# EDGAR Filing Document

**Accession Number:** 0000756913
**File Stem:** 0001193125-26-080771
**Filing Date:** 2026-2
**Character Count:** 380774
**Document Hash:** 5678e7e64c9411aba96747769242f1b8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-080771.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0001193125-26-080771

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04146
- **FILM NUMBER:** 26695007

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-12-31

**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:** $246596458.86

**Total Liabilities:** $32902741.64

**Net Assets:** $213693717.22

**Delayed Delivery Securities:** $32420161.93

**Cash Not Reported:** $561541.36

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -351.973572000000 | **1-Year:** -7873.228493000000 | **5-Year:** -27248.545980000000 | **10-Year:** -33163.715610000000 | **30-Year:** -11612.982270000000

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

- **3-Month:** -50.734211000000 | **1-Year:** -662.782816000000 | **5-Year:** -1676.285125000000 | **10-Year:** -760.592891000000 | **30-Year:** -262.156575000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000022567 | 0.68%                | 0.52%                | -0.41%               |
| Class ID C000022568 | 0.63%                | 0.62%                | -0.41%               |
| Class ID C000022569 | 0.65%                | 0.51%                | -0.41%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $94326.36                | $575601.00                                 |
| Month 2  | $-417235.01              | $1038640.86                                |
| Month 3  | $-377728.96              | $-1318920.06                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BBCMS MORTGAGE TRUST 2024-C24 BBCMS 2024 C24 XA                                 | BBCMS MORTGAGE TRUST 2024-C24 BBCMS 2024 C24 XA              | CUSIP: 07336VAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    992113 | PA      | $91819.67     | 0.04%             | 2057-02-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-C32 BBCMS 2025 C32 XA                                 | BBCMS MORTGAGE TRUST 2025-C32 BBCMS 2025 C32 XA              | CUSIP: 07337AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    998676 | PA      | $81994.00     | 0.04%             | 2062-02-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B15 MORTGAGE TR BMARK 2019 B15 A5                                | BENCHMARK 2019-B15 MORTGAGE TR BMARK 2019 B15 A5             | CUSIP: 08160KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    565000 | PA      | $529871.01    | 0.25%             | 2072-12-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B4 MORTGAGE TRU BMARK 2018 B4 XA                                 | BENCHMARK 2018-B4 MORTGAGE TRU BMARK 2018 B4 XA              | CUSIP: 08161HAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1977669 | PA      | $22016.00     | 0.01%             | 2051-07-15      | Variable      | 0.46%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 02/35 FIXED 6.5                                            | GINNIE MAE I POOL GN 02/35 FIXED 6.5                         | CUSIP: 36241KFR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1197 | PA      | $1237.13      | 0.00%             | 2035-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 11/33 FIXED 7                                              | GINNIE MAE I POOL GN 11/33 FIXED 7                           | CUSIP: 36241KJ66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4981 | PA      | $5087.83      | 0.00%             | 2033-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                            | NCL CORP LTD SR UNSECURED 144A 03/30 6.25                    | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50765.70     | 0.02%             | 2030-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NMEF FUNDING 2025-B LLC NMEF 2025 B B 144A                                      | NMEF FUNDING 2025-B LLC NMEF 2025 B B 144A                   | CUSIP: 62919WAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $166134.52    | 0.08%             | 2033-01-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| NMLT 2021-INV1 TRUST NLT 2021 INV1 A1 144A                                      | NMLT 2021-INV1 TRUST NLT 2021 INV1 A1 144A                   | CUSIP: 62923JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    276200 | PA      | $244276.31    | 0.11%             | 2056-05-25      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corporation                                                         | NTT FINANCE CORP SR UNSECURED 144A 07/30 4.876               | CUSIP: 62954WAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203682.53    | 0.10%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corporation                                                         | NTT FINANCE CORP SR UNSECURED 144A 07/32 5.171               | CUSIP: 62954WAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    600000 | PA      | $615620.14    | 0.29%             | 2032-07-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 SOX C 144A                             | NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 SOX C 144A          | CUSIP: 63874NAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97592.50     | 0.05%             | 2038-06-17      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2023 A A 144A                              | NAVIENT PRIVATE EDUCATION REFI NAVSL 2023 A A 144A           | CUSIP: 638961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    192151 | PA      | $197496.45    | 0.09%             | 2071-10-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 EA A 144A                             | NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 EA A 144A          | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    102837 | PA      | $92747.76     | 0.04%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 FA A 144A                             | NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 FA A 144A          | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    151857 | PA      | $135383.50    | 0.06%             | 2070-02-18      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2019-NQM4                                   | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 NQM4 A1 144A         | CUSIP: 64828EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23856 | PA      | $23019.06     | 0.01%             | 2059-09-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 4A A1S 144A                             | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 4A A1S 144A          | CUSIP: 64828FCQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106665 | PA      | $104812.58    | 0.05%             | 2048-01-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2017 5A A1 144A                              | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2017 5A A1 144A           | CUSIP: 64828NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85982 | PA      | $87017.09     | 0.04%             | 2057-06-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2016-2                                      | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2016 2A A1 144A           | CUSIP: 64829GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100103 | PA      | $97493.16     | 0.05%             | 2035-11-26      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2016-4                                      | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2016 4A A1 144A           | CUSIP: 64829LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114940 | PA      | $110689.19    | 0.05%             | 2056-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 1A A1A 144A                             | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 1A A1A 144A          | CUSIP: 64830GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76195 | PA      | $74669.57     | 0.03%             | 2057-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 5A A1B 144A                             | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 5A A1B 144A          | CUSIP: 64830MAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104254 | PA      | $98955.83     | 0.05%             | 2059-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2021-NQM2R                                  | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2021 NQ2R A1 144A         | CUSIP: 64831EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40002 | PA      | $38446.32     | 0.02%             | 2058-10-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2025 NQM7 A1 144A                            | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2025 NQM7 A1 144A         | CUSIP: 64831YAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    203000 | PA      | $203293.40    | 0.10%             | 2065-10-26      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN 10/65 1                                           | NEW RESIDENTIAL MORTGAGE LOAN 10/65 1                        | CUSIP: 64831YAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $240340.44    | 0.11%             | 2065-10-26      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                                           | OPEN TEXT CORP COMPANY GUAR 144A 12/29 3.875                 | CUSIP: 683715AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    155000 | PA      | $147099.68    | 0.07%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 04/50 3.6                           | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    125000 | PA      | $77863.85     | 0.04%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Company                                                          | CONOCOPHILLIPS CO COMPANY GUAR 05/53 5.3                     | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27946.49     | 0.01%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Company                                                          | CONOCOPHILLIPS CO COMPANY GUAR 03/54 5.55                    | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9621.57      | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Company                                                          | CONOCOPHILLIPS CO COMPANY GUAR 09/63 5.7                     | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115611.76    | 0.05%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Company                                                          | CONOCOPHILLIPS CO COMPANY GUAR 01/65 5.65                    | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86415.44     | 0.04%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York Inc.                                    | CONSOLIDATED EDISON CO OF NEW SR UNSECURED 03/55 5.5         | CUSIP: 209111GN7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106634.36    | 0.05%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York Inc.                                    | CONSOLIDATED EDISON CO OF NEW SR UNSECURED 11/55 5.75        | CUSIP: 209111GP2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79774.12     | 0.04%             | 2055-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL MBS 30YR TBA                                                 | GINNIE MAE II POOL MBS 30YR TBA                              | CUSIP: 21H030617<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2800000 | PA      | $2516713.92   | 1.18%             | N/A             | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL MBS 30YR TBA                                                 | GINNIE MAE II POOL MBS 30YR TBA                              | CUSIP: 21H032613<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4200000 | PA      | $3818226.30   | 1.79%             | N/A             | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL MBS 30YR TBA                                                 | GINNIE MAE II POOL MBS 30YR TBA                              | CUSIP: 21H040616<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2600000 | PA      | $2453351.16   | 1.15%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL MBS 30YR TBA                                                 | GINNIE MAE II POOL MBS 30YR TBA                              | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2900000 | PA      | $2892968.08   | 1.35%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL MBS 30YR TBA                                                 | GINNIE MAE II POOL MBS 30YR TBA                              | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3780000 | PA      | $3816485.69   | 1.79%             | N/A             | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc.                                                         | COX COMMUNICATIONS INC SR UNSECURED 144A 06/31 2.6           | CUSIP: 224044CN5<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     95000 | PA      | $84610.66     | 0.04%             | 2031-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc.                                                         | COX COMMUNICATIONS INC COMPANY GUAR 144A 09/34 5.45          | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14759.36     | 0.01%             | 2034-09-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc.                                                         | COX COMMUNICATIONS INC COMPANY GUAR 144A 09/54 5.95          | CUSIP: 224044CV7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    125000 | PA      | $109426.62    | 0.05%             | 2054-09-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CREDIT AGRICOLE SA SUBORDINATED 144A 01/35 VAR               | CUSIP: 225313AQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    250000 | PA      | $265428.11    | 0.12%             | 2035-01-10      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc.                                                         | DIAMONDBACK ENERGY INC COMPANY GUAR 03/53 6.25               | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35334.22     | 0.02%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc.                                                         | DIAMONDBACK ENERGY INC COMPANY GUAR 04/34 5.4                | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97272.81     | 0.05%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc.                                                         | DIAMONDBACK ENERGY INC COMPANY GUAR 04/64 5.9                | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37758.79     | 0.02%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc.                                                         | DIAMONDBACK ENERGY INC COMPANY GUAR 04/35 5.55               | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25695.78     | 0.01%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC / DIRECT SR SECURED 144A 02/31 10                         | DIRECTV FINANCING LLC / DIRECT SR SECURED 144A 02/31 10      | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102205.18    | 0.05%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                               | CAPITAL ONE FINANCIAL CORP SR UNSECURED 11/34 VAR            | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     45000 | PA      | $53054.81     | 0.02%             | 2034-11-02      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC SR UNSECURED 06/30 5                     | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143840.90    | 0.07%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC JR SUBORDINA 02/56 VAR                   | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    520000 | PA      | $522398.68    | 0.24%             | 2056-02-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                      | ANGLO AMERICAN CAPITAL PLC COMPANY GUAR 144A 03/28 4.5       | CUSIP: 034863AU4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201142.49    | 0.09%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc.                                                          | APPLIED MATERIALS INC SR UNSECURED 01/36 4.6                 | CUSIP: 038222AU9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    165000 | PA      | $162480.31    | 0.08%             | 2036-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                | DOMINO'S PIZZA MASTER ISSUER L DPABS 2019 1A A2 144A         | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    168000 | PA      | $161710.28    | 0.08%             | 2049-10-25      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                | DOMINO'S PIZZA MASTER ISSUER L DPABS 2021 1A A2I 144A        | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    598087 | PA      | $568496.48    | 0.27%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| AREIT 2025-CRE11 AREIT 2025 CRE11 AS 144A                                       | AREIT 2025-CRE11 AREIT 2025 CRE11 AS 144A                    | CUSIP: 04002DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    140000 | PA      | $140175.14    | 0.07%             | 2043-07-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 144A 09/30 5.8       | CUSIP: 04020EAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $151452.40    | 0.07%             | 2030-09-09      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                         | DUKE ENERGY CORP SR UNSECURED 06/41 3.3                      | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38545.97     | 0.02%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 144A 01/31 5.15      | CUSIP: 04020EAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $171731.65    | 0.08%             | 2031-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FUNDING SECURED 144A 10/31 2.646               | CUSIP: 04685A3E9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $176858.20    | 0.08%             | 2031-10-04      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| Athene Global Funding                                                           | ATHENE GLOBAL FUNDING SECURED 144A 01/29 2.717               | CUSIP: 04685A3G4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $52031.35     | 0.02%             | 2029-01-07      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FUNDING SECURED 144A 10/29 4.721               | CUSIP: 04685A4C2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $140009.00    | 0.07%             | 2029-10-08      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc.                                                                   | AUTOZONE INC SR UNSECURED 02/33 4.75                         | CUSIP: 053332BD3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25053.30     | 0.01%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc.                                                                   | AUTOZONE INC SR UNSECURED 11/33 6.55                         | CUSIP: 053332BH4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27783.58     | 0.01%             | 2033-11-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc.                                                                   | AUTOZONE INC SR UNSECURED 07/34 5.4                          | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25880.42     | 0.01%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc.                                                            | AVANTOR FUNDING INC COMPANY GUAR 144A 07/28 4.625            | CUSIP: 05352TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $74592.49     | 0.03%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc.                                                            | AVANTOR FUNDING INC COMPANY GUAR 144A 11/29 3.875            | CUSIP: 05352TAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $124313.19    | 0.06%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power and Light Company                                          | JERSEY CENTRAL POWER and LIGHT C SR UNSECURED 01/35 5.1      | CUSIP: 476556DF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35393.12     | 0.02%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP / JETBLUE SR SECURED 144A 09/31 9.875                      | JETBLUE AIRWAYS CORP / JETBLUE SR SECURED 144A 09/31 9.875   | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55410.37     | 0.03%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corporation                                                     | KAISER ALUMINUM CORP SR UNSECURED 144A 03/34 5.875           | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55172.54     | 0.03%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                               | LYB INTERNATIONAL FINANCE III COMPANY GUAR 01/31 5.125       | CUSIP: 50249AAQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $205760.59    | 0.10%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                           | LAS VEGAS SANDS CORP SR UNSECURED 06/30 6                    | CUSIP: 517834AN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $146706.78    | 0.07%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST 20 LMAT 2021 GS3 A1 144A                            | LEGACY MORTGAGE ASSET TRUST 20 LMAT 2021 GS3 A1 144A         | CUSIP: 52474XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143687 | PA      | $143695.59    | 0.07%             | 2061-07-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST 20 LMAT 2021 GS4 A1 144A                            | LEGACY MORTGAGE ASSET TRUST 20 LMAT 2021 GS4 A1 144A         | CUSIP: 52475WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70179 | PA      | $70232.95     | 0.03%             | 2060-11-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc.                                                         | MARVELL TECHNOLOGY INC COMPANY GUAR 04/28 2.45               | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $77044.65     | 0.04%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc.                                                         | MARVELL TECHNOLOGY INC COMPANY GUAR 04/31 2.95               | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $106511.06    | 0.05%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Matador Resources Company                                                       | MATADOR RESOURCES CO COMPANY GUAR 144A 04/32 6.5             | CUSIP: 576485AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101416.49    | 0.05%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Company                                                          | NSTAR ELECTRIC CO SR UNSECURED 03/35 5.2                     | CUSIP: 67021CAW7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56141.10     | 0.03%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PENN Entertainment Inc.                                                         | PENN ENTERTAINMENT INC SR UNSECURED 144A 07/29 4.125         | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $50938.40     | 0.02%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc.                                                     | PERFORMANCE FOOD GROUP INC COMPANY GUAR 144A 08/29 4.25      | CUSIP: 71376LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $107545.09    | 0.05%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | PERUVIAN GOVERNMENT INTERNATIO SR UNSECURED 08/54 5.875      | CUSIP: 715638EC2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    110000 | PA      | $108850.50    | 0.05%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Philadelphia Authority for Industrial Development                               | PHILADELPHIA AUTHORITY FOR IND PHIDEV 10/28 FIXED 6.55       | CUSIP: 71781LBH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    675000 | PA      | $717705.90    | 0.34%             | 2028-10-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                | PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 11/29 5.625      | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15769.17     | 0.01%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                | PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 02/30 5.125      | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    210000 | PA      | $217071.91    | 0.10%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                | PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 02/33 5.375      | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88883.48     | 0.04%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                | PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 09/33 5.625      | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42427.58     | 0.02%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                | PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 02/31 5.125      | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119163.36    | 0.06%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                | PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 11/27 4.375      | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80701.76     | 0.04%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| The Sherwin-Williams Company                                                    | SHERWIN-WILLIAMS CO/THE SR UNSECURED 08/35 5.15              | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    205000 | PA      | $208609.18    | 0.10%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                            | SIEMENS FUNDING BV COMPANY GUAR 144A 05/30 4.6               | CUSIP: 82622RAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    205000 | PA      | $209202.33    | 0.10%             | 2030-05-28      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                              | SOUTHERN CALIFORNIA EDISON CO 1ST REF MORT 01/34 6           | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41974.81     | 0.02%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                              | SOUTHERN CALIFORNIA EDISON CO 1ST REF MORT 03/43 3.9         | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7687.29      | 0.00%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                              | SOUTHERN CALIFORNIA EDISON CO 1ST REF MORT 10/43 4.65        | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17004.17     | 0.01%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                              | SOUTHERN CALIFORNIA EDISON CO 1ST REF MORT 04/47 4           | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     84000 | PA      | $62991.30     | 0.03%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                              | SOUTHERN CALIFORNIA EDISON CO 1ST MORTGAGE 03/53 5.7         | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     81000 | PA      | $75173.09     | 0.04%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                              | SOUTHERN CALIFORNIA EDISON CO 1ST MORTGAGE 12/53 5.875       | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    135000 | PA      | $129261.73    | 0.06%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                              | SOUTHERN CALIFORNIA EDISON CO 1ST MORTGAGE 06/34 5.2         | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47202.72     | 0.02%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                              | SOUTHERN CALIFORNIA EDISON CO 1ST MORTGAGE 03/35 5.45        | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86179.13     | 0.04%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                              | SOUTHERN CALIFORNIA EDISON CO 1ST MORTGAGE 03/55 5.9         | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33789.76     | 0.02%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Southern Power Company                                                          | SOUTHERN POWER CO SR UNSECURED 10/35 4.9                     | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108814.66    | 0.05%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Staples Inc.                                                                    | STAPLES INC SR SECURED 144A 09/29 10.75                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64621.75     | 0.03%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | TARGA RESOURCES PARTNERS LP / COMPANY GUAR 01/32 4           | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $119274.36    | 0.06%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                           | TARGA RESOURCES CORP COMPANY GUAR 03/34 6.5                  | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21827.75     | 0.01%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                           | TARGA RESOURCES CORP COMPANY GUAR 08/35 5.55                 | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189349.44    | 0.09%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                           | TARGA RESOURCES CORP COMPANY GUAR 09/30 4.9                  | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50944.23     | 0.02%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                           | TARGA RESOURCES CORP COMPANY GUAR 02/36 5.65                 | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97583.49     | 0.05%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                           | TARGA RESOURCES CORP COMPANY GUAR 07/36 5.4                  | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145166.81    | 0.07%             | 2036-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TEXAS DEBT CAPITAL CLO 2023-I TCIFC 2023 1A BR 144A                             | TEXAS DEBT CAPITAL CLO 2023-I TCIFC 2023 1A BR 144A          | CUSIP: 88238CAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $301302.90    | 0.14%             | 2038-07-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                   | THERMO FISHER SCIENTIFIC INC SR UNSECURED 10/32 4.473        | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    365000 | PA      | $366163.30    | 0.17%             | 2032-10-07      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/31 1.625                   | CUSIP: 91282CCB5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4810000 | PA      | $4309271.50   | 2.02%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 06/28 1.25                    | CUSIP: 91282CCH2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   9575000 | PA      | $9062213.84   | 4.24%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/32 1.875                   | CUSIP: 91282CDY4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3110000 | PA      | $2773609.77   | 1.30%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                          | CVS HEALTH CORP SR UNSECURED 08/30 1.75                      | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48852.12     | 0.02%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                          | CVS HEALTH CORP SR UNSECURED 02/31 1.875                     | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26321.87     | 0.01%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                          | CVS HEALTH CORP SR UNSECURED 09/31 2.125                     | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61492.56     | 0.03%             | 2031-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| COMM 2024-CBM MORTGAGE TRUST COMM 2024 CBM B 144A                               | COMM 2024-CBM MORTGAGE TRUST COMM 2024 CBM B 144A            | CUSIP: 12674GAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    137000 | PA      | $140129.79    | 0.07%             | 2041-12-10      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York Inc.                                    | CONSOLIDATED EDISON CO OF NEW SR UNSECURED 12/51 3.2         | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    120000 | PA      | $79680.09     | 0.04%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc.                                                             | META PLATFORMS INC SR UNSECURED 08/54 5.4                    | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37212.61     | 0.02%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                              | VENTURE GLOBAL PLAQUEMINES LNG SR SECURED 144A 05/33 7.5     | CUSIP: 922966AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $108050.10    | 0.05%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                              | VENTURE GLOBAL PLAQUEMINES LNG SR SECURED 144A 12/30 6.125   | CUSIP: 922966AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $168026.83    | 0.08%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                     | VERIZON COMMUNICATIONS INC SR UNSECURED 11/55 5.875          | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59280.08     | 0.03%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R2                                              | VERUS SECURITIZATION TRUST 202 VERUS 2021 R2 A1 144A         | CUSIP: 92538DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63332 | PA      | $59675.87     | 0.03%             | 2064-02-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-2                                               | VERUS SECURITIZATION TRUST 202 VERUS 2021 2 A1 144A          | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     69618 | PA      | $63781.24     | 0.03%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 8 A1 144A                             | VERUS SECURITIZATION TRUST 202 VERUS 2021 8 A1 144A          | CUSIP: 92538GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    183159 | PA      | $169898.33    | 0.08%             | 2066-11-25      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-5                                               | VERUS SECURITIZATION TRUST 202 VERUS 2021 5 A1 144A          | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95683 | PA      | $83484.07     | 0.04%             | 2066-09-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2022 3 A1 144A                             | VERUS SECURITIZATION TRUST 202 VERUS 2022 3 A1 144A          | CUSIP: 92538UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66391 | PA      | $63916.99     | 0.03%             | 2067-02-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2022-1                                               | VERUS SECURITIZATION TRUST 202 VERUS 2022 1 A1 144A          | CUSIP: 92538WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    282607 | PA      | $265677.76    | 0.12%             | 2067-01-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | PARAMOUNT GLOBAL COMPANY GUAR 03/43 4.375                    | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    211000 | PA      | $146762.63    | 0.07%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | PARAMOUNT GLOBAL COMPANY GUAR 09/43 5.85                     | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41165.96     | 0.02%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | PARAMOUNT GLOBAL COMPANY GUAR 04/44 5.25                     | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    115000 | PA      | $86809.76     | 0.04%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO + CO SR UNSECURED 03/33 VAR                      | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42000.16     | 0.02%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO + CO SR UNSECURED 07/33 VAR                      | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96477.71     | 0.05%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO + CO SR UNSECURED 07/29 VAR                      | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46614.46     | 0.02%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL4 TRUST CSMC 2021 RPL4 A1 144A                                     | CSMC 2021-RPL4 TRUST CSMC 2021 RPL4 A1 144A                  | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    108080 | PA      | $107663.01    | 0.05%             | 2060-12-27      | Variable      | 4.15%                 | 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        |    170000 | PA      | $170563.01    | 0.08%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/45 FIXED 2.5                           | CUSIP: 3138YD4G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16429 | PA      | $14356.18     | 0.01%             | 2045-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest Strip                                                       | FANNIE MAE INTEREST STRIP FNS 415 A3                         | CUSIP: 31395QFB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75601 | PA      | $70017.81     | 0.03%             | 2042-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corporation                                     | INTERNATIONAL BUSINESS MACHINE SR UNSECURED 02/30 4.8        | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178986.24    | 0.08%             | 2030-02-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST 20 LMAT 2021 GS2 A1 144A                            | LEGACY MORTGAGE ASSET TRUST 20 LMAT 2021 GS2 A1 144A         | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105098 | PA      | $105133.66    | 0.05%             | 2061-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                                          | LEVEL 3 FINANCING INC SR SECURED 144A 03/34 7                | CUSIP: 527298CN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103057.20    | 0.05%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                                          | LEVEL 3 FINANCING INC COMPANY GUAR 144A 01/36 8.5            | CUSIP: 527298CQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20479.65     | 0.01%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                                                | LINCOLN FINANCIAL GLOBAL FUNDI SECURED 144A 05/28 4.625      | CUSIP: 53359KAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $126187.00    | 0.06%             | 2028-05-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MFA 2020-NQM3 TRUST MFRA 2020 NQM3 A1 144A                                      | MFA 2020-NQM3 TRUST MFRA 2020 NQM3 A1 144A                   | CUSIP: 552757AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11555 | PA      | $11040.54     | 0.01%             | 2065-01-26      | Variable      | 1.01%                 | 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        |     60111 | PA      | $56877.99     | 0.03%             | 2065-04-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| MFA 2021-NQM2 TRUST MFRA 2021 NQM2 A1 144A                                      | MFA 2021-NQM2 TRUST MFRA 2021 NQM2 A1 144A                   | CUSIP: 55283WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96460 | PA      | $85566.25     | 0.04%             | 2064-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| MF1 2022-FL8 LTD MF1 2022 FL8 AS 144A                                           | MF1 2022-FL8 LTD MF1 2022 FL8 AS 144A                        | CUSIP: 55284JAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    335000 | PA      | $334177.58    | 0.16%             | 2037-02-19      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSECURED 06/34 5.5                               | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    255000 | PA      | $260148.73    | 0.12%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSECURED 02/31 4.8                               | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181890.13    | 0.09%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSECURED 01/33 5                                 | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210748.60    | 0.10%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BANK OF CANADA SR UNSECURED 02/31 VAR                  | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $164721.77    | 0.08%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                              | ROYALTY PHARMA PLC COMPANY GUAR 09/35 5.2                    | CUSIP: 78081BAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $407048.25    | 0.19%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SG COMMERCIAL MORTGAGE SECURIT SGCMS 2020 COVE A 144A                           | SG COMMERCIAL MORTGAGE SECURIT SGCMS 2020 COVE A 144A        | CUSIP: 78397FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570000 | PA      | $545782.07    | 0.26%             | 2037-03-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2023 1A B 144A                             | SFS AUTO RECEIVABLES SECURITIZ SFAST 2023 1A B 144A          | CUSIP: 78398AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $117766.62    | 0.06%             | 2030-01-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST SGR 2021 1 A1 144A                                | SG RESIDENTIAL MORTGAGE TRUST SGR 2021 1 A1 144A             | CUSIP: 784212AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    283180 | PA      | $236190.60    | 0.11%             | 2061-07-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING 2025-1 L SCFET 2025 1A A3 144A                            | SCF EQUIPMENT LEASING 2025-1 L SCFET 2025 1A A3 144A         | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $173535.13    | 0.08%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SM Energy Company                                                               | SM ENERGY CO SR UNSECURED 144A 08/29 6.75                    | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100734.22    | 0.05%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sabey Data Center Issuer LLC                                                    | SABEY DATA CENTER ISSUER LLC SDCP 2024 1 A2 144A             | CUSIP: 78520EAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $65712.70     | 0.03%             | 2049-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| San Diego Gas and Electric Company                                              | SAN DIEGO GAS and ELECTRIC CO 1ST MORTGAGE 04/35 5.4         | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150084.28    | 0.07%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                               | CROWN CASTLE INC SR UNSECURED 11/29 3.1                      | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142921.59    | 0.07%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                               | CROWN CASTLE INC SR UNSECURED 01/31 2.25                     | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    245000 | PA      | $218836.22    | 0.10%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                               | CROWN CASTLE INC SR UNSECURED 04/31 2.1                      | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26476.32     | 0.01%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| DBJPM 20-C9 MORTGAGE TRUST DBJPM 2020 C9 XA                                     | DBJPM 20-C9 MORTGAGE TRUST DBJPM 2020 C9 XA                  | CUSIP: 233063AW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    416517 | PA      | $17685.43     | 0.01%             | 2053-09-15      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc.                                                               | DT MIDSTREAM INC COMPANY GUAR 144A 12/34 5.8                 | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $119346.42    | 0.06%             | 2034-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DC TRUST 2024-HLTN DC 2024 HLTN A 144A                                          | DC TRUST 2024-HLTN DC 2024 HLTN A 144A                       | CUSIP: 24022FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90000 | PA      | $91124.62     | 0.04%             | 2040-04-13      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| DC TRUST 2024-HLTN DC 2024 HLTN C 144A                                          | DC TRUST 2024-HLTN DC 2024 HLTN C 144A                       | CUSIP: 24022FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45000 | PA      | $45094.11     | 0.02%             | 2040-04-13      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust 2021-2                                     | DEEPHAVEN RESIDENTIAL MORTGAGE DRMT 2021 2 A1 144A           | CUSIP: 24381WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63331 | PA      | $56792.13     | 0.03%             | 2066-04-25      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/45 3                       | CUSIP: 912810RP5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2822000 | PA      | $2156294.60   | 1.01%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY INFLATI 02/46 1                                          | UNITED STATES TREASURY INFLATI 02/46 1                       | CUSIP: 912810RR1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    405351 | PA      | $305461.93    | 0.14%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/46 2.25                    | CUSIP: 912810RT7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4745000 | PA      | $3122617.79   | 1.46%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 07/64 5.75               | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24407.68     | 0.01%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 06/35 5.3                | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56945.48     | 0.03%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / COMPANY GUAR 144A 10/33 6.25                      | USA COMPRESSION PARTNERS LP / COMPANY GUAR 144A 10/33 6.25   | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50599.50     | 0.02%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC - VBTEL VBTEL 2024 1A C2 144A                                  | VB-S1 ISSUER LLC - VBTEL VBTEL 2024 1A C2 144A               | CUSIP: 91823ABC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255000 | PA      | $257041.68    | 0.12%             | 2054-05-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $66.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-564.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Altice France                                                                   | ALTICE SA SR SECURED 144A 04/32 6.5                          | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     55000 | PA      | $52727.50     | 0.02%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hess Corporation                                                                | HESS CORP SR UNSECURED 03/33 7.125                           | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    115000 | PA      | $133090.37    | 0.06%             | 2033-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 05/40 5.705                       | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    295000 | PA      | $301129.54    | 0.14%             | 2040-05-01      | Fixed         | 5.71%                 | 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        |    220000 | PA      | $226052.23    | 0.11%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 05/31 6.388                       | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54259.68     | 0.03%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 05/64 7.008                       | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $28406.26     | 0.01%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/43 FIXED VAR                           | CUSIP: 31374CSS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    361469 | PA      | $343589.10    | 0.16%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 3883 PB                                                  | FREDDIE MAC REMICS FHR 3883 PB                               | CUSIP: 3137ABM24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35606 | PA      | $34352.60     | 0.02%             | 2041-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/55 FIXED VAR                           | CUSIP: 3140W3B57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    414994 | PA      | $422229.70    | 0.20%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK18 BANK 2019 BN18 XA                                               | BANK 2019-BNK18 BANK 2019 BN18 XA                            | CUSIP: 065402BD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1374962 | PA      | $33133.70     | 0.02%             | 2062-05-15      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK20 BANK 2019 BN20 XA                                               | BANK 2019-BNK20 BANK 2019 BN20 XA                            | CUSIP: 06540AAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2150433 | PA      | $54938.20     | 0.03%             | 2062-09-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK24 BANK 2019 BN24 XA                                               | BANK 2019-BNK24 BANK 2019 BN24 XA                            | CUSIP: 06540VBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1158476 | PA      | $25751.65     | 0.01%             | 2062-11-15      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK22 BANK 2019 BN22 XA                                               | BANK 2019-BNK22 BANK 2019 BN22 XA                            | CUSIP: 06540XBH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2376609 | PA      | $46874.09     | 0.02%             | 2062-11-15      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO XXV LTD BATLN 2024 25A B 144A                                     | BATTALION CLO XXV LTD BATLN 2024 25A B 144A                  | CUSIP: 07134FAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    395000 | PA      | $395754.45    | 0.19%             | 2037-03-13      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc.                                                       | BAXTER INTERNATIONAL INC SR UNSECURED 12/30 4.9              | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176339.98    | 0.08%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2017-C1 BBCMS 2017 C1 XA                                   | BBCMS MORTGAGE TRUST 2017-C1 BBCMS 2017 C1 XA                | CUSIP: 07332VBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2528520 | PA      | $23222.94     | 0.01%             | 2050-02-15      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/32 2.75                    | CUSIP: 91282CFF3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2945000 | PA      | $2745177.16   | 1.28%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/33 3.375                   | CUSIP: 91282CHC8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1025000 | PA      | $985401.37    | 0.46%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/33 3.875                   | CUSIP: 91282CHT1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1805000 | PA      | $1789981.84   | 0.84%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/33 4.5                     | CUSIP: 91282CJJ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2525000 | PA      | $2607161.13   | 1.22%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY INFLATI 01/34 1.75                                       | UNITED STATES TREASURY INFLATI 01/34 1.75                    | CUSIP: 91282CJY8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2663813 | PA      | $2648538.86   | 1.24%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/34 4                       | CUSIP: 91282CJZ5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1895000 | PA      | $1889078.13   | 0.88%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/34 4.375                   | CUSIP: 91282CKQ3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2190000 | PA      | $2237991.79   | 1.05%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/27 4.5                     | CUSIP: 91282CKR1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    571000 | PA      | $578583.59    | 0.27%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/34 4.25                    | CUSIP: 91282CLW9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6975000 | PA      | $7048291.97   | 3.30%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/31 4.125                   | CUSIP: 91282CLZ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1830000 | PA      | $1857521.48   | 0.87%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 12/27 4                       | CUSIP: 91282CMB4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2925000 | PA      | $2953335.94   | 1.38%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                                         | ROMANIAN GOVERNMENT INTERNATIO SR UNSECURED 144A 03/35 5.75  | CUSIP: 77586RAV2<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     36000 | PA      | $35668.95     | 0.02%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow II Inc.                                                          | SCRIPPS ESCROW II INC SR SECURED 144A 01/29 3.875            | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $92013.88     | 0.04%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVAB SSTRT 2025 A B 144A                              | SECURITIZED TERM AUTO RECEIVAB SSTRT 2025 A B 144A           | CUSIP: 81378RAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |     49793 | PA      | $50229.53     | 0.02%             | 2031-07-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVAB SSTRT 2025 B B 144A                              | SECURITIZED TERM AUTO RECEIVAB SSTRT 2025 B B 144A           | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    163999 | PA      | $165409.56    | 0.08%             | 2032-12-29      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                              | SOUTHERN CALIFORNIA EDISON CO 1ST REF MORT 03/48 4.125       | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    145000 | PA      | $110052.99    | 0.05%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                              | SOUTHERN CALIFORNIA EDISON CO 1ST MORTGAGE 02/50 3.65        | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     35000 | PA      | $24473.29     | 0.01%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                              | SOUTHERN CALIFORNIA EDISON CO 1ST MORTGAGE 06/52 5.45        | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     96000 | PA      | $86242.89     | 0.04%             | 2052-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                              | SOUTHERN CALIFORNIA EDISON CO 1ST MORTGAGE 11/32 5.95        | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    125000 | PA      | $132234.75    | 0.06%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                           | TIME WARNER CABLE LLC SR SECURED 09/42 4.5                   | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    315000 | PA      | $242242.20    | 0.11%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital                                                           | TOTALENERGIES CAPITAL SA COMPANY GUAR 04/64 5.638            | CUSIP: 89157XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    145000 | PA      | $140045.54    | 0.07%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital                                                           | TOTALENERGIES CAPITAL SA COMPANY GUAR 09/64 5.425            | CUSIP: 89157XAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     65000 | PA      | $60834.03     | 0.03%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY INFLATI 02/50 0.25                                       | UNITED STATES TREASURY INFLATI 02/50 0.25                    | CUSIP: 912810SM1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1399339 | PA      | $805061.82    | 0.38%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/50 1.25                    | CUSIP: 912810SN9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4170000 | PA      | $1996061.74   | 0.93%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/51 1.875                   | CUSIP: 912810TB4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4890000 | PA      | $2702871.12   | 1.26%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SOLD GBP/BOUGHT USD                                                             | SOLD GBP/BOUGHT USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-2153.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 10/30 VAR           | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192592.33    | 0.09%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 10/35 VAR           | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55294.43     | 0.03%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 04/31 VAR           | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67135.08     | 0.03%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 04/32 VAR           | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18236.26     | 0.01%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 08/28 VAR           | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15105.24     | 0.01%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2006 38 XS                | CUSIP: 38374NQG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4091 | PA      | $27.73        | 0.00%             | 2035-09-16      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2013 37 LG                | CUSIP: 38378JNS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21475 | PA      | $21144.82     | 0.01%             | 2042-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GREAT CANADIAN GAMING CORP/RAP SR SECURED 144A 11/29 8.75                       | GREAT CANADIAN GAMING CORP/RAP SR SECURED 144A 11/29 8.75    | CUSIP: 389925AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     55000 | PA      | $55558.22     | 0.03%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HTL COMMERCIAL MORTGAGE TRUST HTL 2024 T53 B 144A                               | HTL COMMERCIAL MORTGAGE TRUST HTL 2024 T53 B 144A            | CUSIP: 404300AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $131921.74    | 0.06%             | 2039-05-10      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| HTL COMMERCIAL MORTGAGE TRUST HTL 2024 T53 C 144A                               | HTL COMMERCIAL MORTGAGE TRUST HTL 2024 T53 C 144A            | CUSIP: 404300AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101562.37    | 0.05%             | 2039-05-10      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                      | HPS CORPORATE LENDING FUND SR UNSECURED 144A 06/30 5.85      | CUSIP: 40440VAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $126489.70    | 0.06%             | 2030-06-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/53 FIXED VAR                           | CUSIP: 3140XKDS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    415004 | PA      | $424035.45    | 0.20%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                      | HPS CORPORATE LENDING FUND SR UNSECURED 144A 11/30 5.45      | CUSIP: 40440VAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $149559.70    | 0.07%             | 2030-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LL HERTZ 2025 2A A 144A                             | HERTZ VEHICLE FINANCING III LL HERTZ 2025 2A A 144A          | CUSIP: 42806MCX5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $147280.69    | 0.07%             | 2031-09-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | HESS MIDSTREAM OPERATIONS LP COMPANY GUAR 144A 02/30 4.25    | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $283644.88    | 0.13%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | HESS MIDSTREAM OPERATIONS LP COMPANY GUAR 144A 06/29 6.5     | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $139414.50    | 0.07%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Company                                              | HEWLETT PACKARD ENTERPRISE CO SR UNSECURED 10/54 5.6         | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185299.79    | 0.09%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Howard University (The)                                                         | HOWARD UNIVERSITY INSURED 10/29 2.701                        | CUSIP: 442851AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $93403.96     | 0.04%             | 2029-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Howard University (The)                                                         | HOWARD UNIVERSITY INSURED 10/30 2.801                        | CUSIP: 442851AU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $91801.47     | 0.04%             | 2030-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Howard University (The)                                                         | HOWARD UNIVERSITY INSURED 10/41 3.476                        | CUSIP: 442851AY7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $94108.69     | 0.04%             | 2041-10-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties L.P.                                                  | HUDSON PACIFIC PROPERTIES LP COMPANY GUAR 04/29 4.65         | CUSIP: 44409MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $52688.81     | 0.02%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Hudson Pacific Properties L.P.                                                  | HUDSON PACIFIC PROPERTIES LP COMPANY GUAR 02/28 5.95         | CUSIP: 44409MAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $54174.60     | 0.03%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                     | HUMANA INC SR UNSECURED 04/31 5.375                          | CUSIP: 444859CA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $155082.71    | 0.07%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                     | HUMANA INC SR UNSECURED 05/35 5.55                           | CUSIP: 444859CD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $163352.09    | 0.08%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| INT COMMERCIAL MORTGAGE TRUST INT 2025 PLAZA A 144A                             | INT COMMERCIAL MORTGAGE TRUST INT 2025 PLAZA A 144A          | CUSIP: 44989YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $105299.17    | 0.05%             | 2037-11-05      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Imola Merger Corporation                                                        | IMOLA MERGER CORP SR SECURED 144A 05/29 4.75                 | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98701.98     | 0.05%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2021 NQM2 A1 144A                          | IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2021 NQM2 A1 144A       | CUSIP: 452761AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135101 | PA      | $114851.08    | 0.05%             | 2056-09-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2022 NQM2 A1 144A                          | IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2022 NQM2 A1 144A       | CUSIP: 45276PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    462998 | PA      | $441643.26    | 0.21%             | 2067-03-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2012 21 PQ                                                | FANNIE MAE REMICS FNR 2012 21 PQ                             | CUSIP: 3136A36C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19366 | PA      | $18490.77     | 0.01%             | 2041-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2012 18 GA                                                | FANNIE MAE REMICS FNR 2012 18 GA                             | CUSIP: 3136A4TG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37603 | PA      | $35607.03     | 0.02%             | 2041-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2012 52 PA                                                | FANNIE MAE REMICS FNR 2012 52 PA                             | CUSIP: 3136A6AN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32815 | PA      | $31879.26     | 0.01%             | 2042-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2015 48 QB                                                | FANNIE MAE REMICS FNR 2015 48 QB                             | CUSIP: 3136APKJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26595 | PA      | $26213.83     | 0.01%             | 2043-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 16 PB                                                | FANNIE MAE REMICS FNR 2017 16 PB                             | CUSIP: 3136AVZX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    270000 | PA      | $238335.02    | 0.11%             | 2047-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 26 CG                                                | FANNIE MAE REMICS FNR 2017 26 CG                             | CUSIP: 3136AWCM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16835 | PA      | $16752.61     | 0.01%             | 2044-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 35 AH                                                | FANNIE MAE REMICS FNR 2017 35 AH                             | CUSIP: 3136AWNN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21045 | PA      | $20954.34     | 0.01%             | 2053-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 34 JK                                                | FANNIE MAE REMICS FNR 2017 34 JK                             | CUSIP: 3136AWTK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15267 | PA      | $15029.54     | 0.01%             | 2047-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 49 JA                                                | FANNIE MAE REMICS FNR 2017 49 JA                             | CUSIP: 3136AXJT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27215 | PA      | $27172.86     | 0.01%             | 2053-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 84 KA                                                | FANNIE MAE REMICS FNR 2017 84 KA                             | CUSIP: 3136AYMB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32517 | PA      | $32352.57     | 0.02%             | 2053-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2018 23 LA                                                | FANNIE MAE REMICS FNR 2018 23 LA                             | CUSIP: 3136B1WE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89516 | PA      | $86233.73     | 0.04%             | 2048-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2018 70 HA                                                | FANNIE MAE REMICS FNR 2018 70 HA                             | CUSIP: 3136B3BD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52921 | PA      | $52078.97     | 0.02%             | 2056-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2019 12 HA                                                | FANNIE MAE REMICS FNR 2019 12 HA                             | CUSIP: 3136B4EJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107246 | PA      | $104054.38    | 0.05%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K064 X1                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K064 X1                  | CUSIP: 3137BXR20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2004878 | PA      | $10869.65     | 0.01%             | 2027-03-25      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5055 DG                                                  | FREDDIE MAC REMICS FHR 5055 DG                               | CUSIP: 3137F7GL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    332587 | PA      | $273181.63    | 0.13%             | 2050-12-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K122 X1                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K122 X1                  | CUSIP: 3137F82T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    468247 | PA      | $16391.52     | 0.01%             | 2030-11-25      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K121 X1                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K121 X1                  | CUSIP: 3137F83S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    827870 | PA      | $32255.81     | 0.02%             | 2030-10-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K124 X1                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K124 X1                  | CUSIP: 3137F9YZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1893154 | PA      | $56258.66     | 0.03%             | 2030-12-25      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K068 A2                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K068 A2                  | CUSIP: 3137FBBX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    545000 | PA      | $540214.19    | 0.25%             | 2027-08-25      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K104 X1                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K104 X1                  | CUSIP: 3137FREK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1250625 | PA      | $46669.84     | 0.02%             | 2030-01-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K111 X1                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K111 X1                  | CUSIP: 3137FUZE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    539519 | PA      | $30962.77     | 0.01%             | 2030-05-25      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K114 X1                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K114 X1                  | CUSIP: 3137FVNJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1579156 | PA      | $66291.41     | 0.03%             | 2030-06-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5170 DP                                                  | FREDDIE MAC REMICS FHR 5170 DP                               | CUSIP: 3137H4FG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    312594 | PA      | $278034.57    | 0.13%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/42 FIXED 2.5                           | CUSIP: 3138MQSX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197309 | PA      | $175188.62    | 0.08%             | 2042-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/30 FIXED 2.5                           | CUSIP: 3138WFAN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8481 | PA      | $8276.00      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/43 FIXED 2.5                           | CUSIP: 3138WMHQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247888 | PA      | $220416.58    | 0.10%             | 2043-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/31 FIXED 2.5                           | CUSIP: 3140FDDV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11184 | PA      | $10874.20     | 0.01%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/31 FIXED 2.5                           | CUSIP: 3140FLS90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6313 | PA      | $6132.87      | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/50 FIXED 2.5                           | CUSIP: 3140HFPP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    497896 | PA      | $421105.45    | 0.20%             | 2050-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/51 FIXED 2.5                           | CUSIP: 3140M83L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3484994 | PA      | $2961663.76   | 1.39%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/53 FIXED 5.5                           | CUSIP: 31418EXU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1628531 | PA      | $1656847.60   | 0.78%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/54 FIXED 5                             | CUSIP: 31418FDA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1885140 | PA      | $1882894.12   | 0.88%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/55 FIXED 6                                               | FREDDIE MAC POOL FR 02/55 FIXED 6                            | CUSIP: 31426A2J6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    549999 | PA      | $565046.14    | 0.26%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 2 A1 144A                              | ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 2 A1 144A           | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70457 | PA      | $59975.51     | 0.03%             | 2066-06-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2022 1 A1 144A                              | ELLINGTON FINANCIAL MORTGAGE T EFMT 2022 1 A1 144A           | CUSIP: 31573CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    213241 | PA      | $187408.85    | 0.09%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                                           | ALABAMA POWER CO SR UNSECURED 04/35 5.1                      | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20472.00     | 0.01%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan Inc.                                                            | RIO TINTO ALCAN INC SR UNSECURED 12/33 6.125                 | CUSIP: 013716AU9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    100000 | PA      | $109412.89    | 0.05%             | 2033-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LL ADC 2023 1A A2 144A                              | ALIGNED DATA CENTERS ISSUER LL ADC 2023 1A A2 144A           | CUSIP: 01627AAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $266950.90    | 0.12%             | 2048-08-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                     | ALLIED UNIVERSAL HOLDCO LLC SR SECURED 144A 02/31 7.875      | CUSIP: 019576AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $105387.87    | 0.05%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                       | CUSIP: 01F022618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3100000 | PA      | $2619863.32   | 1.23%             | N/A             | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                       | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7880000 | PA      | $7989888.96   | 3.74%             | N/A             | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                       | CUSIP: 01F060618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5025000 | PA      | $5158673.04   | 2.41%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                      | AVIS BUDGET RENTAL CAR FUNDING AESOP 2024 3A B 144A          | CUSIP: 05377RJL9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $103046.25    | 0.05%             | 2030-12-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc.                                                         | EQUITABLE HOLDINGS INC SR UNSECURED 04/28 4.35               | CUSIP: 054561AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $32118.67     | 0.02%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corporation                                                       | BAT CAPITAL CORP COMPANY GUAR 02/31 5.834                    | CUSIP: 05526DBY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $74264.78     | 0.03%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2022-C15 BBCMS 2022 C15 A5                                 | BBCMS MORTGAGE TRUST 2022-C15 BBCMS 2022 C15 A5              | CUSIP: 05552FBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $102504.55    | 0.05%             | 2055-04-15      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| BINOM SECURITIZATION TRUST 202 BINOM 2021 INV1 A1 144A                          | BINOM SECURITIZATION TRUST 202 BINOM 2021 INV1 A1 144A       | CUSIP: 05552UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102606 | PA      | $94411.01     | 0.04%             | 2056-06-25      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| BPCE                                                                            | BPCE SA 144A 01/31 VAR                                       | CUSIP: 05571AAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    250000 | PA      | $261146.66    | 0.12%             | 2031-01-14      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2024-PMDW BPR 2024 PMDW B 144A                                        | BPR TRUST 2024-PMDW BPR 2024 PMDW B 144A                     | CUSIP: 05592VAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102820.90    | 0.05%             | 2041-11-05      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| BSTN COMMERCIAL MORTGAGE TRUST BSTN 2025 HUB A 144A                             | BSTN COMMERCIAL MORTGAGE TRUST BSTN 2025 HUB A 144A          | CUSIP: 05594GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100395.52    | 0.05%             | 2041-04-13      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD / BACARDI-MARTINI SR UNSECURED 144A 06/33 5.4                       | BACARDI LTD / BACARDI-MARTINI SR UNSECURED 144A 06/33 5.4    | CUSIP: 05635JAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    100000 | PA      | $101101.23    | 0.05%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Company                                              | BALTIMORE GAS AND ELECTRIC CO SR UNSECURED 06/35 5.45        | CUSIP: 059165ET3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $108793.54    | 0.05%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 07/31 VAR                  | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    110000 | PA      | $98807.41     | 0.05%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 10/31 VAR                  | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    215000 | PA      | $192263.77    | 0.09%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SUBORDINATED 09/36 VAR                  | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    130000 | PA      | $114083.38    | 0.05%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 02/33 VAR                  | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    115000 | PA      | $105168.00    | 0.05%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 04/28 VAR                  | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40159.58     | 0.02%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SUBORDINATED 10/35 VAR                  | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158754.37    | 0.07%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                         | BANK OF NEW YORK MELLON CORP/T SR UNSECURED 10/29 VAR        | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21234.37     | 0.01%             | 2029-10-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                         | BANK OF NEW YORK MELLON CORP/T SR UNSECURED 07/32 VAR        | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77732.98     | 0.04%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK28 BANK 2020 BN28 XA                                               | BANK 2020-BNK28 BANK 2020 BN28 XA                            | CUSIP: 06540YAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2494128 | PA      | $164338.58    | 0.08%             | 2063-03-15      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| BANK 2023-BNK45 BANK 2023 BNK45 XA                                              | BANK 2023-BNK45 BANK 2023 BNK45 XA                           | CUSIP: 06541BBQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    885284 | PA      | $49930.84     | 0.02%             | 2056-02-15      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK23 BANK 2019 BN23 XA                                               | BANK 2019-BNK23 BANK 2019 BN23 XA                            | CUSIP: 06541RBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1886860 | PA      | $42139.62     | 0.02%             | 2052-12-15      | Variable      | 0.68%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK8 BANK 2017 BNK8 XA                                                | BANK 2017-BNK8 BANK 2017 BNK8 XA                             | CUSIP: 06650AAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3582282 | PA      | $33100.29     | 0.02%             | 2050-11-15      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B12 MORTGAGE TR BMARK 2019 B12 XA                                | BENCHMARK 2019-B12 MORTGAGE TR BMARK 2019 B12 XA             | CUSIP: 08162FAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    945177 | PA      | $23480.55     | 0.01%             | 2052-08-15      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B1 MORTGAGE TRU BMARK 2018 B1 XA                                 | BENCHMARK 2018-B1 MORTGAGE TRU BMARK 2018 B1 XA              | CUSIP: 08162PAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    841632 | PA      | $8313.73      | 0.00%             | 2051-01-15      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B8 MORTGAGE TRU BMARK 2018 B8 XA                                 | BENCHMARK 2018-B8 MORTGAGE TRU BMARK 2018 B8 XA              | CUSIP: 08162UAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4269151 | PA      | $59976.45     | 0.03%             | 2052-01-15      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners L.P.                                                           | BUCKEYE PARTNERS LP SR UNSECURED 144A 02/30 6.75             | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73482.57     | 0.03%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 02/31 4.25  | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $137827.52    | 0.06%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc.                                                             | COTERRA ENERGY INC SR UNSECURED 03/34 5.6                    | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     98000 | PA      | $100974.10    | 0.05%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                               | CAPITAL ONE FINANCIAL CORP SR UNSECURED 10/31 VAR            | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    190000 | PA      | $214727.72    | 0.10%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                               | CAPITAL ONE FINANCIAL CORP SUBORDINATED 01/36 VAR            | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125265.94    | 0.06%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                        | CELANESE US HOLDINGS LLC COMPANY GUAR 04/30 6.5              | CUSIP: 15089QAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100500.00    | 0.05%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                        | CELANESE US HOLDINGS LLC COMPANY GUAR 02/31 7                | CUSIP: 15089QBC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10238.64     | 0.00%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                        | CELANESE US HOLDINGS LLC COMPANY GUAR 02/34 7.375            | CUSIP: 15089QBD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25399.26     | 0.01%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 03/31 2.5                          | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    270000 | PA      | $233164.22    | 0.11%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 08/31 2.625                        | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    120000 | PA      | $103217.31    | 0.05%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 10/35 6.384        | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $221891.96    | 0.10%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/48 5.75         | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $55444.08     | 0.03%             | 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 07/49 5.125        | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $105644.28    | 0.05%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                   | CITIBANK NA SR UNSECURED 05/30 4.914                         | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257177.29    | 0.12%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                             | COMCAST CORP COMPANY GUAR 04/40 3.75                         | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    185000 | PA      | $152480.05    | 0.07%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/33 5.9              | CUSIP: 350930AG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $209269.43    | 0.10%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RI SCRT 2019 3 MV                                   | FREDDIE MAC SEASONED CREDIT RI SCRT 2019 3 MV                | CUSIP: 35563PLK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    101062 | PA      | $96941.04     | 0.05%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-HQA2                                         | FREDDIE MAC STACR REMIC TRUST STACR 2023 HQA2 M1B 144A       | CUSIP: 35564K2G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    460000 | PA      | $474185.07    | 0.22%             | 2043-06-25      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-HQA2                                         | FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA2 M1B 144A       | CUSIP: 35564KB32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    180000 | PA      | $188044.20    | 0.09%             | 2042-07-25      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-HQA3                                         | FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA3 M1B 144A       | CUSIP: 35564KE47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     70000 | PA      | $72799.64     | 0.03%             | 2042-08-25      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA6                                         | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA6 M1B 144A       | CUSIP: 35564KH44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $208626.00    | 0.10%             | 2042-09-25      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA6                                         | FREDDIE MAC STACR REMIC TRUST STACR 2021 DNA6 B1 144A        | CUSIP: 35564KLU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    505000 | PA      | $513882.34    | 0.24%             | 2041-10-25      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA7                                         | FREDDIE MAC STACR REMIC TRUST STACR 2021 DNA7 B1 144A        | CUSIP: 35564KND7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    194000 | PA      | $198410.92    | 0.09%             | 2041-11-25      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA3                                         | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1B 144A       | CUSIP: 35564KUX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    168000 | PA      | $172182.95    | 0.08%             | 2042-04-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA4                                         | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1B 144A       | CUSIP: 35564KWT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    235000 | PA      | $242491.80    | 0.11%             | 2042-05-25      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-HQA1                                         | FREDDIE MAC STACR REMIC TRUST STACR 2023 HQA1 M1B 144A       | CUSIP: 35564KX87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    445000 | PA      | $466097.05    | 0.22%             | 2043-05-25      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-Dna5                                         | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA5 M1B 144A       | CUSIP: 35564KYP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    285000 | PA      | $299792.36    | 0.14%             | 2042-06-25      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                   | FREEDOM MORTGAGE HOLDINGS LLC SR UNSECURED 144A 02/29 9.25   | CUSIP: 35641AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52442.40     | 0.02%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                 | BLACKSTONE SECURED LENDING FUN SR UNSECURED 01/31 5.125      | CUSIP: 09261XAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $301202.55    | 0.14%             | 2031-01-31      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| BLUE OWL ASSET LEASING TRUST 2 OWLEF 2024 1A B 144A                             | BLUE OWL ASSET LEASING TRUST 2 OWLEF 2024 1A B 144A          | CUSIP: 095921AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101149.70    | 0.05%             | 2030-03-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 03/29 3.2                         | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33931.54     | 0.02%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 04/48 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 04/48 FIXED 3                       | CUSIP: 3128MJ3R9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12156 | PA      | $10992.35     | 0.01%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/46 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 12/46 FIXED 3                       | CUSIP: 3128MJZB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18740 | PA      | $16998.51     | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 05/28 FIXED 7.5                                        | FREDDIE MAC GOLD POOL FG 05/28 FIXED 7.5                     | CUSIP: 31292GVL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        66 | PA      | $67.94        | 0.00%             | 2028-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 04/29 FIXED 6.5                                        | FREDDIE MAC GOLD POOL FG 04/29 FIXED 6.5                     | CUSIP: 31293PE43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       158 | PA      | $163.63       | 0.00%             | 2029-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/51 3.7          | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $28324.43     | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/53 5.25         | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $134443.73    | 0.06%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 02/34 6.65         | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $47404.82     | 0.02%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 06/34 6.55         | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $36811.44     | 0.02%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L.P.                                                   | CHENIERE ENERGY PARTNERS LP COMPANY GUAR 144A 10/35 5.55     | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    205000 | PA      | $209587.52    | 0.10%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                      | CHICAGO BOARD OF EDUCATION CHIEDU 12/39 FIXED 6.138          | CUSIP: 167505KH8<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    155000 | PA      | $145827.44    | 0.07%             | 2039-12-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                      | CHICAGO BOARD OF EDUCATION CHIEDU 11/29 FIXED 6.319          | CUSIP: 167505NG7<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    120000 | PA      | $119675.20    | 0.06%             | 2029-11-01      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc.                                                               | CINEMARK USA INC COMPANY GUAR 144A 08/32 7                   | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103770.20    | 0.05%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SR UNSECURED 05/31 VAR                         | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158314.62    | 0.07%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SR UNSECURED 09/31 VAR                         | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175541.59    | 0.08%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2016 C3 C                                   | CITIGROUP COMMERCIAL MORTGAGE CGCMT 2016 C3 C                | CUSIP: 17325GAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    288000 | PA      | $255005.02    | 0.12%             | 2049-11-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Cleco Corporate Holdings LLC                                                    | CLECO CORPORATE HOLDINGS LLC SR UNSECURED 09/29 3.375        | CUSIP: 18551PAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $84636.94     | 0.04%             | 2029-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                            | CLYDESDALE ACQUISITION HOLDING SR SECURED 144A 04/29 6.625   | CUSIP: 18972EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55959.70     | 0.03%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                            | CLYDESDALE ACQUISITION HOLDING COMPANY GUAR 144A 04/30 8.75  | CUSIP: 18972EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55917.35     | 0.03%             | 2030-04-15      | Fixed         | 8.75%                 | 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        |    474661 | PA      | $408631.22    | 0.19%             | 2066-09-27      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Company LLC                                          | COLUMBIA PIPELINES HOLDING CO SR UNSECURED 144A 01/34 5.681  | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $77274.68     | 0.04%             | 2034-01-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Company LLC                                          | COLUMBIA PIPELINES HOLDING CO SR UNSECURED 144A 10/31 5.097  | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $41691.92     | 0.02%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Company LLC                                          | COLUMBIA PIPELINES HOLDING CO SR UNSECURED 144A 11/32 4.999  | CUSIP: 19828AAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $139987.53    | 0.07%             | 2032-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Company LLC                                        | COLUMBIA PIPELINES OPERATING C SR UNSECURED 144A 11/33 6.036 | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $42818.30     | 0.02%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL EQUIPMENT FINANCE 2 CEFI 2024 1A A 144A                              | COMMERCIAL EQUIPMENT FINANCE 2 CEFI 2024 1A A 144A           | CUSIP: 20166RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     87102 | PA      | $88040.65     | 0.04%             | 2029-07-16      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL EQUIPMENT FINANCE 2 CEFI 2025 1A A 144A                              | COMMERCIAL EQUIPMENT FINANCE 2 CEFI 2025 1A A 144A           | CUSIP: 20166TAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    298805 | PA      | $300031.35    | 0.14%             | 2031-05-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R03 2B1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2023 R03 2B1 144A          | CUSIP: 20753ACF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    170000 | PA      | $188135.41    | 0.09%             | 2043-04-25      | Floating      | 10.22%                | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R02 2B1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2022 R02 2B1 144A          | CUSIP: 20754BAF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    395000 | PA      | $408191.46    | 0.19%             | 2042-01-25      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R01                                    | CONNECTICUT AVENUE SECURITIES CAS 2022 R01 1B1 144A          | CUSIP: 20754LAF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    188000 | PA      | $191536.07    | 0.09%             | 2041-12-25      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2021-R01                                    | CONNECTICUT AVENUE SECURITIES CAS 2021 R01 1B1 144A          | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     80000 | PA      | $81286.66     | 0.04%             | 2041-10-25      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Company                                                          | CONOCOPHILLIPS CO COMPANY GUAR 03/52 3.8                     | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    117000 | PA      | $85827.11     | 0.04%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Company                                                          | CONOCOPHILLIPS CO COMPANY GUAR 03/62 4.025                   | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     35000 | PA      | $25428.44     | 0.01%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc.                                                             | META PLATFORMS INC SR UNSECURED 11/45 5.5                    | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242754.74    | 0.11%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc.                                                             | META PLATFORMS INC SR UNSECURED 11/65 5.75                   | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    260000 | PA      | $247910.97    | 0.12%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc.                                                             | META PLATFORMS INC SR UNSECURED 11/32 4.6                    | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60482.35     | 0.03%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                               | CAPITAL ONE FINANCIAL CORP SR UNSECURED 09/31 VAR            | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139794.66    | 0.07%             | 2031-09-11      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc.                                                            | CARDINAL HEALTH INC SR UNSECURED 11/29 5                     | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    205000 | PA      | $210539.20    | 0.10%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc.                                                            | CARDINAL HEALTH INC SR UNSECURED 09/30 4.5                   | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    285000 | PA      | $287700.04    | 0.13%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc.                                                   | CITIZENS FINANCIAL GROUP INC SR UNSECURED 04/35 VAR          | CUSIP: 174610BG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $32987.14     | 0.02%             | 2035-04-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| CSAIL 2016-C6 COMMERCIAL MORTG CSAIL 2016 C6 A5                                 | CSAIL 2016-C6 COMMERCIAL MORTG CSAIL 2016 C6 A5              | CUSIP: 12636MAE8<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |     87265 | PA      | $86959.16     | 0.04%             | 2049-01-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| CSAIL 2016-C6 COMMERCIAL MORTG CSAIL 2016 C6 XA                                 | CSAIL 2016-C6 COMMERCIAL MORTG CSAIL 2016 C6 XA              | CUSIP: 12636MAG3<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |    598075 | PA      | $5.98         | 0.00%             | 2049-01-15      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc.                                                   | CITIZENS FINANCIAL GROUP INC SR UNSECURED 03/31 VAR          | CUSIP: 174610BJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $118167.94    | 0.06%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                   | CLEARWAY ENERGY OPERATING LLC COMPANY GUAR 144A 03/28 4.75   | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54880.17     | 0.03%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                   | CLEARWAY ENERGY OPERATING LLC COMPANY GUAR 144A 02/31 3.75   | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56033.24     | 0.03%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                             | COMCAST CORP COMPANY GUAR 11/51 2.887                        | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $58479.34     | 0.03%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| CSMC 2017-FHA1 TRUST CSMC 2017 FHA1 A1 144A                                     | CSMC 2017-FHA1 TRUST CSMC 2017 FHA1 A1 144A                  | CUSIP: 12651RAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110066 | PA      | $101688.80    | 0.05%             | 2047-04-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| COMM 2022-HC MORTGAGE TRUST COMM 2022 HC A 144A                                 | COMM 2022-HC MORTGAGE TRUST COMM 2022 HC A 144A              | CUSIP: 12659DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $96518.09     | 0.05%             | 2039-01-10      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 11/31 FIXED 7                                              | GINNIE MAE I POOL GN 11/31 FIXED 7                           | CUSIP: 36241KJ74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       702 | PA      | $709.95       | 0.00%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 06/32 FIXED 7                                              | GINNIE MAE I POOL GN 06/32 FIXED 7                           | CUSIP: 36241KJP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       130 | PA      | $132.14       | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMM 2022-HC MORTGAGE TRUST COMM 2022 HC D 144A                                 | COMM 2022-HC MORTGAGE TRUST COMM 2022 HC D 144A              | CUSIP: 12659DAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94115.42     | 0.04%             | 2039-01-10      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM8 CSMC 2021 NQM8 A1 144A                                           | CSMC 2021-NQM8 CSMC 2021 NQM8 A1 144A                        | CUSIP: 12659FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    186447 | PA      | $168959.09    | 0.08%             | 2066-10-25      | Variable      | 2.84%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                           | KEURIG DR PEPPER INC COMPANY GUAR 04/29 3.95                 | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69202.81     | 0.03%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                           | KEURIG DR PEPPER INC COMPANY GUAR 04/32 4.05                 | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91313.74     | 0.04%             | 2032-04-15      | Fixed         | 4.05%                 | 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        |    203538 | PA      | $182926.01    | 0.09%             | 2066-02-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CREDIT AGRICOLE SA 144A 05/31 VAR                            | CUSIP: 22535WAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    250000 | PA      | $256654.33    | 0.12%             | 2031-05-27      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CREDIT AGRICOLE SA 144A 09/33 VAR                            | CUSIP: 22535WAS6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    250000 | PA      | $249673.04    | 0.12%             | 2033-09-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                            | CROSSCOUNTRY INTERMEDIATE HOLD SR UNSECURED 144A 10/30 6.5   | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101999.60    | 0.05%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2022-SFR2 TRUST FKH 2022 SFR2 A 144A                             | FIRSTKEY HOMES 2022-SFR2 TRUST FKH 2022 SFR2 A 144A          | CUSIP: 33767PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    479552 | PA      | $479364.97    | 0.22%             | 2039-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2022-SFR1 TRUST FKH 2022 SFR1 A 144A                             | FIRSTKEY HOMES 2022-SFR1 TRUST FKH 2022 SFR1 A 144A          | CUSIP: 33768NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    134494 | PA      | $134243.32    | 0.06%             | 2039-05-19      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/32 6.15             | CUSIP: 350930AC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $211937.63    | 0.10%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                           | KEURIG DR PEPPER INC COMPANY GUAR 04/52 4.5                  | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    155000 | PA      | $125270.16    | 0.06%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                           | KEURIG DR PEPPER INC COMPANY GUAR 03/31 5.2                  | CUSIP: 49271VAU4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     74000 | PA      | $76041.34     | 0.04%             | 2031-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                           | KEURIG DR PEPPER INC COMPANY GUAR 03/34 5.3                  | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56082.67     | 0.03%             | 2034-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                           | KEURIG DR PEPPER INC COMPANY GUAR 05/30 4.6                  | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10051.67     | 0.00%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                           | KEURIG DR PEPPER INC COMPANY GUAR 05/35 5.15                 | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80155.91     | 0.04%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                           | LAS VEGAS SANDS CORP SR UNSECURED 06/28 5.625                | CUSIP: 517834AM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $92276.56     | 0.04%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | PARAMOUNT GLOBAL COMPANY GUAR 01/31 4.95                     | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52889.39     | 0.02%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | PARAMOUNT GLOBAL COMPANY GUAR 05/50 4.95                     | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     80000 | PA      | $56022.42     | 0.03%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | PARAMOUNT GLOBAL COMPANY GUAR 05/32 4.2                      | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4517.55      | 0.00%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Viatris Inc.                                                                    | VIATRIS INC COMPANY GUAR 06/40 3.85                          | CUSIP: 92556VAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $107470.09    | 0.05%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Viatris Inc.                                                                    | VIATRIS INC COMPANY GUAR 06/50 4                             | CUSIP: 92556VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $46617.41     | 0.02%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                             | VIRGINIA ELECTRIC AND POWER CO SR UNSECURED 05/45 4.2        | CUSIP: 927804FT6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8286.24      | 0.00%             | 2045-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 11/33 FIXED 6.5                                        | FREDDIE MAC GOLD POOL FG 11/33 FIXED 6.5                     | CUSIP: 31296QJW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2251 | PA      | $2380.60      | 0.00%             | 2033-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2022 90 AY                                                | FANNIE MAE REMICS FNR 2022 90 AY                             | CUSIP: 3136BPRL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    640000 | PA      | $639982.53    | 0.30%             | 2041-12-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                             | VIRGINIA ELECTRIC AND POWER CO SR UNSECURED 12/50 2.45       | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     43000 | PA      | $24705.33     | 0.01%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                             | VIRGINIA ELECTRIC AND POWER CO SR UNSECURED 04/33 5          | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133123.01    | 0.06%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                               | INTEL CORP SR UNSECURED 03/50 4.75                           | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8161.00      | 0.00%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                               | INTEL CORP SR UNSECURED 08/32 4.15                           | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53033.57     | 0.02%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Company                                              | INTERSTATE POWER AND LIGHT CO SR UNSECURED 06/35 5.6         | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78053.39     | 0.04%             | 2035-06-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 10/31 VAR                 | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229302.27    | 0.11%             | 2031-10-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/52 3                       | CUSIP: 912810TJ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2105000 | PA      | $1507624.03   | 0.71%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/53 3.625                   | CUSIP: 912810TR9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1570000 | PA      | $1270044.14   | 0.59%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/54 4.25                    | CUSIP: 912810UC0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2256000 | PA      | $2039741.24   | 0.95%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/55 4.75                    | CUSIP: 912810UM8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1060000 | PA      | $1042112.50   | 0.49%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/45 4.875                   | CUSIP: 912810UN6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    925000 | PA      | $933960.94    | 0.44%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 NNN AFX 144A                          | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 NNN AFX 144A       | CUSIP: 46652BAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $144000.00    | 0.07%             | 2037-01-16      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SARL / JBS USA FOO COMPANY GUAR 144A 04/35 5.95                     | JBS USA LUX SARL / JBS USA FOO COMPANY GUAR 144A 04/35 5.95  | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $57831.87     | 0.03%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL / JBS COMPANY GUAR 144A 01/36 5.5                      | JBS USA HOLDING LUX SARL / JBS COMPANY GUAR 144A 01/36 5.5   | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $132100.50    | 0.06%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL / JBS COMPANY GUAR 144A 03/56 6.25                     | JBS USA HOLDING LUX SARL / JBS COMPANY GUAR 144A 03/56 6.25  | CUSIP: 472140AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29858.45     | 0.01%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL / JBS COMPANY GUAR 144A 04/66 6.375                    | JBS USA HOLDING LUX SARL / JBS COMPANY GUAR 144A 04/66 6.375 | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $323594.86    | 0.15%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 03/34 6.75                           | JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 03/34 6.75        | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     55000 | PA      | $60764.01     | 0.03%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 11/53 7.25                           | JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 11/53 7.25        | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     55000 | PA      | $61568.27     | 0.03%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                           | KEURIG DR PEPPER INC COMPANY GUAR 03/31 2.25                 | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    202000 | PA      | $180194.04    | 0.08%             | 2031-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 05/62 4.95               | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25972.82     | 0.01%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 02/30 5.3                | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15638.41     | 0.01%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                         | DUKE ENERGY FLORIDA LLC 1ST MORTGAGE 12/35 4.85              | CUSIP: 26444HAU5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49781.85     | 0.02%             | 2035-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc.                                                              | EOG RESOURCES INC SR UNSECURED 12/54 5.65                    | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39122.21     | 0.02%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc.                                                              | EOG RESOURCES INC SR UNSECURED 07/32 5                       | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81942.80     | 0.04%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc.                                                              | EOG RESOURCES INC SR UNSECURED 01/36 5.35                    | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51378.16     | 0.02%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc.                                                              | EOG RESOURCES INC SR UNSECURED 01/31 4.4                     | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20077.81     | 0.01%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EchoStar Corporation                                                            | ECHOSTAR CORP SR SECURED 11/30 6.75                          | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102446.86    | 0.05%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                  | ECOPETROL SA SR UNSECURED 01/36 8.375                        | CUSIP: 279158AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |    150000 | PA      | $154317.11    | 0.07%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                  | ECOPETROL SA SR UNSECURED 02/32 7.75                         | CUSIP: 279158AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |    175000 | PA      | $180090.75    | 0.08%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Edison International                                                            | EDISON INTERNATIONAL SR UNSECURED 03/32 5.25                 | CUSIP: 281020BB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $60986.08     | 0.03%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Edison International                                                            | EDISON INTERNATIONAL SR UNSECURED 03/30 6.25                 | CUSIP: 281020BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $156794.77    | 0.07%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV5 EFMT 2025 INV5 A3 144A                                           | EFMT 2025-INV5 EFMT 2025 INV5 A3 144A                        | CUSIP: 28224UAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    142448 | PA      | $142698.27    | 0.07%             | 2070-12-01      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                  | ELEMENT FLEET MANAGEMENT CORP SR UNSECURED 144A 11/30 4.641  | CUSIP: 286181AR3<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $200557.68    | 0.09%             | 2030-11-24      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 23 LTD ELM23 2023 2A BR 144A                                        | ELMWOOD CLO 23 LTD ELM23 2023 2A BR 144A                     | CUSIP: 29003YAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250384.00    | 0.12%             | 2036-04-16      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                                                | EQUITABLE AMERICA GLOBAL FUNDI SECURED 144A 09/32 4.7        | CUSIP: 29446Q2E2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $238777.01    | 0.11%             | 2032-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                         | EQUITABLE FINANCIAL LIFE GLOBA SECURED 144A 03/28 1.8        | CUSIP: 29449WAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $28558.30     | 0.01%             | 2028-03-08      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                         | EQUITABLE FINANCIAL LIFE GLOBA SECURED 144A 03/30 5          | CUSIP: 29449WAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $81783.22     | 0.04%             | 2030-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc.                                                             | META PLATFORMS INC SR UNSECURED 08/64 5.55                   | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111311.37    | 0.05%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc.                                                             | META PLATFORMS INC SR UNSECURED 11/55 5.625                  | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43189.69     | 0.02%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 06/53 FIXED 5.5                          | CUSIP: 3132DQY67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1744998 | PA      | $1773131.98   | 0.83%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/54 FIXED 5.5                                             | FREDDIE MAC POOL FR 07/54 FIXED 5.5                          | CUSIP: 3132DWL35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    803710 | PA      | $815361.97    | 0.38%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2019 14 CA                                                | FANNIE MAE REMICS FNR 2019 14 CA                             | CUSIP: 3136B4FP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97010 | PA      | $94461.12     | 0.04%             | 2049-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2019 45 PT                                                | FANNIE MAE REMICS FNR 2019 45 PT                             | CUSIP: 3136B5PK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95136 | PA      | $87210.01     | 0.04%             | 2049-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 02/63 6.05               | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10213.46     | 0.00%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 04/54 5.375              | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    125000 | PA      | $117943.53    | 0.06%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                             | VIRGINIA ELECTRIC AND POWER CO SR UNSECURED 03/35 5.15       | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86484.24     | 0.04%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                             | VIRGINIA ELECTRIC AND POWER CO SR UNSECURED 03/55 5.65       | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9790.93      | 0.00%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                             | VIRGINIA ELECTRIC AND POWER CO SR UNSECURED 09/35 4.9        | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129384.18    | 0.06%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VOLT CII LLC VOLT 2021 NP11 A1 144A                                             | VOLT CII LLC VOLT 2021 NP11 A1 144A                          | CUSIP: 92873HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    124247 | PA      | $124234.87    | 0.06%             | 2051-08-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                     | WAYFAIR LLC SR SECURED 144A 10/29 7.25                       | CUSIP: 94419NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $104367.00    | 0.05%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO + CO SR UNSECURED 10/30 VAR                      | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28538.79     | 0.01%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO + CO SR UNSECURED 02/31 VAR                      | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93398.46     | 0.04%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Wendy's Funding LLC                                                             | WENDY'S FUNDING LLC WEN 2018 1A A2II 144A                    | CUSIP: 95058XAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    216135 | PA      | $212439.67    | 0.10%             | 2048-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Wendy's Funding LLC                                                             | WENDY'S FUNDING LLC WEN 2021 1A A2II 144A                    | CUSIP: 95058XAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    630295 | PA      | $562039.67    | 0.26%             | 2051-06-15      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corporation                                 | WESTINGHOUSE AIR BRAKE TECHNOL COMPANY GUAR 05/30 4.9        | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133013.20    | 0.06%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                           | WHISTLER PIPELINE LLC SR UNSECURED 144A 09/31 5.7            | CUSIP: 96337RAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $88213.40     | 0.04%             | 2031-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                           | WHISTLER PIPELINE LLC SR UNSECURED 144A 09/34 5.95           | CUSIP: 96337RAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51703.74     | 0.02%             | 2034-09-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                                            | WINGSTOP FUNDING LLC WSTOP 2020 1A A2 144A                   | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    197000 | PA      | $190863.31    | 0.09%             | 2050-12-05      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                                            | WINGSTOP FUNDING LLC WSTOP 2024 1A A2 144A                   | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $113023.80    | 0.05%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Company                                               | WISCONSIN POWER AND LIGHT CO SR UNSECURED 03/34 5.375        | CUSIP: 976826BS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $97938.01     | 0.05%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP SR UNSECURED 05/50 5                      | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     70000 | PA      | $58565.34     | 0.03%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 02/53 3.3         | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     40000 | PA      | $26709.57     | 0.01%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 02/55 5.55        | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77528.57     | 0.04%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 01/31 4.6         | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227764.45    | 0.11%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 01/36 5.2         | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25448.52     | 0.01%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | EVERSOURCE ENERGY SR UNSECURED 05/33 5.125                   | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201992.28    | 0.09%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | EVERSOURCE ENERGY SR UNSECURED 01/34 5.5                     | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77084.13     | 0.04%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | EVERSOURCE ENERGY SR UNSECURED 12/30 4.45                    | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149160.00    | 0.07%             | 2030-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 03/28 FIXED 7.5                                        | FREDDIE MAC GOLD POOL FG 03/28 FIXED 7.5                     | CUSIP: 31283G6Z5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       120 | PA      | $122.25       | 0.00%             | 2028-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                         | DUKE ENERGY CORP SR UNSECURED 06/31 2.55                     | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    305000 | PA      | $277732.42    | 0.13%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 05/27 FIXED 7.5                                        | FREDDIE MAC GOLD POOL FG 05/27 FIXED 7.5                     | CUSIP: 31283GX77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        30 | PA      | $30.41        | 0.00%             | 2027-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 08/34 FIXED 6.5                                        | FREDDIE MAC GOLD POOL FG 08/34 FIXED 6.5                     | CUSIP: 31283H4E2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       896 | PA      | $945.87       | 0.00%             | 2034-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                         | DUKE ENERGY CORP SR UNSECURED 08/52 5                        | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30899.14     | 0.01%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                         | DUKE ENERGY CORP SR UNSECURED 06/34 5.45                     | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5206.46      | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/34 FIXED 5                                          | FREDDIE MAC GOLD POOL FG 12/34 FIXED 5                       | CUSIP: 3128M6Y28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42948 | PA      | $43749.19     | 0.02%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| mBank S.A.                                                                      | MBANK SA REGS 09/27 VAR                                      | CUSIP: BR3963468<br>LEI: N/A                  | Long             | DBT              | CORP              | PL        |    100000 | PA      | $115524.00    | 0.05%             | 2027-09-21      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                         | DUKE ENERGY CORP SR UNSECURED 09/35 4.95                     | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    245000 | PA      | $242944.42    | 0.11%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 10/46 3.7              | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    125000 | PA      | $95268.43     | 0.04%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Investor Services and Banking (Luxembourg) S.A.                  | MITSUBISHI UFJ INVESTOR SERVIC JR SUBORDINA 12/50 VAR        | CUSIP: EH7636226<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $75542.40     | 0.04%             | 2050-12-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US SR SECURED REGS 06/31 4.75                       | CLARIOS GLOBAL LP / CLARIOS US SR SECURED REGS 06/31 4.75    | CUSIP: YN0904816<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $119075.58    | 0.06%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                       | FORVIA SE SR UNSECURED REGS 06/30 5.625                      | CUSIP: YQ5187378<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    100000 | PA      | $122432.88    | 0.06%             | 2030-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Itelyum Regeneration S.P.A.                                                     | ITELYUM REGENERATION SPA SR SECURED REGS 04/30 5.75          | CUSIP: YQ6752725<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    100000 | PA      | $117068.66    | 0.05%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 03/35 5.05             | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66091.06     | 0.03%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 03/55 5.55             | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39455.76     | 0.02%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United Group B.V.                                                               | UNITED GROUP BV SR SECURED 144A 10/31 6.5                    | CUSIP: YU4053002<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $119900.54    | 0.06%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bertrand Franchise Finance                                                      | BERTRAND FRANCHISE FINANCE SAS SR SECURED REGS 07/30 VAR     | CUSIP: YX3582559<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    100000 | PA      | $116825.06    | 0.05%             | 2030-07-18      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                         | DUKE ENERGY INDIANA LLC 1ST MORTGAGE 10/49 3.25              | CUSIP: 26443TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $71638.11     | 0.03%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                         | DUKE ENERGY INDIANA LLC 1ST MORTGAGE 04/50 2.75              | CUSIP: 26443TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $49972.98     | 0.02%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CDandR Firefly Bidco PLC                                                        | CDandR FIREFLY BIDCO PLC SR SECURED REGS 04/29 8.625         | CUSIP: ZB1483625<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    100000 | PA      | $141086.04    | 0.07%             | 2029-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                                   | ILIAD HOLDING SAS SR SECURED REGS 04/31 6.875                | CUSIP: ZB7801333<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    100000 | PA      | $125314.10    | 0.06%             | 2031-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                         | CF HIPPOLYTA ISSUER LLC SORT 2020 1 A2 144A                  | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    124438 | PA      | $104331.86    | 0.05%             | 2060-07-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                         | CF HIPPOLYTA ISSUER LLC SORT 2022 1A A1 144A                 | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99457 | PA      | $97836.71     | 0.05%             | 2062-08-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                         | DUKE ENERGY FLORIDA LLC 1ST MORTGAGE 06/30 1.75              | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    115000 | PA      | $103741.50    | 0.05%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2025-4                                      | EXETER AUTOMOBILE RECEIVABLES EART 2025 4A B                 | CUSIP: 30167KAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $110579.71    | 0.05%             | 2030-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc.                                               | CHS/COMMUNITY HEALTH SYSTEMS I SECURED 144A 04/29 6.875      | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26700.00     | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc.                                               | CHS/COMMUNITY HEALTH SYSTEMS I SR SECURED 144A 02/31 4.75    | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26726.56     | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Company PLC                                                  | BELLIS ACQUISITION CO PLC SR SECURED REGS 05/30 8.125        | CUSIP: ZB7830845<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    100000 | PA      | $125362.00    | 0.06%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Metro Bank Holdings PLC                                                         | METRO BANK HOLDINGS PLC SR UNSECURED REGS 04/29 VAR          | CUSIP: ZG3563688<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    100000 | PA      | $153669.08    | 0.07%             | 2029-04-30      | Variable      | 12.00%                | No            |                  2 | On Loan: No      |
| Banca Transilvania S.A.                                                         | BANCA TRANSILVANIA SA REGS 04/27 VAR                         | CUSIP: ZK2917159<br>LEI: N/A                  | Long             | DBT              | CORP              | RO        |    100000 | PA      | $119832.26    | 0.06%             | 2027-04-27      | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL9 LLC                                                              | PRET 2025-NPL9 LLC PRET 2025 NPL9 A1 144A                    | CUSIP: 740937AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    388706 | PA      | $389702.97    | 0.18%             | 2055-08-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| PRET 2024-NPL7 LLC                                                              | PRET 2024-NPL7 LLC PRET 2024 NPL7 A1 144A                    | CUSIP: 74136TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89048 | PA      | $89102.60     | 0.04%             | 2054-10-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| PRET 2025-RPL6 TRUST PRET 2025 RPL6 A1 144A                                     | PRET 2025-RPL6 TRUST PRET 2025 RPL6 A1 144A                  | CUSIP: 74143YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    402897 | PA      | $387423.49    | 0.18%             | 2069-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| PRET 2025-RPL6 TRUST PRET 2025 RPL6 A2 144A                                     | PRET 2025-RPL6 TRUST PRET 2025 RPL6 A2 144A                  | CUSIP: 74143YAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $73589.74     | 0.03%             | 2069-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR3 PROG 2022 SFR3 A 144A                            | PROGRESS RESIDENTIAL 2022-SFR3 PROG 2022 SFR3 A 144A         | CUSIP: 74331UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    128471 | PA      | $126715.05    | 0.06%             | 2039-04-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR5 PROG 2022 SFR5 A 144A                            | PROGRESS RESIDENTIAL 2022-SFR5 PROG 2022 SFR5 A 144A         | CUSIP: 74332YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     98321 | PA      | $98270.96     | 0.05%             | 2039-06-17      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR7 PROG 2022 SFR7 A 144A                            | PROGRESS RESIDENTIAL 2022-SFR7 PROG 2022 SFR7 A 144A         | CUSIP: 74333CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    161089 | PA      | $161413.86    | 0.08%             | 2039-10-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR8 PROG 2021 SFR8 A 144A                            | PROGRESS RESIDENTIAL 2021-SFR8 PROG 2021 SFR8 A 144A         | CUSIP: 74333TAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    384770 | PA      | $378810.65    | 0.18%             | 2038-10-17      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR1 PROG 2025 SFR1 A 144A                            | PROGRESS RESIDENTIAL 2025-SFR1 PROG 2025 SFR1 A 144A         | CUSIP: 74334NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    298803 | PA      | $286686.34    | 0.13%             | 2042-02-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted U.S. Logistics Fund L.P.                                      | PROLOGIS TARGETED US LOGISTICS COMPANY GUAR 144A 01/31 4.25  | CUSIP: 74350LAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $59556.64     | 0.03%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted U.S. Logistics Fund L.P.                                      | PROLOGIS TARGETED US LOGISTICS COMPANY GUAR 144A 01/36 4.75  | CUSIP: 74350LAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $175814.68    | 0.08%             | 2036-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Public Service Company of Oklahoma                                              | PUBLIC SERVICE CO OF OKLAHOMA SR UNSECURED 01/35 5.2         | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    215000 | PA      | $217324.73    | 0.10%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                    | PUBLIC SERVICE ENTERPRISE GROU SR UNSECURED 10/33 6.125      | CUSIP: 744573AX4<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53802.59     | 0.03%             | 2033-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                    | PUBLIC SERVICE ENTERPRISE GROU SR UNSECURED 04/34 5.45       | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15495.92     | 0.01%             | 2034-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                    | PUBLIC SERVICE ENTERPRISE GROU SR UNSECURED 03/30 4.9        | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    195000 | PA      | $199397.83    | 0.09%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc.                                                                      | QORVO INC COMPANY GUAR 144A 04/31 3.375                      | CUSIP: 74736KAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $185028.80    | 0.09%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Incorporated                                                           | QUALCOMM INC SR UNSECURED 05/32 4.75                         | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76607.85     | 0.04%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                                        | RETAINED VANTAGE DATA CENTERS VDCR 2023 1A A2A 144A          | CUSIP: 76134KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    395000 | PA      | $393768.07    | 0.18%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                     | RIO TINTO FINANCE USA PLC COMPANY GUAR 03/32 5               | CUSIP: 76720AAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     35000 | PA      | $36139.21     | 0.02%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Riverside                                                             | COUNTY OF RIVERSIDE CA RIV 02/28 FIXED 3.07                  | CUSIP: 76913CBC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $589181.04    | 0.28%             | 2028-02-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc.                                                            | ROCKET SOFTWARE INC SR UNSECURED 144A 02/29 6.5              | CUSIP: 77314EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $67618.46     | 0.03%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                    | ROCKIES EXPRESS PIPELINE LLC SR UNSECURED 144A 03/33 6.75    | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105532.02    | 0.05%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Romania                                                                         | ROMANIAN GOVERNMENT INTERNATIO SR UNSECURED 144A 01/34 6.375 | CUSIP: 77586RAU4<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |    116000 | PA      | $120643.49    | 0.06%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                             | SYNCHRONY FINANCIAL SR UNSECURED 03/31 VAR                   | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143542.04    | 0.07%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                             | SYNCHRONY FINANCIAL SR UNSECURED 07/36 VAR                   | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    190000 | PA      | $195023.78    | 0.09%             | 2036-07-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 08/49 3.7                | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     45000 | PA      | $33411.83     | 0.02%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 05/40 2.75               | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    155000 | PA      | $115919.30    | 0.05%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VFI ABS 2025-1 LLC VFI 2025 1A A 144A                                           | VFI ABS 2025-1 LLC VFI 2025 1A A 144A                        | CUSIP: 91824UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     84990 | PA      | $85381.00     | 0.04%             | 2030-06-24      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| VSP Optical Group Inc.                                                          | VSP OPTICAL GROUP INC COMPANY GUAR 144A 12/35 5.45           | CUSIP: 91836LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25166.45     | 0.01%             | 2035-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Venture 42 CLO Limited                                                          | VENTURE 42 CLO LTD VENTR 2021 42A A1A 144A                   | CUSIP: 923260AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    655000 | PA      | $655290.17    | 0.31%             | 2034-04-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| AES Andes S.A.                                                                  | AES ANDES SA SR UNSECURED 144A 03/32 6.25                    | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $208425.60    | 0.10%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AASET 2020-1 TRUST AASET 2020 1A A 144A                                         | AASET 2020-1 TRUST AASET 2020 1A A 144A                      | CUSIP: 00255UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40060 | PA      | $39779.22     | 0.02%             | 2040-01-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Company Inc.                                                  | ACADIA HEALTHCARE CO INC COMPANY GUAR 144A 04/29 5           | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24070.90     | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Company Inc.                                                  | ACADIA HEALTHCARE CO INC COMPANY GUAR 144A 03/33 7.375       | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101000.40    | 0.05%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Alabama Power Company                                                           | ALABAMA POWER CO SR UNSECURED 08/44 4.15                     | CUSIP: 010392FL7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    105000 | PA      | $87703.79     | 0.04%             | 2044-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                                           | ALABAMA POWER CO SR UNSECURED 10/49 3.45                     | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     75000 | PA      | $53339.98     | 0.02%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2021 TPMT 2021 R1 A1 144A                             | TOWD POINT MORTGAGE TRUST 2021 TPMT 2021 R1 A1 144A          | CUSIP: 89179TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    536541 | PA      | $487304.91    | 0.23%             | 2060-11-30      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Company                                         | TRANS-ALLEGHENY INTERSTATE LIN SR UNSECURED 144A 01/31 5     | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $128407.97    | 0.06%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TriMas Corporation                                                              | TRIMAS CORP COMPANY GUAR 144A 04/29 4.125                    | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |     63000 | PA      | $61266.49     | 0.03%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Tronox Incorporated                                                             | TRONOX INC COMPANY GUAR 144A 03/29 4.625                     | CUSIP: 897051AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $45503.67     | 0.02%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| 280 PARK AVENUE 2017-280P MORT PRK 2017 280P E 144A                             | 280 PARK AVENUE 2017-280P MORT PRK 2017 280P E 144A          | CUSIP: 90205FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    214000 | PA      | $211447.88    | 0.10%             | 2034-09-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc.                                                          | UBER TECHNOLOGIES INC SR UNSECURED 09/35 4.8                 | CUSIP: 90353TAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $288468.52    | 0.13%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 05/55 7.375      | CUSIP: 91087BBD1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    215000 | PA      | $231555.00    | 0.11%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/39 4.375                   | CUSIP: 912810QD3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1170000 | PA      | $1154232.42   | 0.54%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/47 3                       | CUSIP: 912810RV2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2125000 | PA      | $1599809.57   | 0.75%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/48 3                       | CUSIP: 912810SA7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2120000 | PA      | $1577578.11   | 0.74%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/48 3.125                   | CUSIP: 912810SC3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2405000 | PA      | $1826578.72   | 0.85%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                   | FREEDOM MORTGAGE HOLDINGS LLC SR UNSECURED 144A 04/33 7.875  | CUSIP: 35641AAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51778.13     | 0.02%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                         | GA GLOBAL FUNDING TRUST SECURED 144A 09/30 4.5               | CUSIP: 36143L2V6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $291476.41    | 0.14%             | 2030-09-18      | Fixed         | 4.50%                 | 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        |       522 | PA      | $455.75       | 0.00%             | 2066-05-25      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM3 TRUST GCAT 2021 NQM3 A1 144A                                     | GCAT 2021-NQM3 TRUST GCAT 2021 NQM3 A1 144A                  | CUSIP: 36167HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175663 | PA      | $154871.15    | 0.07%             | 2066-05-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM7 TRUST GCAT 2021 NQM7 A1 144A                                     | GCAT 2021-NQM7 TRUST GCAT 2021 NQM7 A1 144A                  | CUSIP: 36167YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115028 | PA      | $107503.17    | 0.05%             | 2066-08-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-CM1 TRUST GCAT 2022 HX1 A1 144A                                       | GCAT 2022-CM1 TRUST GCAT 2022 HX1 A1 144A                    | CUSIP: 36168XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    321324 | PA      | $302129.51    | 0.14%             | 2066-12-27      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 02/42 FIXED 4                                              | GINNIE MAE I POOL GN 02/42 FIXED 4                           | CUSIP: 36177JSM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       832 | PA      | $817.17       | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 12/50 FIXED 2                                             | GINNIE MAE II POOL G2 12/50 FIXED 2                          | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2179349 | PA      | $1804853.08   | 0.84%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 05/52 FIXED 4.5                                           | GINNIE MAE II POOL G2 05/52 FIXED 4.5                        | CUSIP: 36179W5F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1736155 | PA      | $1704814.66   | 0.80%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 04/51 FIXED 3                                             | GINNIE MAE II POOL G2 04/51 FIXED 3                          | CUSIP: 36179WDS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1430720 | PA      | $1288393.95   | 0.60%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL G2 05/51 FIXED 3                                             | GINNIE MAE II POOL G2 05/51 FIXED 3                          | CUSIP: 36179WFH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    309838 | PA      | $278783.75    | 0.13%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 10/28 FIXED 6.5                                            | GINNIE MAE I POOL GN 10/28 FIXED 6.5                         | CUSIP: 36208QSN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2599 | PA      | $2687.18      | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 06/28 FIXED 6.5                                            | GINNIE MAE I POOL GN 06/28 FIXED 6.5                         | CUSIP: 36208WDY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         9 | PA      | $8.76         | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 11/40 FIXED 4                                              | GINNIE MAE I POOL GN 11/40 FIXED 4                           | CUSIP: 3620ARQM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2220 | PA      | $2158.54      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 08/41 FIXED 4                                              | GINNIE MAE I POOL GN 08/41 FIXED 4                           | CUSIP: 3620AV7L0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2949 | PA      | $2861.74      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 01/31 VAR                        | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51574.36     | 0.02%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST MSC 2014 150E A 144A                             | MORGAN STANLEY CAPITAL I TRUST MSC 2014 150E A 144A          | CUSIP: 61764BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    610000 | PA      | $550319.49    | 0.26%             | 2032-09-09      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST MSC 2021 230P B 144A                             | MORGAN STANLEY CAPITAL I TRUST MSC 2021 230P B 144A          | CUSIP: 61772WAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $139883.19    | 0.07%             | 2038-12-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 SPL1 A1 144A                           | MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 SPL1 A1 144A        | CUSIP: 617946AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    397605 | PA      | $389168.69    | 0.18%             | 2065-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                       | XPLR INFRASTRUCTURE OPERATING SR UNSECURED 144A 01/29 7.25   | CUSIP: 65342QAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102461.10    | 0.05%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                   | NISOURCE INC SR UNSECURED 06/33 5.4                          | CUSIP: 65473PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $36295.60     | 0.02%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                   | NISOURCE INC SR UNSECURED 07/35 5.35                         | CUSIP: 65473PAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $189142.86    | 0.09%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| OLIT 2025-HB2 OLIT 2025 HB2 M1 144A                                             | OLIT 2025-HB2 OLIT 2025 HB2 M1 144A                          | CUSIP: 68278FAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135000 | PA      | $127409.92    | 0.06%             | 2038-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corporation                                                     | PILGRIM'S PRIDE CORP COMPANY GUAR 04/31 4.25                 | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107389.45    | 0.05%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corporation                                               | PINNACLE WEST CAPITAL CORP SR UNSECURED 05/28 4.9            | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    131000 | PA      | $133352.20    | 0.06%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corporation                                               | PINNACLE WEST CAPITAL CORP SR UNSECURED 05/30 5.15           | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118497.44    | 0.06%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L.P. and PAA Finance Corp.                         | PLAINS ALL AMERICAN PIPELINE L SR UNSECURED 01/36 5.6        | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $106214.40    | 0.05%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE 20 PREF 2025 1A A2 144A                             | POST ROAD EQUIPMENT FINANCE 20 PREF 2025 1A A2 144A          | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     92128 | PA      | $92845.50     | 0.04%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE 20 PREF 2025 1A B 144A                              | POST ROAD EQUIPMENT FINANCE 20 PREF 2025 1A B 144A           | CUSIP: 73747LAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101547.31    | 0.05%             | 2031-05-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Company                                                 | SOUTHERN CALIFORNIA GAS CO 1ST MORTGAGE 04/54 5.6            | CUSIP: 842434DA7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48937.07     | 0.02%             | 2054-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Company                                                 | SOUTHERN CALIFORNIA GAS CO 1ST MORTGAGE 06/55 6              | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179678.95    | 0.08%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southern Company Gas Capital Corporation                                        | SOUTHERN CO GAS CAPITAL CORP COMPANY GUAR 09/35 5.1          | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146110.87    | 0.07%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SPECIALTY BUILDING PRODUCTS HO SR SECURED 144A 10/29 7.75                       | SPECIALTY BUILDING PRODUCTS HO SR SECURED 144A 10/29 7.75    | CUSIP: 84749AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $97568.00     | 0.05%             | 2029-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc.                                                                | STAR PARENT INC SR SECURED 144A 10/30 9                      | CUSIP: 855170AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $106720.81    | 0.05%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STAR 2021-1 TRUST STAR 2021 1 A1 144A                                           | STAR 2021-1 TRUST STAR 2021 1 A1 144A                        | CUSIP: 85573GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107319 | PA      | $101260.11    | 0.05%             | 2065-05-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2021 2 A1 144A                               | STARWOOD MORTGAGE RESIDENTIAL STAR 2021 2 A1 144A            | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29830 | PA      | $28363.05     | 0.01%             | 2065-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2021 6 A1 144A                               | STARWOOD MORTGAGE RESIDENTIAL STAR 2021 6 A1 144A            | CUSIP: 85573RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275915 | PA      | $245032.98    | 0.11%             | 2066-11-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                             | SYNCHRONY FINANCIAL SR UNSECURED 10/31 2.875                 | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     85000 | PA      | $76258.62     | 0.04%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 04/31 3.5                      | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    230000 | PA      | $219893.85    | 0.10%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 02/31 2.55                     | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    140000 | PA      | $127901.69    | 0.06%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 07/33 5.05                     | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35715.80     | 0.02%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 01/34 5.75                     | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58267.89     | 0.03%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 01/35 4.7                      | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24562.15     | 0.01%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 05/32 5.125                    | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56598.96     | 0.03%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                           | TACO BELL FUNDING LLC BELL 2021 1A A2II 144A                 | CUSIP: 87342RAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    878355 | PA      | $818836.79    | 0.38%             | 2051-08-25      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR6 PROG 2022 SFR6 A 144A                            | PROGRESS RESIDENTIAL 2022-SFR6 PROG 2022 SFR6 A 144A         | CUSIP: 74334DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    617680 | PA      | $617420.54    | 0.29%             | 2039-07-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-6 LLC PRPM 2024 6 A1                                                  | PRPM 2024-6 LLC PRPM 2024 6 A1                               | CUSIP: 74390PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86866 | PA      | $86900.94     | 0.04%             | 2029-11-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-7 LLC PRPM 2024 7 A1 144A                                             | PRPM 2024-7 LLC PRPM 2024 7 A1 144A                          | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    193747 | PA      | $193847.35    | 0.09%             | 2029-11-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-3 PRPM 2025 3 A1 144A                                                 | PRPM 2025-3 PRPM 2025 3 A1 144A                              | CUSIP: 74449DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90002 | PA      | $90171.77     | 0.04%             | 2030-05-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| RFR TRUST 2025-SGRM RFR 2025 SGRM B 144A                                        | RFR TRUST 2025-SGRM RFR 2025 SGRM B 144A                     | CUSIP: 74984NAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    335000 | PA      | $342735.42    | 0.16%             | 2041-03-11      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| RR 23 LTD RRAM 2022 23A A2R2 144A                                               | RR 23 LTD RRAM 2022 23A A2R2 144A                            | CUSIP: 75000GBK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    520000 | PA      | $521332.76    | 0.24%             | 2037-07-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| RAD CLO 12 LTD RAD 2021 12A A1AR 144A                                           | RAD CLO 12 LTD RAD 2021 12A A1AR 144A                        | CUSIP: 75009PAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    395000 | PA      | $396248.20    | 0.19%             | 2040-07-30      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                   | ALPHABET INC SR UNSECURED 05/65 5.3                          | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    255000 | PA      | $239823.23    | 0.11%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                   | ALPHABET INC SR UNSECURED 11/45 5.35                         | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    305000 | PA      | $303073.46    | 0.14%             | 2045-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                   | ALPHABET INC SR UNSECURED 11/75 5.7                          | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    210000 | PA      | $206692.63    | 0.10%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                        | AMERICAN EXPRESS CO SR UNSECURED 01/31 VAR                   | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164920.51    | 0.08%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| BPCE                                                                            | BPCE SA 144A 05/31 VAR                                       | CUSIP: 056121AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    500000 | PA      | $513235.50    | 0.24%             | 2031-05-28      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2024-PAT BX 2024 PAT B 144A                                            | BX TRUST 2024-PAT BX 2024 PAT B 144A                         | CUSIP: 05612FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39000 | PA      | $39158.31     | 0.02%             | 2041-03-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| BOCA COMMERCIAL MORTGAGE TRUST BOCA 2025 BOCA B 144A                            | BOCA COMMERCIAL MORTGAGE TRUST BOCA 2025 BOCA B 144A         | CUSIP: 05619RAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245000 | PA      | $245305.98    | 0.11%             | 2042-12-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ARIA BX 2025 ARIA B 144A                                          | BX TRUST 2025-ARIA BX 2025 ARIA B 144A                       | CUSIP: 05619TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145000 | PA      | $145933.57    | 0.07%             | 2042-12-13      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/54 FIXED 5.5                                             | FREDDIE MAC POOL FR 05/54 FIXED 5.5                          | CUSIP: 3132DWLL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    807671 | PA      | $819948.51    | 0.38%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 01/47 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 01/47 FIXED 3                       | CUSIP: 3132WKHA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93703 | PA      | $83797.21     | 0.04%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 01/48 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 01/48 FIXED 3                       | CUSIP: 3132XVUZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78043 | PA      | $70572.82     | 0.03%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/52 FIXED 2.5                                             | FREDDIE MAC POOL FR 01/52 FIXED 2.5                          | CUSIP: 3133KNL92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1655476 | PA      | $1406878.80   | 0.66%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/52 FIXED 2.5                                             | FREDDIE MAC POOL FR 05/52 FIXED 2.5                          | CUSIP: 3133KPWH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1907463 | PA      | $1621025.44   | 0.76%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 11 GA                                                | FANNIE MAE REMICS FNR 2016 11 GA                             | CUSIP: 3136ARQA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55399 | PA      | $52199.64     | 0.02%             | 2046-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 38 NA                                                | FANNIE MAE REMICS FNR 2016 38 NA                             | CUSIP: 3136ASMM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30336 | PA      | $28639.36     | 0.01%             | 2046-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 08/32 FIXED 6                                              | GINNIE MAE I POOL GN 08/32 FIXED 6                           | CUSIP: 36225BUH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3526 | PA      | $3657.69      | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 05/33 FIXED 7                                              | GINNIE MAE I POOL GN 05/33 FIXED 7                           | CUSIP: 36241KJQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12933 | PA      | $13201.80     | 0.01%             | 2033-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 07/33 FIXED 7                                              | GINNIE MAE I POOL GN 07/33 FIXED 7                           | CUSIP: 36241KJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1416 | PA      | $1444.63      | 0.00%             | 2033-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 03/32 FIXED 7                                              | GINNIE MAE I POOL GN 03/32 FIXED 7                           | CUSIP: 36241KJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       361 | PA      | $365.00       | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc.                                                 | GE HEALTHCARE TECHNOLOGIES INC SR UNSECURED 06/35 5.5        | CUSIP: 36266GAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $249345.07    | 0.12%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc.                                                 | GE HEALTHCARE TECHNOLOGIES INC SR UNSECURED 12/35 4.95       | CUSIP: 36266GAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24944.69     | 0.01%             | 2035-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corporation II                                           | GS MORTGAGE SECURITIES CORP II GSMS 2024 70P B 144A          | CUSIP: 36269JAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    295000 | PA      | $299456.39    | 0.14%             | 2041-03-10      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TR GCAR 2024 4A B 144A                              | GLS AUTO RECEIVABLES ISSUER TR GCAR 2024 4A B 144A           | CUSIP: 36270YAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $176103.11    | 0.08%             | 2029-04-16      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2025 3A B 144A                              | GLS AUTO SELECT RECEIVABLES TR GSAR 2025 3A B 144A           | CUSIP: 36272GAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    433000 | PA      | $437858.87    | 0.20%             | 2031-09-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 04/35 FIXED 6                                              | GINNIE MAE I POOL GN 04/35 FIXED 6                           | CUSIP: 36291LGV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13996 | PA      | $14582.28     | 0.01%             | 2035-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 01/41 FIXED 4                                              | GINNIE MAE I POOL GN 01/41 FIXED 4                           | CUSIP: 36296GJF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3162 | PA      | $3077.77      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Limited                                            | GALAXY PIPELINE ASSETS BIDCO L SR SECURED 144A 09/40 2.94    | CUSIP: 36321PAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    173276 | PA      | $147396.88    | 0.07%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                           | GEORGIA POWER CO SR UNSECURED 03/42 4.3                      | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65627.73     | 0.03%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                           | GEORGIA POWER CO SR UNSECURED 03/31 4.85                     | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    290000 | PA      | $297538.18    | 0.14%             | 2031-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                           | GEORGIA POWER CO SR UNSECURED 03/35 5.2                      | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133426.75    | 0.06%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc.                                                          | GILDAN ACTIVEWEAR INC COMPANY GUAR 144A 10/35 5.4            | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $249283.66    | 0.12%             | 2035-10-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                            | GLENCORE FUNDING LLC COMPANY GUAR 144A 10/30 6.375           | CUSIP: 378272BP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $182952.06    | 0.09%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                            | GLENCORE FUNDING LLC COMPANY GUAR 144A 10/33 6.5             | CUSIP: 378272BQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $55222.03     | 0.03%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                            | GLENCORE FUNDING LLC COMPANY GUAR 144A 04/29 5.371           | CUSIP: 378272BS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $123842.88    | 0.06%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                            | GLENCORE FUNDING LLC COMPANY GUAR 144A 04/34 5.634           | CUSIP: 378272BU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41791.67     | 0.02%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 07/30 VAR           | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102461.37    | 0.05%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| GreenSaif Pipelines Bidco S.a r.l.                                              | GREENSAIF PIPELINES BIDCO SARL SR SECURED 144A 02/36 5.8528  | CUSIP: 39541EAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $208963.60    | 0.10%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 2A B 144A                              | GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 2A B 144A           | CUSIP: 39571VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101012.91    | 0.05%             | 2060-06-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC SR UNSECURED 05/31 VAR                     | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $412110.71    | 0.19%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC SR UNSECURED 11/31 VAR                     | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200616.73    | 0.09%             | 2031-11-06      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                               | INTEL CORP SR UNSECURED 05/47 4.1                            | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     70000 | PA      | $52914.95     | 0.02%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                               | INTEL CORP SR UNSECURED 12/47 3.734                          | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    325000 | PA      | $231267.84    | 0.11%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                               | INTEL CORP SR UNSECURED 11/49 3.25                           | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    151000 | PA      | $96465.11     | 0.05%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                               | INTEL CORP SR UNSECURED 02/60 3.1                            | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     60000 | PA      | $33521.40     | 0.02%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 10/28 VAR                 | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    185000 | PA      | $186813.07    | 0.09%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 10/35 VAR                 | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30295.74     | 0.01%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corporation                                                     | KAISER ALUMINUM CORP COMPANY GUAR 144A 06/31 4.5             | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48306.20     | 0.02%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                                     | KENVUE INC SR UNSECURED 05/32 4.85                           | CUSIP: 49177JAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $138047.84    | 0.06%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                   | NISOURCE INC SR UNSECURED 05/27 3.49                         | CUSIP: 65473QBE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $84448.90     | 0.04%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Northriver Midstream Finance LP                                                 | NORTHRIVER MIDSTREAM FINANCE L SR SECURED 144A 07/32 6.75    | CUSIP: 66679NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101905.35    | 0.05%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NRTH COMMERCIAL MORTGAGE TRUST NRTH 2025 PARK B 144A                            | NRTH COMMERCIAL MORTGAGE TRUST NRTH 2025 PARK B 144A         | CUSIP: 669985AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35000 | PA      | $35010.93     | 0.02%             | 2040-10-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Company                                                          | NSTAR ELECTRIC CO SR UNSECURED 06/34 5.4                     | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77681.61     | 0.04%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM1 Trust                                                             | OBX 2021-NQM1 TRUST OBX 2021 NQM1 A1 144A                    | CUSIP: 67114BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    181676 | PA      | $159982.01    | 0.07%             | 2066-02-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST NYC 2025 3BP B 144A                               | NYC COMMERCIAL MORTGAGE TRUST NYC 2025 3BP B 144A            | CUSIP: 67120UAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    385000 | PA      | $384281.44    | 0.18%             | 2042-02-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST NYC 2025 300P B 144A                              | NYC COMMERCIAL MORTGAGE TRUST NYC 2025 300P B 144A           | CUSIP: 67121TAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250973.55    | 0.12%             | 2042-07-13      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Ohio Edison Company                                                             | OHIO EDISON CO SR UNSECURED 144A 01/33 5.5                   | CUSIP: 677347CH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $36452.31     | 0.02%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                                      | ONEOK INC COMPANY GUAR 03/30 3.1                             | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9508.37      | 0.00%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                                      | ONEOK INC COMPANY GUAR 01/51 7.15                            | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10979.83     | 0.01%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                                      | ONEOK INC COMPANY GUAR 11/32 6.1                             | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32102.63     | 0.02%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                                      | ONEOK INC COMPANY GUAR 09/33 6.05                            | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     85000 | PA      | $90421.26     | 0.04%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 03/51 3.95                          | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    115000 | PA      | $75665.34     | 0.04%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 03/61 4.1                           | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19324.29     | 0.01%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 02/33 4.9                           | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9623.93      | 0.00%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 02/53 5.55                          | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     73000 | PA      | $60581.20     | 0.03%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 09/34 4.7                           | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    135000 | PA      | $125183.37    | 0.06%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 09/54 5.375                         | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     82000 | PA      | $66319.49     | 0.03%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 09/64 5.5                           | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     45000 | PA      | $35912.45     | 0.02%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 08/55 6                             | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79360.95     | 0.04%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 09/32 4.8                           | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    465000 | PA      | $448921.24    | 0.21%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC SR SECURED 144A 02/31 7.375                          | OUTFRONT MEDIA CAPITAL LLC SR SECURED 144A 02/31 7.375       | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $105846.00    | 0.05%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-7 LLC PRPM 2025 7 A1 144A                                             | PRPM 2025-7 LLC PRPM 2025 7 A1 144A                          | CUSIP: 69382YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    186053 | PA      | $186513.59    | 0.09%             | 2030-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Pret 2025-NPL11 LLC                                                             | PRET 2025-NPL11 LLC PRET 2025 NPL11 A1 144A                  | CUSIP: 69383AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    621061 | PA      | $622153.05    | 0.29%             | 2055-10-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Pret 2025-Npl8 LLC                                                              | PRET 2025-NPL8 LLC PRET 2025 NPL8 A1 144A                    | CUSIP: 69392EAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    293408 | PA      | $294081.53    | 0.14%             | 2055-08-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL3 LLC PRPM 2025 RPL3 A1 144A                                       | PRPM 2025-RPL3 LLC PRPM 2025 RPL3 A1 144A                    | CUSIP: 69392NAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    664818 | PA      | $643610.98    | 0.30%             | 2055-04-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| PRET 2025-RPL5 TRUST PRET 2025 RPL5 A1 144A                                     | PRET 2025-RPL5 TRUST PRET 2025 RPL5 A1 144A                  | CUSIP: 69393AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    440609 | PA      | $433369.99    | 0.20%             | 2070-01-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL14 LLC PRET 2025 NPL14 A1 144A                                     | PRET 2025-NPL14 LLC PRET 2025 NPL14 A1 144A                  | CUSIP: 69393CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $239999.83    | 0.11%             | 2055-12-25      | Variable      | 5.26%                 | No            |                  3 | On Loan: No      |
| PRET 2025-NPL14 LLC PRET 2025 NPL14 A2 144A                                     | PRET 2025-NPL14 LLC PRET 2025 NPL14 A2 144A                  | CUSIP: 69393CAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $174999.58    | 0.08%             | 2055-12-25      | Variable      | 6.78%                 | No            |                  3 | On Loan: No      |
| PRPM 2025-6 LLC PRPM 2025 6 A1 144A                                             | PRPM 2025-6 LLC PRPM 2025 6 A1 144A                          | CUSIP: 69395KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    263396 | PA      | $263820.23    | 0.12%             | 2028-08-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 06/43 4.6           | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16690.87     | 0.01%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 01/38 6.625      | CUSIP: 91087BBF6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    615000 | PA      | $641752.50    | 0.30%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 03/33 5.375      | CUSIP: 91087BBK5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    605000 | PA      | $599555.00    | 0.28%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY INFLATI 02/42 0.75                                       | UNITED STATES TREASURY INFLATI 02/42 0.75                    | CUSIP: 912810QV3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2218924 | PA      | $1726672.06   | 0.81%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY INFLATI 02/43 0.625                                      | UNITED STATES TREASURY INFLATI 02/43 0.625                   | CUSIP: 912810RA8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     99127 | PA      | $73736.91     | 0.03%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/43 3.75                    | CUSIP: 912810RD2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2253000 | PA      | $1974455.28   | 0.92%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY INFLATI 02/44 1.375                                      | UNITED STATES TREASURY INFLATI 02/44 1.375                   | CUSIP: 912810RF7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1355071 | PA      | $1134133.33   | 0.53%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/45 2.5                     | CUSIP: 912810RK6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1619000 | PA      | $1146580.85   | 0.54%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY INFLATI 02/45 0.75                                       | UNITED STATES TREASURY INFLATI 02/45 0.75                    | CUSIP: 912810RL4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1472480 | PA      | $1073109.38   | 0.50%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-NXS1                                 | WELLS FARGO COMMERCIAL MORTGAG WFCM 2015 NXS1 D              | CUSIP: 94989HBM1<br>LEI: 5493002S7XBI8CVRR075 | Long             | ABS-MBS          | CORP              | US        |     40000 | PA      | $37240.80     | 0.02%             | 2048-05-15      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO + CO SR UNSECURED 10/34 VAR                      | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     55000 | PA      | $60881.92     | 0.03%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO + CO SR UNSECURED 01/31 VAR                      | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72486.40     | 0.03%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO + CO SR UNSECURED 04/31 VAR                      | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67093.20     | 0.03%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                                | WULF COMPUTE LLC SR SECURED 144A 10/30 7.75                  | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $56663.66     | 0.03%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc.                                                                | XCEL ENERGY INC SR UNSECURED 06/32 4.6                       | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84534.39     | 0.04%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc.                                                                | XCEL ENERGY INC SR UNSECURED 03/28 4.75                      | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111425.81    | 0.05%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Romania                                                                         | ROMANIAN GOVERNMENT INTERNATIO SR UNSECURED 144A 12/40 2.625 | CUSIP: BM7280910<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |    335000 | PA      | $258745.27    | 0.12%             | 2040-12-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CHILE GOVERNMENT INTERNATIONAL SR UNSECURED 01/51 1.25                          | CHILE GOVERNMENT INTERNATIONAL SR UNSECURED 01/51 1.25       | CUSIP: BN6167926<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    165000 | PA      | $104215.04    | 0.05%             | 2051-01-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Romania                                                                         | ROMANIAN GOVERNMENT INTERNATIO SR UNSECURED REGS 04/41 2.75  | CUSIP: BO9736261<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |    605000 | PA      | $469814.35    | 0.22%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA SR UNSECURED 02/34 7.5                                     | REPUBLIC OF COLOMBIA SR UNSECURED 02/34 7.5                  | CUSIP: BP9N3XII1<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $208400.00    | 0.10%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 10/41 FIXED 4                                              | GINNIE MAE I POOL GN 10/41 FIXED 4                           | CUSIP: 36230TGX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4253 | PA      | $4130.87      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSECURED 09/35 5.4                               | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75557.98     | 0.04%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MAD COMMERCIAL MORTGAGE TRUST MAD 2025 11MD B 144A                              | MAD COMMERCIAL MORTGAGE TRUST MAD 2025 11MD B 144A           | CUSIP: 55616AAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280000 | PA      | $280111.27    | 0.13%             | 2042-10-15      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Magnetite XXXI Limited                                                          | MAGNETITE XXXI LTD MAGNE 2021 31A CR 144A                    | CUSIP: 55952FAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250000.00    | 0.12%             | 2034-07-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Mars Incorporated                                                               | MARS INC SR UNSECURED 144A 03/28 4.6                         | CUSIP: 571676AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20274.01     | 0.01%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mars Incorporated                                                               | MARS INC SR UNSECURED 144A 03/32 5                           | CUSIP: 571676AZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $407143.97    | 0.19%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mars Incorporated                                                               | MARS INC SR UNSECURED 144A 03/35 5.2                         | CUSIP: 571676BA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $164452.74    | 0.08%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mars Incorporated                                                               | MARS INC SR UNSECURED 144A 05/45 5.65                        | CUSIP: 571676BB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $428406.40    | 0.20%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Mars Incorporated                                                               | MARS INC SR UNSECURED 144A 05/65 5.8                         | CUSIP: 571676BD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $60208.54     | 0.03%             | 2065-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Company                                      | MAUSER PACKAGING SOLUTIONS HOL SECURED 144A 04/30 9.25       | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96000.00     | 0.04%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                                    | MCAFEE CORP SR UNSECURED 144A 02/30 7.375                    | CUSIP: 579063AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $100288.92    | 0.05%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                           | METROPOLITAN TRANSPORTATION AU MTATRN 11/49 FIXED 5.175      | CUSIP: 59261A2P1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     25000 | PA      | $23082.02     | 0.01%             | 2049-11-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC SR UNSECURED 11/32 5.65                | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    155000 | PA      | $162927.26    | 0.08%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Monongahela Power Company                                                       | MONONGAHELA POWER CO 1ST MORTGAGE 144A 02/34 5.85            | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15852.26     | 0.01%             | 2034-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST MSC 2017 H1 XA                                   | MORGAN STANLEY CAPITAL I TRUST MSC 2017 H1 XA                | CUSIP: 61691JAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    598198 | PA      | $7474.78      | 0.00%             | 2050-06-15      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 04/32 VAR                        | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175471.52    | 0.08%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 07/32 VAR                        | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     85000 | PA      | $75529.98     | 0.04%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 04/28 VAR                        | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105240.83    | 0.05%             | 2028-04-20      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 07/29 VAR                        | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56757.20     | 0.03%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 04/30 VAR                        | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166692.12    | 0.08%             | 2030-04-18      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corporation                                 | NEW YORK TRANSPORTATION DEVELO NYTTRN 09/35 FIXED 4.248      | CUSIP: 650117AA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $395203.60    | 0.18%             | 2035-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                                      | ONEOK INC COMPANY GUAR 09/53 6.625                           | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10472.94     | 0.00%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                                      | ONEOK INC COMPANY GUAR 10/31 4.75                            | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155823.58    | 0.07%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                                      | ONEOK INC COMPANY GUAR 11/34 5.05                            | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208124.78    | 0.10%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                             | SOLD EUR/BOUGHT USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-5010.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                                      | ONEOK INC COMPANY GUAR 10/35 5.4                             | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85882.69     | 0.04%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| OLIT 2025-HB2 OLIT 2025 HB2 A 144A                                              | OLIT 2025-HB2 OLIT 2025 HB2 A 144A                           | CUSIP: 68278FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83846 | PA      | $81849.08     | 0.04%             | 2038-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                                   | JH COLLATERAL                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |     44212 | NS      | $442306.86    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Virginia Electric and Power Company                                             | VIRGINIA ELECTRIC AND POWER CO SR UNSECURED 01/34 5          | CUSIP: 927804GP3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136613.09    | 0.06%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 04/60 3.85                          | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    175000 | PA      | $106933.46    | 0.05%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 03/41 3.65                          | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     18000 | PA      | $13131.35     | 0.01%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                             | VIRGINIA ELECTRIC AND POWER CO SR UNSECURED 01/54 5.35       | CUSIP: 927804GQ1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46875.26     | 0.02%             | 2054-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                             | VIRGINIA ELECTRIC AND POWER CO SR UNSECURED 08/34 5.05       | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50624.92     | 0.02%             | 2034-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 02/44 4.75          | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33779.91     | 0.02%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Banca Comerciala Romana SA                                                      | BANCA COMERCIALA ROMANA SA REGS 05/27 VAR                    | CUSIP: ZK5596562<br>LEI: N/A                  | Long             | DBT              | CORP              | RO        |    100000 | PA      | $119647.97    | 0.06%             | 2027-05-19      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt.                                                                  | OTP BANK NYRT REGS 05/27 VAR                                 | CUSIP: ZK6544124<br>LEI: N/A                  | Long             | DBT              | CORP              | HU        |    200000 | PA      | $201980.44    | 0.09%             | 2027-05-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B10 MORTGAGE TR BMARK 2019 B10 XA                                | BENCHMARK 2019-B10 MORTGAGE TR BMARK 2019 B10 XA             | CUSIP: 08162VAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2602731 | PA      | $85018.22     | 0.04%             | 2062-03-15      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B18 MORTGAGE TR BMARK 2020 B18 XA                                | BENCHMARK 2020-B18 MORTGAGE TR BMARK 2020 B18 XA             | CUSIP: 08163AAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    564794 | PA      | $27775.77     | 0.01%             | 2053-07-15      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B22 MORTGAGE TR BMARK 2020 B22 XA                                | BENCHMARK 2020-B22 MORTGAGE TR BMARK 2020 B22 XA             | CUSIP: 08163BBF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1142011 | PA      | $68283.45     | 0.03%             | 2054-01-15      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners ClO XXXI Ltd.                                           | BENEFIT STREET PARTNERS CLO XX BSP 2023 31A BR 144A          | CUSIP: 08183DAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    270000 | PA      | $270767.34    | 0.13%             | 2038-04-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 02/30 2.95                        | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42633.90     | 0.02%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 02/50 3.75                        | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7272.57      | 0.00%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM2 A1 144A                          | BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM2 A1 144A       | CUSIP: 10569EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22254 | PA      | $21781.53     | 0.01%             | 2060-03-25      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 A1 144A                          | BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 A1 144A       | CUSIP: 10569TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     49869 | PA      | $45957.96     | 0.02%             | 2049-02-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 07/29 5.05                         | CUSIP: 11135FBX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $66922.53     | 0.03%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 02/28 4.15                         | CUSIP: 11135FCA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $65220.03     | 0.03%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 07/35 5.2                          | CUSIP: 11135FCM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $174176.23    | 0.08%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 10/30 4.2                          | CUSIP: 11135FCW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $149885.91    | 0.07%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners L.P.                                                           | BUCKEYE PARTNERS LP SR UNSECURED 11/43 5.85                  | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28133.31     | 0.01%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc.                                                                | XCEL ENERGY INC SR UNSECURED 04/35 5.6                       | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72489.69     | 0.03%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                                 | ZAYO ISSUER LLC ZAYO 2025 1A A2 144A                         | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290000 | PA      | $294952.77    | 0.14%             | 2055-03-20      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EURO-BUND FUTURE 0326                                                           | EURO-BUND FUTURE 0326                                        | CUSIP: ADI302N31<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |        43 | NC      | $40864.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO BUXL 30Y BND 0326                                                          | EURO BUXL 30Y BND 0326                                       | CUSIP: ADI302N64<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         4 | NC      | $-8817.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| US LONG BONDCBT 0326                                                            | US LONG BONDCBT 0326                                         | CUSIP: ADI30KFY2<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $-2122.70     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| US 10YR NOTE CBT 0326                                                           | US 10YR NOTE CBT 0326                                        | CUSIP: ADI30KFZ9<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        33 | NC      | $28235.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US ULTRA BOND CBT 0326                                                          | US ULTRA BOND CBT 0326                                       | CUSIP: ADI30KG47<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         4 | NC      | $1618.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US 5YR NOTE CBT 0326                                                            | US 5YR NOTE CBT 0326                                         | CUSIP: ADI30KNN7<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        47 | NC      | $1290.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US 2YR NOTE CBT 0326                                                            | US 2YR NOTE CBT 0326                                         | CUSIP: ADI30KNP2<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        35 | NC      | $-4419.45     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| US 10YR ULTRA FUT 0326                                                          | US 10YR ULTRA FUT 0326                                       | CUSIP: ADI30KQQ7<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        20 | NC      | $15909.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LONG GILT FUTURE 0326                                                           | LONG GILT FUTURE 0326                                        | CUSIP: ADI30KQR5<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |        29 | NC      | $-8938.56     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AUST 10Y BOND FUT 0326                                                          | AUST 10Y BOND FUT 0326                                       | CUSIP: ADI30L4V8<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |       115 | NC      | $35669.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE TRIPARTY MTGE REPO - 02Jan26                                           | DEUTSCHE TRIPARTY MTGE REPO - 02Jan26                        | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |   5200000 | PA      | $5200000.00   | 2.43%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTH MACEDONIA GOVERNMENT INT SR UNSECURED 144A 06/26 3.675                    | NORTH MACEDONIA GOVERNMENT INT SR UNSECURED 144A 06/26 3.675 | CUSIP: BJ7363895<br>LEI: N/A                  | Long             | DBT              | NUSS              | MK        |    265000 | PA      | $311589.94    | 0.15%             | 2026-06-03      | Fixed         | 3.67%                 | 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        |    223856 | PA      | $195291.58    | 0.09%             | 2066-07-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 6 A1 144A                              | ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 6 A1 144A           | CUSIP: 03465JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    372497 | PA      | $316798.65    | 0.15%             | 2066-09-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 8 A1 144A                              | ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 8 A1 144A           | CUSIP: 03465MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    164970 | PA      | $148511.18    | 0.07%             | 2066-11-25      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Company                                                  | ARIZONA PUBLIC SERVICE CO SR UNSECURED 08/34 5.7             | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    105000 | PA      | $110379.16    | 0.05%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust 2019-2                                                    | ARROYO MORTGAGE TRUST 2019-2 ARRW 2019 2 A1 144A             | CUSIP: 042858AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86547 | PA      | $84558.05     | 0.04%             | 2049-04-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Arthur J. Gallagher and Co.                                                     | ARTHUR J GALLAGHER and CO SR UNSECURED 02/35 5.15            | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    340000 | PA      | $343558.19    | 0.16%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ASURION LLC AND ASURION CO-ISS SR SECURED 144A 12/32 8                          | ASURION LLC AND ASURION CO-ISS SR SECURED 144A 12/32 8       | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31128.34     | 0.01%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                         | CF HIPPOLYTA ISSUER LLC SORT 2020 1 A1 144A                  | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    102899 | PA      | $86577.87     | 0.04%             | 2060-07-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc.                                               | CHS/COMMUNITY HEALTH SYSTEMS I SR SECURED 144A 01/32 10.875  | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     23000 | PA      | $25103.12     | 0.01%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                 | CIGNA GROUP/THE SR UNSECURED 09/32 4.875                     | CUSIP: 125523CY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $167147.05    | 0.08%             | 2032-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer Inc.                                                             | CP ATLAS BUYER INC SR SECURED 144A 07/30 9.75                | CUSIP: 12597YAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51787.48     | 0.02%             | 2030-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer Inc.                                                             | CP ATLAS BUYER INC SECURED 144A 01/31 12.75                  | CUSIP: 12597YAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $23685.52     | 0.01%             | 2031-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| CSX Corporation                                                                 | CSX CORP SR UNSECURED 06/35 5.05                             | CUSIP: 126408HZ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    340000 | PA      | $345829.06    | 0.16%             | 2035-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Csmc 2022-Nqm1 Trust                                                            | CSMC 2022-NQM1 TRUST CSMC 2022 NQM1 A1 144A                  | CUSIP: 126416AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    480797 | PA      | $440728.21    | 0.21%             | 2066-11-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/43 FIXED 2.5                           | CUSIP: 31417FMM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52471 | PA      | $46687.40     | 0.02%             | 2043-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/51 FIXED 2                             | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1640692 | PA      | $1338322.65   | 0.63%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/51 FIXED 2                             | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3195029 | PA      | $2604208.31   | 1.22%             | 2051-05-01      | Fixed         | 2.00%                 | 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        |     17000 | PA      | $16148.68     | 0.01%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 08/40 3.3           | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30278.10     | 0.01%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 08/50 3.5           | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20229.03     | 0.01%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 07/30 4.55          | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99570.39     | 0.05%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 07/50 4.95          | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     32000 | PA      | $27047.43     | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 10/32 5.05          | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90501.98     | 0.04%             | 2032-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP 1ST MORTGAGE 04/37 5.75                           | CUSIP: 695114CD8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40536.89     | 0.02%             | 2037-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP 1ST MORTGAGE 10/37 6.25                           | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10437.77     | 0.00%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP 1ST MORTGAGE 01/49 4.125                          | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22360.48     | 0.01%             | 2049-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 12/28 FIXED 6.5                                            | GINNIE MAE I POOL GN 12/28 FIXED 6.5                         | CUSIP: 36210GTQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       347 | PA      | $358.54       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                 | ISRAEL GOVERNMENT INTERNATIONA SR UNSECURED 07/50 3.875      | CUSIP: 46513JB42<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $146389.92    | 0.07%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                 | ISRAEL GOVERNMENT INTERNATIONA SR UNSECURED 02/30 5.375      | CUSIP: 46514Y8A8<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    400000 | PA      | $413727.59    | 0.19%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2016 JP3 A5                                | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2016 JP3 A5             | CUSIP: 46590RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $113906.33    | 0.05%             | 2049-08-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 04/33 5.75                           | JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 04/33 5.75        | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     60000 | PA      | $62682.78     | 0.03%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings Inc.                                                  | JH NORTH AMERICA HOLDINGS INC SR SECURED 144A 07/32 6.125    | CUSIP: 46593WAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102655.70    | 0.05%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 04/29 VAR                 | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59942.17     | 0.03%             | 2029-04-23      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 05/30 VAR                 | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64021.36     | 0.03%             | 2030-05-06      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 04/32 VAR                 | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36562.08     | 0.02%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 11/32 VAR                 | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67679.77     | 0.03%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 07/29 VAR                 | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180346.33    | 0.08%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 01/35 VAR                 | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134734.45    | 0.06%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 04/30 VAR                 | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    195000 | PA      | $203429.31    | 0.10%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 07/30 VAR                 | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189927.73    | 0.09%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 04/31 VAR                 | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    220000 | PA      | $227144.82    | 0.11%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SUBORDINATED 07/36 VAR                 | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196545.29    | 0.09%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/35 4                       | CUSIP: 91282CPJ4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2375000 | PA      | $2340859.38   | 1.10%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/28 3.5                     | CUSIP: 91282CPK1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2100000 | PA      | $2097703.13   | 0.98%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/30 3.5                     | CUSIP: 91282CPN5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1425000 | PA      | $1410638.68   | 0.66%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 08/39 3.5                | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $58286.49     | 0.03%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                | PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 11/31 4.75       | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127631.41    | 0.06%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Company                                                             | PHILLIPS 66 CO COMPANY GUAR 03/56 VAR                        | CUSIP: 718547AZ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $93983.57     | 0.04%             | 2056-03-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc.                                                               | PUGET ENERGY INC SR SECURED 06/30 4.1                        | CUSIP: 745310AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $21543.97     | 0.01%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc.                                                               | PUGET ENERGY INC SR SECURED 03/32 4.224                      | CUSIP: 745310AN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7670.60      | 0.00%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc.                                                               | PUGET ENERGY INC SR SECURED 03/35 5.725                      | CUSIP: 745310AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $389939.34    | 0.18%             | 2035-03-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Pret 2025-NPL7 LLC                                                              | PRET 2025-NPL7 LLC PRET 2025 NPL7 A1 144A                    | CUSIP: 740934AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    316089 | PA      | $316908.73    | 0.15%             | 2055-07-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Pret 2025-Npl6 LLC                                                              | PRET 2025-NPL6 LLC PRET 2025 NPL6 A1 144A                    | CUSIP: 740936AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    471417 | PA      | $473245.10    | 0.22%             | 2055-06-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                                 | STACK INFRASTRUCTURE ISSUER LL SIDC 2023 2A A2 144A          | CUSIP: 85236KAH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $226132.18    | 0.11%             | 2048-07-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                                 | STACK INFRASTRUCTURE ISSUER LL SIDC 2024 1A A2 144A          | CUSIP: 85236KAM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $121490.60    | 0.06%             | 2049-03-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHARTERED PLC SR UNSECURED 144A 11/28 VAR           | CUSIP: 853254CN8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $212950.35    | 0.10%             | 2028-11-16      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc.                                                                   | TAPESTRY INC SR UNSECURED 03/30 5.1                          | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66729.36     | 0.03%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc.                                                                   | TAPESTRY INC SR UNSECURED 03/35 5.5                          | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56230.68     | 0.03%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANC SR SECURED 144A 11/30 7.5                        | ACRISURE LLC / ACRISURE FINANC SR SECURED 144A 11/30 7.5     | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $124997.81    | 0.06%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST AFRMT 2025 2A A 144A                                        | AFFIRM MASTER TRUST AFRMT 2025 2A A 144A                     | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $261758.46    | 0.12%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TR AFFRM 2024 X2 B 144A                             | AFFIRM ASSET SECURITIZATION TR AFFRM 2024 X2 B 144A          | CUSIP: 00833QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $120159.89    | 0.06%             | 2029-12-17      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA SR UNSECURED 144A 10/54 5.8                      | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    300000 | PA      | $272757.92    | 0.13%             | 2054-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                        | AMERICAN EXPRESS CO SR UNSECURED 04/31 VAR                   | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    185000 | PA      | $190650.98    | 0.09%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Cencora Inc.                                                                    | CENCORA INC SR UNSECURED 12/29 4.85                          | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    195000 | PA      | $199326.48    | 0.09%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 4 A2 144A                              | ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 4 A2 144A           | CUSIP: 03464EAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94683 | PA      | $81100.04     | 0.04%             | 2065-01-20      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2022- AOMT 2022 5 A1 144A                              | ANGEL OAK MORTGAGE TRUST 2022- AOMT 2022 5 A1 144A           | CUSIP: 03464HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    418626 | PA      | $416518.86    | 0.19%             | 2067-05-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2022- AOMT 2022 2 A1 144A                              | ANGEL OAK MORTGAGE TRUST 2022- AOMT 2022 2 A1 144A           | CUSIP: 03464PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     49717 | PA      | $47613.88     | 0.02%             | 2067-01-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 R1 A1 144A                             | ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 R1 A1 144A          | CUSIP: 034651AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48539 | PA      | $46910.15     | 0.02%             | 2053-04-25      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 2 A1 144A                              | ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 2 A1 144A           | CUSIP: 03465DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97308 | PA      | $84797.35     | 0.04%             | 2066-04-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 03/45 4.3           | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     48000 | PA      | $38075.14     | 0.02%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 02/31 2.5           | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    340000 | PA      | $305986.64    | 0.14%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 06/32 5.9           | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26173.89     | 0.01%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 01/53 6.75          | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    165000 | PA      | $175481.86    | 0.08%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 01/33 6.15          | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    105000 | PA      | $111415.01    | 0.05%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 04/53 6.7           | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36932.64     | 0.02%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 01/29 6.1           | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    160000 | PA      | $167338.38    | 0.08%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 03/34 6.95          | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    145000 | PA      | $161256.75    | 0.08%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 05/34 5.8           | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    280000 | PA      | $290798.87    | 0.14%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 10/54 5.9           | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    145000 | PA      | $138968.77    | 0.07%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP 1ST MORTGAGE 12/53 5.35                           | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56989.65     | 0.03%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP 1ST MORTGAGE 05/54 5.5                            | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    115000 | PA      | $102771.31    | 0.05%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP 1ST MORTGAGE 01/55 5.8                            | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4665.90      | 0.00%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| IRS USD P 3.25 20230621-20530621                                                | IRS USD P 3.25 20230621-20530621                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    370000 | PA      | $56555.87     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS USD P 4.16 20250319-20450319                                                | IRS USD P 4.16 20250319-20450319                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   3940000 | PA      | $-3152.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS USD P 1.56 20211215-20411215                                                | IRS USD P 1.56 20211215-20411215                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   1187000 | PA      | $355051.40    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS USD P 1.56 20211215-20511215                                                | IRS USD P 1.56 20211215-20511215                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   1320000 | PA      | $553456.07    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS USD P 2.88 20230315-20530315                                                | IRS USD P 2.88 20230315-20530315                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    380000 | PA      | $80883.65     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS USD P 2.97 20230315-20530315                                                | IRS USD P 2.97 20230315-20530315                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   1105000 | PA      | $218906.25    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-29

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer