4.5                            | CUSIP: 3140QPYA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    643595 | PA      | $620970.59    | 0.11%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED 5.5                            | CUSIP: 3140QQN27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1208814 | PA      | $1222826.50   | 0.22%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/45 FIXED VAR                            | CUSIP: 3140X43Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    324604 | PA      | $293011.53    | 0.05%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/49 FIXED VAR                            | CUSIP: 3140X47C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    436635 | PA      | $386498.34    | 0.07%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/48 FIXED VAR                            | CUSIP: 3140X4P91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162273 | PA      | $145921.86    | 0.03%             | 2048-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 70 IO                 | CUSIP: 38378BUS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    270238 | PA      | $156.71       | 0.00%             | 2052-08-16      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 41 IO                 | CUSIP: 38379KEL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2112297 | PA      | $27974.20     | 0.01%             | 2056-09-16      | Variable      | 0.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 86 IO                 | CUSIP: 38379KRY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  22317453 | PA      | $403575.42    | 0.07%             | 2052-05-16      | Variable      | 0.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 135 IO                | CUSIP: 38379R4C4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1002422 | PA      | $41471.31     | 0.01%             | 2058-10-16      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A 02/59 1                        | CUSIP: 38379R4P5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    391972 | PA      | $13270.57     | 0.00%             | 2059-02-16      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                              | ROYALTY PHARMA PLC COMPANY GUAR 09/27 1.75                    | CUSIP: 78081BAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    186000 | PA      | $157429.17    | 0.03%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| State Street Corporation                                                        | STATE STREET CORP SR UNSECURED 03/26 2.901                    | CUSIP: 857477BM4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $951044.30    | 0.17%             | 2026-03-30      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| TTF Holdings LLC                                                                | TTF HOLDINGS LLC                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57061 | PA      | $56204.96     | 0.01%             | 2028-03-31      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Stifel Financial Corp.                                                          | STIFEL FINANCIAL CORP SR UNSECURED 07/24 4.25                 | CUSIP: 860630AD4<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1273668.89   | 0.23%             | 2024-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STORE MASTER FUNDING I-VII AND STR 2019 1 A2 144A                               | STORE MASTER FUNDING LLC 11/49 3.65                           | CUSIP: 86212XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    286025 | PA      | $232023.38    | 0.04%             | 2049-11-20      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation                                         | STRUCTURED ASSET SECURITIES CO SASC 1998 RF2 A 144A           | CUSIP: 863572TZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34261 | PA      | $34190.39     | 0.01%             | 2027-07-15      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| SUNBIRD ENGINE FINANCE LLC SUNBD 2020 1A A 144A                                 | SUNBIRD ENGINE FINANCE LLC SUNBD 2020 1A A 144A               | CUSIP: 86709LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    184215 | PA      | $146793.58    | 0.03%             | 2045-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | SUNOCO LOGISTICS PARTNERS OPER COMPANY GUAR 10/47 5.4         | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    244000 | PA      | $206682.01    | 0.04%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sunoco LP and Sunoco Finance Corp.                                              | SUNOCO LP / SUNOCO FINANCE COR COMPANY GUAR 05/29 4.5         | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96000 | PA      | $83971.20     | 0.02%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sunoco LP and Sunoco Finance Corp.                                              | SUNOCO LP / SUNOCO FINANCE COR COMPANY GUAR 04/30 4.5         | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    252000 | PA      | $218748.60    | 0.04%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                    | SUNTRUST PREFERRED CAPITAL I LIMITD GUARA 06/49 VAR           | CUSIP: 86800XAA6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    425000 | PA      | $335750.00    | 0.06%             | 2024-12-15      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                   | VISTRA OPERATIONS CO LLC SR SECURED 144A 07/29 4.3            | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    535000 | PA      | $481951.97    | 0.09%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                   | VISTRA OPERATIONS CO LLC SR SECURED 144A 01/27 3.7            | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    624000 | PA      | $568976.73    | 0.10%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Vodafone Group Public Limited Company                                           | VODAFONE GROUP PLC JR SUBORDINA 04/79 VAR                     | CUSIP: 92857WBQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    277000 | PA      | $278504.11    | 0.05%             | 2079-04-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Volcan Compania Minera S.A.A.                                                   | VOLCAN CIA MINERA SAA SR UNSECURED 144A 02/26 4.375           | CUSIP: 92863UAB2<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |     69000 | PA      | $59446.67     | 0.01%             | 2026-02-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WFRBS COMMERCIAL MORTGAGE TRUS WFRBS 2012 C10 XA 144A                           | WFRBS COMMERCIAL MORTGAGE TRUS WFRBS 2012 C10 XA 144A         | CUSIP: 92890NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1136762 | PA      | $37.85        | 0.00%             | 2045-12-15      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc.                                                             | VOYA FINANCIAL INC COMPANY GUAR 06/46 4.8                     | CUSIP: 929089AC4<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    700000 | PA      | $556886.99    | 0.10%             | 2046-06-15      | Fixed         | 4.80%                 | 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        |    287000 | PA      | $247207.29    | 0.05%             | 2030-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-1 Trust  | WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 1 6A1               | CUSIP: 9393362Q5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180049 | PA      | $151176.27    | 0.03%             | 2035-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO PREFERRED STOCK 7.5                        | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |        55 | NS      | $65175.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO JR SUBORDINA 12/49 VAR                     | CUSIP: 949746RN3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    878000 | PA      | $847270.00    | 0.16%             | 2025-06-15      | Variable      | 5.88%                 | 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        |    656000 | PA      | $557209.46    | 0.10%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO + COMPANY 04/41 1                                 | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    311000 | PA      | $221833.35    | 0.04%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 06/28 VAR                     | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    746000 | PA      | $658411.22    | 0.12%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO + COMPANY 03/33 1                                 | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $252719.33    | 0.05%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2019 C54 A3                                 | WELLS FARGO COMMERCIAL MORTGAG WFCM 2019 C54 A3               | CUSIP: 95001YAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $431136.45    | 0.08%             | 2052-12-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Welltower Inc.                                                                  | WELLTOWER INC SR UNSECURED 02/27 2.7                          | CUSIP: 95040QAK0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    400000 | PA      | $360218.78    | 0.07%             | 2027-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                               | FIRSTENERGY CORP SR UNSECURED 03/50 3.4                       | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     82000 | PA      | $54103.60     | 0.01%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Five Guys Funding LLC                                                           | FIVE GUYS FUNDING LLC GUYS 2017 1A A2 144A                    | CUSIP: 33830JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    669525 | PA      | $626716.24    | 0.11%             | 2047-07-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Wendy's Funding LLC                                                             | WENDY'S FUNDING LLC WEN 2021 1A A2I 144A                      | CUSIP: 95058XAK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    380210 | PA      | $306952.66    | 0.06%             | 2051-06-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Western Digital Corporation                                                     | WESTERN DIGITAL CORP COMPANY GUAR 02/26 4.75                  | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    382000 | PA      | $359737.04    | 0.07%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST 2021-1 FSMT 2021 1 A2 144A                              | FLAGSTAR MORTGAGE TRUST 2021-2 FSMT 2021 1 A2 144A            | CUSIP: 33852DAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    344409 | PA      | $276885.78    | 0.05%             | 2051-02-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corporation                               | STATE BOARD OF ADMINISTRATION FLSGEN 07/27 FIXED 1.705        | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    174000 | PA      | $151496.21    | 0.03%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corporation                                 | WESTINGHOUSE AIR BRAKE TECHNOL COMPANY GUAR 06/25 3.2         | CUSIP: 960386AQ3<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470724.04    | 0.09%             | 2025-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| The Williams Companies Inc.                                                     | WILLIAMS COS INC/THE SR UNSECURED 08/32 4.65                  | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    251000 | PA      | $233656.85    | 0.04%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Flowserve Corporation                                                           | FLOWSERVE CORP SR UNSECURED 10/30 3.5                         | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    136000 | PA      | $113364.12    | 0.02%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fomento Economico Mexicano S.A.B. de C.V.                                       | FOMENTO ECONOMICO MEXICANO SAB SR UNSECURED 05/43 4.375       | CUSIP: 344419AB2<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $824788.62    | 0.15%             | 2043-05-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| The Williams Companies Inc.                                                     | WILLIAMS COS INC/THE SR UNSECURED 06/27 3.75                  | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    306000 | PA      | $288023.28    | 0.05%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Willis Engine Structured Trust V                                                | WILLIS ENGINE STRUCTURED TRUST WESTF 2020 A A 144A            | CUSIP: 97064FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    136770 | PA      | $105181.24    | 0.02%             | 2045-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Foothill/Eastern Transportation Corridor Agency                                 | FOOTHILL-EASTERN TRANSPORTATIO FOOTRN 01/49 FIXED 4.094       | CUSIP: 345105JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $755143.00    | 0.14%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2 FORDO 2022 A A3                                  | FORD CREDIT AUTO OWNER TRUST 2 FORDO 2022 A A3                | CUSIP: 345286AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    129000 | PA      | $122668.94    | 0.02%             | 2026-06-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                            | WYNDHAM DESTINATIONS INC SR SECURED 10/25 6.35                | CUSIP: 98310WAM0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    147000 | PA      | $144434.85    | 0.03%             | 2025-10-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                            | WYNDHAM DESTINATIONS INC SR SECURED 04/27 5.75                | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    700000 | PA      | $664363.08    | 0.12%             | 2027-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                      | FORD CREDIT FLOORPLAN MASTER O FORDF 2019 2 A                 | CUSIP: 34528QGW8<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    621000 | PA      | $602280.08    | 0.11%             | 2026-04-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                      | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/32 6.125      | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $28578.02     | 0.01%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                            | WYNDHAM DESTINATIONS INC SR SECURED 144A 03/30 4.625          | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    101000 | PA      | $83756.31     | 0.02%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels and Resorts Inc.                                                 | WYNDHAM HOTELS and RESORTS INC COMPANY GUAR 144A 08/28 4.375  | CUSIP: 98311AAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $119327.60    | 0.02%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc.                                                                 | MAGALLANES INC COMPANY GUAR 144A 03/52 5.141                  | CUSIP: 55903VAQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $374387.71    | 0.07%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| The Michaels Companies Inc.                                                     | MAGIC MERGECO INC SR UNSECURED 144A 05/29 7.875               | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13363.37     | 0.00%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                          | XHR LP SR SECURED 144A 06/29 4.875                            | CUSIP: 98372MAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    107000 | PA      | $87646.51     | 0.02%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| YUM! Brands Inc.                                                                | YUM! BRANDS INC SR UNSECURED 11/37 6.875                      | CUSIP: 988498AD3<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    292000 | PA      | $296131.80    | 0.05%             | 2037-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corporation                                                        | MARATHON OIL CORP SR UNSECURED 03/32 6.8                      | CUSIP: 565849AB2<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |    785000 | PA      | $807589.67    | 0.15%             | 2032-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| YUM! Brands Inc.                                                                | YUM! BRANDS INC SR UNSECURED 11/43 5.35                       | CUSIP: 988498AK7<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    600000 | PA      | $493500.00    | 0.09%             | 2043-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| YUM! Brands Inc.                                                                | YUM! BRANDS INC SR UNSECURED 144A 01/30 4.75                  | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    131000 | PA      | $120192.50    | 0.02%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| YUM! Brands Inc.                                                                | YUM! BRANDS INC SR UNSECURED 03/31 3.625                      | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    252000 | PA      | $211302.00    | 0.04%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ZAXBY'S FUNDING LLC ZAXBY 2021 1A A2 144A                                       | ZAXBY'S FUNDING LLC ZAXBY 2021 1A A2 144A                     | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    277488 | PA      | $223343.58    | 0.04%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc.                                                     | ZIMMER BIOMET HOLDINGS INC SR UNSECURED 01/26 3.05            | CUSIP: 98956PAS1<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471438.41    | 0.09%             | 2026-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd                                                              | LEVIATHAN BOND LTD SR SECURED 144A REGS 06/27 6.5             | CUSIP: BK6709046<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |    426000 | PA      | $411448.64    | 0.08%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd                                                              | LEVIATHAN BOND LTD SR SECURED 144A REGS 06/30 6.7             | CUSIP: BK6709079<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |     85000 | PA      | $80136.97     | 0.01%             | 2030-06-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd                                                     | ENERGEAN ISRAEL FINANCE LTD SR SECURED 144A REGS 03/28 5.3    | CUSIP: BO3321904<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |     99000 | PA      | $88481.25     | 0.02%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                             | COMCAST CORP COMPANY GUAR 11/47 3.969                         | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    633000 | PA      | $505690.00    | 0.09%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                             | COMCAST CORP COMPANY GUAR 11/49 3.999                         | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    761000 | PA      | $600503.68    | 0.11%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMM 2020-CBM MORTGAGE TRUST COMM 2020 CBM A2 144A                              | COMM 2020-CBM MORTGAGE TRUST COMM 2020 CBM A2 144A            | CUSIP: 20049AAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    169000 | PA      | $155736.90    | 0.03%             | 2037-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL / CONNECT U SR SECURED 144A 10/26 6.75                       | CONNECT FINCO SARL / CONNECT U 10/26 6.75                     | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    301000 | PA      | $278954.62    | 0.05%             | 2026-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1M1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1M1 144A           | CUSIP: 20753XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    298962 | PA      | $296883.43    | 0.05%             | 2042-03-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R04 1M1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2022 R04 1M1 144A           | CUSIP: 20753YCH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    128186 | PA      | $127731.93    | 0.02%             | 2042-03-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2020 R02 2M2 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2020 R02 2M2 144A           | CUSIP: 20754WAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    143795 | PA      | $141623.79    | 0.03%             | 2040-01-25      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                            | STATE OF CONNECTICUT CTS 07/30 FIXED 2.677                    | CUSIP: 20772KKC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $214313.35    | 0.04%             | 2030-07-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Company                                                          | CONOCOPHILLIPS CO COMPANY GUAR 03/46 5.95                     | CUSIP: 20826FAR7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32009.43     | 0.01%             | 2046-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Consensus Cloud Solutions Inc.                                                  | CONSENSUS CLOUD SOLUTIONS INC COMPANY GUAR 144A 10/28 6.5     | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $234540.98    | 0.04%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ABPCI DIRECT LENDING FUND ABS ABDLF 2020 1A A 144A                              | ABPCI DIRECT LENDING FUND ABS ABDLF 2020 1A A 144A            | CUSIP: 00090TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $113834.75    | 0.02%             | 2030-12-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AES Panama Generation Holdings S.R.L.                                           | AES PANAMA GENERATION HOLDINGS SR SECURED 144A 05/30 4.375    | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    203000 | PA      | $176346.10    | 0.03%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AP Core Holdings II LLC                                                         | AP CORE HOLDINGS II LLC HIGH YIELD TERM LOAN B2               | CUSIP: 00187GAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     93000 | PA      | $83438.67     | 0.02%             | 2027-09-01      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 06/45 4.35                            | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    285000 | PA      | $229230.02    | 0.04%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 04/31 7.625                           | CUSIP: 00206RHZ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    451000 | PA      | $504325.64    | 0.09%             | 2031-04-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 06/41 3.5                             | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    484000 | PA      | $360935.33    | 0.07%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 06/51 3.65                            | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    612000 | PA      | $431039.08    | 0.08%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| APX Group Inc.                                                                  | APX GROUP INC COMPANY GUAR 144A 07/29 5.75                    | CUSIP: 00213MAW4<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |    266000 | PA      | $220297.69    | 0.04%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                             | ABBOTT LABORATORIES SR UNSECURED 11/26 3.75                   | CUSIP: 002824BF6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    680000 | PA      | $661998.82    | 0.12%             | 2026-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 11/29 3.2                             | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1532505.80   | 0.28%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Atlantica Transmision Sur S.A.                                                  | ABY TRANSMISION SUR SA SR SECURED 144A 04/43 6.875            | CUSIP: 00289LAA3<br>LEI: 549300PQCSQSSZTVDH16 | Long             | DBT              | CORP              | PE        |    207020 | PA      | $187094.33    | 0.03%             | 2043-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Adani Ports and Special Economic Zone Limited                                   | ADANI PORTS and SPECIAL ECONOMIC SR UNSECURED 144A 02/31 3.1  | CUSIP: 00652MAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    313000 | PA      | $229466.02    | 0.04%             | 2031-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AdaptHealth LLC                                                                 | ADAPTHEALTH LLC COMPANY GUAR 144A 03/30 5.125                 | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    168000 | PA      | $143016.72    | 0.03%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Aegis Asset Backed Securities Trust Mortgage Pass- Through Certificates Series  | AEGIS ASSET BACKED SECURITIES AABST 2004 3 M1                 | CUSIP: 00764MCF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    373094 | PA      | $366583.70    | 0.07%             | 2034-09-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 08/24 2.875       | CUSIP: 00774MAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    328000 | PA      | $310545.16    | 0.06%             | 2024-08-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE15 MORTGAGE TRUS COMM 2014 CR15 XA                                | COMM 2014-CCRE15 MORTGAGE TRUS COMM 2014 CR15 XA              | CUSIP: 12591RBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4582308 | PA      | $23071.00     | 0.00%             | 2047-02-10      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE15 MORTGAGE TRUS COMM 2014 CR15 C                                 | COMM 2014-CCRE15 MORTGAGE TRUS COMM 2014 CR15 C               | CUSIP: 12591RBF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $767359.44    | 0.14%             | 2047-02-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| COMM 2014-UBS2 Mortgage Trust                                                   | COMM 2014-UBS2 MORTGAGE TRUST COMM 2014 UBS2 XA               | CUSIP: 12591UAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3058802 | PA      | $23475.39     | 0.00%             | 2047-03-10      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                      | CNH INDUSTRIAL CAPITAL LLC COMPANY GUAR 07/23 1.95            | CUSIP: 12592BAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $560278.32    | 0.10%             | 2023-07-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| COMM 2017-PANW MORTGAGE TRUST COMM 2017 PANW A 144A                             | COMM 2017-PANW MORTGAGE TRUST COMM 2017 PANW A 144A           | CUSIP: 12595HAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89000 | PA      | $83080.48     | 0.02%             | 2029-10-10      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| COMM 2018-COR3 MORTGAGE TRUST COMM 2018 COR3 XA                                 | COMM 2018-COR3 MORTGAGE TRUST COMM 2018 COR3 XA               | CUSIP: 12595VAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4993539 | PA      | $94802.83     | 0.02%             | 2051-05-10      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C17 COMMERCIAL MORT CSAIL 2019 C17 A4                                | CSAIL 2019-C17 COMMERCIAL MORT CSAIL 2019 C17 A4              | CUSIP: 12597BAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425000 | PA      | $363117.62    | 0.07%             | 2052-09-15      | Fixed         | 2.76%                 | 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        |     46000 | PA      | $40759.63     | 0.01%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                          | CVS HEALTH CORP SR UNSECURED 03/48 5.05                       | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    328000 | PA      | $294394.72    | 0.05%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2022-1                                                  | CARMAX AUTO OWNER TRUST 2022-1 CARMX 2022 1 A3                | CUSIP: 14317CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    236000 | PA      | $223862.64    | 0.04%             | 2026-12-15      | Fixed         | 1.47%                 | 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        |    286000 | PA      | $231868.15    | 0.04%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                                       | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 06/32 6.375        | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    165000 | PA      | $154975.62    | 0.03%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bunge Limited Finance Corp.                                                     | BUNGE LTD FINANCE CORP COMPANY GUAR 08/26 3.25                | CUSIP: 120568AX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $465760.97    | 0.09%             | 2026-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2020 VKNG A 144A                              | BX COMMERCIAL MORTGAGE TRUST 2 BX 2020 VKNG A 144A            | CUSIP: 12433YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    233764 | PA      | $228113.87    | 0.04%             | 2037-10-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC JR SUBORDINA 12/49 VAR                          | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    415000 | PA      | $402550.00    | 0.07%             | 2026-08-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/50 FIXED VAR                            | CUSIP: 3140X8CV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1923805 | PA      | $1593415.83   | 0.29%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CARS-DB4 L.P.                                                                   | CARS-DB4 LP CAUTO 2020 1A A1 144A                             | CUSIP: 12510HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    893145 | PA      | $832480.94    | 0.15%             | 2050-02-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CARS-DB4 L.P.                                                                   | CARS-DB4 LP CAUTO 2020 1A A4 144A                             | CUSIP: 12510HAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    992292 | PA      | $927121.64    | 0.17%             | 2050-02-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. / GLP Financing II Inc.                                        | GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 01/30 4           | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    147000 | PA      | $128744.67    | 0.02%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. / GLP Financing II Inc.                                        | GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 01/32 3.25        | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    521000 | PA      | $416479.48    | 0.08%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corporation II                                           | GS MORTGAGE SECURITIES CORP II GSMS 2013 GC10 C 144A          | CUSIP: 36192CAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    859800 | PA      | $857505.97    | 0.16%             | 2046-02-10      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 04/29 FIXED 7                                              | GINNIE MAE GN 04/29 FIXED 7                                   | CUSIP: 36209BFB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20066 | PA      | $20744.11     | 0.00%             | 2029-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/51 FIXED VAR                            | CUSIP: 3140XCB72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    776115 | PA      | $664263.11    | 0.12%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Masco Corporation                                                               | MASCO CORP SR UNSECURED 10/30 2                               | CUSIP: 574599BP0<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    412000 | PA      | $319332.37    | 0.06%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 09/28 FIXED 6.5                                            | GINNIE MAE GN 09/28 FIXED 6.5                                 | CUSIP: 36209DE83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2267 | PA      | $2316.69      | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 02/41 FIXED 4                                              | GINNIE MAE GN 02/41 FIXED 4                                   | CUSIP: 3620AR4A6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    751991 | PA      | $721897.72    | 0.13%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I JR SUBORDINA 05/49 VAR         | CUSIP: 693475AM7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    243000 | PA      | $229027.50    | 0.04%             | 2023-06-01      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES JR SUBORDINA 12/99 VAR                 | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    497000 | PA      | $393872.50    | 0.07%             | 2026-09-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 08/31 FIXED 6.5                                            | GINNIE MAE GN 08/31 FIXED 6.5                                 | CUSIP: 36213UMA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4841 | PA      | $5005.92      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 09/29 FIXED 6.5                                            | GINNIE MAE GN 09/29 FIXED 6.5                                 | CUSIP: 36225BKX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3763 | PA      | $3860.29      | 0.00%             | 2029-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP ISSUER SR SECURED 144A 10/28 4.375                       | PACTIV EVERGREEN GROUP ISSUER SR SECURED 144A 10/28 4.375     | CUSIP: 69527AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    174000 | PA      | $155451.60    | 0.03%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                            | PANAMA GOVERNMENT INTERNATIONA SR UNSECURED 09/27 8.875       | CUSIP: 698299AD6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    344000 | PA      | $395356.83    | 0.07%             | 2027-09-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 06/33 FIXED 6                                              | GINNIE MAE GN 06/33 FIXED 6                                   | CUSIP: 36225BZS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22904 | PA      | $23603.80     | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP TR GSMS 2017 485L C 144A                            | GS MORTGAGE SECURITIES CORP TR GSMS 2017 485L C 144A          | CUSIP: 36252CAJ1<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |     85000 | PA      | $71541.83     | 0.01%             | 2037-02-10      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                            | PANAMA GOVERNMENT INTERNATIONA SR UNSECURED 04/29 9.375       | CUSIP: 698299AK0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    130000 | PA      | $154167.37    | 0.03%             | 2029-04-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc.                                                            | PAYPAL HOLDINGS INC SR UNSECURED 10/29 2.85                   | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1027836.24   | 0.19%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2021 4 A3                                  | GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2021 4 A3                | CUSIP: 362554AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $127548.36    | 0.02%             | 2026-09-16      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP TR GSMS 2020 UPTN A 144A                            | GS MORTGAGE SECURITIES CORP TR GSMS 2020 UPTN A 144A          | CUSIP: 36258PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    136000 | PA      | $124204.75    | 0.02%             | 2037-02-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc.                                                            | PAYPAL HOLDINGS INC SR UNSECURED 06/30 2.3                    | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    400000 | PA      | $328600.47    | 0.06%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / P SR UNSECURED 144A 11/27 5.875                    | PENSKE TRUCK LEASING CO LP / P SR UNSECURED 144A 11/27 5.875  | CUSIP: 709599BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $402807.20    | 0.07%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc.                                                                    | PEPSICO INC SR UNSECURED 03/30 2.75                           | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    500000 | PA      | $442722.15    | 0.08%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICANOS COMPANY GUAR 06/29 8.75                   | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    150000 | PA      | $140653.62    | 0.03%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES GSMBS 2021 NQM1 A1 144A                           | GS MORTGAGE-BACKED SECURITIES GSMBS 2021 NQM1 A1 144A         | CUSIP: 36262EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110986 | PA      | $91027.29     | 0.02%             | 2061-07-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Hillenbrand Inc.                                                                | HILLENBRAND INC COMPANY GUAR 03/31 3.75                       | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    103000 | PA      | $84460.00     | 0.02%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Legg Mason Inc.                                                                 | LEGG MASON INC SR UNSECURED 07/24 3.95                        | CUSIP: 524901AT2<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |    660000 | PA      | $646247.46    | 0.12%             | 2024-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Legg Mason Inc.                                                                 | LEGG MASON INC SR UNSECURED 03/26 4.75                        | CUSIP: 524901AV7<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |    825000 | PA      | $826568.51    | 0.15%             | 2026-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-6                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 6 ES 144A           | CUSIP: 41165BAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8106732 | PA      | $102163.46    | 0.02%             | 2037-08-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| The Hartford Financial Services Group Inc.                                      | HARTFORD FINANCIAL SERVICES GR SR UNSECURED 03/40 6.625       | CUSIP: 416515BA1<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $520570.07    | 0.10%             | 2040-03-30      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings L.P.                                                 | HEALTHCARE TRUST OF AMERICA HO COMPANY GUAR 08/26 3.5         | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $465378.82    | 0.09%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings L.P.                                                 | HEALTHCARE TRUST OF AMERICA HO COMPANY GUAR 07/27 3.75        | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    600000 | PA      | $557633.14    | 0.10%             | 2027-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc.                                                            | UNITED AIRLINES INC SR SECURED 144A 04/26 4.375               | CUSIP: 90932LAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $28734.71     | 0.01%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc.                                                            | UNITED AIRLINES INC SR SECURED 144A 04/29 4.625               | CUSIP: 90932LAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $60948.70     | 0.01%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2018-1 CLASS B PASS THRU CE 09/27 4.6                           | UNITED AIRLINES 2018-1 CLASS B PASS THRU CE 09/27 4.6         | CUSIP: 90932NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    101875 | PA      | $93077.85     | 0.02%             | 2026-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2014-2 CLASS A PASS THRU CE 03/28 3.75                          | UNITED AIRLINES 2014-2 CLASS A PASS THRU CE 03/28 3.75        | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    426162 | PA      | $386615.73    | 0.07%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2020-1 CLASS B PASS THRU CE 07/27 4.875                         | UNITED AIRLINES 2020-1 CLASS B PASS THRU CE 07/27 4.875       | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    164592 | PA      | $154911.57    | 0.03%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Airlines 2016-1 Class B Pass Through Trust                               | UNITED AIRLINES 2016-1 CLASS B PASS THRU CE 07/27 3.65        | CUSIP: 90933HAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    256896 | PA      | $229630.11    | 0.04%             | 2026-01-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                                             | UNITED RENTALS NORTH AMERICA I COMPANY GUAR 01/28 4.875       | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    356000 | PA      | $337363.40    | 0.06%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                                             | UNITED RENTALS NORTH AMERICA I SECURED 11/27 3.875            | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    227000 | PA      | $210086.23    | 0.04%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 109 IO                | CUSIP: 38379RG98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    697519 | PA      | $14411.29     | 0.00%             | 2057-04-16      | Variable      | 0.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 174 IO                | CUSIP: 38379RJU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    329739 | PA      | $13612.23     | 0.00%             | 2056-11-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 23 IO                 | CUSIP: 38379RMS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5963794 | PA      | $206699.73    | 0.04%             | 2059-05-16      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 22 IO                 | CUSIP: 38379RNC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    199078 | PA      | $7783.67      | 0.00%             | 2057-12-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 41 IO                 | CUSIP: 38379RPH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    533274 | PA      | $15411.07     | 0.00%             | 2058-07-16      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 53 IO                 | CUSIP: 38379RRT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9014030 | PA      | $298311.22    | 0.05%             | 2056-11-16      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 61 IO                 | CUSIP: 38379RSQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    325369 | PA      | $12459.21     | 0.00%             | 2059-05-16      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 50 IO                 | CUSIP: 38379RVF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8744116 | PA      | $305609.46    | 0.06%             | 2057-01-16      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 124 IO                | CUSIP: 38379RW58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    641744 | PA      | $19677.79     | 0.00%             | 2059-01-16      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 20 IO                 | CUSIP: 38379U6A9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1416313 | PA      | $37542.06     | 0.01%             | 2058-12-16      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SUBORDINATED 09/33 VAR                  | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $976053.45    | 0.18%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| JW Aluminum Continuous Cast Company                                             | JW ALUMINUM CONTINUOUS CAST CO SR SECURED 144A 06/26 10.25    | CUSIP: 46648XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    117000 | PA      | $118755.00    | 0.02%             | 2026-06-01      | Fixed         | 10.25%                | 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        |    258000 | PA      | $233017.96    | 0.04%             | 2037-01-16      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Jacobs Entertainment Inc.                                                       | JACOBS ENTERTAINMENT INC SR UNSECURED 144A 02/29 6.75         | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    104000 | PA      | $93873.62     | 0.02%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA PASS T PASS THRU CE 11/33 2.75                          | JETBLUE 2019-1 CLASS AA PASS T PASS THRU CE 11/33 2.75        | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    263227 | PA      | $215933.29    | 0.04%             | 2032-05-15      | Fixed         | 2.75%                 | 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        |   7566000 | PA      | $5696074.90   | 1.04%             | 2045-02-15      | Fixed         | 2.50%                 | 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        |   3420000 | PA      | $2799457.04   | 0.51%             | 2047-02-15      | Fixed         | 3.00%                 | 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        |   2000000 | PA      | $1076328.12   | 0.20%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/50 1.625                    | CUSIP: 912810SS8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6500000 | PA      | $3867500.00   | 0.71%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/41 1.875                    | CUSIP: 912810SW9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6000000 | PA      | $4240781.28   | 0.78%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/41 2.25                     | CUSIP: 912810SY5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3000000 | PA      | $2255273.43   | 0.41%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/51 2                        | CUSIP: 912810SZ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3000000 | PA      | $1964296.86   | 0.36%             | 2051-08-15      | Fixed         | 2.00%                 | 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        |  23913000 | PA      | $19702070.16  | 3.61%             | 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        |   4759000 | PA      | $4253356.25   | 0.78%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/52 4                        | CUSIP: 912810TL2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1578000 | PA      | $1580219.06   | 0.29%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KLA Corporation                                                                 | KLA CORP SR UNSECURED 03/29 4.1                               | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    211000 | PA      | $203582.97    | 0.04%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KKR Group Finance Co. XII LLC                                                   | KKR GROUP FINANCE CO XII LLC COMPANY GUAR 144A 05/32 4.85     | CUSIP: 48255GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $466818.68    | 0.09%             | 2032-05-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KNDL 2019-KNSQ MORTGAGE TRUST KNDL 2019 KNSQ D 144A                             | KNDL 2019-KNSQ MORTGAGE TRUST KNDL 2019 KNSQ D 144A           | CUSIP: 482598AL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    187000 | PA      | $182218.56    | 0.03%             | 2036-05-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Kansas City Southern                                                            | KANSAS CITY SOUTHERN COMPANY GUAR 11/29 2.875                 | CUSIP: 485170BD5<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $431812.17    | 0.08%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                         | KB HOME COMPANY GUAR 06/31 4                                  | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    215000 | PA      | $172827.75    | 0.03%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd                                                     | ENERGEAN ISRAEL FINANCE 03/31 5.875                           | CUSIP: BO3322191<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |    172000 | PA      | $149855.00    | 0.03%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                      | BUNDESREPUBLIK DEUTSCHLAND BUN BONDS REGS 01/30 6.25          | CUSIP: EC2153012<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |    725000 | PA      | $959550.04    | 0.18%             | 2030-01-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MEXICAN BONOS SR UNSECURED 12/23 8                                              | MEXICAN BONOS SR UNSECURED 12/23 8                            | CUSIP: ED2028832<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |  11861100 | PA      | $593666.73    | 0.11%             | 2023-12-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                | ARGENTINE REPUBLIC GOVERNMENT SR UNSECURED 12/35 VAR          | CUSIP: EF0162372<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |  19532033 | PA      | $1115.03      | 0.00%             | 2035-12-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Noble Corporation plc                                                           | NOBLE CORP PLC COMMON STOCK                                   | CUSIP: G65431127<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1918 | NS      | $72327.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The United Kingdom                                                              | UNITED KINGDOM GILT BONDS REGS 12/28 6                        | CUSIP: GG7375726<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     85000 | PA      | $115290.26    | 0.02%             | 2028-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C18 COMMERCIAL MORT CSAIL 2019 C18 E 144A                            | CSAIL 2019-C18 COMMERCIAL MORT CSAIL 2019 C18 E 144A          | CUSIP: 12597DAU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    265000 | PA      | $152723.85    | 0.03%             | 2052-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corporation                                                       | CNA FINANCIAL CORP SR UNSECURED 08/30 2.05                    | CUSIP: 126117AW0<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    105000 | PA      | $82674.64     | 0.02%             | 2030-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance (2003) Limited                                                    | CNOOC FINANCE 2003 LTD COMPANY GUAR 144A 05/33 5.5            | CUSIP: 12615TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    545000 | PA      | $529401.77    | 0.10%             | 2033-05-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc.                                                        | CNO FINANCIAL GROUP INC SR UNSECURED 05/25 5.25               | CUSIP: 12621EAK9<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    194000 | PA      | $192461.16    | 0.04%             | 2025-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc.                                                        | CNO FINANCIAL GROUP INC SR UNSECURED 05/29 5.25               | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    441000 | PA      | $420142.65    | 0.08%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMM 2012-CCRE3 MORTGAGE TRUST COMM 2012 CR3 XA                                 | COMMERCIAL MORTGAGE PASS THROU COMM 2012 CR3 XA               | CUSIP: 12624PAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1365151 | PA      | $47.78        | 0.00%             | 2045-10-15      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE8 Mortgage Trust                                                  | COMM 2013-CCRE8 MORTGAGE TRUST COMM 2013 CR8 A5               | CUSIP: 12625KAE5<br>LEI: 549300NGGFIEJ2ER3D22 | Long             | ABS-MBS          | CORP              | US        |    332351 | PA      | $330241.61    | 0.06%             | 2046-06-10      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE8 Mortgage Trust                                                  | COMM 2013-CCRE8 MORTGAGE TRUST COMM 2013 CR8 AM 144A          | CUSIP: 12625KAL9<br>LEI: 549300NGGFIEJ2ER3D22 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $989848.00    | 0.18%             | 2046-06-10      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| COMM 2013-300P MORTGAGE TRUST COMM 2013 300P D 144A                             | COMM 2013-300P MORTGAGE TRUST COMM 2013 300P D 144A           | CUSIP: 12625XAL1<br>LEI: 549300NMFC2YLCA2NF13 | Long             | ABS-MBS          | CORP              | US        |    307000 | PA      | $272192.03    | 0.05%             | 2030-08-10      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| COMM 2013-300P MORTGAGE TRUST COMM 2013 300P E 144A                             | COMM 2013-300P MORTGAGE TRUST COMM 2013 300P E 144A           | CUSIP: 12625XAN7<br>LEI: 549300NMFC2YLCA2NF13 | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $594567.54    | 0.11%             | 2030-08-10      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE27 MORTGAGE TRUS COMM 2015 CR27 A4                                | COMM 2015-CCRE27 MORTGAGE TRUS COMM 2015 CR27 A4              | CUSIP: 12635QBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $950704.80    | 0.17%             | 2048-10-10      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                                 | CSX CORP SR UNSECURED 04/50 3.8                               | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $775493.74    | 0.14%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-NET CSMC 2020 NET A 144A                                              | CREDIT SUISSE MORTGAGE CAPITAL CSMC 2020 NET A 144A           | CUSIP: 126438AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    103596 | PA      | $92535.30     | 0.02%             | 2037-08-15      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5                        | CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5      | CUSIP: 12652HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    288000 | PA      | $269279.98    | 0.05%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5                        | CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5      | CUSIP: 12652HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     98000 | PA      | $91629.99     | 0.02%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSI COMPRESSCO LP / CSI COMPRE SECURED 144A 04/26 10                            | CSI COMPRESSCO LP / CSI COMPRE SECURED 144A 04/26 10          | CUSIP: 12652HAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    239806 | PA      | $196640.92    | 0.04%             | 2026-04-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CNX Resources Corporation                                                       | CNX RESOURCES CORP COMPANY GUAR 144A 01/31 7.375              | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52716.95     | 0.01%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc.                                              | BEMIS CO INC SR UNSECURED 09/26 3.1                           | CUSIP: 081437AJ4<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    500000 | PA      | $463645.49    | 0.08%             | 2026-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CSMC 2019 ICE4 D 144A                            | CREDIT SUISSE MORTGAGE CAPITAL CSMC 2019 ICE4 D 144A          | CUSIP: 12653VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    305000 | PA      | $298658.07    | 0.05%             | 2036-05-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| COMM 2020-CX MORTGAGE TRUST COMM 2020 CX A 144A                                 | COMM 2020-CX MORTGAGE TRUST COMM 2020 CX A 144A               | CUSIP: 12656KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $387797.45    | 0.07%             | 2046-11-10      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                          | CVS HEALTH CORP SR UNSECURED 03/28 4.3                        | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    188000 | PA      | $181841.63    | 0.03%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| IMT TRUST 2017-APTS IMTT 2017 APTS CFX 144A                                     | IMT TRUST 2017-APTS IMTT 2017 APTS CFX 144A                   | CUSIP: 44974ABA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123000 | PA      | $115857.13    | 0.02%             | 2034-06-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2021 NQM1 A1 144A                          | IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2021 NQM1 A1 144A        | CUSIP: 452764AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    149841 | PA      | $120957.57    | 0.02%             | 2056-06-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Infor Inc.                                                                      | INFOR INC SR UNSECURED 144A 07/25 1.75                        | CUSIP: 45674CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    151000 | PA      | $136406.47    | 0.02%             | 2025-07-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                  | ING GROEP NV JR SUBORDINA 12/49 VAR                           | CUSIP: 456837AF0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    135000 | PA      | $127640.90    | 0.02%             | 2025-04-16      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A                                                           | INTESA SANPAOLO SPA SUBORDINATED 144A 06/32 4.198             | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    201000 | PA      | $147676.29    | 0.03%             | 2032-06-01      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| INTOWN 2022 STAY TOWN 2022 STAY A                                               | INTOWN 2022 STAY TOWN 2022 STAY A                             | CUSIP: 46117NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    434000 | PA      | $431146.28    | 0.08%             | 2039-08-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                                      | IRON MOUNTAIN INC COMPANY GUAR 144A 09/29 4.875               | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    136000 | PA      | $118619.20    | 0.02%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                                      | IRON MOUNTAIN INC COMPANY GUAR 144A 07/30 5.25                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    159000 | PA      | $138171.00    | 0.03%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain information Management Services Inc.                              | IRON MOUNTAIN INFORMATION MANA COMPANY GUAR 144A 07/32 5      | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $54826.23     | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IRVINE CORE OFFICE TRUST 2013- ICOT 2013 IRV A2 144A                            | IRVINE CORE OFFICE TRUST 2013- ICOT 2013 IRV A2 144A          | CUSIP: 46361TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $257007.32    | 0.05%             | 2048-05-15      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| MasTec Inc.                                                                     | MASTEC INC COMPANY GUAR 144A 08/28 4.5                        | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    191000 | PA      | $171076.71    | 0.03%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust 2004-8                                    | MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 8 5A1                | CUSIP: 576433QU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     78499 | PA      | $73915.39     | 0.01%             | 2034-08-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust 2004-13                                   | MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 2A1               | CUSIP: 576433UE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56504 | PA      | $53151.44     | 0.01%             | 2034-04-21      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B15 MORTGAGE TR BMARK 2019 B15 XA                                | BENCHMARK 2018-B1 MORTGAGE TRU BMARK 2019 B15 XA              | CUSIP: 08160KAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9859050 | PA      | $388054.16    | 0.07%             | 2072-12-15      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B12 MORTGAGE TR BMARK 2019 B12 A2                                | BENCHMARK 2019-B12 MORTGAGE TR BMARK 2019 B12 A2              | CUSIP: 08162FAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250504 | PA      | $239420.26    | 0.04%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loan Trust 2004-4                                             | MASTR ALTERNATIVE LOAN TRUST 2 MALT 2004 4 8A1                | CUSIP: 576434QE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    154253 | PA      | $145990.18    | 0.03%             | 2034-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                     | MATCH GROUP INC SR UNSECURED 144A 08/30 4.125                 | CUSIP: 57665RAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    234000 | PA      | $191030.05    | 0.03%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                     | MATCH GROUP HOLDINGS II LLC SR UNSECURED 144A 10/31 3.625     | CUSIP: 57667JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $62115.98     | 0.01%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| McDonald's Corporation                                                          | MCDONALD'S CORP SR UNSECURED 07/30 3.6                        | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    500000 | PA      | $458578.37    | 0.08%             | 2030-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Biogen Inc.                                                                     | BIOGEN INC SR UNSECURED 05/50 3.15                            | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    500000 | PA      | $325020.44    | 0.06%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Biogen Inc.                                                                     | BIOGEN INC SR UNSECURED 05/30 2.25                            | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    400000 | PA      | $325876.46    | 0.06%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| McDonald's Corporation                                                          | MCDONALD'S CORP SR UNSECURED 04/50 4.2                        | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    500000 | PA      | $415994.92    | 0.08%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES MBART 2021 1 A3                                  | MERCEDES-BENZ AUTO RECEIVABLES MBART 2021 1 A3                | CUSIP: 58772WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $260974.31    | 0.05%             | 2026-06-15      | Fixed         | 0.46%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corporation                                                        | HYATT HOTELS CORP SR UNSECURED 04/30 5.75                     | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    176000 | PA      | $172167.63    | 0.03%             | 2030-04-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IDEX Corporation                                                                | IDEX CORP SR UNSECURED 05/30 3                                | CUSIP: 45167RAG9<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $855844.13    | 0.16%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust Series MLCC 2005-A                       | MERRILL LYNCH MORTGAGE INVESTO MLCC 2005 A A1                 | CUSIP: 59020UTB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12695 | PA      | $11587.76     | 0.00%             | 2030-03-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc.                                                                      | QORVO INC COMPANY GUAR 144A 12/24 1.75                        | CUSIP: 74739DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $188794.75    | 0.03%             | 2024-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Qualcomm Incorporated                                                           | QUALCOMM INC SR UNSECURED 05/32 1.65                          | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    566000 | PA      | $435939.10    | 0.08%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP / RHP COMPANY GUAR 144A 02/29 4.5                       | RHP HOTEL PROPERTIES LP / RHP COMPANY GUAR 144A 02/29 4.5     | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $185457.61    | 0.03%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Radian Group Inc.                                                               | RADIAN GROUP INC SR UNSECURED 10/24 4.5                       | CUSIP: 750236AU5<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    160000 | PA      | $154329.60    | 0.03%             | 2024-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Natwest Group plc                                                               | ROYAL BANK OF SCOTLAND GROUP P SR UNSECURED 09/23 3.875       | CUSIP: 780097BD2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    500000 | PA      | $494830.70    | 0.09%             | 2023-09-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Natwest Group plc                                                               | ROYAL BANK OF SCOTLAND GROUP P JR SUBORDINA 12/99 VAR         | CUSIP: 780097BQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    431000 | PA      | $398005.53    | 0.07%             | 2025-12-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BlackRock Inc.                                                                  | BLACKROCK INC SR UNSECURED 01/31 1.9                          | CUSIP: 09247XAR2<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |    500000 | PA      | $404655.21    | 0.07%             | 2031-01-28      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. L.L.C.                                          | BLACKSTONE HOLDINGS FINANCE CO COMPANY GUAR 144A 04/33 6.2    | CUSIP: 09261BAK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $302401.97    | 0.06%             | 2033-04-22      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 11/24 2.35        | CUSIP: 09261HAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    351000 | PA      | $321249.22    | 0.06%             | 2024-11-22      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 03/27 3.25        | CUSIP: 09261HAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     79000 | PA      | $66514.96     | 0.01%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 01/25 2.7         | CUSIP: 09261HAP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    277000 | PA      | $255917.24    | 0.05%             | 2025-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 01/29 4           | CUSIP: 09261HAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    389000 | PA      | $320934.96    | 0.06%             | 2029-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 144A 09/25 7.05   | CUSIP: 09261HAY3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $297621.62    | 0.05%             | 2025-09-29      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWE SR UNSECURED 144A 06/29 5                        | HILTON GRAND VACATIONS BORROWE SR UNSECURED 144A 06/29 5      | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    238000 | PA      | $204680.00    | 0.04%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWE COMPANY GUAR 144A 07/31 4.875                    | HILTON GRAND VACATIONS BORROWE COMPANY GUAR 144A 07/31 4.875  | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    187000 | PA      | $152620.62    | 0.03%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HILTON ORLANDO TRUST 2018-ORL HILT 2018 ORL B 144A                              | HILTON ORLANDO TRUST 2018-ORL HILT 2018 ORL B 144A            | CUSIP: 432885AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $967286.70    | 0.18%             | 2034-12-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| The Home Depot Inc.                                                             | HOME DEPOT INC/THE SR UNSECURED 04/27 2.5                     | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    500000 | PA      | $460089.28    | 0.08%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| The Home Depot Inc.                                                             | HOME DEPOT INC/THE SR UNSECURED 04/30 2.7                     | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    500000 | PA      | $435973.61    | 0.08%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA 2021- HPA 2021 2 A 144A                                | HOME PARTNERS OF AMERICA 2021- HPA 2021 2 A 144A              | CUSIP: 43732VAT3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    147457 | PA      | $127362.62    | 0.02%             | 2026-12-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES 2021-2 HAROT 2021 2 A4                                   | HONDA AUTO RECEIVABLES OWNER T HAROT 2021 2 A4                | CUSIP: 43811JAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    247000 | PA      | $228244.18    | 0.04%             | 2027-08-16      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Host Hotels and Resorts L.P.                                                    | HOST HOTELS and RESORTS LP SR UNSECURED 02/26 4.5             | CUSIP: 44107TAW6<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    214000 | PA      | $205054.68    | 0.04%             | 2026-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Host Hotels and Resorts L.P.                                                    | HOST HOTELS + RESORTS LP SR UNSECURED 12/29 3.375             | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    377000 | PA      | $315163.17    | 0.06%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Host Hotels and Resorts L.P.                                                    | HOST HOTELS and RESORTS LP SR UNSECURED 09/30 3.5             | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    220000 | PA      | $181558.94    | 0.03%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Host Hotels and Resorts L.P.                                                    | HOST HOTELS and RESORTS LP SR UNSECURED 12/31 2.9             | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $382482.06    | 0.07%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Hudbay Minerals Inc.                                                            | HUDBAY MINERALS INC COMPANY GUAR 144A 04/26 4.5               | CUSIP: 443628AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     66000 | PA      | $59950.42     | 0.01%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                                   | TRANSCANADA PIPELINES LTD SR UNSECURED 05/28 4.25             | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $208253.72    | 0.04%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES 2020-SFR TAH 2020 SFR2 D 144A                             | TRICON AMERICAN HOMES 2020-SFR TAH 2020 SFR2 D 144A           | CUSIP: 89613JAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $411858.90    | 0.08%             | 2039-11-17      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings Inc.                                                       | TRIDENT MERGER SUB INC SR UNSECURED 144A 11/25 6.625          | CUSIP: 89616RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $56331.03     | 0.01%             | 2025-11-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TRIMARAN CAVU 2019-1 LTD CAVU 2019 1A D 144A                                    | TRIMARAN CAVU 2019-1 LTD CAVU 2019 1A D 144A                  | CUSIP: 89624CAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $367420.40    | 0.07%             | 2032-07-20      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| TRINITY RAIL LEASING 2021 LLC TRL 2021 1A A 144A                                | TRINITY RAIL LEASING 2021 LLC TRL 2021 1A A 144A              | CUSIP: 89656GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    377336 | PA      | $312111.89    | 0.06%             | 2051-07-19      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| TRINSEO MATERIALS OPERATING SC COMPANY GUAR 144A 04/29 5.125                    | TRINSEO MATERIALS OPERATING SC COMPANY GUAR 144A 04/29 5.125  | CUSIP: 89668QAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    167000 | PA      | $108169.24    | 0.02%             | 2029-04-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE VIII TCF 2020 1A A 144A                                | TRITON CONTAINER FINANCE VIII TCF 2020 1A A 144A              | CUSIP: 89680HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    536201 | PA      | $458751.64    | 0.08%             | 2045-09-20      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE VIII TCF 2021 1A A 144A                                | TRITON CONTAINER FINANCE VIII TCF 2021 1A A 144A              | CUSIP: 89680HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    373699 | PA      | $311576.53    | 0.06%             | 2046-03-20      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Tutor Perini Corporation                                                        | TUTOR PERINI CORP COMPANY GUAR 144A 05/25 6.875               | CUSIP: 901109AF5<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |    259000 | PA      | $226624.14    | 0.04%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust 2012-C2                                  | UBS-BARCLAYS COMMERCIAL MORTGA UBSBB 2012 C2 XA 144A          | CUSIP: 90269CAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    907940 | PA      | $15.89        | 0.00%             | 2063-05-10      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| US Airways 2011-1 Class A Pass Through Trust                                    | US AIRWAYS 2011-1 CLASS A PASS PASS THRU CE 04/25 7.125       | CUSIP: 903436AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    159336 | PA      | $158468.74    | 0.03%             | 2023-10-22      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| US Airways 2010-1 Class A Pass Through Trust                                    | US AIRWAYS 2010-1 CLASS A PASS PASS THRU CE 10/24 6.25        | CUSIP: 90345KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59241 | PA      | $58373.52     | 0.01%             | 2023-04-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US Airways 2012-2 Class A Pass Through Trust                                    | US AIRWAYS 2012-2 CLASS A PASS PASS THRU CE 12/26 4.625       | CUSIP: 90345WAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    153282 | PA      | $140017.23    | 0.03%             | 2025-06-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIES INC COMPANY GUAR 144A 05/25 7.5             | CUSIP: 90353TAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    237000 | PA      | $236827.37    | 0.04%             | 2025-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIES INC COMPANY GUAR 144A 08/29 4.5             | CUSIP: 90353TAK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    378000 | PA      | $329334.39    | 0.06%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ITE Rail Fund Levered L.P.                                                      | USQ RAIL II LLC STEAM 2021 3 A 144A                           | CUSIP: 90354PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    467802 | PA      | $395757.72    | 0.07%             | 2051-06-28      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-1 CLASS A PASS THRU CE 08/31 4.55                          | UNITED AIRLINES 2019-1 CLASS A PASS THRU CE 08/31 4.55        | CUSIP: 90931EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    242296 | PA      | $202473.23    | 0.04%             | 2031-08-25      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2020-1 CLASS A PASS THRU CE 04/29 5.875                         | UNITED AIRLINES 2020-1 CLASS A PASS THRU CE 04/29 5.875       | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    594368 | PA      | $585512.18    | 0.11%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United Airlines 2016-1 Class A Pass Through Trust                               | UNITED AIRLINES 2016-1 CLASS A PASS THRU CE 01/30 3.45        | CUSIP: 90931MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    366614 | PA      | $302507.75    | 0.06%             | 2028-07-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/42 4                        | CUSIP: 912810TM0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6422000 | PA      | $6287539.38   | 1.15%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/28 2.875                    | CUSIP: 9128284V9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   7000000 | PA      | $6591757.83   | 1.21%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/27 2.375                    | CUSIP: 912828X88<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6000000 | PA      | $5593828.14   | 1.02%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/31 1.125                    | CUSIP: 91282CBL4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3000000 | PA      | $2445117.18   | 0.45%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST 2015-MSQ BBCMS 2015 MSQ D 144A                                      | BBCMS TRUST 2015-MSQ BBCMS 2015 MSQ D 144A                    | CUSIP: 05490VAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $128183.82    | 0.02%             | 2032-09-15      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECU BAMLL 2019 BPR ENM 144A                          | BAMLL COMMERCIAL MORTGAGE SECU 11/32 1                        | CUSIP: 05492PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116000 | PA      | $86632.25     | 0.02%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2020-C6 BBCMS 2020 C6 A2                                   | BARCLAYS COMMERCIAL MORTGAGE 02/53 2.69                       | CUSIP: 05492TAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101000 | PA      | $95230.40     | 0.02%             | 2053-02-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST 2015-SRCH BBCMS 2015 SRCH D 144A                                    | BBCMS TRUST 2015-SRCH BBCMS 2015 SRCH D 144A                  | CUSIP: 05547HAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    194000 | PA      | $163763.35    | 0.03%             | 2035-08-10      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| BPCE                                                                            | BPCE SA SUBORDINATED 144A 03/25 4.5                           | CUSIP: 05578QAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    250000 | PA      | $240129.15    | 0.04%             | 2025-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRE GRAND ISLANDER TIMESHARE I HGVGI 2019 A A 144A                              | BRE GRAND ISLANDER TIMESHARE I HGVGI 2019 A A 144A            | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    121189 | PA      | $113818.30    | 0.02%             | 2033-09-26      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 04/24 1                                                               | BPR TRUST 04/24 1                                             | CUSIP: 05592DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    756000 | PA      | $737853.81    | 0.14%             | 2037-04-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| BOCA COMMERCIAL MORTGAGE TRUST BOCA 2022 BOCA A 144A                            | BOCA COMMERCIAL MORTGAGE TRUST BOCA 2022 BOCA A 144A          | CUSIP: 05592LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $254754.16    | 0.05%             | 2039-05-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| BOCA COMMERCIAL MORTGAGE 05/39 1                                                | BOCA COMMERCIAL MORTGAGE 05/39 1                              | CUSIP: 05592LAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $96319.63     | 0.02%             | 2039-05-15      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST 2022-1 BMWLT 2022 1 A3                                  | BMW VEHICLE LEASE TRUST 2022-1 BMWLT 2022 1 A3                | CUSIP: 05601XAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    173000 | PA      | $167367.07    | 0.03%             | 2025-03-25      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C2 MORTGAGE TRUST BMO 2022 C2 A5                                       | BMO MTG TR 07/54 1                                            | CUSIP: 05602NAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $490991.30    | 0.09%             | 2054-07-15      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/51 FIXED VAR                            | CUSIP: 3140XGYW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    310574 | PA      | $265523.22    | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED VAR                            | CUSIP: 3140XGZA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8156476 | PA      | $7723225.97   | 1.41%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED VAR                            | CUSIP: 3140XGZB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142610 | PA      | $134990.08    | 0.02%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED VAR                            | CUSIP: 3140XH4A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2406758 | PA      | $2406104.24   | 0.44%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/51 FIXED VAR                            | CUSIP: 3140XHFS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    726791 | PA      | $695907.76    | 0.13%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED VAR                            | CUSIP: 3140XHMR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1334474 | PA      | $1296319.83   | 0.24%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/51 FIXED VAR                            | CUSIP: 3140XHPY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1367702 | PA      | $1304029.27   | 0.24%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED VAR                            | CUSIP: 3140XHTL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39148 | PA      | $37193.59     | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED VAR                            | CUSIP: 3140XHVH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143733 | PA      | $139278.05    | 0.03%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED VAR                            | CUSIP: 3140XJGE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    897203 | PA      | $875756.07    | 0.16%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED VAR                            | CUSIP: 3140XJJP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1418719 | PA      | $1384805.84   | 0.25%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ken Garff Automotive LLC                                                        | KEN GARFF AUTOMOTIVE LLC SR UNSECURED 144A 09/28 4.875        | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    169000 | PA      | $141373.23    | 0.03%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                           | KEURIG DR PEPPER INC COMPANY GUAR 05/30 3.2                   | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    560000 | PA      | $488009.37    | 0.09%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners L.P.                                              | KINDER MORGAN ENERGY PARTNERS COMPANY GUAR 03/32 7.75         | CUSIP: 494550AL0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    195000 | PA      | $215912.05    | 0.04%             | 2032-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 06/42 5                     | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    175000 | PA      | $158292.15    | 0.03%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 06/46 4.375                 | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    638000 | PA      | $518440.69    | 0.09%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                       | KRAFT HEINZ FOODS CO COMPANY GUAR 06/50 5.5                   | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    159000 | PA      | $151955.73    | 0.03%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LAUREL ROAD PRIME STUDENT LOAN LRK 2019 A A2FX 144A                             | LAUREL ROAD PRIME STUDENT LOAN LRK 2019 A A2FX 144A           | CUSIP: 51889RAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26791 | PA      | $26029.13     | 0.00%             | 2048-10-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc.                                                       | LENNOX INTERNATIONAL INC COMPANY GUAR 11/23 3                 | CUSIP: 526107AD9<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    800000 | PA      | $785730.41    | 0.14%             | 2023-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc.                                                                 | MAGALLANES INC COMPANY GUAR 144A 03/42 5.05                   | CUSIP: 55903VAN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    143000 | PA      | $109406.75    | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc.                                                            | SIRIUS XM RADIO INC COMPANY GUAR 144A 08/27 5                 | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    373000 | PA      | $344786.69    | 0.06%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 05/25 5.5                           | AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 05/25 5.5         | CUSIP: 030981AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $264226.78    | 0.05%             | 2025-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Anadarko Petroleum Corporation                                                  | ANADARKO PETROLEUM CORP SR UNSECURED 07/44 4.5                | CUSIP: 032511BK2<br>LEI: B78FQ7XBQFLP4AYJ6F79 | Long             | DBT              | CORP              | US        |    400000 | PA      | $270180.80    | 0.05%             | 2044-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC POOL FR 12/37 FIXED 4.5                                             | FREDDIE MAC POOL FR 12/37 FIXED 4.5                           | CUSIP: 3132D6DC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    189917 | PA      | $188831.70    | 0.03%             | 2037-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/51 FIXED 2.5                                             | FREDDIE MAC POOL FR 11/51 FIXED 2.5                           | CUSIP: 3132DMZF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    702673 | PA      | $602502.95    | 0.11%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/52 FIXED 5                                               | FREDDIE MAC POOL FR 10/52 FIXED 5                             | CUSIP: 3132DN3C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    575829 | PA      | $572433.15    | 0.10%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IRVINE CORE OFFICE TRUST 2013- ICOT 2013 IRV XA 144A                            | IRVINE CORE OFFICE TRUST 2013- ICOT 2013 IRV XA 144A          | CUSIP: 46361TAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    919616 | PA      | $1042.57      | 0.00%             | 2048-05-15      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 12/31 3.75                      | JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 12/31 3.75    | CUSIP: 46590XAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $70253.46     | 0.01%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 02/28 5.125                     | JBS USA LUX SA / JBS USA FOOD SR UNSECURED 144A 02/28 5.125   | CUSIP: 46590XAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $146842.76    | 0.03%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 04/33 5.75                      | JBS USA LUX SA / JBS USA FOOD SR UNSECURED 144A 04/33 5.75    | CUSIP: 46590XAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    424000 | PA      | $404402.72    | 0.07%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 01/32 3.625                     | JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 01/32 3.625   | CUSIP: 46590XAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    271000 | PA      | $219510.00    | 0.04%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA - CACLN CACLN 2021 3 B 144A                              | JPMORGAN CHASE BANK NA - CACLN CACLN 2021 3 B 144A            | CUSIP: 46591HCD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    158977 | PA      | $149840.22    | 0.03%             | 2029-02-26      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 ACE A 144A                            | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 ACE A 144A          | CUSIP: 46591PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $926779.90    | 0.17%             | 2037-01-10      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                         | KB HOME COMPANY GUAR 07/30 7.25                               | CUSIP: 48666KBA6<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     56000 | PA      | $54414.64     | 0.01%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LSC Communications Inc.                                                         | ESC GCB144A LSC COMMUN 20231015 00008.7500000000              | CUSIP: N/A<br>LEI: 5493000O7BCKOMYMHF87       | Long             | DBT              | CORP              | US        |    420000 | PA      | $264.60       | 0.00%             | 2023-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                | LAZARD GROUP LLC SR UNSECURED 03/29 4.375                     | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    220000 | PA      | $203137.71    | 0.04%             | 2029-03-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| American Airlines Group Inc.                                                    | AMERICAN AIRLINES GROUP INC COMPANY GUAR 144A 03/25 3.75      | CUSIP: 02376RAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $423498.90    | 0.08%             | 2025-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| American Airlines 2016-1 Class A Pass Through Trust                             | AMERICAN AIRLINES 2016-1 CLASS PASS THRU CE 07/29 4.1         | CUSIP: 02376WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    234310 | PA      | $190086.34    | 0.03%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2015-1 CLASS PASS THRU CE 11/28 3.375                         | AMERICAN AIRLINES 2015-1 CLASS PASS THRU CE 11/28 3.375       | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    755339 | PA      | $616844.57    | 0.11%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| American Airlines 2015-1 Class B Pass Through Trust                             | AMERICAN AIRLINES 2015-1 CLASS PASS THRU CE 11/24 3.7         | CUSIP: 023770AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    169665 | PA      | $165682.60    | 0.03%             | 2023-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-2 CLASS PASS THRU CE 04/31 3.6                           | AMERICAN AIRLINES 2017-2 CLASS PASS THRU CE 04/31 3.6         | CUSIP: 02377CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    151290 | PA      | $117243.92    | 0.02%             | 2029-10-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 02/24 5                      | CUSIP: 03027XAD2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    670000 | PA      | $667530.78    | 0.12%             | 2024-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 04/26 1.6                    | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    216000 | PA      | $192043.14    | 0.04%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Apache Corporation                                                              | APACHE CORP SR UNSECURED 09/40 5.1                            | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    325000 | PA      | $269331.56    | 0.05%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2022-4 CARMX 2022 4 A3                                  | CARMAX AUTO OWNER TRUST 2022-4 CARMX 2022 4 A3                | CUSIP: 14318UAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370000 | PA      | $373563.99    | 0.07%             | 2027-08-16      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corporation                                                      | CARRIER GLOBAL CORP SR UNSECURED 02/31 2.7                    | CUSIP: 14448CAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $412627.50    | 0.08%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CCM Merger Inc.                                                                 | CCM MERGER INC SR UNSECURED 144A 05/26 6.375                  | CUSIP: 14985VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139000 | PA      | $130982.48    | 0.02%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC 12/99 1                                         | CUSIP: 172967MK4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    511000 | PA      | $424743.68    | 0.08%             | 2025-01-30      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC 03/31 1                                         | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $918296.61    | 0.17%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SR UNSECURED 05/32 VAR                          | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    264000 | PA      | $208418.65    | 0.04%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Midas OpCo Holdings LLC                                                         | MIDAS OPCO HOLDINGS LLC 08/29 5.625                           | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    381000 | PA      | $314164.98    | 0.06%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Midwest Connector Capital Company LLC                                           | MIDWEST CONNECTOR CAPITAL CO L COMPANY GUAR 144A 04/24 3.9    | CUSIP: 59833CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    323000 | PA      | $312740.85    | 0.06%             | 2024-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MIDWEST GAMING BORROWER LLC / SR SECURED 144A 05/29 4.875                       | MIDWEST GAMING BORROWER LLC SR SECURED 144A 05/29 4.875       | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    243000 | PA      | $206759.99    | 0.04%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular S.A.                                            | MILLICOM INTERNATIONAL CELLULA SR UNSECURED 144A 03/29 6.25   | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    214200 | PA      | $204779.87    | 0.04%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Mohegan Tribal Gaming Authority                                                 | MOHEGAN GAMING and ENTERTAINMENT SECURED 144A 02/26 8         | CUSIP: 608328BH2<br>LEI: 549300UB083Z2NRDHC48 | Long             | DBT              | CORP              | US        |    209000 | PA      | $195475.61    | 0.04%             | 2026-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MSBAM 2013 C7 XA                                 | MORGAN STANLEY BANK OF AMERICA MSBAM 2013 C7 XA               | CUSIP: 61690KAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    743665 | PA      | $18.29        | 0.00%             | 2046-02-15      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST MSC 2019 L3 XA                                   | MORGAN STANLEY CAPITAL I TRUST MSC 2019 L3 XA                 | CUSIP: 61691UBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21354614 | PA      | $690828.17    | 0.13%             | 2052-11-15      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 04/31 VAR                         | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $873003.52    | 0.16%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SUBORDINATED 05/23 4.1                         | CUSIP: 61747YDU6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    900000 | PA      | $896709.71    | 0.16%             | 2023-05-22      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 07/32 VAR                         | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    202000 | PA      | $154973.19    | 0.03%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LO VCC 2018 2 M1 144A                               | VELOCITY COMMERCIAL CAPITAL LO VCC 2018 2 M1 144A             | CUSIP: 92259BAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165317 | PA      | $141553.99    | 0.03%             | 2048-10-26      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Ventas Realty Limited Partnership                                               | VENTAS REALTY LP COMPANY GUAR 11/30 4.75                      | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $933703.17    | 0.17%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | VENTURE GLOBAL CALCASIEU PASS SR SECURED 144A 08/29 3.875     | CUSIP: 92328MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $83125.00     | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | VENTURE GLOBAL CALCASIEU PASS SR SECURED 144A 08/31 4.125     | CUSIP: 92328MAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    158000 | PA      | $134615.21    | 0.02%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                     | VERIZON COMMUNICATIONS INC SR UNSECURED 08/54 5.012           | CUSIP: 92343VCM4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    335000 | PA      | $303648.90    | 0.06%             | 2054-08-21      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                     | VERIZON COMMUNICATIONS INC SR UNSECURED 01/36 4.272           | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1311000 | PA      | $1167032.00   | 0.21%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                     | VERIZON COMMUNICATIONS INC SR UNSECURED 09/48 4.522           | CUSIP: 92343VCX0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    978000 | PA      | $832283.28    | 0.15%             | 2048-09-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                     | VERIZON COMMUNICATIONS INC SR UNSECURED 03/55 4.672           | CUSIP: 92343VCZ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    397000 | PA      | $341787.33    | 0.06%             | 2055-03-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                     | VERIZON COMMUNICATIONS INC SR UNSECURED 09/28 4.329           | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    697000 | PA      | $670154.19    | 0.12%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc.                                                           | VERISK ANALYTICS INC SR UNSECURED 03/29 4.125                 | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    400000 | PA      | $374452.74    | 0.07%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VERIZON MASTER TRUST VZMT 2022 2 A                            | CUSIP: 92348KAH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    289000 | PA      | $270112.29    | 0.05%             | 2028-07-20      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 R1 A1 144A                            | VERUS SECURITIZATION TRUST 10/63 1                            | CUSIP: 92538BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    121850 | PA      | $108773.02    | 0.02%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2020 5 A1 144A                             | VERUS SECURITIZATION TRUST 05/65 1                            | CUSIP: 92538CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85951 | PA      | $77974.11     | 0.01%             | 2065-05-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 4 A1 144A                             | VERUS SECURITIZATION TRUST 202 VERUS 2021 4 A1 144A           | CUSIP: 92538HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150862 | PA      | $116069.38    | 0.02%             | 2066-07-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 5 A1 144A                             | VERUS SECURITIZATION TRUST 202 VERUS 2021 5 A1 144A           | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    283266 | PA      | $226134.47    | 0.04%             | 2066-09-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 3 A1 144A                             | VERUS SECURITIZATION TRUST 202 VERUS 2021 3 A1 144A           | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    265568 | PA      | $212084.52    | 0.04%             | 2066-06-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | VIACOM INC SR UNSECURED 03/43 4.375                           | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    642000 | PA      | $442084.83    | 0.08%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                     | VIATRIS INC COMPANY GUAR 06/27 2.3                            | CUSIP: 92556VAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $102534.00    | 0.02%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                     | VIATRIS INC COMPANY GUAR 06/30 2.7                            | CUSIP: 92556VAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    268000 | PA      | $209531.58    | 0.04%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                     | VIATRIS INC COMPANY GUAR 06/50 4                              | CUSIP: 92556VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    308000 | PA      | $189770.46    | 0.03%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 12/29 4.625  | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $236600.00    | 0.04%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 08/30 4.125  | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $140026.40    | 0.03%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 02/29 3.875  | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    207000 | PA      | $181421.88    | 0.03%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                            | VICI PROPERTIES LP SR UNSECURED 05/32 5.125                   | CUSIP: 925650AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77000 | PA      | $71298.15     | 0.01%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Visa Inc.                                                                       | VISA INC SR UNSECURED 04/30 2.05                              | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $337999.69    | 0.06%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/46 FIXED 3.5                                        | FREDDIE MAC FG 10/46 FIXED 3.5                                | CUSIP: 31335AZ84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    461951 | PA      | $429650.32    | 0.08%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 11/48 FIXED 3.5                                        | FREDDIE MAC FG 11/48 FIXED 3.5                                | CUSIP: 31335B5H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    848601 | PA      | $791916.59    | 0.14%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/46 FIXED 3                                          | FREDDIE MAC FG 12/46 FIXED 3                                  | CUSIP: 31335BC20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1052150 | PA      | $947356.47    | 0.17%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 11/47 FIXED 3.5                                        | FREDDIE MAC FG 11/47 FIXED 3.5                                | CUSIP: 31335BKF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    474285 | PA      | $442604.35    | 0.08%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 08/48 FIXED 4                                          | FREDDIE MAC FG 08/48 FIXED 4                                  | CUSIP: 31335BXJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    270022 | PA      | $259042.18    | 0.05%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/52 FIXED 4                                               | FREDDIE MAC POOL FR 05/52 FIXED 4                             | CUSIP: 3133BAUW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37085 | PA      | $35177.34     | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/49 FIXED 3                                               | FREDDIE MAC POOL FR 12/49 FIXED 3                             | CUSIP: 3133KG6M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    990444 | PA      | $885383.16    | 0.16%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 04/52 FIXED 3.5                           | CUSIP: 3133KN7G2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    690694 | PA      | $633975.78    | 0.12%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2022 22 B                                                 | FANNIE MAE REMICS FNR 2022 22 B                               | CUSIP: 3136BMH27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1007717 | PA      | $623956.30    | 0.11%             | 2054-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/29 FIXED 7.5                            | CUSIP: 31371HVJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1394 | PA      | $1463.29      | 0.00%             | 2029-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/29 FIXED VAR                            | CUSIP: 31384VL75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1642 | PA      | $1725.31      | 0.00%             | 2029-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP JR SUBORDINA 12/49 VAR                   | CUSIP: 060505EU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    667000 | PA      | $662046.65    | 0.12%             | 2026-03-10      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 10/27 3.248                 | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    375000 | PA      | $346244.84    | 0.06%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 12/28 VAR                   | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1087000 | PA      | $984310.43    | 0.18%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 10/30 VAR                   | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $418287.53    | 0.08%             | 2030-10-22      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP 03/51 1                                  | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $391279.53    | 0.07%             | 2051-03-20      | Variable      | 4.08%                 | 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        |    498000 | PA      | $405589.09    | 0.07%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 04/32 VAR                   | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    881000 | PA      | $705138.38    | 0.13%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 06/29 VAR                   | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    472000 | PA      | $397185.21    | 0.07%             | 2029-06-14      | Variable      | 2.09%                 | 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        |    199000 | PA      | $174501.10    | 0.03%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 05/27 5.04                         | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    568000 | PA      | $561739.25    | 0.10%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 137 IO                | CUSIP: 38380P4X9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3692178 | PA      | $212920.14    | 0.04%             | 2062-09-16      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATL MTG ASSN 09/62 1                              | CUSIP: 38380PT20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3515710 | PA      | $217090.85    | 0.04%             | 2062-09-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 92 IO                 | CUSIP: 38380PTT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3384080 | PA      | $223721.84    | 0.04%             | 2062-02-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 120 IO                | CUSIP: 38380PV76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    804592 | PA      | $47661.84     | 0.01%             | 2062-05-16      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 108 IO                | CUSIP: 38380PWY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3214059 | PA      | $194035.31    | 0.04%             | 2062-06-16      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A 05/62 0.89522                  | CUSIP: 38380PXL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1469731 | PA      | $87744.56     | 0.02%             | 2062-05-16      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 119 IO                | CUSIP: 38380PY57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1415960 | PA      | $72479.02     | 0.01%             | 2062-08-16      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 161 IA                | CUSIP: 38380RAJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17075624 | PA      | $443382.24    | 0.08%             | 2062-08-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE 12/62 1                          | CUSIP: 38380RBL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2254267 | PA      | $160868.33    | 0.03%             | 2062-12-16      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | LUNDIN ENERGY FINANCE BV COMPANY GUAR 144A 07/31 3.1          | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    278000 | PA      | $227994.29    | 0.04%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MandT Bank Corporation                                                          | MandT BANK CORP JR SUBORDINA 12/49 VAR                        | CUSIP: 55261FAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    186000 | PA      | $159852.76    | 0.03%             | 2026-11-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| M.D.C. Holdings Inc.                                                            | MDC HOLDINGS INC COMPANY GUAR 01/31 2.5                       | CUSIP: 552676AU2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $111783.03    | 0.02%             | 2031-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Target Corporation                                                              | TARGET CORP SR UNSECURED 04/25 2.25                           | CUSIP: 87612EBL9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $474335.80    | 0.09%             | 2025-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                           | TARGA RESOURCES CORP COMPANY GUAR 04/52 4.95                  | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    408000 | PA      | $322770.84    | 0.06%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance and Annuity Association of America                           | TEACHERS INSURANCE and ANNUITY A SUBORDINATED 144A 05/47 4.27 | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    425000 | PA      | $347507.60    | 0.06%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Altera Infrastructure L.P../Teekay Offshore Finance Corp.                       | TEEKAY OFFSHORE PARTNERS LP/TE SR UNSECURED 144A 07/23 8.5    | CUSIP: 87901BAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    227000 | PA      | $5675.00      | 0.00%             | 2023-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones S.A.U.                                                     | TELEFONICA EMISIONES SA COMPANY GUAR 03/47 5.213              | CUSIP: 87938WAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |    477000 | PA      | $383027.89    | 0.07%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Telephone and Data Systems Inc.                                                 | TELEPHONE AND DATA SYSTEMS INC PREFERRED STOCK 6.625          | CUSIP: 879433787<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      7625 | NS      | $112240.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TELESAT CANADA / TELESAT LLC SR SECURED 144A 12/26 5.625                        | TELESAT CANADA / TELESAT LLC SR SECURED 144A 12/26 5.625      | CUSIP: 87952VAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    112000 | PA      | $51522.55     | 0.01%             | 2026-12-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 01/26 1.75        | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    350000 | PA      | $307923.57    | 0.06%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 10/24 1.65        | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    174000 | PA      | $160497.65    | 0.03%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 10/26 2.45        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1005000 | PA      | $878813.89    | 0.16%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Advantage Sales and Marketing Inc.                                              | ADVANTAGE SALES and MARKETING IN SR SECURED 144A 11/28 6.5    | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |    296000 | PA      | $225655.60    | 0.04%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Affinity Gaming                                                                 | AFFINITY GAMING SR SECURED 144A 12/27 6.875                   | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    159000 | PA      | $134806.40    | 0.02%             | 2027-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2013-1 CLASS A PASS PASS THRU CE 144A 11/26 4.125                    | AIR CANADA 2013-1 CLASS A PASS PASS THRU CE 144A 11/26 4.125  | CUSIP: 009089AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    159810 | PA      | $146016.99    | 0.03%             | 2025-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2017-1 CLASS B PASS PASS THRU CE 144A 07/27 3.7                      | AIR CANADA 2017-1 CLASS B PASS PASS THRU CE 144A 07/27 3.7    | CUSIP: 00908PAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    158201 | PA      | $140982.97    | 0.03%             | 2026-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                           | AIR LEASE CORP SR UNSECURED 09/23 3                           | CUSIP: 00912XAT1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $393215.60    | 0.07%             | 2023-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                           | AIR LEASE CORP SR UNSECURED 12/27 3.625                       | CUSIP: 00912XAY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $153770.98    | 0.03%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                           | AIR LEASE CORP SR UNSECURED 01/26 2.875                       | CUSIP: 00914AAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $208182.50    | 0.04%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                           | AIR LEASE CORP SR UNSECURED 12/30 3.125                       | CUSIP: 00914AAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $331478.64    | 0.06%             | 2030-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                           | AIR LEASE CORP SR UNSECURED 09/28 2.1                         | CUSIP: 00914AAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    208000 | PA      | $169415.44    | 0.03%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA SR UNSECURED 144A 01/25 3                         | CUSIP: 00973RAE3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    165000 | PA      | $156451.69    | 0.03%             | 2025-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/52 FIXED 5.5                            | CUSIP: 3140N5EN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250062 | PA      | $250851.27    | 0.05%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/47 FIXED 3.5                            | CUSIP: 3140Q75R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    287329 | PA      | $267168.65    | 0.05%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/47 FIXED 3.5                            | CUSIP: 3140Q7WR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    771431 | PA      | $717786.51    | 0.13%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/49 FIXED 3                              | CUSIP: 3140QBTF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    457178 | PA      | $404682.72    | 0.07%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/52 FIXED 2.5                            | CUSIP: 3140QNQL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4425843 | PA      | $3770712.08   | 0.69%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED 4.5                            | CUSIP: 3140QP3D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1074785 | PA      | $1037002.07   | 0.19%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/52 FIXED 3.5                            | CUSIP: 3140QPAD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8088393 | PA      | $7431780.04   | 1.36%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/52 FIXED 4                              | CUSIP: 3140QPAQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7237614 | PA      | $6855433.66   | 1.25%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED 4.5                            | CUSIP: 3140QPJK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    580023 | PA      | $564526.90    | 0.10%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED 4.5                            | CUSIP: 3140QPPN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1086156 | PA      | $1055101.80   | 0.19%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED 4                              | CUSIP: 3140QPRJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    297219 | PA      | $281246.05    | 0.05%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/27 3.875                    | CUSIP: 91282CFZ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2790000 | PA      | $2774742.19   | 0.51%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 03/36 5.8                 | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    540000 | PA      | $569582.65    | 0.10%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc.                                                  | UNIVERSAL HEALTH SERVICES INC SR SECURED 10/30 2.65           | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    358000 | PA      | $284922.57    | 0.05%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc.                                                  | UNIVERSAL HEALTH SERVICES INC SR SECURED 09/26 1.65           | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    335000 | PA      | $287081.56    | 0.05%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                   | UNIVISION COMMUNICATIONS INC SR SECURED 144A 05/29 4.5        | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    111000 | PA      | $92824.86     | 0.02%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                   | UNIVISION COMMUNICATIONS INC SR SECURED 144A 06/30 7.375      | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28671.00     | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| USB CAPITAL IX                                                                  | USB CAPITAL IX LIMITD GUARA 10/49 VAR                         | CUSIP: 91731KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1045000 | PA      | $822937.20    | 0.15%             | 2023-01-30      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| VSE 2017-A VOI Mortgage LLC                                                     | VSE 2017-A VOI MORTGAGE LLC VSTNA 2017 A A 144A               | CUSIP: 918288AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116432 | PA      | $111412.77    | 0.02%             | 2035-03-20      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| VR FUNDING LLC VINE 2020 1A A 144A                                              | VR FUNDING LLC VINE 2020 1A A 144A                            | CUSIP: 91835CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    360434 | PA      | $299762.34    | 0.05%             | 2050-11-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corporation                                                       | VALERO ENERGY CORP SR UNSECURED 04/25 2.85                    | CUSIP: 91913YAY6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    400000 | PA      | $378548.36    | 0.07%             | 2025-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| Valvoline Inc.                                                                  | VALVOLINE INC SR UNSECURED 144A 06/31 3.625                   | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |    302000 | PA      | $247800.06    | 0.05%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Issuer LLC                                                 | VANTAGE DATA CENTERS LLC VDC 2020 1A A2 144A                  | CUSIP: 92212KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    343000 | PA      | $302499.90    | 0.06%             | 2045-09-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                        | VANTAGE DATA CENTERS LLC VDC 2020 2A A2 144A                  | CUSIP: 92212KAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    312000 | PA      | $256315.89    | 0.05%             | 2045-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Issuer LLC                                                 | VANTAGE DATA CENTERS ISSUER LL VDC 2021 1A A2 144A            | CUSIP: 92212KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $343872.28    | 0.06%             | 2046-10-15      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                  | VAR ENERGI ASA SR UNSECURED 144A 11/32 8                      | CUSIP: 92212WAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |    256000 | PA      | $264375.76    | 0.05%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Varex Imaging Corporation                                                       | VAREX IMAGING CORP 10/27 7.875                                | CUSIP: 92214XAC0<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |    149000 | PA      | $147982.33    | 0.03%             | 2027-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc.                                                                   | VERISIGN INC SR UNSECURED 04/25 5.25                          | CUSIP: 92343EAH5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159582.04    | 0.03%             | 2025-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc.                                                                   | VERISIGN INC SR UNSECURED 06/31 2.7                           | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    188000 | PA      | $153110.29    | 0.03%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corporation                                                        | ARES CAPITAL CORP SR UNSECURED 01/26 3.875                    | CUSIP: 04010LAZ6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    787000 | PA      | $721246.87    | 0.13%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corporation                                                        | ARES CAPITAL CORP SR UNSECURED 06/28 2.875                    | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    309000 | PA      | $247765.17    | 0.05%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                | ARGENTINE REPUBLIC GOVERNMENT SR UNSECURED 07/41 VAR          | CUSIP: 040114HV5<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |    596000 | PA      | $168125.12    | 0.03%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Company                                                  | ARIZONA PUBLIC SERVICE CO SR UNSECURED 09/35 5.5              | CUSIP: 040555CH5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   1118000 | PA      | $1039336.64   | 0.19%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST 2021-1R ARRW 2021 1R A1 144A                              | ARROYO MORTGAGE TRUST 2021-1R ARRW 2021 1R A1 144A            | CUSIP: 042853AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    206246 | PA      | $161913.63    | 0.03%             | 2048-10-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc.                                                    | ASBURY AUTOMOTIVE GROUP INC COMPANY GUAR 03/30 4.75           | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    175000 | PA      | $146361.53    | 0.03%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc.                                                    | ASBURY AUTOMOTIVE GROUP INC COMPANY GUAR 144A 11/29 4.625     | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42132.00     | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 05/50 5.805                        | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $370870.34    | 0.07%             | 2050-05-01      | Fixed         | 5.80%                 | 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        |    790000 | PA      | $770755.02    | 0.14%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Braskem Idesa S.A.P.I.                                                          | BRASKEM IDESA SAPI SR SECURED 144A 02/32 6.99                 | CUSIP: 10554NAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    201000 | PA      | $143477.51    | 0.03%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 46 IO                 | CUSIP: 38379U7Q3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    648532 | PA      | $24643.19     | 0.00%             | 2057-11-16      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 162 IO                | CUSIP: 38379UZ58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3496141 | PA      | $111673.72    | 0.02%             | 2058-09-16      | Variable      | 0.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MTG 01/60 0.448                           | CUSIP: 38380J2B3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    282982 | PA      | $11429.30     | 0.00%             | 2060-01-16      | Variable      | 0.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 85 IO                 | CUSIP: 38380J2N7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5436726 | PA      | $230788.48    | 0.04%             | 2060-07-16      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 159 IO                | CUSIP: 38380JAH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9630410 | PA      | $320824.60    | 0.06%             | 2059-06-16      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 169 IO                | CUSIP: 38380JFE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1904079 | PA      | $65531.16     | 0.01%             | 2060-01-16      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 9 IO                  | CUSIP: 38380JMW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1646334 | PA      | $51620.81     | 0.01%             | 2060-01-16      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                                          | LEVEL 3 FINANCING INC SR SECURED 144A 03/27 3.4               | CUSIP: 527298BP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    377000 | PA      | $318559.51    | 0.06%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Loews Corporation                                                               | LOEWS CORP SR UNSECURED 05/23 2.625                           | CUSIP: 540424AQ1<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    630000 | PA      | $624445.53    | 0.11%             | 2023-05-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Loews Corporation                                                               | LOEWS CORP SR UNSECURED 04/26 3.75                            | CUSIP: 540424AS7<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    825000 | PA      | $796365.08    | 0.15%             | 2026-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                                               | NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 01/27 6      | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99000 | PA      | $88605.00     | 0.02%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                                               | NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 08/28 5.5    | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    191000 | PA      | $155743.57    | 0.03%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                                               | NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 12/30 5.125  | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    176000 | PA      | $135931.38    | 0.02%             | 2030-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Nationwide Mutual Insurance Company                                             | NATIONWIDE MUTUAL INSURANCE CO SUBORDINATED 144A 12/24 VAR    | CUSIP: 638671AJ6<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1127025.09   | 0.21%             | 2024-12-15      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 285M D 144A                            | NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 285M D 144A          | CUSIP: 63874FAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135000 | PA      | $113567.86    | 0.02%             | 2032-11-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 ALXA C 144A                            | NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 ALXA C 144A          | CUSIP: 63874GAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98000 | PA      | $82325.41     | 0.02%             | 2043-01-15      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| NatWest Markets Plc                                                             | NATWEST MARKETS PLC SR UNSECURED 144A 09/26 1.6               | CUSIP: 63906YAD0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    494000 | PA      | $428937.84    | 0.08%             | 2026-09-29      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 FA A2 144A                            | NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 FA A2 144A          | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    167052 | PA      | $154554.95    | 0.03%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NIKE Inc.                                                                       | NIKE INC SR UNSECURED 03/27 2.75                              | CUSIP: 654106AJ2<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    500000 | PA      | $466989.70    | 0.09%             | 2027-03-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NIKE Inc.                                                                       | NIKE INC SR UNSECURED 03/30 2.85                              | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    500000 | PA      | $446822.53    | 0.08%             | 2030-03-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA SR UNSECURED 144A 01/30 3.75                      | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $175938.55    | 0.03%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA 01/31 4                                           | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    523000 | PA      | $458355.60    | 0.08%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020-1 CLASS B PASS THRU CE 144A 02/27 8                        | ALASKA AIRLINES 2020-1 CLASS B PASS THRU CE 144A 02/27 8      | CUSIP: 01166WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95952 | PA      | $95971.53     | 0.02%             | 2025-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Algonquin Power and Utilities Corp.                                             | ALGONQUIN POWER + UTILITIES CO COMMON STOCK UNIT              | CUSIP: 015857873<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EC               | CORP              | CA        |      8150 | NS      | $194540.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A A2 144A                              | ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A A2 144A            | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    992000 | PA      | $847263.03    | 0.16%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 15YR TBA                        | CUSIP: 01F042418<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1260000 | PA      | $1252419.71   | 0.23%             | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                             | ALLY FINANCIAL INC SR UNSECURED 11/27 7.1                     | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    202000 | PA      | $205507.33    | 0.04%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B de C.V                                                              | CEMEX SAB DE CV SR SECURED 144A 09/30 5.2                     | CUSIP: 151290BX0<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    224000 | PA      | $208966.68    | 0.04%             | 2030-09-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B de C.V                                                              | CEMEX SAB DE CV SR SECURED 144A 07/31 3.875                   | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    297000 | PA      | $250678.37    | 0.05%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 12/27 4.25                          | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    127000 | PA      | $119108.63    | 0.02%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 02/30 3.375                         | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    183000 | PA      | $154702.71    | 0.03%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 10/30 3                             | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    286000 | PA      | $234448.28    | 0.04%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CENTERPOINT ENERGY HOUSTON ELE GENL REF MOR 03/33 6.95        | CUSIP: 15189XAD0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    535000 | PA      | $598917.10    | 0.11%             | 2033-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Centex Home Equity Loan Trust 2005-A                                            | CENTEX HOME EQUITY LOAN TRUST CXHE 2005 A M4                  | CUSIP: 152314ML1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    156736 | PA      | $145675.09    | 0.03%             | 2035-01-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Century Communities Inc.                                                        | CENTURY COMMUNITIES INC COMPANY GUAR 144A 08/29 3.875         | CUSIP: 156504AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    266000 | PA      | $209142.50    | 0.04%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc.                                                         | CENTURYLINK INC SR UNSECURED 09/39 7.6                        | CUSIP: 156700AM8<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $682611.47    | 0.12%             | 2039-09-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 10/45 6.484         | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $455395.91    | 0.08%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 03/28 4.2           | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    581000 | PA      | $534005.00    | 0.10%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/48 5.75          | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    643000 | PA      | $526417.76    | 0.10%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 03/50 4.8           | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    557000 | PA      | $404353.63    | 0.07%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Cimpress Public Limited Company                                                 | CIMPRESS NV COMPANY GUAR 144A 06/26 7                         | CUSIP: 17186HAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    430000 | PA      | $297259.00    | 0.05%             | 2026-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SUBORDINATED 05/23 3.5                          | CUSIP: 172967GT2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1054881.82   | 0.19%             | 2023-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/31 FIXED 7                              | CUSIP: 31386XBH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5092 | PA      | $5389.25      | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/31 FIXED 7.5                            | CUSIP: 31387QYP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1605 | PA      | $1622.36      | 0.00%             | 2031-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/31 FIXED 7                              | CUSIP: 31387XQ24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1538 | PA      | $1624.83      | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/31 FIXED 7                              | CUSIP: 31387XXY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63063 | PA      | $66741.11     | 0.01%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/32 FIXED 7                              | CUSIP: 31389GSH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2445 | PA      | $2588.62      | 0.00%             | 2032-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/41 FIXED 4                              | CUSIP: 3138ARZ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    359966 | PA      | $348121.85    | 0.06%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/41 FIXED VAR                            | CUSIP: 3138EGFA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    822816 | PA      | $815277.16    | 0.15%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/41 FIXED VAR                            | CUSIP: 3138EHB76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    430497 | PA      | $416441.64    | 0.08%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/42 FIXED VAR                            | CUSIP: 3138EJC97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1002166 | PA      | $937781.30    | 0.17%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/43 FIXED VAR                            | CUSIP: 3138ELB44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1094719 | PA      | $1025435.27   | 0.19%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/43 FIXED 3                              | CUSIP: 3138MPDV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    657827 | PA      | $598532.46    | 0.11%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/43 FIXED 3                              | CUSIP: 3138W7GB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    214139 | PA      | $195305.48    | 0.04%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SUBORDINATED 09/36 VAR                         | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1202992.73   | 0.22%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| The Mosaic Company                                                              | MOSAIC CO/THE SR UNSECURED 11/23 4.25                         | CUSIP: 61945CAC7<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    600000 | PA      | $594993.81    | 0.11%             | 2023-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NBM US Holdings Inc.                                                            | NBM US HOLDINGS INC COMPANY GUAR 144A 08/29 6.625             | CUSIP: 62877VAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    274000 | PA      | $264623.57    | 0.05%             | 2029-08-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CARS-DB4 L.P.                                                                   | CARS-DB4 LP CAUTO 2020 1A B1 144A                             | CUSIP: 12510HAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    266000 | PA      | $242511.61    | 0.04%             | 2050-02-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| ERP Operating Limited Partnership                                               | ERP OPERATING LP SR UNSECURED 06/25 3.375                     | CUSIP: 26884ABD4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288178.45    | 0.05%             | 2025-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                 | EQT CORP SR UNSECURED 02/30 7.5                               | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    283000 | PA      | $293504.96    | 0.05%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                 | EQT CORP SR UNSECURED 10/25 5.678                             | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     73000 | PA      | $72645.18     | 0.01%             | 2025-10-01      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                              | FORD MOTOR CO SR UNSECURED 02/32 3.25                         | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    177000 | PA      | $132739.68    | 0.02%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/27 4.125             | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    346000 | PA      | $309670.00    | 0.06%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/30 4                 | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    225000 | PA      | $184689.00    | 0.03%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/25 4.134             | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    909000 | PA      | $850815.20    | 0.16%             | 2025-08-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 05/29 5.113             | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    532000 | PA      | $481749.94    | 0.09%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Fortinet Inc.                                                                   | FORTINET INC SR UNSECURED 03/31 2.2                           | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $769737.62    | 0.14%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fortive Corporation                                                             | FORTIVE CORP SR UNSECURED 06/26 3.15                          | CUSIP: 34959JAG3<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    700000 | PA      | $653644.52    | 0.12%             | 2026-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fox Corporation                                                                 | FOX CORP SR UNSECURED 04/30 3.5                               | CUSIP: 35137LAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $354397.66    | 0.06%             | 2030-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA3 M2 144A                           | FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA3 M2 144A         | CUSIP: 35564KJP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $880225.40    | 0.16%             | 2041-09-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA1 M1A 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA1 M1A 144A        | CUSIP: 35564KPU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    360949 | PA      | $351681.48    | 0.06%             | 2042-01-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA2 M1A 144A                          | FREDDIE MAC STRUCTURED AGENCY STACR 2022 DNA2 M1A 144A        | CUSIP: 35564KRE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    236063 | PA      | $232153.83    | 0.04%             | 2042-02-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA2 M1B 144A                          | FREDDIE MAC STRUCTURED AGENCY STACR 2022 DNA2 M1B 144A        | CUSIP: 35564KRF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    342000 | PA      | $332601.09    | 0.06%             | 2042-02-25      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1A 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1A 144A        | CUSIP: 35564KUW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    320960 | PA      | $319355.59    | 0.06%             | 2042-04-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1B 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1B 144A        | CUSIP: 35564KUX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    205000 | PA      | $202567.24    | 0.04%             | 2042-04-25      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1A 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1A 144A        | CUSIP: 35564KWS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    243049 | PA      | $242296.29    | 0.04%             | 2042-05-25      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1B 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1B 144A        | CUSIP: 35564KWT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    304000 | PA      | $305613.81    | 0.06%             | 2042-05-25      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA5 M1B 144A                          | FREDDIE MAC STRUCTURED AGENCY STACR 2022 DNA5 M1B 144A        | CUSIP: 35564KYP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    335000 | PA      | $350258.41    | 0.06%             | 2042-06-25      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corporation                                                    | FREEDOM MORTGAGE CORP SR UNSECURED 144A 11/24 8.125           | CUSIP: 35640YAA5<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    167000 | PA      | $153640.00    | 0.03%             | 2024-11-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMPANY GUAR 03/43 5.45                  | CUSIP: 35671DBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    934000 | PA      | $842505.36    | 0.15%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 09/28 FIXED 6.5                                            | GINNIE MAE GN 09/28 FIXED 6.5                                 | CUSIP: 36207KC81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3342 | PA      | $3415.18      | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2019-1 Receivables Funding LLC                                 | SIERRA TIMESHARE 2019-1 RECEIV SRFC 2019 1A A 144A            | CUSIP: 82653EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     39344 | PA      | $37819.79     | 0.01%             | 2036-01-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development (2015) Limited                               | SINOPEC GROUP OVERSEAS DEVELOP COMPANY GUAR 144A 04/25 3.25   | CUSIP: 82938BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    550000 | PA      | $531769.13    | 0.10%             | 2025-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                               | SONIC CAPITAL LLC SONIC 2020 1A A2I 144A                      | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    408247 | PA      | $361927.00    | 0.07%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                               | SONIC CAPITAL LLC SONIC 2021 1A A2I 144A                      | CUSIP: 83546DAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325875 | PA      | $259470.48    | 0.05%             | 2051-08-20      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corporation                                                      | SPRINT CAPITAL CORP COMPANY GUAR 11/28 6.875                  | CUSIP: 852060AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $415176.00    | 0.08%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc.                                                              | EXPEDIA GROUP INC COMPANY GUAR 02/26 5                        | CUSIP: 30212PAM7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1075609.62   | 0.20%             | 2026-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc.                                                              | EXPEDIA GROUP INC COMPANY GUAR 03/31 2.95                     | CUSIP: 30212PBH7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    293000 | PA      | $235610.48    | 0.04%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc.                                                              | EXPEDIA GROUP INC COMPANY GUAR 08/27 4.625                    | CUSIP: 30212PBK0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    409000 | PA      | $392375.32    | 0.07%             | 2027-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                          | EXTRA SPACE STORAGE LP COMPANY GUAR 03/32 2.35                | CUSIP: 30225VAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $378352.87    | 0.07%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/31 FIXED VAR                            | CUSIP: 31384WB66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       686 | PA      | $722.80       | 0.00%             | 2031-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMPANY GUAR 03/30 4.25                  | CUSIP: 35671DCF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    354000 | PA      | $321400.27    | 0.06%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMPANY GUAR 08/30 4.625                 | CUSIP: 35671DCH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    297000 | PA      | $276624.16    | 0.05%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care US Finance III Inc.                                      | FRESENIUS MEDICAL CARE US FINA COMPANY GUAR 144A 02/31 2.375  | CUSIP: 35805BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $381360.18    | 0.07%             | 2031-02-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Full House Resorts Inc.                                                         | FULL HOUSE RESORTS INC SR SECURED 144A 02/28 8.25             | CUSIP: 359678AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    134000 | PA      | $118631.54    | 0.02%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                                                | GATX CORP SR UNSECURED 03/27 3.85                             | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    800000 | PA      | $746807.12    | 0.14%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GEMS MENASA CAYMAN LTD / GEMS SR SECURED 144A 07/26 7.125                       | GEMS MENASA CAYMAN LTD / GEMS SR SECURED 144A 07/26 7.125     | CUSIP: 36166LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |    221000 | PA      | $212338.42    | 0.04%             | 2026-07-31      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                                                         | GCI LLC SR UNSECURED 144A 10/28 4.75                          | CUSIP: 36166TAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $147014.08    | 0.03%             | 2028-10-15      | Fixed         | 4.75%                 | 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        |    154174 | PA      | $119823.64    | 0.02%             | 2066-05-25      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 03/33 FIXED 6                                              | GINNIE MAE GN 03/33 FIXED 6                                   | CUSIP: 36200MEN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     70714 | PA      | $73045.59     | 0.01%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 10/26 FIXED 8                                              | GINNIE MAE GN 10/26 FIXED 8                                   | CUSIP: 36207JJE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8945 | PA      | $9213.67      | 0.00%             | 2026-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR MORTGAGE TRUST LIFE 2021 BMR D 144A                               | LIFE 2021-BMR MORTGAGE TRUST LIFE 2021 BMR D 144A             | CUSIP: 53218CAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275232 | PA      | $260726.89    | 0.05%             | 2038-03-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR MORTGAGE TRUST LIFE 2021 BMR E 144A                               | LIFE 2021-BMR MORTGAGE TRUST LIFE 2021 BMR E 144A             | CUSIP: 53218CAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    982970 | PA      | $929935.27    | 0.17%             | 2038-03-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| LIFE MORTGAGE TRUST US LIFE 2022 BMR2 A1 144A                                   | LIFE MORTGAGE TRUST US LIFE 2022 BMR2 A1 144A                 | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    736000 | PA      | $717561.07    | 0.13%             | 2039-05-15      | Floating      | 5.63%                 | 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        |     78000 | PA      | $66683.84     | 0.01%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | HESS MIDSTREAM OPERATIONS LP COMPANY GUAR 144A 10/30 5.5      | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $28360.54     | 0.01%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HI-FI MUSIC IP ISSUER LP HIFI 2022 1A A2 144A                                   | HI-FI MUSIC IP ISSUER LP HIFI 2022 1A A2 144A                 | CUSIP: 428357AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    292000 | PA      | $261560.49    | 0.05%             | 2062-02-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2017 - A                                           | HILTON GRAND VACATIONS TRUST 2 HGVT 2017 AA A 144A            | CUSIP: 43283AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     96310 | PA      | $94796.16     | 0.02%             | 2028-12-26      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2018 - A                                           | HILTON GRAND VACATIONS TRUST 2 HGVT 2018 AA A 144A            | CUSIP: 43284BAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     73175 | PA      | $70721.88     | 0.01%             | 2032-02-25      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSECURED 12/27 4.25                               | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    225000 | PA      | $212607.35    | 0.04%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSECURED 09/32 4.95                               | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    179000 | PA      | $167845.84    | 0.03%             | 2032-09-01      | Fixed         | 4.95%                 | 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        |    203000 | PA      | $167876.94    | 0.03%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                       | MSCI INC COMPANY GUAR 144A 08/33 3.25                         | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    188000 | PA      | $145184.60    | 0.03%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MARB Bondco PLC                                                                 | MARB BONDCO PLC COMPANY GUAR 144A 01/31 3.95                  | CUSIP: 566007AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    308000 | PA      | $236415.84    | 0.04%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                               | SYSCO CORP COMPANY GUAR 04/30 5.95                            | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    355000 | PA      | $367409.33    | 0.07%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                               | SYSCO CORP COMPANY GUAR 04/50 6.6                             | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1089901.87   | 0.20%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| TIF FUNDING II LLC TIF 2021 1A A 144A                                           | TIF FUNDING II LLC TIF 2021 1A A 144A                         | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    272467 | PA      | $225969.14    | 0.04%             | 2046-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| The TJX Companies Inc.                                                          | TJX COS INC/THE SR UNSECURED 04/30 3.875                      | CUSIP: 872540AT6<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $374205.29    | 0.07%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| The TJX Companies Inc.                                                          | TJX COS INC/THE SR UNSECURED 04/50 4.5                        | CUSIP: 872540AU3<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $355673.30    | 0.07%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC                                              | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $246641.26    | 0.05%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC SR SECURED 04/30 3.875                       | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    985000 | PA      | $892227.53    | 0.16%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 02/31 2.875                     | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     59000 | PA      | $48753.36     | 0.01%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc.                                              | TAKE-TWO INTERACTIVE SOFTWARE SR UNSECURED 04/25 3.55         | CUSIP: 874054AF6<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    187000 | PA      | $179961.18    | 0.03%             | 2025-04-14      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TAL Advantage VII LLC                                                           | TAL ADVANTAGE VII LLC TAL 2020 1A B 144A                      | CUSIP: 87407RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    381875 | PA      | $331858.27    | 0.06%             | 2045-09-20      | Fixed         | 3.29%                 | 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        |    336000 | PA      | $282707.04    | 0.05%             | 2032-01-15      | Fixed         | 4.00%                 | 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        |    400000 | PA      | $311403.10    | 0.06%             | 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 06/52 3.9           | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    236000 | PA      | $148167.04    | 0.03%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L.P.                                                   | CHENIERE ENERGY PARTNERS LP COMPANY GUAR 10/29 4.5            | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    461000 | PA      | $414541.08    | 0.08%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L.P.                                                   | CHENIERE ENERGY PARTNERS LP COMPANY GUAR 03/31 4              | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    399000 | PA      | $339692.64    | 0.06%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International Inc.                                                | CHOICE HOTELS INTERNATIONAL IN SR UNSECURED 12/29 3.7         | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    237000 | PA      | $206390.20    | 0.04%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International Inc.                                                | CHOICE HOTELS INTERNATIONAL IN SR UNSECURED 01/31 3.7         | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    208000 | PA      | $176312.01    | 0.03%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2018 C5 A3                                  | CITIGROUP COMMERCIAL MORTGAGE CGCMT 2018 C5 A3                | CUSIP: 17291DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420659 | PA      | $391340.35    | 0.07%             | 2051-06-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2018 C5 XA                                  | CITIGROUP COMMERCIAL MORTGAGE 06/51 1                         | CUSIP: 17291DAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13948183 | PA      | $421502.94    | 0.08%             | 2051-06-10      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SUBORDINATED 03/26 4.6                          | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    677000 | PA      | $664962.62    | 0.12%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                             | CITIBANK CREDIT CARD ISSUANCE CCCIT 2017 A6 A6                | CUSIP: 17305EGE9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |    565000 | PA      | $554445.40    | 0.10%             | 2029-05-14      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| FREMF 2016-K54 MORTGAGE TRUST FREMF 2016 K54 C 144A                             | FREMF 2016-K54 MORTGAGE TRUST FREMF 2016 K54 C 144A           | CUSIP: 30288RAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290000 | PA      | $270283.83    | 0.05%             | 2048-04-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| FREMF 2016-K56 MORTGAGE TRUST FREMF 2016 K56 B 144A                             | FREMF 2016-K56 MORTGAGE TRUST FREMF 2016 K56 B 144A           | CUSIP: 30289UAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1085000 | PA      | $1022808.56   | 0.19%             | 2049-06-25      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| FREMF 2018-K730 MORTGAGE TRUST FREMF 2018 K730 B 144A                           | FREMF 2018-K730 MORTGAGE TRUST FREMF 2018 K730 B 144A         | CUSIP: 30296GAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $286238.79    | 0.05%             | 2050-02-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| FREMF 2017-K67 MORTGAGE TRUST FREMF 2017 K67 B 144A                             | FREMF 2017-K67 MORTGAGE TRUST FREMF 2017 K67 B 144A           | CUSIP: 30300YAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    485000 | PA      | $446070.26    | 0.08%             | 2049-09-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| FREMF 2019-KF69 MORTGAGE TRUST FREMF 2019 KF69 B 144A                           | FREMF 2019-KF69 MORTGAGE TRUST FREMF 2019 KF69 B 144A         | CUSIP: 30313LAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140962 | PA      | $131627.10    | 0.02%             | 2029-08-25      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Limited                                              | FAIRFAX FINANCIAL HOLDINGS LTD SR UNSECURED 144A 08/32 5.625  | CUSIP: 303901BK7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $750890.22    | 0.14%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE CAS 2015 C01 1M2                                  | FANNIE MAE CONNECTICUT AVENUE CAS 2015 C01 1M2                | CUSIP: 30711XAT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51156 | PA      | $52051.18     | 0.01%             | 2025-02-25      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Strips                                                              | FREDDIE MAC STRIPS FHS 290 IO                                 | CUSIP: 31283DAA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    704779 | PA      | $74652.81     | 0.01%             | 2032-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 01/41 FIXED 4                                          | FREDDIE MAC FG 01/41 FIXED 4                                  | CUSIP: 3128M9T51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    257116 | PA      | $249070.31    | 0.05%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 09/23 FIXED 4.5                                        | FREDDIE MAC FG 09/23 FIXED 4.5                                | CUSIP: 3128MB2J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2655 | PA      | $2649.43      | 0.00%             | 2023-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/47 FIXED 3                                               | FREDDIE MAC POOL FR 04/47 FIXED 3                             | CUSIP: 3132AEKM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1364201 | PA      | $1226740.58   | 0.22%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/31 FIXED VAR                            | CUSIP: 31385HNT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4862 | PA      | $5146.00      | 0.00%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc.                                              | HUNTINGTON INGALLS INDUSTRIES COMPANY GUAR 05/30 4.2          | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   1232000 | PA      | $1118196.86   | 0.20%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 10/25 1.8           | CUSIP: 44891ABN6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    201000 | PA      | $180783.02    | 0.03%             | 2025-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 10/27 2.375         | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    201000 | PA      | $171962.17    | 0.03%             | 2027-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/24 1             | CUSIP: 44891ABY2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    409000 | PA      | $377878.00    | 0.07%             | 2024-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZAT HALST 2022 A A3 144A                             | HYUNDAI AUTO LEASE SECURITIZAT HALST 2022 A A3 144A           | CUSIP: 44891WAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    207000 | PA      | $199768.35    | 0.04%             | 2025-01-15      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| IMT TRUST 2017-APTS IMTT 2017 APTS AFX 144A                                     | IMT TRUST 2017-APTS IMTT 2017 APTS AFX 144A                   | CUSIP: 44974AAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107000 | PA      | $102005.14    | 0.02%             | 2034-06-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MSBAM 2014 C17 XA                                | MORGAN STANLEY BANK OF AMERICA MSBAM 2014 C17 XA              | CUSIP: 61763UBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8559543 | PA      | $80450.29     | 0.01%             | 2047-08-15      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc.                                                         | MOTOROLA SOLUTIONS INC SR UNSECURED 05/29 4.6                 | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142759.15    | 0.03%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc.                                                         | MOTOROLA SOLUTIONS INC SR UNSECURED 11/30 2.3                 | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    431000 | PA      | $337021.67    | 0.06%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc.                                                         | MOTOROLA SOLUTIONS INC SR UNSECURED 05/31 2.75                | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    395000 | PA      | $315819.04    | 0.06%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MVW OWNER TRUST 2018-1 MVWOT 2018 1A A 144A                                     | MVW OWNER TRUST 2018-1 MVWOT 2018 1A A 144A                   | CUSIP: 62848BAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    121050 | PA      | $117235.37    | 0.02%             | 2036-01-21      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc.                                                       | MYLAN NV COMPANY GUAR 06/26 3.95                              | CUSIP: 62854AAN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $747891.78    | 0.14%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc.                                                       | MYLAN NV COMPANY GUAR 06/46 5.25                              | CUSIP: 62854AAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $189030.44    | 0.03%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP COMPANY GUAR 02/29 3.25                              | CDW LLC / CDW FINANCE CORP COMPANY GUAR 02/29 3.25            | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    149000 | PA      | $126901.81    | 0.02%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD3 MORTGAGE TRUST CD 2017 CD3 A4                                       | CD 2017-CD3 MORTGAGE TRUST CD 2017 CD3 A4                     | CUSIP: 12515GAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $743930.96    | 0.14%             | 2050-02-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc.                                                              | CF INDUSTRIES INC COMPANY GUAR 06/43 4.95                     | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    175000 | PA      | $149717.02    | 0.03%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT 2020 1 A1 144A                                     | CF HIPPOLYTA LLC SORT 2020 1 A1 144A                          | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    487758 | PA      | $435369.04    | 0.08%             | 2060-07-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT 2021 1A A1 144A                                    | CF HIPPOLYTA LLC SORT 2021 1A A1 144A                         | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    460633 | PA      | $398300.04    | 0.07%             | 2061-03-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| CFCRE COMMERCIAL MORTGAGE TRUS CFCRE 2017 C8 C                                  | CFCRE COMMERCIAL MORTGAGE TRUS CFCRE 2017 C8 C                | CUSIP: 12532CBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $433164.60    | 0.08%             | 2050-06-15      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| CGI Inc.                                                                        | CGI INC SR UNSECURED 09/26 1.45                               | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    377000 | PA      | $333406.83    | 0.06%             | 2026-09-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SUBORDINATED 05/23 3.375                | CUSIP: 46625HJJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1244123.16   | 0.23%             | 2023-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO JR SUBORDINA 01/49 VAR                  | CUSIP: 46625HJQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    475000 | PA      | $473166.50    | 0.09%             | 2024-02-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SUBORDINATED 12/26 4.125                | CUSIP: 46625HJZ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    600000 | PA      | $579741.86    | 0.11%             | 2026-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.15                          | AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.15        | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    224752 | PA      | $185947.88    | 0.03%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| American Airlines 2017-1 Class A Pass Through Trust                             | AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 08/30 4           | CUSIP: 02378AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62369 | PA      | $47834.91     | 0.01%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 08/52 FIXED 4.5                           | CUSIP: 3132DNT86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    927995 | PA      | $902911.96    | 0.17%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 08/52 FIXED 4.5                           | CUSIP: 3132DNTB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    764815 | PA      | $744143.26    | 0.14%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 08/52 FIXED 4.5                           | CUSIP: 3132DNTK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    185189 | PA      | $179448.95    | 0.03%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 09/52 FIXED 4.5                           | CUSIP: 3132DNVJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    523539 | PA      | $510370.01    | 0.09%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/52 FIXED 5                                               | FREDDIE MAC POOL FR 12/52 FIXED 5                             | CUSIP: 3132DPER5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    285639 | PA      | $284044.05    | 0.05%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/52 FIXED 5                                               | FREDDIE MAC POOL FR 12/52 FIXED 5                             | CUSIP: 3132DPHH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    565000 | PA      | $562904.25    | 0.10%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/51 FIXED 2.5                                             | FREDDIE MAC POOL FR 08/51 FIXED 2.5                           | CUSIP: 3132DVLY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    888572 | PA      | $763289.63    | 0.14%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 09/41 FIXED 4.5                                        | FREDDIE MAC FG 09/41 FIXED 4.5                                | CUSIP: 3132GJCZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    467383 | PA      | $463474.72    | 0.08%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/41 FIXED 4.5                                        | FREDDIE MAC FG 10/41 FIXED 4.5                                | CUSIP: 3132GJWK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    667294 | PA      | $663375.84    | 0.12%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 03/43 FIXED 3                                          | FREDDIE MAC FG 03/43 FIXED 3                                  | CUSIP: 3132J7YK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    744033 | PA      | $679228.15    | 0.12%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/46 FIXED 3                                          | FREDDIE MAC FG 12/46 FIXED 3                                  | CUSIP: 3132L8EV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    270480 | PA      | $244047.45    | 0.04%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/46 FIXED 3.5                                        | FREDDIE MAC FG 10/46 FIXED 3.5                                | CUSIP: 3132WGYF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1559167 | PA      | $1457454.77   | 0.27%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/46 FIXED 3.5                                        | FREDDIE MAC FG 10/46 FIXED 3.5                                | CUSIP: 3132WHBR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    702261 | PA      | $657327.38    | 0.12%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 01/47 FIXED 3.5                                        | FREDDIE MAC FG 01/47 FIXED 3.5                                | CUSIP: 3132WKLX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1226211 | PA      | $1145836.67   | 0.21%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 04/47 FIXED 3.5                                        | FREDDIE MAC FG 04/47 FIXED 3.5                                | CUSIP: 3132XCRY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    260790 | PA      | $243777.42    | 0.04%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 03/48 FIXED 4                                          | FREDDIE MAC FG 03/48 FIXED 4                                  | CUSIP: 3132XXQK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50537 | PA      | $48320.31     | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/46 FIXED 3.5                                        | FREDDIE MAC FG 12/46 FIXED 3.5                                | CUSIP: 31335A2V9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    201916 | PA      | $188428.40    | 0.03%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/45 FIXED 3                                          | FREDDIE MAC FG 12/45 FIXED 3                                  | CUSIP: 31335AMG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    370431 | PA      | $335272.35    | 0.06%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/46 4.9                           | ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/46 4.9         | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    151000 | PA      | $137270.36    | 0.03%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                             | ANHEUSER-BUSCH INBEV WORLDWIDE COMPANY GUAR 10/48 4.439       | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    730000 | PA      | $623439.69    | 0.11%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                             | ANHEUSER-BUSCH INBEV WORLDWIDE COMPANY GUAR 04/48 4.6         | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    269000 | PA      | $233748.00    | 0.04%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corporation                                                    | ANTERO RESOURCES CORP COMPANY GUAR 144A 03/30 5.375           | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83439.90     | 0.02%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                            | ELEVANCE HEALTH INC SR UNSECURED 10/52 6.1                    | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    167000 | PA      | $178033.93    | 0.03%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 06/29 5.375                    | ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 06/29 5.375  | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    233000 | PA      | $213017.92    | 0.04%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APPLEBEE'S FUNDING LLC / IHOP DIN 2019 1A A2I 144A                              | APPLEBEE'S FUNDING LLC / IHOP DIN 2019 1A A2I 144A            | CUSIP: 03789XAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400950 | PA      | $393968.66    | 0.07%             | 2049-06-05      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875                    | ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875  | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    296000 | PA      | $263922.48    | 0.05%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                            | ASHTEAD CAPITAL INC COMPANY GUAR 144A 08/31 2.45              | CUSIP: 045054AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $165967.61    | 0.03%             | 2031-08-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AQUA FINANCE TRUST 2021-A AQFIT 2021 A A 144A                                   | AQUA FINANCE TRUST 2017-A AQFIT 2021 A A 144A                 | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150635 | PA      | $137727.07    | 0.03%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| ARBOR MULTIFAMILY MORTGAGE SEC AMMST 2020 MF1 XA 144A                           | ARBOR MULTIFAMILY MORTGAGE SEC AMMST 2020 MF1 XA 144A         | CUSIP: 03881BAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4329619 | PA      | $219534.20    | 0.04%             | 2053-05-15      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corporation                                                        | ARES CAPITAL CORP SR UNSECURED 06/24 4.2                      | CUSIP: 04010LAX1<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    279000 | PA      | $269335.65    | 0.05%             | 2024-06-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE + CO 04/31 1                                   | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    481000 | PA      | $393595.98    | 0.07%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Atento Luxco 1 S.A.                                                             | ATENTO LUXCO 1 SA SR SECURED 144A 02/26 8                     | CUSIP: 04684LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     99000 | PA      | $52965.00     | 0.01%             | 2026-02-10      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                             | ATHENE HOLDING LTD SR UNSECURED 01/31 3.5                     | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |    206000 | PA      | $169145.52    | 0.03%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SUBORDINATED 05/31 VAR                  | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    439000 | PA      | $361716.58    | 0.07%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE + CO 12/99 1                                   | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    373000 | PA      | $328706.25    | 0.06%             | 2025-02-01      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc.                                                                   | AUTODESK INC SR UNSECURED 01/30 2.85                          | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     99000 | PA      | $85102.69     | 0.02%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc.                                                                 | AUTONATION INC SR UNSECURED 06/30 4.75                        | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    666000 | PA      | $594201.78    | 0.11%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc.                                                                   | AUTOZONE INC SR UNSECURED 04/26 3.125                         | CUSIP: 053332AT9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    535000 | PA      | $505289.21    | 0.09%             | 2026-04-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                      | AVIS BUDGET RENTAL CAR FUNDING AESOP 2019 3A A 144A           | CUSIP: 05377RDQ4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    420000 | PA      | $390897.65    | 0.07%             | 2026-03-20      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                      | AVIS BUDGET RENTAL CAR FUNDING AESOP 2020 1A A 144A           | CUSIP: 05377RDU5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    333000 | PA      | $308141.68    | 0.06%             | 2026-08-20      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 69 IO                 | CUSIP: 38380JQ50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    387123 | PA      | $18063.06     | 0.00%             | 2060-04-16      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 35 IO                 | CUSIP: 38380JUL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1542369 | PA      | $58117.86     | 0.01%             | 2060-03-16      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 43 IO                 | CUSIP: 38380JWY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1323740 | PA      | $45045.15     | 0.01%             | 2060-05-16      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 158 IO                | CUSIP: 38380MUV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1651941 | PA      | $83942.56     | 0.02%             | 2061-05-16      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 28 IO                 | CUSIP: 38380N3R8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5422038 | PA      | $318403.76    | 0.06%             | 2061-11-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 131 IO                | CUSIP: 38380NPW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1260470 | PA      | $70300.83     | 0.01%             | 2061-07-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 118 IO                | CUSIP: 38380P2F0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2477530 | PA      | $156261.03    | 0.03%             | 2062-06-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 143 IB                | CUSIP: 38380P3R3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4368728 | PA      | $265461.84    | 0.05%             | 2062-03-16      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Enova International Inc.                                                        | ENOVA INTERNATIONAL INC COMPANY GUAR 144A 09/24 8.5           | CUSIP: 29357KAD5<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |     77000 | PA      | $72385.98     | 0.01%             | 2024-09-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Enova International Inc.                                                        | ENOVA INTERNATIONAL INC COMPANY GUAR 144A 09/25 8.5           | CUSIP: 29357KAF0<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |    236000 | PA      | $218252.55    | 0.04%             | 2025-09-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 03/33 6.875        | CUSIP: 293791AF6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    471000 | PA      | $514549.76    | 0.09%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 08/77 VAR          | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    526000 | PA      | $423076.79    | 0.08%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 PRM A 144A                             | CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 PRM A 144A           | CUSIP: 29429JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $304526.08    | 0.06%             | 2036-05-10      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 SMRT A 144A                            | CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 SMRT A 144A          | CUSIP: 29429MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    162000 | PA      | $157953.24    | 0.03%             | 2036-01-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Equifax Inc.                                                                    | EQUIFAX INC SR UNSECURED 05/30 3.1                            | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    800000 | PA      | $673076.75    | 0.12%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Equinix Inc.                                                                    | EQUINIX INC SR UNSECURED 11/26 2.9                            | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $913996.27    | 0.17%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Equinix Inc.                                                                    | EQUINIX INC SR UNSECURED 07/27 1.8                            | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    215000 | PA      | $184028.42    | 0.03%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| The Estee Lauder Companies Inc.                                                 | ESTEE LAUDER COS INC/THE SR UNSECURED 04/30 2.6               | CUSIP: 29736RAQ3<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    400000 | PA      | $343757.35    | 0.06%             | 2030-04-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 03/35 FIXED 5.5                                            | GINNIE MAE GN 03/35 FIXED 5.5                                 | CUSIP: 36291AJH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44085 | PA      | $45086.75     | 0.01%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 04/35 FIXED 5                                              | GINNIE MAE GN 04/35 FIXED 5                                   | CUSIP: 36291R2Z4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     73408 | PA      | $73338.79     | 0.01%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 04/35 FIXED 5                                              | GINNIE MAE GN 04/35 FIXED 5                                   | CUSIP: 36291XMY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42591 | PA      | $42513.48     | 0.01%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                                | GARDA WORLD SECURITY CORP SR UNSECURED 144A 06/29 6           | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $73129.36     | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | 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        |    374000 | PA      | $348691.42    | 0.06%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gartner Inc.                                                                    | GARTNER INC COMPANY GUAR 144A 06/29 3.625                     | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    116000 | PA      | $101931.52    | 0.02%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| General Mills Inc.                                                              | GENERAL MILLS INC SR UNSECURED 04/30 2.875                    | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    400000 | PA      | $345570.52    | 0.06%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                          | GENERAL MOTORS CO SR UNSECURED 04/48 5.4                      | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    140000 | PA      | $114425.37    | 0.02%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                          | GENERAL MOTORS CO SR UNSECURED 10/29 5.4                      | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    367000 | PA      | $350227.26    | 0.06%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 06/30 3.6         | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    786000 | PA      | $661468.11    | 0.12%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES FNA 2016 M11 X1                                                 | FANNIE MAE-ACES FNA 2016 M11 X1                               | CUSIP: 3136AT5F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18422017 | PA      | $207573.76    | 0.04%             | 2026-07-25      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES FNA 2016 M12 X2                                                 | FANNIE MAE-ACES FNA 2016 M12 X2                               | CUSIP: 3136AULA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  29160581 | PA      | $16219.11     | 0.00%             | 2026-09-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES FNA 2020 M1 X1                                                  | FANNIE MAE-ACES FNA 2020 M1 X1                                | CUSIP: 3136B75P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  24205879 | PA      | $207785.69    | 0.04%             | 2029-10-25      | Variable      | 0.20%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES FNA 2019 M25 X                                                  | FANNIE MAE-ACES FNA 2019 M25 X                                | CUSIP: 3136B7FE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  31314169 | PA      | $252617.67    | 0.05%             | 2029-11-25      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES FNA 2021 M8 X                                                   | FANNIE MAE-ACES FNA 2021 M8 X                                 | CUSIP: 3136BFNQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10280157 | PA      | $227499.87    | 0.04%             | 2035-11-25      | Variable      | 0.26%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2021 31 IE                                                | FANNIE MAE REMICS FNR 2021 31 IE                              | CUSIP: 3136BHXW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2594000 | PA      | $161348.62    | 0.03%             | 2050-03-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K026 X1                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K026 X1                   | CUSIP: 3137B1BT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29008 | PA      | $0.03         | 0.00%             | 2022-11-25      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K109 X1                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K109 X1                   | CUSIP: 3137FTG27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3115103 | PA      | $268945.18    | 0.05%             | 2030-04-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | FIFTH THIRD BANCORP JR SUBORDINA 12/49 VAR                    | CUSIP: 316773CM0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    287000 | PA      | $272650.00    | 0.05%             | 2023-06-30      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                     | FIRST QUANTUM MINERALS LTD COMPANY GUAR 144A 03/26 6.875      | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $165728.78    | 0.03%             | 2026-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                     | FIRST QUANTUM MINERALS LTD COMPANY GUAR 144A 10/27 6.875      | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    229000 | PA      | $214853.12    | 0.04%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020 SFR2 A 144A                             | FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020 SFR2 A 144A           | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    339186 | PA      | $300542.36    | 0.05%             | 2037-10-19      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2020-SFR1 TRUST FKH 2020 SFR1 A 144A                             | FIRSTKEY HOMES 2020-SFR1 TRUST FKH 2020 SFR1 A 144A           | CUSIP: 33767MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    587496 | PA      | $525008.08    | 0.10%             | 2037-08-17      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 A 144A                             | FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 A 144A           | CUSIP: 33767WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255206 | PA      | $221312.72    | 0.04%             | 2038-08-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 D 144A                             | FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 D 144A           | CUSIP: 33767WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    346000 | PA      | $290451.81    | 0.05%             | 2038-08-17      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                     | FISERV INC SR UNSECURED 06/25 3.85                            | CUSIP: 337738AP3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    614000 | PA      | $594838.82    | 0.11%             | 2025-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                     | FISERV INC SR UNSECURED 06/27 2.25                            | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    400000 | PA      | $356993.76    | 0.07%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                               | FIRSTENERGY CORP SR UNSECURED 03/30 2.65                      | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    254000 | PA      | $207096.36    | 0.04%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York Inc.                                    | CONSOLIDATED EDISON CO OF NEW SR UNSECURED 04/30 3.35         | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    500000 | PA      | $449681.67    | 0.08%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York Inc.                                    | CONSOLIDATED EDISON CO OF NEW SR UNSECURED 04/50 3.95         | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    500000 | PA      | $392157.25    | 0.07%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ContiMortgage Home Equity Loan Trust 1995-2                                     | CONTIMORTGAGE HOME EQUITY LOAN CONHE 1995 2 A5                | CUSIP: 21075WBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5576 | PA      | $4684.23      | 0.00%             | 2025-08-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc.                                                      | CONTINENTAL RESOURCES INC/OK COMPANY GUAR 06/44 4.9           | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    595000 | PA      | $441102.46    | 0.08%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CoreLogic Inc.                                                                  | CORELOGIC INC TERM LOAN                                       | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |    573291 | PA      | $476547.87    | 0.09%             | 2028-06-02      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Coruripe Netherlands B.V.                                                       | CORURIPE NETHERLANDS BV SR SECURED 144A 02/27 10              | CUSIP: 22088DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    260000 | PA      | $208000.00    | 0.04%             | 2027-02-10      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CoStar Group Inc.                                                               | COSTAR GROUP INC COMPANY GUAR 144A 07/30 2.8                  | CUSIP: 22160NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    386000 | PA      | $315242.22    | 0.06%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                            | CREDIT AGRICOLE SA JR SUBORDINA 144A 01/49 VAR                | CUSIP: 225313AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    215000 | PA      | $213022.00    | 0.04%             | 2024-01-23      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INTERNATIONAL COR SR UNSECURED 02/28 3.8         | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    225000 | PA      | $209107.43    | 0.04%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INTERNATIONAL COR SR UNSECURED 07/50 4.15        | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    400000 | PA      | $310023.61    | 0.06%             | 2050-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INTERNATIONAL COR SR UNSECURED 07/30 3.3         | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    410000 | PA      | $358665.22    | 0.07%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM5 TRUST CSMC 2021 NQM5 A1 144A                                     | CREDIT SUISSE MORTGAGE CAPITAL CSMC 2021 NQM5 A1 144A         | CUSIP: 22946DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    192670 | PA      | $148615.01    | 0.03%             | 2066-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| CubeSmart L.P.                                                                  | CUBESMART LP COMPANY GUAR 02/29 4.375                         | CUSIP: 22966RAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $553303.30    | 0.10%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DB MASTER FINANCE LLC DNKN 2017 1A A2II 144A                  | CUSIP: 233046AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    189548 | PA      | $172296.21    | 0.03%             | 2047-11-20      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DB MASTER FINANCE LLC DNKN 2021 1A A2I 144A                   | CUSIP: 233046AN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    681120 | PA      | $581383.60    | 0.11%             | 2051-11-20      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DB MASTER FINANCE LLC DNKN 2021 1A A2II 144A                  | CUSIP: 233046AQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    990000 | PA      | $813707.73    | 0.15%             | 2051-11-20      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                      | DCP MIDSTREAM LLC JR SUBORDINA 144A 05/43 VAR                 | CUSIP: 23311RAH9<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    201000 | PA      | $196079.52    | 0.04%             | 2043-05-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| DPL Inc.                                                                        | DPL INC                                                       | CUSIP: 233293AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    203000 | PA      | $190819.94    | 0.03%             | 2025-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DSLA Mortgage Loan Trust 2004-AR3                                               | DSLA MORTGAGE LOAN TRUST 2004- DSLA 2004 AR3 2A2B             | CUSIP: 23332UBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280471 | PA      | $242334.64    | 0.04%             | 2044-07-19      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| DAE Funding LLC                                                                 | DAE FUNDING LLC COMPANY GUAR 144A 03/25 2.625                 | CUSIP: 23371DAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |    267000 | PA      | $249324.60    | 0.05%             | 2025-03-20      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                         | DAIMLER FINANCE NORTH AMERICA COMPANY GUAR 144A 08/25 3.5     | CUSIP: 233851CB8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    160000 | PA      | $153974.38    | 0.03%             | 2025-08-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/44 FIXED 4                              | CUSIP: 3138WASP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    352579 | PA      | $342665.75    | 0.06%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/45 FIXED 3.5                            | CUSIP: 3138WEHE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    881573 | PA      | $824126.04    | 0.15%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/45 FIXED 4                              | CUSIP: 3138WF4G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1146054 | PA      | $1104159.78   | 0.20%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/47 FIXED 3                              | CUSIP: 3138WJTD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    555820 | PA      | $501030.10    | 0.09%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/43 FIXED 3                              | CUSIP: 3138WTT97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    299166 | PA      | $272854.32    | 0.05%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/32 FIXED 7                              | CUSIP: 31390BKV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1009 | PA      | $1053.65      | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lions Gate Capital Holdings LLC                                                 | LIONS GATE CAPITAL HOLDINGS LL COMPANY GUAR 144A 04/29 5.5    | CUSIP: 53627NAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    289000 | PA      | $167561.32    | 0.03%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc.                                                              | LITHIA MOTORS INC SR UNSECURED 144A 12/27 4.625               | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45096.98     | 0.01%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc.                                                              | LITHIA MOTORS INC COMPANY GUAR 144A 01/31 4.375               | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    101000 | PA      | $82174.14     | 0.02%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc.                                                              | LITHIA MOTORS INC SR UNSECURED 144A 06/29 3.875               | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    101000 | PA      | $83033.11     | 0.02%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc.                                                  | LIVE NATION ENTERTAINMENT INC COMPANY GUAR 144A 10/27 4.75    | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    110000 | PA      | $97935.75     | 0.02%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                        | LLOYDS BANKING GROUP PLC JR SUBORDINA 04/49 VAR               | CUSIP: 539439AG4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    345000 | PA      | $334374.00    | 0.06%             | 2024-06-27      | Variable      | 7.50%                 | 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        |    127151 | PA      | $109702.99    | 0.02%             | 2065-04-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading S.a r.l.                                           | MC BRAZIL DOWNSTREAM TRADING S SR SECURED 144A 06/31 7.25     | CUSIP: 55292WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    276000 | PA      | $227590.40    | 0.04%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2016-A                                     | NAVIENT PRIVATE EDUCATION LOAN NAVSL 2016 AA A2A 144A         | CUSIP: 63939NAB9<br>LEI: 549300JSCKIU587G1R13 | Long             | ABS-O            | CORP              | US        |     75838 | PA      | $73378.21     | 0.01%             | 2045-12-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 202 NAVSL 2020 2A A1A 144A                           | NAVIENT STUDENT LOAN TRUST 202 NAVSL 2020 2A A1A 144A         | CUSIP: 63942HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205076 | PA      | $171842.40    | 0.03%             | 2069-08-26      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| NEIGHBORLY ISSUER LLC NBLY 2021 1A A2 144A                                      | NEIGHBORLY ISSUER LLC NBLY 2021 1A A2 144A                    | CUSIP: 64016NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    618580 | PA      | $494962.35    | 0.09%             | 2051-04-30      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| NEIGHBORLY ISSUER 2022-1 NBLY 2022 1A A2 144A                                   | NEIGHBORLY ISSUER 2022-1 NBLY 2022 1A A2 144A                 | CUSIP: 64016NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    253088 | PA      | $200606.26    | 0.04%             | 2052-01-30      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Netflix Inc.                                                                    | NETFLIX INC SR UNSECURED 11/26 4.375                          | CUSIP: 64110LAN6<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    700000 | PA      | $673750.00    | 0.12%             | 2026-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Netflix Inc.                                                                    | NETFLIX INC SR UNSECURED 04/28 4.875                          | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    562000 | PA      | $542659.54    | 0.10%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Netflix Inc.                                                                    | NETFLIX INC SR UNSECURED 11/28 5.875                          | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    487000 | PA      | $493589.11    | 0.09%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Netflix Inc.                                                                    | NETFLIX INC SR UNSECURED 144A 11/29 5.375                     | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116400.00    | 0.02%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Netflix Inc.                                                                    | NETFLIX INC SR UNSECURED 144A 06/30 4.875                     | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    277000 | PA      | $258329.93    | 0.05%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS PHASE 1 SPO USRE 2021 1 A1 144A                              | NEW ECONOMY ASSETS PHASE 1 SPO USRE 2021 1 A1 144A            | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    607000 | PA      | $512896.61    | 0.09%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS PHASE 1 SPO USRE 2021 1 B1 144A                              | NEW ECONOMY ASSETS PHASE 1 SPO USRE 2021 1 B1 144A            | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    184000 | PA      | $151158.72    | 0.03%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                  | NEW JERSEY TRANSPORTATION TRUS NJSTRN 06/39 FIXED 4.081       | CUSIP: 6461366R7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    283000 | PA      | $234055.29    | 0.04%             | 2039-06-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                  | NEW JERSEY TRANSPORTATION TRUS NJSTRN 06/42 FIXED 4.131       | CUSIP: 6461366S5<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     40000 | PA      | $32128.67     | 0.01%             | 2042-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| New York Life Insurance Company                                                 | NEW YORK LIFE INSURANCE CO SUBORDINATED 144A 05/50 3.75       | CUSIP: 64952GAT5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    198000 | PA      | $151402.96    | 0.03%             | 2050-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Newmont Corporation                                                             | NEWMONT GOLDCORP CORP SR UNSECURED 10/29 2.8                  | CUSIP: 651639AX4<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    142000 | PA      | $120719.17    | 0.02%             | 2029-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| News Corporation                                                                | NEWS CORP SR UNSECURED 144A 05/29 3.875                       | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    209000 | PA      | $181284.51    | 0.03%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc.                                            | NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 05/27 3.55        | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    677000 | PA      | $637817.16    | 0.12%             | 2027-05-01      | Fixed         | 3.55%                 | 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        |    140000 | PA      | $115128.87    | 0.02%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                            | NEXTERA ENERGY OPERATING PARTN COMPANY GUAR 144A 09/27 4.5    | CUSIP: 65342QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    201000 | PA      | $184370.83    | 0.03%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                            | NEXTERA ENERGY OPERATING PARTN COMPANY GUAR 144A 10/26 3.875  | CUSIP: 65342QAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    243000 | PA      | $222349.79    | 0.04%             | 2026-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ambac Assurance Corporation                                                     | AMBAC ASSURANCE CORP SUBORDINATED 144A 06/20 5.1              | CUSIP: 023138AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       131 | PA      | $183.85       | 0.00%             | 2021-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ameren Corporation                                                              | AMEREN CORP SR UNSECURED 01/31 3.5                            | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $884412.62    | 0.16%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 02/29 3.65                          | AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 02/29 3.65        | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    183438 | PA      | $161726.70    | 0.03%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/32 3.95                          | AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/32 3.95        | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    149000 | PA      | $120013.76    | 0.02%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/36 FIXED VAR                            | CUSIP: 31403C6L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    376745 | PA      | $379375.22    | 0.07%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/34 FIXED VAR                            | CUSIP: 31403DBZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150846 | PA      | $151506.14    | 0.03%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/34 FLOATING VAR                         | CUSIP: 31405RM94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129131 | PA      | $129445.28    | 0.02%             | 2034-08-01      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/36 FIXED 6                              | CUSIP: 31407HRF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55460 | PA      | $57757.44     | 0.01%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/47 FIXED VAR                            | CUSIP: 3140J5XB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    939890 | PA      | $877762.10    | 0.16%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/47 FIXED VAR                            | CUSIP: 3140J7LP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    671019 | PA      | $604035.00    | 0.11%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/47 FIXED VAR                            | CUSIP: 3140J7TQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    306436 | PA      | $276229.24    | 0.05%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/48 FIXED VAR                            | CUSIP: 3140J8A60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150788 | PA      | $140773.14    | 0.03%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/48 FIXED VAR                            | CUSIP: 3140JATG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    257708 | PA      | $232385.35    | 0.04%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/34 VARIABLE                             | CUSIP: 3140JBZR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    999704 | PA      | $814631.76    | 0.15%             | 2034-04-01      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/49 FIXED 3.5                            | CUSIP: 3140JVSJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    251017 | PA      | $231620.10    | 0.04%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc.                                                       | LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 06/23 4.25         | CUSIP: 53079EBE3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992890.07    | 0.18%             | 2023-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc.                                                       | LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 05/60 3.95         | CUSIP: 53079EBK9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    500000 | PA      | $327466.75    | 0.06%             | 2060-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc.                                                       | LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 12/51 VAR          | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    263000 | PA      | $214239.81    | 0.04%             | 2051-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR MORTGAGE TRUST LIFE 2021 BMR A 144A                               | LIFE 2021-BMR MORTGAGE TRUST LIFE 2021 BMR A 144A             | CUSIP: 53218CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340108 | PA      | $329331.06    | 0.06%             | 2038-03-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                             | GRAPHIC PACKAGING INTERNATIONA COMPANY GUAR 144A 03/29 3.5    | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    267000 | PA      | $227491.43    | 0.04%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive Inc.                                                         | GROUP 1 AUTOMOTIVE INC COMPANY GUAR 144A 08/28 4              | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    140000 | PA      | $118500.23    | 0.02%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-3                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 3 ES 144A           | CUSIP: 41164UAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7610245 | PA      | $79192.97     | 0.01%             | 2047-05-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-4                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 4 ES                | CUSIP: 41164YAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7860326 | PA      | $103610.89    | 0.02%             | 2047-07-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER COLO 2021 1A A2 144A                                            | DATABANK ISSUER COLO 2021 1A A2 144A                          | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $194883.66    | 0.04%             | 2051-02-27      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| DaVita Inc.                                                                     | DAVITA INC SR UNSECURED 144A 06/30 4.625                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    367000 | PA      | $295224.60    | 0.05%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DaVita Inc.                                                                     | DAVITA INC COMPANY GUAR 144A 02/31 3.75                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    378000 | PA      | $282120.30    | 0.05%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8                        | DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8      | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    122000 | PA      | $107344.56    | 0.02%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C SR UNSECURED 10/26 4.9                           | DELL INTERNATIONAL LLC / EMC C SR SECURED 10/26 4.9           | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    574000 | PA      | $564987.69    | 0.10%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C SR UNSECURED 10/29 5.3                           | DELL INTERNATIONAL LLC / EMC C SR SECURED 10/29 5.3           | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    978000 | PA      | $956486.01    | 0.18%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                                            | DELTA AIR LINES INC SR UNSECURED 04/28 4.375                  | CUSIP: 247361ZN1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    359000 | PA      | $319953.04    | 0.06%             | 2028-04-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                                            | DELTA AIR LINES INC SR UNSECURED 04/23 3.8                    | CUSIP: 247361ZP6<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64187.50     | 0.01%             | 2023-04-19      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                                            | DELTA AIR LINES INC SR UNSECURED 10/24 2.9                    | CUSIP: 247361ZU5<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    525000 | PA      | $497373.59    | 0.09%             | 2024-10-28      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP 03/37 1                                  | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    414000 | PA      | $342817.07    | 0.06%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK20 BANK 2019 BN20 ASB                                              | BANK 2019-BNK20 BANK 2019 BN20 ASB                            | CUSIP: 06540AAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $362081.28    | 0.07%             | 2062-09-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK AG/NEW YORK NY SR UNSECURED 11/27 VAR           | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    327000 | PA      | $277257.55    | 0.05%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance B.V.                                     | DEUTSCHE TELEKOM INTERNATIONAL COMPANY GUAR 06/30 8.75        | CUSIP: 25156PAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    758000 | PA      | $893877.14    | 0.16%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK34 BANK 2021 BN34 XA                                               | BANK 2021-BNK34 BANK 2021 BN34 XA                             | CUSIP: 06541JAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12758125 | PA      | $707762.11    | 0.13%             | 2063-06-15      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC JR SUBORDINA 12/99 VAR                           | CUSIP: 06738EBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    391000 | PA      | $298137.50    | 0.05%             | 2028-03-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK NY 01/33 1                                      | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    430000 | PA      | $305375.51    | 0.06%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                                        | DEVON ENERGY CORP SR UNSECURED 06/45 5                        | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    600000 | PA      | $518050.79    | 0.09%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc.                                                       | BAXTER INTERNATIONAL INC SR UNSECURED 08/46 3.5               | CUSIP: 071813BP3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $354809.60    | 0.06%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BEACON CONTAINER FINANCE II LL BEACN 2021 1A A 144A                             | BEACON CONTAINER FINANCE II LL BEACN 2021 1A A 144A           | CUSIP: 07359BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    441667 | PA      | $374206.90    | 0.07%             | 2046-10-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                                        | DEVON FINANCING CO LLC COMPANY GUAR 09/31 7.875               | CUSIP: 25179SAD2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    874000 | PA      | $986252.42    | 0.18%             | 2031-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A B 144A                             | DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A B 144A           | CUSIP: 25265LAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $816089.50    | 0.15%             | 2049-04-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Beacon Roofing Supply Inc.                                                      | BEACON ROOFING SUPPLY INC SR UNSECURED 144A 05/29 4.125       | CUSIP: 073685AH2<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    188000 | PA      | $156226.37    | 0.03%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Securities Trust 2003-AC4                             | BEAR STEARNS ASSET BACKED SECU BSABS 2003 AC4 A               | CUSIP: 07384YKF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270871 | PA      | $247625.76    | 0.05%             | 2033-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A C 144A                             | DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A C 144A           | CUSIP: 25265LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370000 | PA      | $286435.72    | 0.05%             | 2049-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc.                                                         | DIAMONDBACK ENERGY INC COMPANY GUAR 03/31 3.125               | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    257000 | PA      | $212811.71    | 0.04%             | 2031-03-24      | Fixed         | 3.12%                 | 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        |    604000 | PA      | $532254.66    | 0.10%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                | DOMINO'S PIZZA MASTER ISSUER L DPABS 2017 1A A23 144A         | CUSIP: 25755TAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    452438 | PA      | $414625.04    | 0.08%             | 2047-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Discover Financial Services                                                     | DISCOVER FINANCIAL SERVICES SR UNSECURED 02/27 4.1            | CUSIP: 254709AM0<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    167000 | PA      | $157146.13    | 0.03%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc.                                                                | DOLLAR TREE INC SR UNSECURED 05/28 4.2                        | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    616000 | PA      | $589179.04    | 0.11%             | 2028-05-15      | Fixed         | 4.20%                 | 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        |   1318915 | PA      | $1096917.87   | 0.20%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                                       | DRIVEN BRANDS FUNDING LLC HONK 2020 2A A2 144A                | CUSIP: 26209XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    271170 | PA      | $224209.32    | 0.04%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC SR UNSECURED 03/27 3.6                    | CUSIP: 25746UDF3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    500000 | PA      | $469901.57    | 0.09%             | 2027-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2001 50 BA                                                | FANNIE MAE REMICS FNR 2001 50 BA                              | CUSIP: 31392AJW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4428 | PA      | $4549.59      | 0.00%             | 2041-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMIC Trust 2002-W3                                                  | FANNIE MAE REMIC TRUST 2002-W3 FNW 2002 W3 A5                 | CUSIP: 31392CT20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     43405 | PA      | $46644.98     | 0.01%             | 2041-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS-TH FSPC T 41 3A                                     | FREDDIE MAC STRUCTURED PASS-TH FSPC T 41 3A                   | CUSIP: 31392MEN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39842 | PA      | $38118.32     | 0.01%             | 2032-07-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                                       | DRIVEN BRANDS FUNDING LLC HONK 2021 1A A2 144A                | CUSIP: 26209XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    428670 | PA      | $339956.74    | 0.06%             | 2051-10-20      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR                     | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    474000 | PA      | $407640.00    | 0.07%             | 2026-11-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 3387 SB                                                  | FREDDIE MAC REMICS FHR 3387 SB                                | CUSIP: 31397PFN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    713095 | PA      | $45975.51     | 0.01%             | 2037-11-15      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2011 41 KA                                                | FANNIE MAE REMICS FNR 2011 41 KA                              | CUSIP: 31397SU28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41501 | PA      | $40402.00     | 0.01%             | 2041-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/49 FIXED VAR                            | CUSIP: 3140X4XS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    655957 | PA      | $587401.81    | 0.11%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/49 FIXED VAR                            | CUSIP: 3140X5CA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    341172 | PA      | $304022.59    | 0.06%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 3632 AP                                                  | FREDDIE MAC REMICS FHR 3632 AP                                | CUSIP: 31398WR63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    405201 | PA      | $383648.46    | 0.07%             | 2040-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/34 FIXED VAR                            | CUSIP: 31402DJS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203043 | PA      | $208134.95    | 0.04%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/49 FIXED VAR                            | CUSIP: 3140X5Q48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    414105 | PA      | $396670.63    | 0.07%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Company LLC                                         | TEVA PHARMACEUTICAL FINANCE CO COMPANY GUAR 02/36 6.15        | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |     49000 | PA      | $43074.27     | 0.01%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/33 FLOATING VAR                         | CUSIP: 31402DSC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13988 | PA      | $14083.96     | 0.00%             | 2033-07-01      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/34 FIXED VAR                            | CUSIP: 31402QSZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123665 | PA      | $126851.92    | 0.02%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 3M Company                                                                      | 3M CO SR UNSECURED 04/30 3.05                                 | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $438964.65    | 0.08%             | 2030-04-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable Enterprises LLC                                               | TIME WARNER ENTERTAINMENT CO L SR SECURED 07/33 8.375         | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $333253.99    | 0.06%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/35 FIXED VAR                            | CUSIP: 31403C4P3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170932 | PA      | $177249.86    | 0.03%             | 2035-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/36 FIXED VAR                            | CUSIP: 31403C5R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    654920 | PA      | $680214.71    | 0.12%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                           | TIME WARNER CABLE LLC SR SECURED 09/41 5.5                    | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    450000 | PA      | $373443.61    | 0.07%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                                     | TOLL BROTHERS FINANCE CORP COMPANY GUAR 03/27 4.875           | CUSIP: 88947EAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $477417.20    | 0.09%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Jabil Inc.                                                                      | JABIL INC SR UNSECURED 01/30 3.6                              | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    180000 | PA      | $158045.28    | 0.03%             | 2030-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Funding LLC                                                     | JACK IN THE BOX FUNDING LLC JACK 2019 1A A23 144A             | CUSIP: 466365AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    116918 | PA      | $103281.65    | 0.02%             | 2049-08-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Total Play Telecomunicaciones S.A. de C.V.                                      | TOTAL PLAY TELECOMUNICACIONES SR UNSECURED 144A 11/25 7.5     | CUSIP: 89157FAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    480000 | PA      | $420837.74    | 0.08%             | 2025-11-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Total Play Telecomunicaciones S.A. de C.V.                                      | TOTAL PLAY TELECOMUNICACIONES COMPANY GUAR 144A 09/28 6.375   | CUSIP: 89157FAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    278000 | PA      | $217103.69    | 0.04%             | 2028-09-20      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Funding LLC                                                     | JACK IN THE BOX FUNDING LLC JACK 2022 1A A2I 144A             | CUSIP: 466365AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    382180 | PA      | $331328.66    | 0.06%             | 2052-02-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2013-C14                             | JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2013 C14 XA              | CUSIP: 46640LAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4239456 | PA      | $3376.30      | 0.00%             | 2046-08-15      | Variable      | 0.36%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT 2015 1 A5 144A                                   | TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 1 A5 144A            | CUSIP: 89171DAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123000 | PA      | $118606.85    | 0.02%             | 2053-10-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 2 1M2 144A                             | TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 2 1M2 144A           | CUSIP: 89171YAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147736 | PA      | $144235.18    | 0.03%             | 2060-11-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Markel Corporation                                                              | MARKEL CORP SR UNSECURED 03/43 5                              | CUSIP: 570535AP9<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1081532.39   | 0.20%             | 2043-03-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 04/30 2.95                           | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    718000 | PA      | $612168.45    | 0.11%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 6 M2 144A                              | TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 6 M2 144A            | CUSIP: 89172RAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $929085.40    | 0.17%             | 2055-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 2 A1 144A                              | TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 2 A1 144A            | CUSIP: 89173HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6887 | PA      | $6798.30      | 0.00%             | 2057-04-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Oriflame Investment Holding PLC                                                 | ORIFLAME INVESTMENT HOLDING PL SR SECURED 144A 05/26 5.125    | CUSIP: 68621CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |    270000 | PA      | $165780.00    | 0.03%             | 2026-05-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN SR UNSECURED 144A 04/31 5.125                  | ORGANON FINANCE 1 LLC SR UNSECURED 144A 04/31 5.125           | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    314000 | PA      | $271886.40    | 0.05%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 4 A1 144A                              | TOWD POINT MORTGAGE TRUST 06/58 3                             | CUSIP: 89175TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    216514 | PA      | $197422.38    | 0.04%             | 2058-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 1 A1 144A                              | TOWD POINT MORTGAGE TRUST 2015 TPMT 2018 1 A1 144A            | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45381 | PA      | $43757.38     | 0.01%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 6 A1A 144A                             | TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 6 A1A 144A           | CUSIP: 89176LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157025 | PA      | $152398.33    | 0.03%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 5 A1A 144A                             | TOWD POINT MORTGAGE TRUST 08/58 1                             | CUSIP: 89176VAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24056 | PA      | $23139.09     | 0.00%             | 2058-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc.                                             | OWENS-BROCKWAY GLASS CONTAINER COMPANY GUAR 144A 05/27 6.625  | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126126.96    | 0.02%             | 2027-05-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                   | OWENS CORNING SR UNSECURED 08/29 3.95                         | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    321000 | PA      | $291742.78    | 0.05%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 1 A1 144A                              | TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 1 A1 144A            | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    179296 | PA      | $168701.59    | 0.03%             | 2058-03-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 4 A1 144A                              | TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 4 A1 144A            | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    161762 | PA      | $150202.64    | 0.03%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| OXFORD FINANCE FUNDING 2019-1 OXFIN 2019 1A A2 144A                             | OXFORD FINANCE FUNDING 2019-1 OXFIN 2019 1A A2 144A           | CUSIP: 69145AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     84403 | PA      | $83734.93     | 0.02%             | 2027-02-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I JR SUBORDINA 07/49 VAR         | CUSIP: 693475AK1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    373000 | PA      | $372067.46    | 0.07%             | 2023-02-01      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2020 TPMT 2020 4 A1 144A                              | TOWD POINT MORTGAGE TRUST 2020 TPMT 2020 4 A1 144A            | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    242558 | PA      | $214262.89    | 0.04%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust 2019-1                                     | TOYOTA AUTO LOAN EXTENDED NOTE TALNT 2019 1A A 144A           | CUSIP: 89231XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    868000 | PA      | $836541.77    | 0.15%             | 2031-11-25      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc.                                                                    | OVINTIV INC COMPANY GUAR 11/31 7.2                            | CUSIP: 698900AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $57728.24     | 0.01%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Parkland Corporation                                                            | PARKLAND CORP/CANADA SR UNSECURED 144A 10/29 4.5              | CUSIP: 70137WAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    176000 | PA      | $146654.88    | 0.03%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2022-A Owner Trust                                      | TOYOTA AUTO RECEIVABLES 2022-A TAOT 2022 A A3                 | CUSIP: 89239KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    347000 | PA      | $329060.83    | 0.06%             | 2026-06-15      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                  | TRANSDIGM INC COMPANY GUAR 11/27 5.5                          | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    190000 | PA      | $178419.50    | 0.03%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Parkland Corporation                                                            | PARKLAND CORP COMPANY GUAR 144A 05/30 4.625                   | CUSIP: 70137WAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    172000 | PA      | $142330.00    | 0.03%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TriNet Group Inc.                                                               | TRINET GROUP INC COMPANY GUAR 144A 03/29 3.5                  | CUSIP: 896288AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    104000 | PA      | $85508.80     | 0.02%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIES INC COMPANY GUAR 144A 09/27 7.5             | CUSIP: 90353TAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    353000 | PA      | $353247.10    | 0.06%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                  | EPR PROPERTIES COMPANY GUAR 04/28 4.95                        | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    350000 | PA      | $298611.58    | 0.05%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQM MIDSTREAM PARTNERS LP SR UNSECURED 144A 06/27 7.5         | CUSIP: 26885BAM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $38191.14     | 0.01%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQM MIDSTREAM PARTNERS LP SR UNSECURED 144A 06/30 7.5         | CUSIP: 26885BAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $21197.44     | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| eBay Inc.                                                                       | EBAY INC SR UNSECURED 03/30 2.7                               | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    439000 | PA      | $372917.33    | 0.07%             | 2030-03-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Company                                                  | EDGEWELL PERSONAL CARE CO COMPANY GUAR 144A 06/28 5.5         | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    183000 | PA      | $171147.09    | 0.03%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Company                                                  | EDGEWELL PERSONAL CARE CO SR UNSECURED 144A 04/29 4.125       | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    104000 | PA      | $88657.78     | 0.02%             | 2029-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Edison International                                                            | EDISON INTERNATIONAL SR UNSECURED 11/24 3.55                  | CUSIP: 281020AQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $675763.38    | 0.12%             | 2024-11-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO IV LTD ELMW4 2020 1A A 144A                                         | ELMWOOD CLO IV LTD ELMW4 2020 1A A 144A                       | CUSIP: 29002GAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    331000 | PA      | $325601.72    | 0.06%             | 2033-04-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED VAR                            | CUSIP: 3140XJL35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    522099 | PA      | $519183.42    | 0.10%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/37 FIXED VAR                            | CUSIP: 3140XJUA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    317622 | PA      | $315806.34    | 0.06%             | 2037-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/37 FIXED VAR                            | CUSIP: 3140XJVC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    990959 | PA      | $984984.48    | 0.18%             | 2037-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140XJWV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1038534 | PA      | $1054142.99   | 0.19%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140XJY72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195000 | PA      | $197808.88    | 0.04%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140XJY80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    681000 | PA      | $688894.15    | 0.13%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140XJYB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    398000 | PA      | $406717.99    | 0.07%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140XJYD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124000 | PA      | $125437.41    | 0.02%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140XJYF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172000 | PA      | $173832.57    | 0.03%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140XJYP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    559000 | PA      | $555878.38    | 0.10%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/37 FIXED VAR                            | CUSIP: 31410FUP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64524 | PA      | $66582.30     | 0.01%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SUB LLC COMPANY GUAR 144A 09/29 5.625                     | PREMIER ENTERTAINMENT SUB LLC COMPANY GUAR 144A 09/29 5.625   | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139000 | PA      | $102498.60    | 0.02%             | 2029-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrrower LLC / Prime Finance Inc.                      | PRIME SECURITY SERVICES BORROW SECURED 144A 01/28 6.25        | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    218000 | PA      | $198414.88    | 0.04%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrrower LLC / Prime Finance Inc.                      | PRIME SECURITY SERVICES BORROW SR SECURED 144A 08/27 3.375    | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $53517.45     | 0.01%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2020-SFR1 PROG 2020 SFR1 A 144A                            | PROGRESS RESIDENTIAL TRUST PROG 2020 SFR1 A 144A              | CUSIP: 74331CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    208625 | PA      | $190206.71    | 0.03%             | 2037-04-17      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR8 PROG 2021 SFR8 B 144A                            | PROGRESS RESIDENTIAL 2021-SFR8 PROG 2021 SFR8 B 144A          | CUSIP: 74333TAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    216000 | PA      | $178454.92    | 0.03%             | 2038-10-17      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FUNDING MORTGAGE TRU PFMT 2020 F1 A2 144A                             | PROVIDENT FUNDING MORTGAGE TR 01/36 1                         | CUSIP: 74387TAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    308593 | PA      | $263516.79    | 0.05%             | 2036-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc.                                                       | PRUDENTIAL FINANCIAL INC 03/52 1                              | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    203000 | PA      | $184730.00    | 0.03%             | 2052-03-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 04/48 5.103                    | QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 04/48 5.103  | CUSIP: 74727PAY7<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |    255000 | PA      | $256643.80    | 0.05%             | 2048-04-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 03/24 3.375                    | QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 03/24 3.375  | CUSIP: 74727PAZ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |    323000 | PA      | $316370.75    | 0.06%             | 2024-03-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc.                                                                      | QORVO INC COMPANY GUAR 144A 04/31 3.375                       | CUSIP: 74736KAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    247000 | PA      | $198449.43    | 0.04%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM3 CSMC 2021 NQM3 A1 144A                                           | CSMC 2021-NQM3 CSMC 2021 NQM3 A1 144A                         | CUSIP: 12660LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    182853 | PA      | $143765.23    | 0.03%             | 2066-04-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM2 CSMC 2021 NQM2 A1 144A                                           | CSMC 2021-NQM2 CSMC 2021 NQM2 A1 144A                         | CUSIP: 12662EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    204166 | PA      | $169068.72    | 0.03%             | 2066-02-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM6 CSMC 2021 NQM6 A1 144A                                           | CSMC 2021-NQM6 CSMC 2021 NQM6 A1 144A                         | CUSIP: 12662KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    321334 | PA      | $249695.77    | 0.05%             | 2066-07-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST SERIES PASS THRU CE 144A 07/31 8.353                     | CVS PASS-THROUGH TRUST SERIES PASS THRU CE 144A 07/31 8.353   | CUSIP: 126659AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    796887 | PA      | $871097.26    | 0.16%             | 2031-07-10      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust 2004-HYB2                                       | CHL MORTGAGE PASS-THROUGH TRUS CWHL 2004 HYB2 4A              | CUSIP: 12669FTK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    459522 | PA      | $425341.67    | 0.08%             | 2034-07-20      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| CandW Senior Financing Designated Activity Company                              | CandW SENIOR FINANCING DAC SR UNSECURED 144A 09/27 6.875      | CUSIP: 12674TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    249000 | PA      | $231570.00    | 0.04%             | 2027-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Cameron International Corporation                                               | CAMERON INTERNATIONAL CORP COMPANY GUAR 06/41 5.95            | CUSIP: 13342BAF2<br>LEI: P2PV5Z2Z2UKRY3P3V155 | Long             | DBT              | CORP              | US        |   1178000 | PA      | $1055981.58   | 0.19%             | 2041-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                               | CAPITAL ONE FINANCIAL CORP SR UNSECURED 06/23 3.5             | CUSIP: 14040HBD6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1023000 | PA      | $1016801.87   | 0.19%             | 2023-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                               | CAPITAL ONE FINANCIAL CORP SUBORDINATED 07/26 3.75            | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470755.75    | 0.09%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2018-4 LTD CGMS 2018 4A C 144A                                   | CARLYLE US CLO 2018-4 LTD CGMS 2018 4A C 144A                 | CUSIP: 14315RAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    530000 | PA      | $482675.77    | 0.09%             | 2031-01-20      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                             | EMERA US FINANCE LP COMPANY GUAR 06/26 3.55                   | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    158000 | PA      | $147998.63    | 0.03%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 07/77 VAR                           | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    347000 | PA      | $306790.10    | 0.06%             | 2077-07-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 03/78 VAR                           | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    279000 | PA      | $253828.28    | 0.05%             | 2078-03-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 07/80 VAR                           | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    310000 | PA      | $280307.54    | 0.05%             | 2080-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners L.P.                                                   | ENBRIDGE ENERGY PARTNERS LP COMPANY GUAR 04/38 7.5            | CUSIP: 29250RAP1<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    600000 | PA      | $658848.78    | 0.12%             | 2038-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corporation                                                    | ENCOMPASS HEALTH CORP COMPANY GUAR 02/28 4.5                  | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90840.00     | 0.02%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corporation                                                    | ENCOMPASS HEALTH CORP COMPANY GUAR 04/31 4.625                | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     93000 | PA      | $79935.06     | 0.01%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER OPERATING LP COMPANY GUAR 10/43 5.95          | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $275632.04    | 0.05%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER OPERATING LP COMPANY GUAR 03/45 5.15          | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    340000 | PA      | $281411.94    | 0.05%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER OPERATING LP COMPANY GUAR 04/27 4.2           | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    228000 | PA      | $215165.45    | 0.04%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER OPERATING LP COMPANY GUAR 04/29 5.25          | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    661000 | PA      | $639157.88    | 0.12%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER OPERATING LP COMPANY GUAR 06/27 5.5           | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    347000 | PA      | $344535.98    | 0.06%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Trust 2008-C1                                            | MERRILL LYNCH MORTGAGE TRUST 2 MLMT 2008 C1 X 144A            | CUSIP: 59025WBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2493844 | PA      | $24.94        | 0.00%             | 2051-02-12      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Methanex Corporation                                                            | METHANEX CORP SR UNSECURED 12/44 5.65                         | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $340875.00    | 0.06%             | 2044-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                    | METLIFE INC JR SUBORDINA 12/66 6.4                            | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    347000 | PA      | $335583.70    | 0.06%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                    | METLIFE INC SR UNSECURED 03/25 3                              | CUSIP: 59156RBM9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288046.16    | 0.05%             | 2025-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER MNET 2022 1A B 144A                              | METRONET INFRASTRUCTURE ISSUER MNET 2022 1A B 144A            | CUSIP: 59170JAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $379596.04    | 0.07%             | 2052-10-20      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC SR UNSECURED 02/29 5.327                | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1613000 | PA      | $1548349.65   | 0.28%             | 2029-02-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC SR UNSECURED 02/27 4.185                | CUSIP: 595112BP7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    920000 | PA      | $871053.65    | 0.16%             | 2027-02-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC SR UNSECURED 02/30 4.663                | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $906974.40    | 0.17%             | 2030-02-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC SR UNSECURED 11/29 6.75                 | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015776.87   | 0.19%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments L.P.                                                     | MID-AMERICA APARTMENTS LP SR UNSECURED 03/29 3.95             | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    700000 | PA      | $657014.03    | 0.12%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO LLC / RADIATE F SR UNSECURED 144A 09/28 6.5                      | RADIATE HOLDCO LLC / RADIATE F SR UNSECURED 144A 09/28 6.5    | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     83000 | PA      | $34778.25     | 0.01%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc.                                                    | RAYMOND JAMES FINANCIAL INC SR UNSECURED 07/46 4.95           | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    500000 | PA      | $444511.72    | 0.08%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust 2005-2                                       | RENAISSANCE HOME EQUITY LOAN T RAMC 2005 2 AF4                | CUSIP: 75970NAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54315 | PA      | $52422.73     | 0.01%             | 2035-08-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Renesas Electronics Corporation                                                 | RENESAS ELECTRONICS CORP SR UNSECURED 144A 11/24 1.543        | CUSIP: 75972BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    257000 | PA      | $235619.87    | 0.04%             | 2024-11-26      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/29 4.625                     | RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/29 4.625   | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $212768.86    | 0.04%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc.                                                          | REYNOLDS AMERICAN INC COMPANY GUAR 09/23 4.85                 | CUSIP: 761713AY2<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997810.84    | 0.18%             | 2023-09-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP ISSUER SR SECURED 144A 10/27 4                           | REYNOLDS GROUP ISSUER INC / RE SR SECURED 144A 10/27 4        | CUSIP: 76174LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    362000 | PA      | $321130.34    | 0.06%             | 2027-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A APT2 144A                             | SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A APT2 144A           | CUSIP: 78448YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200195 | PA      | $171658.92    | 0.03%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST 2021-OVA SLG 2021 OVA D 144A                                   | SLG OFFICE TRUST 2021-OVA SLG 2021 OVA D 144A                 | CUSIP: 78449RAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    352000 | PA      | $261410.02    | 0.05%             | 2041-07-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2A 144A                            | SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2A 144A          | CUSIP: 78449VAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    267205 | PA      | $237367.05    | 0.04%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2021 E A1A 144A                              | SMB PRIVATE EDUCATION LOAN TRU SMB 2021 E A1A 144A            | CUSIP: 78450MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1089723 | PA      | $983165.87    | 0.18%             | 2051-02-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| SMRT 2022-MINI SMRT 2022 MINI A 144A                                            | SMRT 2022-MINI SMRT 2022 MINI A 144A                          | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    791000 | PA      | $763248.32    | 0.14%             | 2039-01-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQUEFACTION LLC SR SECURED 03/27 5               | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    186000 | PA      | $182377.45    | 0.03%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQUEFACTION LLC SR SECURED 03/28 4.2             | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    195000 | PA      | $183294.34    | 0.03%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQUEFACTION LLC SR SECURED 06/26 5.875           | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    234000 | PA      | $236770.96    | 0.04%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQUEFACTION LLC SR SECURED 05/30 4.5             | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    415000 | PA      | $384670.43    | 0.07%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                 | SABRE GLBL INC SR SECURED 144A 09/25 7.375                    | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    209000 | PA      | $200857.36    | 0.04%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corporation                                            | SALES TAX SECURITIZATION CORP STSGEN 01/40 FIXED 4.637        | CUSIP: 79467BCM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    455000 | PA      | $424963.18    | 0.08%             | 2040-01-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc.                                                     | SANTANDER HOLDINGS USA INC SR UNSECURED 07/27 4.4             | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    203000 | PA      | $193594.89    | 0.04%             | 2027-07-13      | Fixed         | 4.40%                 | 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        |   3000000 | PA      | $2522929.68   | 0.46%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/31 1.375                    | CUSIP: 91282CDJ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4000000 | PA      | $3255625.00   | 0.60%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 10/25 4.25                     | CUSIP: 91282CFP1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1016000 | PA      | $1015206.25   | 0.19%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/32 4.125                    | CUSIP: 91282CFV8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   5199000 | PA      | $5305417.03   | 0.97%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc.                                                           | BOOKING HOLDINGS INC SR UNSECURED 04/30 4.625                 | CUSIP: 09857LAR9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    406000 | PA      | $392106.05    | 0.07%             | 2030-04-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                                | BRASKEM NETHERLANDS FINANCE BV COMPANY GUAR 144A 01/50 5.875  | CUSIP: 10554TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    240000 | PA      | $185919.94    | 0.03%             | 2050-01-31      | Fixed         | 5.88%                 | 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        |    139981 | PA      | $116026.58    | 0.02%             | 2049-02-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Brinker International Inc.                                                      | BRINKER INTERNATIONAL INC SR UNSECURED 05/23 3.875            | CUSIP: 109641AG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    740000 | PA      | $732912.81    | 0.13%             | 2023-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2013-1 CLASS A PASS THRU CE 144A 12/25 4.625                    | BRITISH AIRWAYS 2013-1 CLASS A PASS THRU CE 144A 12/25 4.625  | CUSIP: 11042AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    130001 | PA      | $126880.76    | 0.02%             | 2024-06-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2020-1 CLASS B PASS THRU CE 144A 11/28 8.375                    | BRITISH AIRWAYS 2020-1 CLASS B SECURED 144A 11/28 8.375       | CUSIP: 11042WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     88536 | PA      | $87232.08     | 0.02%             | 2028-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2018-1 CLASS A PASS THRU CE 144A 03/33 4.125                    | BRITISH AIRWAYS 2018-1 CLASS A PASS THRU CE 144A 03/33 4.125  | CUSIP: 11043HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     61493 | PA      | $52635.11     | 0.01%             | 2031-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                            | CLYDESDALE ACQU HLDNG INC TERM LOAN                           | CUSIP: 18972FAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     56715 | PA      | $53903.07     | 0.01%             | 2029-04-13      | Floating      | 8.60%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                            | CREDIT AGRICOLE SA SUBORDINATED 144A 03/25 4.375              | CUSIP: 225313AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    600000 | PA      | $578361.22    | 0.11%             | 2025-03-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                            | CREDIT AGRICOLE SA SUBORDINATED 144A 01/30 3.25               | CUSIP: 225313AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    438000 | PA      | $357980.86    | 0.07%             | 2030-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/36 FIXED VAR                            | CUSIP: 31410FUZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    287173 | PA      | $294633.10    | 0.05%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/35 FIXED VAR                            | CUSIP: 31410FXB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    262846 | PA      | $270034.18    | 0.05%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/37 FIXED VAR                            | CUSIP: 31410GFF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    265244 | PA      | $272968.43    | 0.05%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/35 FIXED VAR                            | CUSIP: 31410KSS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    395869 | PA      | $397395.93    | 0.07%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/42 FIXED 4                              | CUSIP: 31417BZ91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    522634 | PA      | $505256.24    | 0.09%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/43 FIXED 3                              | CUSIP: 31417ETX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    294788 | PA      | $268216.93    | 0.05%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/25 FIXED 4                              | CUSIP: 31419GW83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151331 | PA      | $149198.31    | 0.03%             | 2025-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest Strip                                                       | FANNIE MAE INTEREST STRIP FNS 427 C20                         | CUSIP: 31423XMW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1991740 | PA      | $230048.48    | 0.04%             | 2051-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest Strip                                                       | FANNIE MAE INTEREST STRIP FNS 427 C77                         | CUSIP: 31423XQF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    946865 | PA      | $142524.81    | 0.03%             | 2051-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 2 A1 144A                              | ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 2 A1 144A            | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    217586 | PA      | $167355.96    | 0.03%             | 2066-06-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 1 A1 144A                              | ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 1 A1 144A            | CUSIP: 31574XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94567 | PA      | $77121.94     | 0.01%             | 2066-02-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc.                                                     | SANTANDER HOLDINGS USA INC SR UNSECURED 10/26 3.244           | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    791000 | PA      | $734100.31    | 0.13%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc.                                                     | SANTANDER HOLDINGS USA INC SR UNSECURED 06/25 3.45            | CUSIP: 80282KBB1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    619000 | PA      | $589839.07    | 0.11%             | 2025-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc.                                                     | SANTANDER HOLDINGS USA INC SR UNSECURED 01/28 VAR             | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    340000 | PA      | $291714.08    | 0.05%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| SANTANDER REVOLVING AUTO LOAN SREV 2019 A A 144A                                | SANTANDER REVOLVING AUTO LOAN SREV 2019 A A 144A              | CUSIP: 80286JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    611000 | PA      | $575631.90    | 0.11%             | 2032-01-26      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TR SRT 2022 A A3 144A                               | SANTANDER RETAIL AUTO LEASE TR SRT 2022 A A3 144A             | CUSIP: 80287CAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    188000 | PA      | $177859.71    | 0.03%             | 2025-07-21      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                         | SASOL FINANCING USA LLC COMPANY GUAR 03/31 5.5                | CUSIP: 80386WAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    346000 | PA      | $281694.17    | 0.05%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 04/29 4.375                    | SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 04/29 4.375  | CUSIP: 80413TAK5<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |    601000 | PA      | $593187.00    | 0.11%             | 2029-04-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2005-3                                                   | SEQUOIA MORTGAGE TRUST 2005-3 SEMT 2005 3 A1                  | CUSIP: 81744FHK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29433 | PA      | $25116.16     | 0.00%             | 2035-05-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Service Corporation International                                               | SERVICE CORP INTERNATIONAL/US SR UNSECURED 05/31 4            | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    259000 | PA      | $218136.48    | 0.04%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Shire Acquisitions Investments Ireland Designated Activity Company              | SHIRE ACQUISITIONS INVESTMENTS COMPANY GUAR 09/26 3.2         | CUSIP: 82481LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $468931.56    | 0.09%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                                   | JH COLLATERAL                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   1205202 | NS      | $12046960.55  | 2.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GCAT 2021-NQM3 TRUST GCAT 2021 NQM3 A1 144A                                     | GCAT GCAT 2021 NQM3 A1 144A                                   | CUSIP: 36167HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    251035 | PA      | $199649.58    | 0.04%             | 2066-05-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM1 TRUST GCAT 2021 NQM1 A1 144A                                     | GCAT 2021-NQM1 TRUST GCAT 2021 NQM1 A1 144A                   | CUSIP: 36167TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160896 | PA      | $135064.41    | 0.02%             | 2066-01-25      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                          | GFL ENVIRONMENTAL INC COMPANY GUAR 144A 08/29 4.375           | CUSIP: 36168QAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    113000 | PA      | $95761.85     | 0.02%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. / GLP Financing II Inc.                                        | GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 04/26 5.375       | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $230550.77    | 0.04%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                       | MGM RESORTS INTERNATIONAL COMPANY GUAR 10/28 4.75             | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    387000 | PA      | $337794.54    | 0.06%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MTN (Mauritius) Investments Limited                                             | MTN MAURITIUS INVESTMENTS LTD COMPANY GUAR 144A 11/24 4.755   | CUSIP: 55377XAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MU        |    140000 | PA      | $136088.08    | 0.02%             | 2024-11-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Limited                                                          | MACQUARIE BANK LTD SUBORDINATED 144A 06/30 3.624              | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    204000 | PA      | $164893.85    | 0.03%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Limited                                                          | MACQUARIE BANK LTD SUBORDINATED 144A 06/25 4.875              | CUSIP: 55608XAB3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    262000 | PA      | $256265.18    | 0.05%             | 2025-06-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                      | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 04/29 5.875      | CUSIP: 55617LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $62863.61     | 0.01%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                      | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/30 5.875      | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $15619.14     | 0.00%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2020-1 CLASS A PASS THRU CE 144A 05/34 4.25                     | BRITISH AIRWAYS 2020-1 CLASS A SR SECURED 144A 05/34 4.25     | CUSIP: 11044MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    123019 | PA      | $112065.99    | 0.02%             | 2032-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                | BRIXMOR OPERATING PARTNERSHIP SR UNSECURED 07/30 4.05         | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    500000 | PA      | $437402.49    | 0.08%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC COMPANY GUAR 04/29 4.75                          | CUSIP: 11135FBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1134000 | PA      | $1080157.74   | 0.20%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC COMPANY GUAR 144A 02/31 2.45                     | CUSIP: 11135FBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $787618.80    | 0.14%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 144A 04/33 3.419                    | CUSIP: 11135FBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    499000 | PA      | $400052.16    | 0.07%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 144A 04/34 3.469                    | CUSIP: 11135FBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    421000 | PA      | $335845.39    | 0.06%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 144A 11/35 3.137                    | CUSIP: 11135FBP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    779000 | PA      | $572772.45    | 0.10%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 144A 05/37 4.926                    | CUSIP: 11135FBV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    211000 | PA      | $184069.07    | 0.03%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL PROPERT SR UNSECURED 144A 06/29 5                        | BROOKFIELD RESIDENTIAL PROPERT SR UNSECURED 144A 06/29 5      | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    154000 | PA      | $120330.98    | 0.02%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners L.P.                                                           | BUCKEYE PARTNERS LP SR UNSECURED 12/26 3.95                   | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $447350.00    | 0.08%             | 2026-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE D 144A                            | CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE D 144A          | CUSIP: 12482HAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    121000 | PA      | $116744.58    | 0.02%             | 2037-12-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/52 FIXED 5                                               | FREDDIE MAC POOL FR 11/52 FIXED 5                             | CUSIP: 3133KQEV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1075246 | PA      | $1062856.95   | 0.19%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2012 21 PA                                                | FANNIE MAE REMICS FNR 2012 21 PA                              | CUSIP: 3136A35Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    608514 | PA      | $569822.85    | 0.10%             | 2041-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE F 144A                            | CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE F 144A          | CUSIP: 12482HAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    192000 | PA      | $182838.36    | 0.03%             | 2037-12-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 06/33 4.5    | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $161118.30    | 0.03%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2012 38 PA                                                | FANNIE MAE REMICS FNR 2012 38 PA                              | CUSIP: 3136A42X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    424679 | PA      | $385871.67    | 0.07%             | 2041-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2012 137 WI                                               | FANNIE MAE REMICS FNR 2012 137 WI                             | CUSIP: 3136AAM28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    660187 | PA      | $72113.17     | 0.01%             | 2032-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization LLC                             | CREDIT-BASED ASSET SERVICING and CBASS 2006 MH1 B1 144A       | CUSIP: 1248P8AK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2138445 | PA      | $2021923.72   | 0.37%             | 2036-10-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                     | HUMANA INC SR UNSECURED 08/29 3.125                           | CUSIP: 444859BK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $438273.96    | 0.08%             | 2029-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| J.B. Hunt Transport Services Inc.                                               | JB HUNT TRANSPORT SERVICES INC COMPANY GUAR 03/24 3.85        | CUSIP: 445658CD7<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |    700000 | PA      | $687969.52    | 0.13%             | 2024-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc.                                              | HUNTINGTON INGALLS INDUS                                      | CUSIP: 446413AS5<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    450000 | PA      | $434793.72    | 0.08%             | 2025-05-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                      | HUNTSMAN INTERNATIONAL LLC SR UNSECURED 05/29 4.5             | CUSIP: 44701QBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $449040.00    | 0.08%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 10/28 2.4         | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    805000 | PA      | $667510.83    | 0.12%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                            | GLENCORE FUNDING LLC COMPANY GUAR 144A 09/31 2.625            | CUSIP: 378272BG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $398303.85    | 0.07%             | 2031-09-23      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Globo Comunicacao e Participacoes S/A                                           | GLOBO COMUNICACAO E PARTICIPAC SR UNSECURED 144A 01/30 4.875  | CUSIP: 37959DAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    400000 | PA      | $335003.26    | 0.06%             | 2030-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Global Atlantic (Fin) Company                                                   | GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 06/31 3.125          | CUSIP: 37959GAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $733703.31    | 0.13%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Global Infrastructure Solutions Inc.                                            | GLOBAL INFRASTRUCTURE SOLUTION COMPANY GUAR 144A 06/29 5.625  | CUSIP: 37960XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    247000 | PA      | $192986.88    | 0.04%             | 2029-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASIN GMALT 2021 2 A4                                  | GM FINANCIAL LEASING TRUST GMALT 2021 2 A4                    | CUSIP: 380144AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $120916.85    | 0.02%             | 2025-05-20      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2022 1 A3                                  | GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2022 1 A3                | CUSIP: 380146AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    112000 | PA      | $105882.83    | 0.02%             | 2026-11-16      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC SR SECURED 04/25 5.25                                 | CUSIP: 404119BQ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273397.60    | 0.05%             | 2025-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 02/25 5.375                              | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    800000 | PA      | $799031.44    | 0.15%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC SR SECURED 06/26 5.25                                 | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    216000 | PA      | $213392.78    | 0.04%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc.                                                            | SIRIUS XM RADIO INC COMPANY GUAR 144A 07/28 4                 | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    213000 | PA      | $185373.90    | 0.03%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/25 4.5                        | DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/25 4.5      | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    103000 | PA      | $100484.93    | 0.02%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75                       | DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75     | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    307051 | PA      | $288619.70    | 0.05%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2019 B A2A 144A                              | SMB PRIVATE EDUCATION LOAN TRU SMB 2019 B A2A 144A            | CUSIP: 83192CAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    234251 | PA      | $218976.99    | 0.04%             | 2037-06-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE SA JR SUBORDINA 144A 12/99 VAR               | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    355000 | PA      | $287598.56    | 0.05%             | 2030-11-18      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                              | SOUTHERN CALIFORNIA EDISON CO 1ST MORTGAGE 08/25 3.7          | CUSIP: 842400GN7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $967481.56    | 0.18%             | 2025-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                          | SOUTHWEST AIRLINES CO SR UNSECURED 05/25 5.25                 | CUSIP: 844741BJ6<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $802974.22    | 0.15%             | 2025-05-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Company                                                     | SOUTHWESTERN ENERGY CO COMPANY GUAR 02/32 4.75                | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    129000 | PA      | $110242.11    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                     | SPRINGLEAF FINANCE CORP COMPANY GUAR 03/25 6.875              | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     91000 | PA      | $87421.43     | 0.02%             | 2025-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sprint LLC                                                                      | SPRINT CORP COMPANY GUAR 09/23 7.875                          | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    261000 | PA      | $264650.35    | 0.05%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Block Inc.                                                                      | BLOCK INC SR UNSECURED 06/31 3.5                              | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    126000 | PA      | $100538.55    | 0.02%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc.                                                        | STANDARD INDUSTRIES INC/NJ SR UNSECURED 144A 02/27 5          | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     73000 | PA      | $67359.51     | 0.01%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc.                                                        | STANDARD INDUSTRIES INC/NJ SR UNSECURED 144A 07/30 4.375      | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    149000 | PA      | $121423.76    | 0.02%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc.                                                        | STANDARD INDUSTRIES INC/NJ SR UNSECURED 144A 01/31 3.375      | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    142000 | PA      | $106855.47    | 0.02%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Stanford Health Care                                                            | STANFORD HEALTH CARE UNSECURED 08/30 3.31                     | CUSIP: 85434VAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $201058.23    | 0.04%             | 2030-08-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2022 1 A1 144A                               | STARWOOD MORTGAGE RESIDENTIAL STAR 2022 1 A1 144A             | CUSIP: 85573TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345852 | PA      | $289522.10    | 0.05%             | 2066-12-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T MOBILE USA INC 04/29 3.375                                  | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    372000 | PA      | $327646.25    | 0.06%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TTX Company                                                                     | TTX CO SR UNSECURED 144A 07/46 4.2                            | CUSIP: 87305QCM1<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |    700000 | PA      | $572701.98    | 0.10%             | 2046-07-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                           | TACO BELL FUNDING LLC BELL 2021 1A A2I 144A                   | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    662310 | PA      | $559667.18    | 0.10%             | 2051-08-25      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer